Juncal Cunado

University of Navarra - Faculty of Economics

Campus Universitario

Pamplona, Navarra 31009

Spain

SCHOLARLY PAPERS

3

DOWNLOADS

291

CITATIONS

0

Scholarly Papers (3)

1.

Modelling Long-Run Trends and Cycles in Financial Time Series Data

CESifo Working Paper Series No. 2330
Number of pages: 41 Posted: 13 Jun 2008
Brunel University London - Department of Economics and Finance, University of Navarra - Faculty of Economics and University of Navarra - Department of Economics
Downloads 184 (126,412)

Abstract:

fractional integration, financial time series data, trends, cycles

2.

Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks

CESifo Working Paper Series No. 1989
Number of pages: 28 Posted: 22 May 2007
Brunel University London - Department of Economics and Finance, University of Navarra - Faculty of Economics and University of Navarra - Department of Economics
Downloads 79 (237,014)

Abstract:

deterministic and stochastic seasonality, fractional integration, structural breaks

The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis

CESifo Working Paper Series No. 5407
Number of pages: 34 Posted: 06 Jul 2015
Brunel University - Centre for Empirical Finance, University of Navarra - Faculty of Economics, University of Navarra - Department of Economics and University of Pretoria - Department of Economics
Downloads 18 (450,745)

Abstract:

healthcare expenditure, income elasticity, US states, fractional integration, fractional cointegration