Luis Alberiko Gil-Alana
Names
| first: |
Luis |
| middle: |
Alberiko |
| last: |
Gil-Alana |
Identifer
Contact
| phone: |
00 34 948 425 426 |
| postal address: |
Universidad de Navarra
Faculty of Economics and Business Administration
Edificio Biblioteca, Entrada Este
E-31080 Pamplona
SPAIN |
Affiliations
-
Universidad de Navarra
/ Facultad de Ciencias Económicas y Empresariales (weight: 50%)
-
Universidad de Navarra
/ Navarra Center for International Development (weight: 50%)
Research profile
author of:
- Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models (RePEc:abk:jajeba:ajebasp.2011.586.588)
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana - Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour (RePEc:adb:adbadr:2117)
by Carlos Barros & Guglielmo Maria Caporale & Luis Gil-Alana - Inflation Forecasting in Angola: A Fractional Approach (RePEc:adb:adbadr:486)
by Carlos Barros & Luis Gil-Alana - Estimation of Fractionally ARIMA Models for the UK Unemployment (RePEc:adr:anecst:y:2001:i:62:p:127-137)
by Luis A. Gil-Alana - Testing Seasonality in the Context of Fractionally Integrated Processes (RePEc:adr:anecst:y:2006:i:81:p:69-91)
by Luis A. Gil-Alana - Inflation convergence in Central and Eastern Europe with a view to adopting the euro (RePEc:aee:wpaper:1201)
by Juan Carlos Cuestas & Luis A. Gil-Alana & Karl Taylor - A non-linear approach with long range dependence based on Chebyshev polynomials (RePEc:aee:wpaper:1301)
by Juan Carlos Cuestas & Luis A. Gil-Alana - Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis (RePEc:afj:journ3:v:10:y:2020:i:2:p:31-37)
by Manuel Monge & Luis A. Gil-Alana & Enrique Cristobal - How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry (RePEc:afj:journ3:v:11:y:2021:i:1:p:26-34)
by Manuel Monge & Enrique Cristobal & Luis A. Gil-Alana - A Test for the Efficiency of Nigerian REITS Stocks (RePEc:afj:journ3:v:13:y:2023:i:2:p:35-43)
by Luis Alberiko Gil-Alana & Hassana Babangida Umar & Nuruddeen Usman - Is there Convergence between the Brics and International Securitized Property Markets? (RePEc:afr:wpaper:afres2018_113)
by O. Akinsomi & Y. Coskun & L. A. Gil-Alana & O. S. Yaya - International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications (RePEc:ags:eaa105:7859)
by Gil-Alana, Luis A. & Fischer, Christian - The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine (RePEc:ags:eaae98:10049)
by Fischer, Christian & Gil-Alana, Luis A. - Non-Linearities and Fractional Integration in the US Unemployment Rate (RePEc:ags:hwwadp:26232)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine (RePEc:ags:iaae06:25341)
by Fischer, Christian & Gil-Alana, Luis A. - Persistence in Commodity Prices (RePEc:ags:jlaare:310529)
by Gil-Alana, Luis A. & Font de Villanueva, Cecilia - The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine (RePEc:ags:ubfred:57033)
by Fischer, Christian & Gil-Alana, Luis A. - Long Memory in the Housing Price Indices in China (RePEc:asi:ajoerj:v:3:y:2013:i:7:p:785-807:id:3489)
by Carlos Pestana BARROS & Zhongfei CHEN & Luis A GIL-ALANA - The COVID-19 impact on the Asian Stock Markets (RePEc:ayb:jrnael:11)
by Luis A. Gil-Alana & Gloria Claudio-Quiroga - Crude Oil Prices and COVID-19 - Persistence of the Shock (RePEc:ayb:jrnerl:25)
by Luis A. Gil-Alana & Manuel Monge - The Housing Markets in Spain and Portugal: Evidence of Persistence (RePEc:bap:journl:130402)
by Carlos P. Barros & Luis A. Gil-Alana - Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India (RePEc:bap:journl:170205)
by Trilochan Tripathy & Luis A. Gil-Alana & Debadutta Sahoo - Inflation Forecasting in Angola: A Fractional Approach (RePEc:bla:afrdev:v:25:y:2013:i:1:p:91-104)
by Carlos P. Barros & Luis A. Gil-Alana - Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour (RePEc:bla:afrdev:v:26:y:2014:i:1:p:59-73)
by Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana - Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies (RePEc:bla:afrdev:v:27:y:2015:i:2:p:161-170)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - Persistence analysis of research intensity in OECD countries since 1870 (RePEc:bla:ausecp:v:61:y:2022:i:4:p:738-750)
by Sakiru Adebola Solarin & Gema Lopez & Luis A. Gil‐Alana - Trends and cycles in macro series: The case of US real GDP (RePEc:bla:buecrs:v:74:y:2022:i:1:p:123-134)
by Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana - Persistence, Long Memory, and Unit Roots in Commodity Prices (RePEc:bla:canjag:v:60:y:2012:i:4:p:451-468)
by Luis A. Gil-Alana & Juncal Cunado & Fernando Pérez de Gracia - Trade Balance and Exchange Rate: Unit Roots, Co‐integration and Long Memory in the US and the UK (RePEc:bla:ecnote:v:37:y:2008:i:1:p:59-74)
by Luis A. Gil‐Alana & Natalia Luqui & Juncal Cunado - Fractional Integration and the Persistence of UK Inflation, 1210–2016 (RePEc:bla:econpa:v:39:y:2020:i:2:p:162-166)
by Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana - Testing for Seasonal Fractional Roots in German Real Output (RePEc:bla:germec:v:5:y:2004:i:3:p:319-333)
by Guglielmo M. Caporale & Luis A. Gil‐Alana - The behaviour of real interest rates: New evidence from a 'suprasecular' perspective (RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64)
by Giorgio Canarella & Luis A. Gil‐Alana & Rangan Gupta & Stephen M. Miller - The Evolution of the Credit‐to‐GDP Ratio: An Empirical Analysis (RePEc:bla:irvfin:v:19:y:2019:i:1:p:237-244)
by Luis Alberiko Gil‐Alana & Tommaso Trani - Testing Stochastic Cycles in Macroeconomic Time Series (RePEc:bla:jtsera:v:22:y:2001:i:4:p:411-430)
by L. A. Gil‐Alana - A joint test of fractional integration and structural breaks at a known period of time (RePEc:bla:jtsera:v:25:y:2004:i:5:p:691-700)
by Luis A. Gil‐Alana - Fractional integration and structural breaks at unknown periods of time (RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185)
by Luis A. Gil‐Alana - Modelling long-run trends and cycles in financial time series data (RePEc:bla:jtsera:v:34:y:2013:i:3:p:405-421)
by Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana - Fractional Cointegration And Aggregate Money Demand Functions (RePEc:bla:manchs:v:73:y:2005:i:6:p:737-753)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data (RePEc:bla:manchs:v:87:y:2019:i:1:p:24-36)
by Luis Alberiko Gil‐Alana & Rangan Gupta - Fractional Integration and the Dynamics of UK Unemployment (RePEc:bla:obuest:v:65:y:2003:i:2:p:221-239)
by Luis A. Gil‐Alana & S. G. Brian Henry - Testing of Fractional Cointegration in Macroeconomic Time Series (RePEc:bla:obuest:v:65:y:2003:i:4:p:517-529)
by Luis A. Gil‐Alana - Nonlinearities and Fractional Integration in the US Unemployment Rate (RePEc:bla:obuest:v:69:y:2007:i:4:p:521-544)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network (RePEc:bla:obuest:v:83:y:2021:i:4:p:960-981)
by OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Fumitaka Furuoka & Luis A. Gil‐Alana - Mean Reversion of Short‐run Interest Rates in Emerging Countries (RePEc:bla:reviec:v:14:y:2006:i:1:p:119-135)
by Bertrand Candelon & Luis A. Gil‐Alana - Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement (RePEc:bla:reviec:v:19:y:2011:i:1:p:77-92)
by Carlos P. Barros & Luis Gil‐Alana & Roman Matousek - The Sustainability of European External Debt: What have We Learned? (RePEc:bla:reviec:v:23:y:2015:i:3:p:445-468)
by Juan Carlos Cuestas & Luis A. Gil-Alana & Paulo José Regis - Inflation In South Africa: A Time‐Series View Across Sectors Using Long‐Range Dependence (RePEc:bla:sajeco:v:78:y:2010:i:4:p:325-343)
by Luis A. Gil‐alana - Is There An Asymmetric Behaviour In African Inflation? A Non‐Linear Approach (RePEc:bla:sajeco:v:79:y:2011:i:1:p:68-90)
by Estefania Mourelle & Juan Carlos Cuestas & Luis Alberiko Gil‐alana - Testing the Marshall–Lerner Condition in Kenya (RePEc:bla:sajeco:v:83:y:2015:i:2:p:253-268)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Robert Mudida - Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates (RePEc:bla:sajeco:v:83:y:2015:i:4:p:569-575)
by Carlos P. Barros & Luis Alberiko Gil-Alana & João Faria - Unemployment in Africa: A Fractional Integration Approach (RePEc:bla:sajeco:v:86:y:2018:i:1:p:76-81)
by Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana - Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence (RePEc:bla:sajeco:v:88:y:2020:i:2:p:174-185)
by Guglielmo Maria Caporale & Luis Gil‐Alana - Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory (RePEc:bla:scotjp:v:63:y:2016:i:5:p:519-538)
by Juan Carlos Cuestas & Luis A. Gil-Alana & Karl Taylor - Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries (RePEc:bpj:bejmac:v:topics.3:y:2003:i:1:n:11)
by Gil-Alana Luis A - Testing for Seasonal Fractional Roots in German Real Output (RePEc:bpj:germec:v:5:y:2004:i:3:p:319-333)
by Caporale Guglielmo M. & Gil-Alana Luis A. - Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study (RePEc:bpj:glecon:v:15:y:2015:i:4:p:507-524:n:2)
by Carcel Hector & Gil-Alana Luis A. & Madigu Godfrey - Economic Growth and Recovery After Civil Wars (RePEc:bpj:pepspp:v:20:y:2014:i:4:p:10:n:2)
by Gil-Alana Luis A. & Singh Prakarsh - Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (RePEc:bpj:sndecm:v:20:y:2016:i:1:p:57-74:n:2)
by Cuestas Juan Carlos & Gil-Alana Luis Alberiko - The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case (RePEc:bru:bruedp:04-15)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Nelson And Plosser Revisited: Evidence From Fractional Arima Models (RePEc:bru:bruedp:04-16)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Non-Linearities And Fractional Integration In The Us Unemployment Rate (RePEc:bru:bruedp:04-17)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data (RePEc:bru:bruedp:04-20)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski - Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994 (RePEc:bru:bruedp:04-21)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Fractional Cointegration And Aggregate Money Demand Functions (RePEc:bru:bruedp:05-01)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Run And Cyclical Dynamics In The Us Stock Market (RePEc:bru:bruedp:05-09)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques (RePEc:bru:bruedp:05-10)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series (RePEc:bru:bruedp:05-11)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock (RePEc:bru:bruedp:05-16)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Non-Linearities And Fractional Integration In The Us Unemployment Rate (RePEc:bru:bruedp:05-17)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Eta Terrorism:Police Action, Political Measures And The Influence Of Violence On Economic Activity In The Basque Country (RePEc:bru:bruedp:06-03)
by Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana - Modelling Structural Breaks In The Us, Uk And Japanese Unemployment Rates (RePEc:bru:bruedp:06-10)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Testing For Unit And Fractional Orders Of Integration In The Trend And Seasonal Components Of Us Monetary Aggregates (RePEc:bru:bruedp:06-13)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Fractional Integration And Impulse Responses: A Bivariate Application To Real Output In The Us And The Scandinavian Countries (RePEc:bru:bruedp:06-25)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case (RePEc:bru:bruppp:04-15)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Nelson And Plosser Revisited: Evidence From Fractional Arima Models (RePEc:bru:bruppp:04-16)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Non-Linearities And Fractional Integration In The Us Unemployment Rate (RePEc:bru:bruppp:04-17)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data (RePEc:bru:bruppp:04-20)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski - Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994 (RePEc:bru:bruppp:04-21)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Fractional Cointegration And Aggregate Money Demand Functions (RePEc:bru:bruppp:05-01)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Real convergence in some emerging countries: a fractionally integrated approach (RePEc:cai:reldbu:rel_733_0293)
by Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia - AK growth models: new evidence based on fractional integration and breaking trends (RePEc:cai:reldbu:rel_752_0131)
by Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia - Inflation forecasting in Angola: a fractional approach (RePEc:cav:cavwpp:wp103)
by Carlos Barros & Luis Gil-Alana - New evidence on long-run monetary neutrality (RePEc:cem:jaecon:v:12:y:2009:n:2:p:229-248)
by Juncal Cuñado & Luis Gil-Alana & Fernando Pérez de Gracia - Unemployment hysteresis: empirical evidence for Latin America (RePEc:cem:jaecon:v:15:y:2012:n:2:p:213-233)
by Astrid Ayala & Juncal Cuñado & Luis Albériko Gil-Alana - Testing unemployment theories: A multivariate long memory approach (RePEc:cem:jaecon:v:19:y:2016:n:1:p:95-112)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha - Testing of Unit Root and Other Nonstationary Hypotheses in Macroeconomic Time Series - (Now published in 'Journal of Econometrics', 80, 1997, pp.241-268.) (RePEc:cep:stiecm:317)
by L A Gil-Alaña & Peter M Robinson - Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income (RePEc:cep:stiecm:402)
by L A Gil-Alaña & Peter M Robinson - Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 (RePEc:ces:ceswps:_10006)
by Guglielmo Maria Caporale & Amir Imeri & Luis A. Gil-Alana - Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks (RePEc:ces:ceswps:_10018)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War (RePEc:ces:ceswps:_10071)
by Guglielmo Maria Caporale & Juan Infante & Luis A. Gil-Alana & Raquel Ayestaran - Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis (RePEc:ces:ceswps:_10084)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - US House Prices by Census Division: Persistence, Trends and Structural Breaks (RePEc:ces:ceswps:_10143)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Atmospheric Pollution in Chinese Cities: Trends and Persistence (RePEc:ces:ceswps:_10161)
by Guglielmo Maria Caporale & Nieves Carmona-González & Luis Alberiko Gil-Alana - Measuring Persistence of the World Population: A Fractional Integration Approach (RePEc:ces:ceswps:_10286)
by Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana - Persistence in UK Historical Data on Life Expectancy (RePEc:ces:ceswps:_10287)
by Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana - Trends and Persistence in the Greenland Ice Sheet Mass (RePEc:ces:ceswps:_10556)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Laura Sauci - Persistence in Tax Revenues: Evidence from Some OECD Countries (RePEc:ces:ceswps:_10682)
by Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana - Long-Run Trends and Cycles in US House Prices (RePEc:ces:ceswps:_10751)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Persistence and Seasonality in the US Industrial Production Index (RePEc:ces:ceswps:_10756)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Alvaro Baños Izquierdo - Exponential Time Trends in a Fractional Integration Model (RePEc:ces:ceswps:_10774)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - A Long-Memory Model for Multiple Cycles with an Application to the S&P500 (RePEc:ces:ceswps:_10947)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates (RePEc:ces:ceswps:_1734)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - A Multivariate Long-Memory Model with Structural Breaks (RePEc:ces:ceswps:_1950)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks (RePEc:ces:ceswps:_1989)
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana - Long Run and Cyclical Dynamics in the US Stock Market (RePEc:ces:ceswps:_2046)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Identification of Segments of European Banks with a Latent Class Frontier Model (RePEc:ces:ceswps:_2110)
by Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana - Modelling Long-Run Trends and Cycles in Financial Time Series Data (RePEc:ces:ceswps:_2330)
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana - Multi-Factor Gegenbauer Processes and European Inflation Rates (RePEc:ces:ceswps:_2648)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory in US Real Output per Capita (RePEc:ces:ceswps:_2671)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis (RePEc:ces:ceswps:_3208)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - The Weekly Structure of US Stock Prices (RePEc:ces:ceswps:_3245)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Fractional Integration and Cointegration in US Financial Time Series Data (RePEc:ces:ceswps:_3416)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Persistence and Cyclical Dependence in the Monthly Euribor Rate (RePEc:ces:ceswps:_3653)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Persistence and Cycles in US Hours Worked (RePEc:ces:ceswps:_3767)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory in German Energy Price Indices (RePEc:ces:ceswps:_3935)
by Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana - Persistence in Youth Unemployment (RePEc:ces:ceswps:_3961)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Persistence and Cycles in the US Federal Funds Rate (RePEc:ces:ceswps:_4035)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate (RePEc:ces:ceswps:_4224)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Testing Unemployment Theories: A Multivariate Long Memory Approach (RePEc:ces:ceswps:_4570)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha - Youth Unemployment in Europe: Persistence and Macroeconomic Determinants (RePEc:ces:ceswps:_4696)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Intraday Anomalies and Market Efficiency: A Trading Robot Analysis (RePEc:ces:ceswps:_4752)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko - The Weekend Effect: A Trading Robot and Fractional Integration Analysis (RePEc:ces:ceswps:_4849)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko - Short-Term Price Overreactions: Identification, Testing, Exploitation (RePEc:ces:ceswps:_5066)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis (RePEc:ces:ceswps:_5407)
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta - Linkages between the US and European Stock Markets: A Fractional Cointegration Approach (RePEc:ces:ceswps:_5523)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando - The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks (RePEc:ces:ceswps:_5630)
by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana - Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB (RePEc:ces:ceswps:_5995)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You - Central Bank Policy Rates: Are they Cointegrated? (RePEc:ces:ceswps:_6389)
by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana - Long Memory and Data Frequency in Financial Markets (RePEc:ces:ceswps:_6396)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets (RePEc:ces:ceswps:_6477)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You - Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques (RePEc:ces:ceswps:_6482)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Is Market Fear Persistent? A Long-Memory Analysis (RePEc:ces:ceswps:_6534)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Trends and Cycles in Macro Series: The Case of US Real GDP (RePEc:ces:ceswps:_6728)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Persistence in the Cryptocurrency Market (RePEc:ces:ceswps:_6811)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - Brexit and Uncertainty in Financial Markets (RePEc:ces:ceswps:_6874)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani - On the Persistence of UK Inflation: A Long-Range Dependence Approach (RePEc:ces:ceswps:_6968)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani - Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence (RePEc:ces:ceswps:_7073)
by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana - Persistence in the Russian Stock Market Volatility Indices (RePEc:ces:ceswps:_7243)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Trilochan Tripathy - Energy Consumption in the GCC Countries: Evidence on Persistence (RePEc:ces:ceswps:_7470)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Manuel Monge - Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach (RePEc:ces:ceswps:_7537)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You - High and low prices and the range in the European stock markets: a long-memory approach (RePEc:ces:ceswps:_7652)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza - Persistence, non-linearities and structural breaks in European stock market indices (RePEc:ces:ceswps:_7667)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza - CO2 Emissions and GDP: Evidence from China (RePEc:ces:ceswps:_7881)
by Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana - Cycles and Long-Range Behaviour in the European Stock Market (RePEc:ces:ceswps:_7943)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza - Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market (RePEc:ces:ceswps:_8171)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor - Persistence in the Market Risk Premium: Evidence across Countries (RePEc:ces:ceswps:_8211)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor - US Sea Level Data: Time Trends and Persistence (RePEc:ces:ceswps:_8274)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Laura Sauci - Economic Policy Uncertainty: Persistence and Cross-Country Linkages (RePEc:ces:ceswps:_8289)
by Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana - Inflation in the G7 Countries: Persistence and Structural Breaks (RePEc:ces:ceswps:_8349)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza - Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals (RePEc:ces:ceswps:_8402)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Nieves Carmona-González - Persistence and Long Memory in Monetary Policy Spreads (RePEc:ces:ceswps:_8664)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach (RePEc:ces:ceswps:_8674)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Non-Linearities and Persistence in US Long-Run Interest Rates (RePEc:ces:ceswps:_8744)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor - Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries (RePEc:ces:ceswps:_8889)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Maria Malmierca - The Relationship between Prices and Output in the UK and the US (RePEc:ces:ceswps:_8970)
by Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana - The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields (RePEc:ces:ceswps:_8976)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza - Persistence in ESG and Conventional Stock Market Indices (RePEc:ces:ceswps:_9098)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko - The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic (RePEc:ces:ceswps:_9163)
by Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana - The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets (RePEc:ces:ceswps:_9382)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Isabel Arrese Lasaosa - US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach (RePEc:ces:ceswps:_9386)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah - Unemployment Persistence in Europe: Evidence from the 27 EU Countries (RePEc:ces:ceswps:_9392)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Pablo Vicente Trejo - Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields (RePEc:ces:ceswps:_9554)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & OlaOluwa Simon Yaya - Persistence in the Passion Investment Market (RePEc:ces:ceswps:_9586)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Ahniia Havrylina - Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis (RePEc:ces:ceswps:_9624)
by Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana - Modelling Profitability of Private Equity: A Fractional Integration Approach (RePEc:ces:ceswps:_9843)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Francisco Puertolas - Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis (RePEc:ces:ceswps:_9950)
by Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana - CPI and inflation in Kenya. Structural breaks, non-linearities and dependenceOriginal Research Article (RePEc:cii:cepiie:2017-q2-150-5)
by Luis A. Gil-Alana & Robert Mudida - Central bank policy rates: Are they cointegrated? (RePEc:cii:cepiie:2017-q4-152-9)
by Guglielmo Maria Caporale & Hector Carcel & Luis Gil-Alana - An examination of trade-weighted real exchange rates based on fractional integration (RePEc:cii:cepiie:2019-q2-158-6)
by Luis Alberiko Gil-Alana & Tommaso Trani - Testing the Fisher hypothesis in the G-7 countries using I(d) techniques (RePEc:cii:cepiie:2019-q3-159-12)
by Guglielmo Maria Caporale & Luis Gil-Alaña - Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum (RePEc:cii:cepiie:2021-q3-167-12)
by Nikolaos Antonakakis & Christina Christou & Luis A. Gil-Alana & Rangan Gupta - Real convergence in some emerging countries : a fractionally integrated approach (RePEc:ctl:louvre:2007034)
by J. Cunado & L.A. Gil-Alana & F. Perez De Gracia - AK growth models: new evidence based on fractional integration and breaking trends (RePEc:ctl:louvre:2009021)
by Juncal Cunado & Luis A. Gil-Alana & Fernando Perez de Garcia - Technology Shocks And Hours Worked: A Fractional Integration Perspective (RePEc:cup:macdyn:v:13:y:2009:i:05:p:580-604_08)
by Gil-Alana, Luis Alberiko & Moreno, Antonio - Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models (RePEc:diw:diwwpp:dp1006)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory and Fractional Integration in High Frequency Financial Time Series (RePEc:diw:diwwpp:dp1016)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis (RePEc:diw:diwwpp:dp1070)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - The Weekly Structure of US Stock Prices (RePEc:diw:diwwpp:dp1077)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Fractional Integration and Cointegration in US Financial Time Series Data (RePEc:diw:diwwpp:dp1116)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Persistence and Cyclical Dependence in the Monthly Euribor Rate (RePEc:diw:diwwpp:dp1165)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory in German Energy Price Indices (RePEc:diw:diwwpp:dp1186)
by Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana - Persistence and Cycles in US Hours Worked (RePEc:diw:diwwpp:dp1200)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Testing the Marshall-Lerner Condition in Kenya (RePEc:diw:diwwpp:dp1247)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida - Persistence and Cycles in the US Federal Funds Rate (RePEc:diw:diwwpp:dp1255)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory in the Ukrainian Stock Market (RePEc:diw:diwwpp:dp1279)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model (RePEc:diw:diwwpp:dp1288)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha - Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate (RePEc:diw:diwwpp:dp1294)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Testing Unemployment Theories: A Multivariate Long Memory Approach (RePEc:diw:diwwpp:dp1345)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha - Intraday Anomalies and Market Efficiency: A Trading Robot Analysis (RePEc:diw:diwwpp:dp1377)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - The Weekend Effect: A Trading Robot and Fractional Integration Analysis (RePEc:diw:diwwpp:dp1386)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - Short-Term Price Overreaction: Identification, Testing, Exploitation (RePEc:diw:diwwpp:dp1423)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Long-Term Price Overreactions: Are Markets Inefficient? (RePEc:diw:diwwpp:dp1444)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? (RePEc:diw:diwwpp:dp1458)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis (RePEc:diw:diwwpp:dp1486)
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta - Linkages between the US and European Stock Markets: A Fractional Cointegration Approach (RePEc:diw:diwwpp:dp1505)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando - The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks (RePEc:diw:diwwpp:dp1524)
by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana - Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB (RePEc:diw:diwwpp:dp1590)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You - Long Memory and Data Frequency in Financial Markets (RePEc:diw:diwwpp:dp1647)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - Central Bank Policy Rates: Are They Cointegrated? (RePEc:diw:diwwpp:dp1648)
by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana - Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques (RePEc:diw:diwwpp:dp1667)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets (RePEc:diw:diwwpp:dp1668)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You - Is Market Fear Persistent? A Long-Memory Analysis (RePEc:diw:diwwpp:dp1670)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - Trends and Cycles in Macro Series: The Case of US Real GDP (RePEc:diw:diwwpp:dp1695)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Persistence in the Cryptocurrency Market (RePEc:diw:diwwpp:dp1703)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Brexit and Uncertainty in Financial Markets (RePEc:diw:diwwpp:dp1719)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani - On the Persistence of UK Inflation: A Long-Range Dependence Approach (RePEc:diw:diwwpp:dp1731)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani - Multi-Factor Gegenbauer Processes and European Inflation Rates (RePEc:diw:diwwpp:dp879)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory in US Real Output per Capita (RePEc:diw:diwwpp:dp891)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory and Volatility Dynamics in the US Dollar Exchange Rate (RePEc:diw:diwwpp:dp975)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Fractional Cointegration in US Term Spreads (RePEc:diw:diwwpp:dp981)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Testing the order of integration of the UK Unemployment (RePEc:eaa:aeinde:v:2:y:2002:i:1_2)
by Gil-Alana, Luis A - Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK (RePEc:eaa:aeinde:v:3:y:2003:i:3_5)
by Gil-Alana, Luis A. - A fractionally integrated model for the Spanish real GDP (RePEc:ebl:ecbull:eb-03c20017)
by Luis Alberiko Gil-Alana - Fractional cointegration in the consumption and income relationship using semiparametric techniques (RePEc:ebl:ecbull:eb-04c20026)
by Luis A. Gil-Alana - Testing of I(d) processes in the real output (RePEc:ebl:ecbull:eb-04c20027)
by Luis A. Gil-Alana - Seasonal fractional integration with structural break. An application to the German GNP data (RePEc:ebl:ecbull:eb-07c20015)
by Luis Gil-Alana - Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis (RePEc:ebl:ecbull:eb-11-00705)
by Luis a. Gil-alana & Liang Jiang - The asymmetric behaviour of spanish unemployment persistence (RePEc:ebl:ecbull:eb-17-00970)
by Guglielmo Maria Caporale & Luis Gil-Alana - Long-run and Cyclical Dynamics in the US Stock Market (RePEc:ecm:latm04:344)
by L.A. Gil-Alana & G.M. caporale - On the changes in the sustainability of European external debt: what have we learned (RePEc:eea:boewps:wp2014-3)
by Juan Carlos Cuestas & Luis A. Gil-Alana & Paolo Jose Regis - Tourism in Iceland: Persistence and seasonality (RePEc:eee:anture:v:68:y:2018:i:c:p:20-29)
by Gil-Alana, Luis A. & Huijbens, Edward H. - Real convergence in Taiwan: a fractionally integrated approach (RePEc:eee:asieco:v:15:y:2004:i:3:p:529-547)
by Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F. - Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks (RePEc:eee:csdana:v:52:y:2008:i:11:p:4998-5013)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - US biofuel market persistence and mean reversion properties (RePEc:eee:ecanpo:v:78:y:2023:i:c:p:648-660)
by Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Martín, Asís Pardo - Testing fractional integration with monthly data (RePEc:eee:ecmode:v:16:y:1999:i:4:p:613-629)
by Gil-Alana, Luis A. - A fractionally integrated model with a mean shift for the US and the UK real oil prices (RePEc:eee:ecmode:v:18:y:2001:i:4:p:643-658)
by Gil-Alana, Luis A. - Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand (RePEc:eee:ecmode:v:25:y:2008:i:2:p:326-339)
by Gil-Alana, L.A. - Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes (RePEc:eee:ecmode:v:26:y:2009:i:6:p:1184-1192)
by Cuestas, Juan C. & Gil-Alana, Luís A. - Comovements among U.S. state housing prices: Evidence from fractional cointegration (RePEc:eee:ecmode:v:29:y:2012:i:3:p:936-942)
by Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E. - The persistence and asymmetric volatility in the Nigerian stock bull and bear markets (RePEc:eee:ecmode:v:38:y:2014:i:c:p:463-469)
by Yaya, OlaOluwa S. & Gil-Alana, Luis A. - Persistence and cycles in US hours worked (RePEc:eee:ecmode:v:38:y:2014:i:c:p:504-511)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - The housing market in Beijing and delays in sales: A fractional polynomial survival model (RePEc:eee:ecmode:v:42:y:2014:i:c:p:296-300)
by Barros, Carlos Pestana & Gil-Alana, Luis A. & Chen, Zhongfei - A fractional cointegration var analysis of exchange rate dynamics (RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302547)
by Gil-Alana, Luis A. & Carcel, Hector - The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets (RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857)
by Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Gil-Alana, Luis Alberiko - Unemployment and entrepreneurship: A cyclical relation? (RePEc:eee:ecolet:v:105:y:2009:i:3:p:318-320)
by Faria, João Ricardo & Cuestas, Juan Carlos & Gil-Alana, Luis A. - Inflation in South Africa. A long memory approach (RePEc:eee:ecolet:v:111:y:2011:i:3:p:207-209)
by Gil-Alana, Luis A. - Government debt dynamics and the global financial crisis: Has anything changed in the EA12? (RePEc:eee:ecolet:v:124:y:2014:i:1:p:64-66)
by Cuestas, Juan Carlos & Gil-Alana, Luis A. & Staehr, Karsten - Is inflation persistence different in reality? (RePEc:eee:ecolet:v:148:y:2016:i:c:p:55-58)
by Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan - The cyclical structure of the UK inflation rate: 1210–2016 (RePEc:eee:ecolet:v:181:y:2019:i:c:p:182-185)
by Gil-Alana, Luis A. & Trani, Tommaso - Mean reversion in the real exchange rates (RePEc:eee:ecolet:v:69:y:2000:i:3:p:285-288)
by Gil-Alana, Luis A. - Seasonal long memory in the aggregate output (RePEc:eee:ecolet:v:74:y:2002:i:3:p:333-337)
by Gil-Alana, Luis A. - Structural breaks and fractional integration in the US output and unemployment rate (RePEc:eee:ecolet:v:77:y:2002:i:1:p:79-84)
by Gil-Alana, Luis A. - A mean shift break in the US interest rate (RePEc:eee:ecolet:v:77:y:2002:i:3:p:357-363)
by Gil-Alana, Luis A. - Empirical evidence of the spot and the forward exchange rates in Canada (RePEc:eee:ecolet:v:77:y:2002:i:3:p:405-409)
by Gil-Alana, Luis A. - A fractional multivariate long memory model for the US and the Canadian real output (RePEc:eee:ecolet:v:81:y:2003:i:3:p:355-359)
by Gil-Alana, L. A. - Testing of unit root and other nonstationary hypotheses in macroeconomic time series (RePEc:eee:econom:v:80:y:1997:i:2:p:241-268)
by Gil-Alana, L. A. & Robinson, P. M. - Oil price shocks and unemployment in Central and Eastern Europe (RePEc:eee:ecosys:v:42:y:2018:i:1:p:164-173)
by Cuestas, Juan Carlos & Gil-Alana, Luis A. - U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior (RePEc:eee:eneeco:v:40:y:2013:i:c:p:425-432)
by Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E. - Persistence and cycles in historical oil price data (RePEc:eee:eneeco:v:45:y:2014:i:c:p:511-516)
by Gil-Alana, Luis A. & Gupta, Rangan - The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration (RePEc:eee:eneeco:v:46:y:2014:i:c:p:328-333)
by Gil-Alana, Luis A. & Yaya, OlaOluwa S. - Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time (RePEc:eee:eneeco:v:52:y:2015:i:pa:p:240-245)
by Yaya, OlaOluwa Simon & Gil-Alana, Luis Alberiko & Carcel, Hector - Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks (RePEc:eee:eneeco:v:54:y:2016:i:c:p:88-95)
by Barros, Carlos P. & Gil-Alana, Luis A. & Wanke, Peter - Does energy consumption by the US electric power sector exhibit long memory behavior? (RePEc:eee:enepol:v:38:y:2010:i:11:p:7512-7518)
by Gil-Alana, Luis A. & Loomis, David & Payne, James E. - An analysis of oil production by OPEC countries: Persistence, breaks, and outliers (RePEc:eee:enepol:v:39:y:2011:i:1:p:442-453)
by Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E. - Evidence of long memory behavior in U.S. renewable energy consumption (RePEc:eee:enepol:v:41:y:2012:i:c:p:822-826)
by Pestana Barros, Carlos & Gil-Alana, Luis A. & Payne, James E. - Time series analysis of persistence in crude oil price volatility across bull and bear regimes (RePEc:eee:energy:v:109:y:2016:i:c:p:29-37)
by Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S. - Crude oil price behaviour before and after military conflicts and geopolitical events (RePEc:eee:energy:v:120:y:2017:i:c:p:79-91)
by Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando - Shocks affecting electricity prices in Kenya, a fractional integration study (RePEc:eee:energy:v:124:y:2017:i:c:p:521-530)
by Gil-Alana, Luis A. & Mudida, Robert & Carcel, Hector - U.S. shale oil production and WTI prices behaviour (RePEc:eee:energy:v:141:y:2017:i:c:p:12-19)
by Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando - Automobile components: Lithium and cobalt. Evidence of persistence (RePEc:eee:energy:v:169:y:2019:i:c:p:489-495)
by Monge, Manuel & Gil-Alana, Luis A. - An investigation of long range reliance on shale oil and shale gas production in the U.S. market (RePEc:eee:energy:v:195:y:2020:i:c:s0360544220300402)
by Solarin, Sakiru Adebola & Gil-Alana, Luis A. & Lafuente, Carmen - Spatial crude oil production divergence and crude oil price behaviour in the United States (RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012822)
by Monge, Manuel & Gil-Alana, Luis Alberiko - The impact of geopolitical risk on the behavior of oil prices and freight rates (RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731)
by Monge, Manuel & Romero Rojo, María Fátima & Gil-Alana, Luis Alberiko - Long memory in the U.S. interest rate (RePEc:eee:finana:v:13:y:2004:i:3:p:265-276)
by Gil-Alana, Luis A. - A simple non-linear model with fractional integration for financial time series data (RePEc:eee:finana:v:17:y:2008:i:5:p:838-848)
by Gil-Alana, Luis A. - Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate (RePEc:eee:finana:v:29:y:2013:i:c:p:1-9)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Persistence and cycles in the us federal funds rate (RePEc:eee:finana:v:52:y:2017:i:c:p:1-8)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Re-examination of international bond market dependence: Evidence from a pair copula approach (RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000211)
by Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar - The EMBI in Latin America: Fractional integration, non-linearities and breaks (RePEc:eee:finlet:v:24:y:2018:i:c:p:34-41)
by Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis - Is market fear persistent? A long-memory analysis (RePEc:eee:finlet:v:27:y:2018:i:c:p:140-147)
by Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex - Volatility persistence in the Russian stock market (RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830624x)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Tripathy, Trilochan - Modelling stock market data in China: Crisis and Coronavirus (RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316792)
by Cristofaro, Lorenzo & Gil-Alana, Luis A. & Chen, Zhongfei & Wanke, Peter - Persistence in US Treasury bonds (RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002610)
by Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis A. - Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas (RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004980)
by Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Alagidede, Imhotep Paul & Gil-Alana, Luis Alberiko - Testing the hypothesis of duration dependence in the U.S. housing market (RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010140)
by Dettoni, Robinson & Gil-Alana, Luis Alberiko - Serial correlation in the Spanish Stock Market (RePEc:eee:glofin:v:18:y:2007:i:1:p:84-103)
by DePenya, Francisco J. & Gil-Alana, Luis A. - CPI and inflation in Kenya. Structural breaks, non-linearities and dependence (RePEc:eee:inteco:v:150:y:2017:i:c:p:72-79)
by Gil-Alana, Luis A. & Mudida, Robert - Central bank policy rates: Are they cointegrated? (RePEc:eee:inteco:v:152:y:2017:i:c:p:116-123)
by Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis - An examination of trade-weighted real exchange rates based on fractional integration (RePEc:eee:inteco:v:158:y:2019:i:c:p:64-76)
by Gil-Alana, Luis Alberiko & Trani, Tommaso - Testing the Fisher hypothesis in the G-7 countries using I(d) techniques (RePEc:eee:inteco:v:159:y:2019:i:c:p:140-150)
by Caporale, Guglielmo Maria & Gil-Alaña, Luis - Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum (RePEc:eee:inteco:v:167:y:2021:i:c:p:29-38)
by Antonakakis, Nikolaos & Christou, Christina & Gil-Alana, Luis A. & Gupta, Rangan - Term premium in a fractionally cointegrated yield curve (RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171)
by Abbritti, Mirko & Carcel, Hector & Gil-Alana, Luis & Moreno, Antonio - A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach (RePEc:eee:jbfina:v:29:y:2005:i:10:p:2633-2654)
by Cunado, J. & Gil-Alana, L.A. & de Gracia, F. Perez - Uncovering the US term premium: An alternative route (RePEc:eee:jbfina:v:36:y:2012:i:4:p:1181-1193)
by Gil-Alana, Luis A. & Moreno, Antonio - A further investigation of unemployment persistence in European transition economies (RePEc:eee:jcecon:v:39:y:2011:i:4:p:514-532)
by Cuestas, Juan C. & Gil-Alana, Luis A. & Staehr, Karsten - Is the US fiscal deficit sustainable?: A fractionally integrated approach (RePEc:eee:jebusi:v:56:y:2004:i:6:p:501-526)
by Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F. - On the persistence and volatility in European, American and Asian stocks bull and bear markets (RePEc:eee:jimfin:v:40:y:2014:i:c:p:149-162)
by Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S. - Trends and cycles in historical gold and silver prices (RePEc:eee:jimfin:v:58:y:2015:i:c:p:98-109)
by Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan - Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate (RePEc:eee:jjieco:v:20:y:2006:i:1:p:87-98)
by Gil-Alana, L.A. - Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries (RePEc:eee:jpolmo:v:26:y:2004:i:3:p:301-313)
by Candelon, B. & Gil-Alana, L. A. - A re-examination of historical real daily wages in England: 1260-1994 (RePEc:eee:jpolmo:v:27:y:2005:i:7:p:829-838)
by Gil-Alana, L.A. - The timing of ETA terrorist attacks (RePEc:eee:jpolmo:v:28:y:2006:i:3:p:335-346)
by Barros, Carlos Pestana & Passos, Jose & Gil-Alana, Luis A. - Terrorism against American citizens in Africa: Related to poverty (RePEc:eee:jpolmo:v:30:y:2008:i:1:p:55-69)
by Barros, Carlos Pestana & Faria, Joao Ricardo & Gil-Alana, Luis A. - Introduction to the special issue on: Understanding, quantifying and modelling the terrorist threat (RePEc:eee:jpolmo:v:31:y:2009:i:5:p:737-738)
by Barros, Carlos Pestana & Gil-Alana, Luis & Faria, João Ricardo - Evidence of persistence in U.S. short and long-term interest rates (RePEc:eee:jpolmo:v:39:y:2017:i:5:p:775-789)
by Gil-Alana, Luis A. & Cunado, Juncal & Gupta, Rangan - Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets (RePEc:eee:jrpoli:v:41:y:2014:i:c:p:31-39)
by Gil-Alana, Luis A. & Tripathy, Trilochan - Persistence of precious metal prices: A fractional integration approach with structural breaks (RePEc:eee:jrpoli:v:44:y:2015:i:c:p:57-64)
by Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan - Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach (RePEc:eee:jrpoli:v:53:y:2017:i:c:p:117-124)
by Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Awe, Olushina O. - Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016 (RePEc:eee:jrpoli:v:54:y:2017:i:c:p:53-57)
by Aye, Goodness C. & Carcel, Hector & Gil-Alana, Luis A. & Gupta, Rangan - Lithium: Production and estimated consumption. Evidence of persistence (RePEc:eee:jrpoli:v:60:y:2019:i:c:p:198-202)
by Gil-Alana, Luis A. & Monge, Manuel - Persistence in silver prices and the influence of solar energy (RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308886)
by Apergis, Nicholas & Carmona-González, Nieves & Gil-Alana, Luis Alberiko - Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis (RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100057x)
by Monge, Manuel & Gil-Alana, Luis A. - How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses (RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002841)
by Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh - Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks (RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003543)
by Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Tripathy, Trilochan - Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach (RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001411)
by Claudio-Quiroga, Gloria & Gil-Alana, Luis A. & Maiza-Larrarte, Andoni - Energy prices in Europe. Evidence of persistence across markets (RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x)
by Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Infante, Juan - Volatility persistence in metal prices (RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011984)
by Gil-Alana, Luis Alberiko & Poza, Carlos - Testing for persistent deviations of stock prices to dividends in the Nasdaq index (RePEc:eee:phsmap:v:391:y:2012:i:20:p:4675-4685)
by Cuñado, J. & Gil-Alana, L.A. & Perez de Gracia, F. - Salient features of dependence in daily US stock market indices (RePEc:eee:phsmap:v:392:y:2013:i:15:p:3198-3212)
by Gil-Alana, Luis A. & Cunado, Juncal & de Gracia, Fernando Perez - Global temperatures and sunspot numbers. Are they related? (RePEc:eee:phsmap:v:396:y:2014:i:c:p:42-50)
by Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Shittu, Olanrewaju I. - Market efficiency of Baltic stock markets: A fractional integration approach (RePEc:eee:phsmap:v:511:y:2018:i:c:p:251-262)
by Gil-Alana, Luis A. & Gupta, Rangan & Shittu, Olanrewaju I. & Yaya, OlaOluwa S. - Persistence in trends and cycles of gold and silver prices: Evidence from historical data (RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354)
by Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan - Gold prices and the cryptocurrencies: Evidence of convergence and cointegration (RePEc:eee:phsmap:v:523:y:2019:i:c:p:1227-1236)
by Adebola, Solarin Sakiru & Gil-Alana, Luis A. & Madigu, Godfrey - Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data (RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317455)
by Boubaker, Heni & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan - An analysis of the OPEC and non-OPEC position in the World Oil Market: A fractionally integrated approach (RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711932062x)
by Gil-Alana, Luis A. & Dadgar, Yadollah & Nazari, Rouhollah - The persistence of economic policy uncertainty: Evidence of long range dependence (RePEc:eee:phsmap:v:568:y:2021:i:c:s0378437120309961)
by Solarin, Sakiru Adebola & Gil-Alana, Luis A. - Persistence of economic complexity in OECD countries (RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122005568)
by Sakiru, Solarin Adebola & Gil-Alana, Luis A. & Gonzalez-Blanch, Maria Jesus - Fractional integration and mean reversion in stock prices (RePEc:eee:quaeco:v:42:y:2002:i:3:p:599-609)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Modelling the U.S. interest rate in terms of I(d) statistical models (RePEc:eee:quaeco:v:44:y:2004:i:4:p:475-486)
by Gil-Alana, Luis A. - Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration (RePEc:eee:quaeco:v:72:y:2019:i:c:p:65-72)
by Gil-Alana, Luis A. & Škare, Marinko & Pržiklas-Družeta, Romina - Persistence, non-linearities and structural breaks in European stock market indices (RePEc:eee:quaeco:v:77:y:2020:i:c:p:50-61)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos - The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields (RePEc:eee:quaeco:v:86:y:2022:i:c:p:118-123)
by Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Poza, Carlos - Persistence and long run co-movements across stock market prices (RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357)
by Gil-Alana, Luis A. & Infante, Juan & Martín-Valmayor, Miguel Angel - Modeling persistence of carbon emission allowance prices (RePEc:eee:rensus:v:55:y:2016:i:c:p:221-226)
by Gil-Alana, Luis A. & Gupta, Rangan & de Gracia, Fernando Perez - The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches (RePEc:eee:reveco:v:51:y:2017:i:c:p:283-294)
by Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E. - Long-term interest rates in Europe: A fractional cointegration analysis (RePEc:eee:reveco:v:61:y:2019:i:c:p:170-178)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Volatility persistence in cryptocurrency markets under structural breaks (RePEc:eee:reveco:v:69:y:2020:i:c:p:680-691)
by Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis Alberiko & Madigu, Godfrey & Romero-Rojo, Fatima - How do stocks in BRICS co-move with real estate stocks? (RePEc:eee:reveco:v:69:y:2020:i:c:p:93-101)
by Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Akinsomi, Omokolade & Coskun, Yener - GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory (RePEc:eee:reveco:v:72:y:2021:i:c:p:175-190)
by Gil-Alana, Luis A. & Mudida, Robert & Zerbo, Eleazar - Measuring volatility persistence in leveraged loan markets in the presence of structural breaks (RePEc:eee:reveco:v:78:y:2022:i:c:p:141-152)
by Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Arthur, Emmanuel Kwesi & Tiwari, Aviral Kumar - Factors behind the performance of green bond markets (RePEc:eee:reveco:v:88:y:2023:i:c:p:92-106)
by Adekoya, Oluwasegun B. & Abakah, Emmanuel J.A. & Oliyide, Johnson A. & Luis A, Gil-Alana - Fractional cointegration and tests of present value models (RePEc:eee:revfin:v:13:y:2004:i:3:p:245-258)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Fractional cointegration and real exchange rates (RePEc:eee:revfin:v:13:y:2004:i:4:p:327-340)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Fractional integration in daily stock market indexes (RePEc:eee:revfin:v:15:y:2006:i:1:p:28-48)
by Gil-Alana, L.A. - Mean reversion in stock market prices: New evidence based on bull and bear markets (RePEc:eee:riibaf:v:24:y:2010:i:2:p:113-122)
by Cunado, J. & Gil-Alana, L.A. & Gracia, Fernando Perez de - Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB (RePEc:eee:riibaf:v:44:y:2018:i:c:p:227-238)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei - Persistence in the cryptocurrency market (RePEc:eee:riibaf:v:46:y:2018:i:c:p:141-148)
by Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex - Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile (RePEc:eee:riibaf:v:49:y:2019:i:c:p:269-281)
by Gil-Alana, Luis Alberiko & Dettoni, Robinson & Costamagna, Rodrigo & Valenzuela, Mario - Cryptocurrencies and stock market indices. Are they related? (RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919303472)
by Gil-Alana, Luis Alberiko & Abakah, Emmanuel Joel Aikins & Rojo, María Fátima Romero - High and low prices and the range in the European stock markets: A long-memory approach (RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306348)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos - Economic policy uncertainty: Persistence and cross-country linkages (RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000635)
by Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko - Gender Diversity Index. Measuring persistence (RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000957)
by del Rio, Marta & Infante, Juan & Gil-Alana, Luis A. - Modelling profitability of private equity: A fractional integration approach (RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002131)
by Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Puertolas, Francisco - Testing of seasonal fractional integration in UK and Japanese consumption and income (RePEc:ehl:lserod:2051)
by Gil-Alana, L A & Robinson, Peter M. - Testing of seasonal fractional integration in UK and Japanese consumption and income (RePEc:ehl:lserod:298)
by Gil-Alaña, L. A. & Robinson, Peter M. - Terrorism: The Case of ETA (RePEc:elg:eechap:13624_16)
by Carlos P. Barros & Luis A. Gil-Alana - Unknown item RePEc:eme:jes000:jes-06-2020-0307 (article)
- Unknown item RePEc:eme:jes000:jes-07-2014-0128 (article)
- Unknown item RePEc:eme:jes000:jes-09-2015-0167 (article)
- GDP and population growth: Evidence of fractional cointegration with historical data from 1820 onwards (RePEc:eme:jespps:jes-06-2020-0307)
by Luis Gil-Alana & Cecilia Font & Águeda Gil-López - Unknown item RePEc:eme:jespps:jes-07-2014-0128 (article)
- The weekend effect: an exploitable anomaly in the Ukrainian stock market? (RePEc:eme:jespps:jes-09-2015-0167)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Alex Plastun - Credit-to-GDP ratios – non-linear trends and persistence: evidence from 44 OECD economies (RePEc:eme:jespps:jes-12-2021-0637)
by Juan Carlos Cuestas & Luis A. Gil-Alana & María Malmierca - Testing for bubbles in the BRICS stock markets (RePEc:eme:jespps:v:43:y:2016:i:4:p:646-660)
by Tsangyao Chang & Luis Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar - Unknown item repec:eme:sef000:10867370710756165
- Estimation of the order of integration in the UK and the us interest rates using fractionally integrated semiparametric techniques (RePEc:ers:journl:v:vii:y:2004:i:1-2:p:29-40)
by Luis A. Gil-Alana - Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output (RePEc:ers:journl:v:viii:y:2005:i:1-2:p:99-126)
by L.A. Gil-Alana - Fractional Integration in the Purchasing Power Parity (RePEc:eui:euiwps:eco98/18)
by Gil-Alana, L. - Multivariate Tests of Fractionally Integrated Hypotheses (RePEc:eui:euiwps:eco98/19)
by Gil-Alana, L. - Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income (RePEc:eui:euiwps:eco98/20)
by Gil-Alana, L. & Robinson, P.M. - Nelson and Plosser Revisited: Evidence from Fractional Arima Models (RePEc:eui:euiwps:eco98/21)
by Gil-Alana, L. - Brexit and Uncertainty in Financial Markets (RePEc:gam:jijfss:v:6:y:2018:i:1:p:21-:d:131390)
by Guglielmo Maria Caporale & Luis Gil-Alana & Tommaso Trani - Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach (RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:613-:d:705443)
by Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Luis A. Gil-Alana & Moses Kenneth Abakah - Evidence of Inflation Using Harmonized Consumer Price Indices in Some Euro Countries: France, Germany, Italy, and Spain, along with the Euro Zone (RePEc:gam:jmathe:v:11:y:2023:i:10:p:2365-:d:1150832)
by Raquel Ayestarán & Juan Infante & Juan José Tenorio & Luis Alberiko Gil-Alana - The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies (RePEc:gam:jrisks:v:8:y:2020:i:4:p:130-:d:455636)
by Manuel Monge & Luis A. Gil-Alana - The Social Balance Sheet as Part of the Annual Report in Financial Institutions. A Case Study: Banco Bilbao Vizcaya Argentaria (BBVA) (RePEc:gam:jsusta:v:13:y:2021:i:6:p:3075-:d:514980)
by Miguel Ángel Martín Valmayor & Beatriz Duarte Monedero & Luis A. Gil-Alana - The Deaton paradox in a long memory context with structural breaks (RePEc:hal:journl:hal-00711450)
by Luis Alberiko Gil-Alana & Antonio Moreno & Seonghoon Cho - Housing Sales In Urban Beijing (RePEc:hal:journl:hal-00719480)
by Luis Alberiko Gil-Alana & Carlos Pestana Barros - Seasonal Monthly Fractional Integration in the UK Unemployment (RePEc:icf:icfjae:v:08:y:2008:i:1:p:81-96)
by Luis A Gil-Alana - An I(d) Statistical Model for the Canadian Real Output (RePEc:icf:icfjmo:v:03:y:2005:i:1:p:79-93)
by Luis A Gil-Alana - Fractional integration in the West African Economic and Monetary Union (RePEc:ids:ajesde:v:3:y:2014:i:3:p:179-199)
by Héctor Cárcel & Luis A. Gil-Alana - The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 (RePEc:ids:ajesde:v:4:y:2015:i:3:p:254-277)
by Borja Balparda & Guglielmo Maria Caporale & Luis A. Gil-Alana - The weekend effect: a fractional integration and trading robot analysis (RePEc:ids:ijbder:v:3:y:2017:i:2:p:114-131)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - The effect of intellectual capital on firms' financial performance: an empirical investigation in India (RePEc:ids:ijlica:v:12:y:2015:i:4:p:342-371)
by Trilochan Tripathy & Luis A. Gil-Alana & Debadutta Sahoo - Long-run and Cyclical Dynamics in the US Stock Market (RePEc:ihs:ihsesp:155)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Modelling the Japanese Exchange Rate in Terms of I(d) Statistical Models with Parametric and Semiparametric Techniques (RePEc:ijb:journl:v:3:y:2004:i:2:p:123-138)
by Luis A. Gil-Alana - A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada (RePEc:ijb:journl:v:6:y:2007:i:2:p:135-146)
by Luis A. Gil-Alana - New Evidence on US Current Account Sustainability (RePEc:ijb:journl:v:7:y:2008:i:1:p:1-21)
by Juncal Cunado & Luis Alberiko Gil-Alana & Fernando Perez de Gracia - Estimation and Testing of ARFIMA Models in the Real Exchange Rate (RePEc:ijf:ijfiec:v:7:y:2002:i:4:p:279-92)
by Gil-Alana, L A & Toro, J - Long Memory in Turkish Unemployment Rates (RePEc:iza:izadps:dp11053)
by Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit - Precious Metal Prices: A Tale of Four U.S. Recessions (RePEc:iza:izadps:dp16012)
by Agnese, Pablo & Garcia-del-Barrio, Pedro & Gil-Alana, Luis A. & de Gracia, Fernando Perez - The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? (RePEc:iza:izadps:dp3571)
by Candelon, Bertrand & Dupuy, Arnaud & Gil-Alana, Luis A. - Testing of seasonal fractional integration in UK and Japanese consumption and income (RePEc:jae:japmet:v:16:y:2001:i:2:p:95-114)
by L. A. Gil-Alana & P. M. Robinson - Self-employment by gender in the EU: convergence and clusters (RePEc:jau:wpaper:2020/22)
by João Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana & Estefania Mourelle - Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies (RePEc:jau:wpaper:2021/05)
by Juan Carlos Cuestas & Luis A. Gil-Alana & Maria Malmierca - Unemployment hysteresis by sex and education attainment in the EU (RePEc:jau:wpaper:2022/06)
by Juan Carlos Cuestas & Luis A. Gil-Alana - Long memory and ARFIMA modelling: The case of CPI inflation rate in Ghana (RePEc:jda:journl:vol.50:year:2016:issue3:pp:287-304)
by Luis Alberiko Gil-Alana & Alexander Boateng & Lesaoana ‘Maseka & Hlengani Siweya & Abene Belete - The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets (RePEc:jda:journl:vol.51:year:2017:issue4:pp:29-47)
by OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana & Olusanya Elisa Olubusoye - Non-Linearities, Structural Breaks And Fractional Integration In The Analysis Of The Ghanaian And The South African Cpi Inflation Rates (RePEc:jda:journl:vol.52:year:2018:issue1:pp:157-168)
by Alexander Boateng & ‘Maseka Lesaoana & Hlengani Siweya & Abenet Belete & Luis A. Gil-Alana - Real Exchange Rates In Latin America: The Ppp Hypothesis And Fractional Integration (RePEc:jed:journl:v:35:y:2010:i:2:p:1-21)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - A Fractionally Integrated Exponential Model for UK Unemployment (RePEc:jof:jforec:v:20:y:2001:i:5:p:329-40)
by Gil-Alana, Luis A - Testing and forecasting the degree of integration in the US inflation rate (RePEc:jof:jforec:v:24:y:2005:i:3:p:173-187)
by Luis A. Gil-Alana - Tourism in the Canary Islands: forecasting using several seasonal time series models (RePEc:jof:jforec:v:27:y:2008:i:7:p:621-636)
by Luis A. Gil-Alana & Juncal Cunado & Fernando Perez de Gracia - Stochastic behavior of nominal exchange rates (RePEc:kap:atlecj:v:31:y:2003:i:2:p:159-173)
by Luis Gil-Alana - Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment (RePEc:kap:compec:v:19:y:2002:i:3:p:323-39)
by Gil-Alana, Luis A - Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses (RePEc:kap:compec:v:22:y:2003:i:1:p:23-38)
by L.A. Gil-Alana - Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series (RePEc:kap:compec:v:22:y:2003:i:1:p:65-74)
by Luis Gil-Alana - Structural Change and the Order of Integration in Univariate Time Series (RePEc:kap:compec:v:23:y:2004:i:3:p:239-254)
by Luis A. Gil-Alana - The Stochastic Permanent Break Model and the Fractional Integration Hypothesis (RePEc:kap:compec:v:23:y:2004:i:4:p:315-324)
by Luis A. Gil-Alana - Intraday Anomalies and Market Efficiency: A Trading Robot Analysis (RePEc:kap:compec:v:47:y:2016:i:2:p:275-295)
by Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - Searching for Inefficiencies in Exchange Rate Dynamics (RePEc:kap:compec:v:49:y:2017:i:3:d:10.1007_s10614-016-9567-2)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Short-Term Price Overreactions: Identification, Testing, Exploitation (RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9651-2)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence (RePEc:kap:ecopln:v:50:y:2017:i:1:d:10.1007_s10644-016-9181-2)
by Luis A. Gil-Alana & Andrea Mervar & James E. Payne - Testing of Unit Root Cycles in the Swedish Economy (RePEc:kap:empiri:v:31:y:2004:i:4:p:333-344)
by Luis Gil-alana - Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited (RePEc:kap:empiri:v:34:y:2007:i:2:p:139-154)
by L. Gil-Alana - Testing for deterministic and stochastic cycles in macroeconomic time series (RePEc:kap:empiri:v:34:y:2007:i:2:p:155-169)
by Guglielmo Caporale & Luis Gil-Alana - Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates (RePEc:kap:empiri:v:35:y:2008:i:3:p:241-253)
by Guglielmo Caporale & Luis Gil-Alana - Testing the great decoupling: a long memory approach (RePEc:kap:empiri:v:45:y:2018:i:4:d:10.1007_s10663-017-9390-6)
by Luis A. Gil-Alana & Marinko Skare - Public finances in the EU-27: Are they sustainable? (RePEc:kap:empiri:v:47:y:2020:i:1:d:10.1007_s10663-018-9411-0)
by Juan Carlos Cuestas & Luis A. Gil-Alana & Laura Sauci - Self-employment by gender in the EU: convergence and clusters (RePEc:kap:empiri:v:48:y:2021:i:3:d:10.1007_s10663-020-09494-2)
by João Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana & Estefania Mourelle - Private and public debt convergence: a fractional cointegration approach (RePEc:kap:empiri:v:51:y:2024:i:1:d:10.1007_s10663-023-09594-9)
by Maria Malmierca-Ordoqui & Luis A. Gil-Alana & Lorenzo Bermejo - Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data (RePEc:kap:enreec:v:63:y:2016:i:1:p:45-56)
by Carlos Barros & Luis Gil-Alana & Fernando Perez de Gracia - Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries (RePEc:kap:enreec:v:67:y:2017:i:4:d:10.1007_s10640-016-0009-3)
by Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta - Time Trends and Persistence in the Global CO2 Emissions Across Europe (RePEc:kap:enreec:v:73:y:2019:i:1:d:10.1007_s10640-018-0257-5)
by Luis A. Gil-Alana & Tommaso Trani - The permanent income hypothesis: A new framework based on fractional integration and cointegration (RePEc:kap:iaecre:v:10:y:2004:i:3:p:165-179:10.1007/bf02296212)
by Luis Gil-Alana - Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series (RePEc:kap:iaecre:v:11:y:2005:i:3:p:257-266:10.1007/s11294-005-6624-3)
by Luis Gil-Alana - Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling (RePEc:kap:iaecre:v:15:y:2009:i:2:p:143-155:10.1007/s11294-008-9198-z)
by Luis Gil-Alana - Mean Reversion in Agricultural Commodity Prices in India (RePEc:kap:iaecre:v:20:y:2014:i:4:p:385-398:10.1007/s11294-014-9489-5)
by Luis Gil-Alana & Trilochan Tripathy - Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries (RePEc:kap:iaecre:v:26:y:2020:i:3:d:10.1007_s11294-020-09796-y)
by OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana - U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks (RePEc:kap:iaecre:v:29:y:2023:i:1:d:10.1007_s11294-023-09868-9)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Unit and fractional roots with deterministic trends in the UK output (RePEc:kap:iaecre:v:8:y:2002:i:4:p:348-356:10.1007/bf02295509)
by Luis Gil-Alana - Long memory in the interest rates in some Asian countries (RePEc:kap:iaecre:v:9:y:2003:i:4:p:257-267:10.1007/bf02296174)
by Luis Gil-Alana - Persistence in UK Historical Data on Life Expectancy (RePEc:kap:poprpr:v:42:y:2023:i:4:d:10.1007_s11113-023-09813-y)
by Guglielmo Maria Caporale & Juan Infante & Marta Rio & Luis A. Gil-Alana - Testing of nonstationary cycles in financial time series data (RePEc:kap:rqfnac:v:27:y:2006:i:1:p:47-65)
by F. DePenya & L. Gil-Alana - The persistence of earnings per share (RePEc:kap:rqfnac:v:31:y:2008:i:4:p:425-439)
by Luis Gil-Alana & Rolando Peláez - US stock market volatility persistence: evidence before and after the burst of the IT bubble (RePEc:kap:rqfnac:v:33:y:2009:i:3:p:233-252)
by J. Cuñado & L. Gil-Alana & F. Gracia - Endogenous problems in cross-sectional valuation models based on accounting information (RePEc:kap:rqfnac:v:37:y:2011:i:2:p:245-265)
by L. Gil-Alana & R. Iniguez-Sanchez & G. Lopez-Espinosa - Long Memory in Turkish Unemployment Rates (RePEc:koc:wpaper:1715)
by Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel - Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve (RePEc:lie:wpaper:50)
by Mirko Abbritti & Hector Carcel & Luis Gil-Alana & Antonio Moreno - Long Memory in Turkish Unemployment Rates (RePEc:mes:emfitr:v:55:y:2019:i:1:p:201-217)
by Luis Alberiko Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel - Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach (RePEc:mes:emfitr:v:58:y:2022:i:5:p:1502-1514)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You - The Impact of China’s FDI on Economic Growth: Evidence from Africa with a Long Memory Approach (RePEc:mes:emfitr:v:58:y:2022:i:6:p:1753-1770)
by Gloria Claudio-Quiroga & Luis A. Gil-Alana & Andoni Maiza-Larrarte - Fractional Integration and Cointegration in the Japanese Exchange Rate Market (RePEc:mes:jpneco:v:32:y:2005:i:4:p:12-35)
by Luis A. Gil-Alana - Long Memory in Turkish Unemployment Rates (RePEc:met:wpaper:1709)
by Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel - Long Memory and Volatility Dynamics in the US Dollar Exchange Rate (RePEc:mfj:journl:v:16:y:2012:i:1-2:p:105-136)
by Guglielmo Maria Caporale & Luis Gil-Alana - Unemployment and entrepreneurship: a cyclical relationship? (RePEc:nbs:wpaper:2008/2)
by Joao Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana - Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes (RePEc:nbs:wpaper:2009/3)
by Juan Carlos Cuestas & Luís A. Gil-Alana - Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe (RePEc:nbs:wpaper:2009/6)
by Juan Carlos Cuestas & Luis A. Gil-Alana - Mean reversion and long memory in African stock market prices (RePEc:nva:unnvaa:wp01-2010)
by Emmanuel Anoruo & Luis Alberiko Gil-Alaña - Testing for persistence with breaks and outliers in South African house prices (RePEc:nva:unnvaa:wp01-2013)
by Luis Alberiko Gil-Alaña & Goodness C. Aye & Rangan Gupta - Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour (RePEc:nva:unnvaa:wp01-2014)
by Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Guglielmo Maria Caporale - Is there asymmetric behaviour in African inflation? A non-linear approach (RePEc:nva:unnvaa:wp03-2011)
by Luis Alberiko Gil-Alaña & Juan C. Cuestas & Estefania Mourelle - Trends in Temperatures in Sub-Saharan Africa. Is There Climate Warming? (RePEc:nva:unnvaa:wp03-2022)
by Luis Alberiko Gil-Alana - Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria (RePEc:nva:unnvaa:wp04-2011)
by Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya - The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration (RePEc:nva:unnvaa:wp04-2014)
by Luis A. Gil-Alana & OlaOluwa Simon Yaya - The persistence of air pollution in four mega-cities of China (RePEc:nva:unnvaa:wp04-2016)
by Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Zhongfei Chen - Inflation in South Africa. A time series view across sectors using long range dependence (RePEc:nva:unnvaa:wp05-2010)
by Luis Alberiko Gil-Alaña - Violence and the market for food. Evidence from Kenya (RePEc:nva:unnvaa:wp05-2012)
by Luis Alberiko Gil-Alaña & Prakarsh Singh - Persistence, long memory and seasonality in Kenyan tourism series (RePEc:nva:unnvaa:wp05-2013)
by Luis Alberiko Gil-Alaña & Fernando Pérez de Gracia & Robert Mudida - Trends and Cycles in Historical Gold and Silver Prices (RePEc:nva:unnvaa:wp05-2016)
by Luis Alberiko Gil-Alaña & Rangan Gupta - Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament? (RePEc:nva:unnvaa:wp06-2010)
by Luis Alberiko Gil-Alaña - Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration (RePEc:nva:unnvaa:wp06-2012)
by Luis Alberiko Gil-Alaña & Robert Mudida - Persistence of precious metal prices: a fractional integration approach with structural breaks (RePEc:nva:unnvaa:wp06-2015)
by Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta - Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data (RePEc:nva:unnvaa:wp07-2015)
by Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu - Testing the Marshall-Lerner condition in Kenya (RePEc:nva:unnvaa:wp09-2012)
by Luis Alberiko Gil-Alaña & Guiglielmo Maria Caporale & Robert Mudida - Interest rate dynamics in Kenya (RePEc:nva:unnvaa:wp10-2011)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alaña - Testing the PPP Hypothesis in the Sub-Saharan Countries (RePEc:nva:unnvaa:wp10-2012)
by Luis Alberiko Gil-Alaña & Guiglielmo Maria Caporale - A non-linear approach with long range dependence based on Chebyshev polynomials (RePEc:nva:unnvaa:wp11-2012)
by Luis Alberiko Gil-Alaña & Juan C. Cuestas - Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets (RePEc:nva:unnvaa:wp11-2013)
by Luis Alberiko Gil-Alaña & Trilochan Tripathy - Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis (RePEc:nva:unnvaa:wp11-2015)
by Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale & Hector Carcel - On the persistence and volatility in European, American and Asian stocks bull and bear markets (RePEc:nva:unnvaa:wp12-2013)
by Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya - African Growth, Non-Linearities and Strong Dependence: An Empirical Study (RePEc:nva:unnvaa:wp12-2015)
by Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale - The Impact of Ethnic Violence in Kenya on Wheat and Maize Markets (RePEc:oup:jafrec:v:24:y:2015:i:4:p:502-529.)
by Luis Gil-Alana & Prakarsh Singh - Term Structure Persistence (RePEc:oup:jfinec:v:14:y:2016:i:2:p:331-352.)
by Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno - Youth Unemployment in Europe: Persistence and Macroeconomic Determinants (RePEc:pal:compes:v:56:y:2014:i:4:p:581-591)
by Guglielmo Maria Caporale & Luis Gil-alana - European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration (RePEc:pal:easeco:v:36:y:2010:i:2:p:177-187)
by Juncal Cunado & Luis A Gil-Alana & Fernando Pérez de Gracia - Inflation in Argentina: Analysis of Persistence Using Fractional Integration (RePEc:pal:easeco:v:45:y:2019:i:2:d:10.1057_s41302-019-00133-8)
by Mateo Isoardi & Luis A. Gil-Alana - Fractional Integration and Cointegration: An Overview and an Empirical Application (RePEc:pal:palchp:978-0-230-24440-5_10)
by Luis A. Gil-Alana & Javier Hualde - A look at the Spanish film industry and its level of persistence (RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-023-02563-4)
by Francisco José Gil-Ruiz & Luis Alberiko Gil-Alana & María Hernández-Herrera & Raquel Ayestarán-Crespo - Income inequality in China 1952–2017: persistence and main determinants (RePEc:pes:ieroec:v:12:y:2021:i:4:p:863-888)
by Marinko Skare & Luis A. Gil-Alana & Gloria Claudio-Quiroga & Romina Pržiklas Družeta - Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours (RePEc:pra:mprapa:109827)
by Coskun, Yener & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOIuwa S. - How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses (RePEc:pra:mprapa:109829)
by Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh - Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence (RePEc:pra:mprapa:117002)
by Yener, Coskun & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOluwa S - Long memory in the ukrainian stock market and financial crises (RePEc:pra:mprapa:59061)
by Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna - Long memory in Turkish Unemployment Rates (RePEc:pra:mprapa:81571)
by Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit - Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries (RePEc:pra:mprapa:88752)
by Yaya, OlaOluwa A & Gil-Alana, Luis A. - How do Stocks in BRICS co-move with REITs? (RePEc:pra:mprapa:88753)
by Gil-Alana, Luis A. & Yaya, OlaOluwa S - Is there convergence between the BRICS and International REIT Markets? (RePEc:pra:mprapa:88756)
by Akinsomi, Omokolade & Coskun, Yener & Gil-Alana, Luis A. & Yaya, OlaOluwa S - GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features (RePEc:pra:mprapa:88758)
by Gil-Alana, Luis A. & Yaya, OlaOluwa S & Shittu, Olanrewaju I - Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions (RePEc:pra:mprapa:90516)
by Gil-Alana, Luis A. & Yaya, OlaOluwa S - High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach (RePEc:pra:mprapa:90518)
by Yaya, OlaOluwa S & Gil-Alana, Luis A. - Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach (RePEc:pra:mprapa:93941)
by Gil-Alana, Luis A. & Mudida, Robert & Yaya, OlaOluwa S & Osuolale, Kazeem & Ogbonna, Ephraim A - A new unit root analysis for testing hysteresis in unemployment (RePEc:pra:mprapa:96621)
by Yaya, OlaOluwa S & Ogbonna, Ephraim A & Furuoka, Fumitaka & Gil-Alana, Luis A. - Testing for Persistence with Breaks and Outliers in South African House Prices (RePEc:pre:wpaper:201233)
by Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta - Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries (RePEc:pre:wpaper:201321)
by Christophe Andre & Luis A. Gil-Alana & Rangan Gupta - Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach (RePEc:pre:wpaper:201359)
by Christophe Andre & Luis A. Gil-Alana & Rangan Gupta - Persistence and Cycles in Historical Oil Prices Data (RePEc:pre:wpaper:201375)
by Luis A. Gil-Alana & Rangan Gupta - Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test (RePEc:pre:wpaper:201382)
by Rangan Gupta & Luis A. Gil-Alana & OlaOluwa S. Yaya - Testing for Multiple Bubbles in the BRICS Stock Markets (RePEc:pre:wpaper:201407)
by Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar - Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 (RePEc:pre:wpaper:201450)
by Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia - Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks (RePEc:pre:wpaper:201458)
by Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta - The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach (RePEc:pre:wpaper:201501)
by Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar - Trends and Cycles in Historical Gold and Silver Prices (RePEc:pre:wpaper:201507)
by Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta - Modeling Persistence of Carbon Emission Allowance Prices (RePEc:pre:wpaper:201515)
by Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta - Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff (RePEc:pre:wpaper:201520)
by Yoseph Getachew & Stephen Turnovsky - The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis (RePEc:pre:wpaper:201532)
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta - Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data (RePEc:pre:wpaper:201553)
by Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta - Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates (RePEc:pre:wpaper:201574)
by Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta - Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes (RePEc:pre:wpaper:201580)
by Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya - The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches (RePEc:pre:wpaper:201610)
by Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar - Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach (RePEc:pre:wpaper:201617)
by Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya - Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks (RePEc:pre:wpaper:201654)
by Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud - Is Inflation Persistence Different in Reality? (RePEc:pre:wpaper:201663)
by Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta - Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty (RePEc:pre:wpaper:201680)
by Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta - Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches (RePEc:pre:wpaper:201683)
by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller - Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks (RePEc:pre:wpaper:201705)
by Christophe André & Tsangyao Chang & Luis A. Gil-Alana & Rangan Gupta - Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data (RePEc:pre:wpaper:201713)
by Luis A. Gil-Alana & Rangan Gupta - Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016 (RePEc:pre:wpaper:201753)
by Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta - Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data (RePEc:pre:wpaper:201816)
by Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta - Are BRICS Exchange Rates Chaotic? (RePEc:pre:wpaper:201822)
by Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar - Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data (RePEc:pre:wpaper:201838)
by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller - Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data (RePEc:pre:wpaper:201941)
by Heni Boubaker & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta - Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective (RePEc:pre:wpaper:2020106)
by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller - The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective (RePEc:pre:wpaper:202093)
by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller - Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data (RePEc:pre:wpaper:202170)
by Luis A. Gil-Alana & Sakiru Adebola Solarin & Rangan Gupta - Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend (RePEc:pre:wpaper:202209)
by Luis A. Gil-Alana & Rangan Gupta & Laura Sauci & Nieves Carmona-Gonzalez - A Generalized Fractional Time Series Model: Testing the Order of Integration of Trend Seasonal and Cyclical components (RePEc:rec:cycles:v:7:y:2003:i:1_1)
by Gil-Alana, L. A. - UK Unemployment Dynamics: a Fractionally Cointegrated Approach (RePEc:ris:ecoint:0090)
by Gil-Alana, Luis A. - The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics (RePEc:ris:ecoint:0154)
by Gil-Alana, Luis A. - Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets (RePEc:ris:integr:0824)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei - A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA (RePEc:sae:compsc:v:27:y:2010:i:1:p:28-46)
by LuÃs A. Gil-Alana & Carlos P. Barros - Modelling Monthly Spanish Tourism: A Seasonal Fractionally Integrated Approach (RePEc:sae:toueco:v:10:y:2004:i:1:p:79-94)
by J. Cunado & L.A. Gil-Alana & F. Pérez de Gracia - The Nature of Seasonality in Spanish Tourism Time Series (RePEc:sae:toueco:v:11:y:2005:i:4:p:483-499)
by J. Cunado & L.A. Gil-Alana & F. Péarez de Gracia - Persistence in International Monthly Arrivals in the Canary Islands (RePEc:sae:toueco:v:14:y:2008:i:1:p:123-129)
by J. Cunado & L.A. Gil-Alana & F. Perez de Gracia - Fractional Integration and Structural Breaks: Evidence from International Monthly Arrivals in the USA (RePEc:sae:toueco:v:14:y:2008:i:1:p:13-23)
by J. Cunado & L.A. Gil-Alana & F. P Erez de Gracia - International Arrivals in the Canary Islands: Persistence, Long Memory, Seasonality and other Implicit Dynamics (RePEc:sae:toueco:v:16:y:2010:i:2:p:287-302)
by Luis A. Gil-Alana - Modeling the degree of persistence in Croatian tourism (RePEc:sae:toueco:v:22:y:2016:i:3:p:655-664)
by Luis A. Gil-Alana & Andrea Mervar & James E. Payne - Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks (RePEc:sae:toueco:v:24:y:2018:i:1:p:41-50)
by James E Payne & Luis A Gil-Alana - UK overseas visitors: Seasonality and persistence (RePEc:sae:toueco:v:25:y:2019:i:5:p:827-831)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Tourism persistence in Spain: National versus international visitors (RePEc:sae:toueco:v:27:y:2021:i:4:p:614-625)
by Luis A Gil-Alana & à gueda Gil-López & Elena San Román - The impact of COVID-19 on the Spanish tourism sector (RePEc:sae:toueco:v:28:y:2022:i:3:p:646-653)
by Luis Alberiko Gil-Alana & Carlos Poza - Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel (RePEc:sae:toueco:v:28:y:2022:i:3:p:654-660)
by Luis A Gil-Alana & James E Payne - Persistence in Croatian tourism: The impact of COVID-19 (RePEc:sae:toueco:v:28:y:2022:i:6:p:1676-1682)
by James E Payne & Luis A Gil-Alana & Andrea Mervar - Tourist arrivals and overnight stays along the Croatian Adriatic Coast: Changes in persistence and seasonality from the COVID-19 disruption (RePEc:sae:toueco:v:29:y:2023:i:6:p:1679-1693)
by James E Payne & Luis A Gil-Alana & Andrea Mervar & Maria Goenechea - Comovement in Euro area housing prices: A fractional cointegration approach (RePEc:sae:urbstu:v:52:y:2015:i:16:p:3123-3143)
by Rangan Gupta & Christophe André & Luis Gil-Alana - Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data (RePEc:sae:urbstu:v:58:y:2021:i:1:p:53-72)
by Giorgio Canarella & Luis Gil-Alana & Rangan Gupta & Stephen M Miller - A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach (RePEc:sbe:breart:v:23:y:2003:i:2:a:2725)
by Gil-Alana, Luis A. - Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies (RePEc:shf:wpaper:2011005)
by Juan Carlos Cuestas & Luis A. Gil-Alana - Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro (RePEc:shf:wpaper:2012005)
by Juan Carlos Cuestas & Luis A. Gil-Alana & Karl Taylor - A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials (RePEc:shf:wpaper:2012013)
by Juan Carlos Cuestas & Luis A. Gil-Alana - Currency Union in the East African Community: A Fractional Integration Approach (RePEc:spr:aaechp:978-3-319-30432-8_3)
by Hector Carcel & Luis A. Gil-Alana & Godfrey Madigu - Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach (RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04211-z)
by Jorge Antunes & Luis Alberiko Gil-Alana & Rossana Riccardi & Yong Tan & Peter Wanke - Temperatures across Europe: evidence of time trends (RePEc:spr:climat:v:157:y:2019:i:3:d:10.1007_s10584-019-02568-6)
by Luis A. Gil-Alana & Laura Sauci - On the invertibility of seasonally adjusted series (RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0715-5)
by Yuliya Lovcha & Alejandro Perez-Laborda & Luis Gil-Alana - Cycles and Long-Range Behaviour in the European Stock Markets (RePEc:spr:dymchp:978-3-030-54252-8_11)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza - Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks (RePEc:spr:empeco:v:28:y:2003:i:1:p:101-113)
by Luis A. Gil-Alana - Fractional integration and business cycle features (RePEc:spr:empeco:v:29:y:2004:i:2:p:343-359)
by Bertrand Candelon & Luis A. Gil-Alana - Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate (RePEc:spr:empeco:v:30:y:2005:i:1:p:193-207)
by Luis A. Gil-Alanaa - Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 (RePEc:spr:empeco:v:31:y:2006:i:1:p:83-93)
by Guglielmo Caporale & Luis Gil-Alana - A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics (RePEc:spr:empeco:v:38:y:2010:i:2:p:471-501)
by Luis Gil-Alana - Fractional integration and structural breaks in U.S. macro dynamics (RePEc:spr:empeco:v:43:y:2012:i:1:p:427-446)
by Luis Gil-Alana & Antonio Moreno - Long memory in US real output per capita (RePEc:spr:empeco:v:44:y:2013:i:2:p:591-611)
by Guglielmo Caporale & Luis Gil-Alana - Fractional integration and cointegration in US financial time series data (RePEc:spr:empeco:v:47:y:2014:i:4:p:1389-1410)
by Guglielmo Caporale & Luis Gil-Alana - Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market (RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1063-3)
by Carlos P. Barros & Luis A. Gil-Alana & Zhongfei Chen - Inflation analysis in the Central American Monetary Council (RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1223-0)
by Hector Carcel & Luis A. Gil-Alana - The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis (RePEc:spr:empeco:v:55:y:2018:i:3:d:10.1007_s00181-017-1297-3)
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta - Modeling US historical time-series prices and inflation using alternative long-memory approaches (RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1597-2)
by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller - True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods (RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02165-6)
by Ata Assaf & Luis Alberiko Gil-Alana & Khaled Mokni - Globalization, long memory, and real interest rate convergence: a historical perspective (RePEc:spr:empeco:v:63:y:2022:i:5:d:10.1007_s00181-022-02206-8)
by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller - Productivity and GDP: international evidence of persistence and trends over 130 years of data (RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02281-x)
by Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta - Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar (RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02468-w)
by Maria Malmierca-Ordoqui & Luis A. Gil-Alana & Manuel Monge - Testing persistence of ammonia emissions using historical data of more than two centuries in OECD countries (RePEc:spr:envsyd:v:43:y:2023:i:3:d:10.1007_s10669-023-09897-z)
by Sakiru Adebola Solarin & Lorenzo Bermejo & Luis Gil-Alana - Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends (RePEc:spr:eurpop:v:35:y:2019:i:4:d:10.1007_s10680-018-9499-8)
by OlaOluwa S. Yaya & Luis A. Gil-Alana & Acheampong Y. Amoateng - Long memory and structural breaks in hyperinflation countries (RePEc:spr:jecfin:v:27:y:2003:i:2:p:136-152)
by Guglielmo Caporale & Luis Gil-Alana - Multiple shifts and fractional integration in the US and UK unemployment rates (RePEc:spr:jecfin:v:33:y:2009:i:4:p:364-375)
by Guglielmo Caporale & Luis Gil-Alana - Mean reversion and long memory in African stock market prices (RePEc:spr:jecfin:v:35:y:2011:i:3:p:296-308)
by Emmanuel Anoruo & Luis Gil-Alana - Persistence and cyclical dependence in the monthly euribor rate (RePEc:spr:jecfin:v:40:y:2016:i:1:p:157-171)
by Guglielmo Caporale & Luis Gil-Alana - The fisher relationship in Nigeria (RePEc:spr:jecfin:v:41:y:2017:i:2:d:10.1007_s12197-016-9355-9)
by Borja Balparda & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - The demand for money in Angola (RePEc:spr:jecfin:v:41:y:2017:i:2:d:10.1007_s12197-016-9358-6)
by C. P. Barros & João Ricardo Faria & Luis A. Gil-Alana - Iranian inflation: peristence and structural breaks (RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9446-x)
by Luis A. Gil-Alana & Yadollah Dadgar & Rouhollah Nazari - Long-term price overreactions: are markets inefficient? (RePEc:spr:jecfin:v:43:y:2019:i:4:d:10.1007_s12197-018-9464-8)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Persistence in the market risk premium: evidence across countries (RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-020-09519-3)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor - Inflation in the G7 countries: persistence and structural breaks (RePEc:spr:jecfin:v:46:y:2022:i:3:d:10.1007_s12197-022-09576-w)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza - Persistence in ESG and conventional stock market indices (RePEc:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09580-0)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - Profitability of private equity: mean reversion and transitory shocks (RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09606-7)
by Luis Alberiko Gil-Alana & Francisco Puertolas-Montanes - Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach (RePEc:spr:joiaen:v:10:y:2021:i:1:d:10.1186_s13731-021-00173-5)
by Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana - Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks (RePEc:spr:jqecon:v:14:y:2016:i:2:d:10.1007_s40953-016-0029-4)
by Luis A. Gil-Alana & Trilochan Tripathy - The relationship between prices and output in the UK and the US (RePEc:spr:snbeco:v:2:y:2022:i:6:d:10.1007_s43546-022-00231-4)
by Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana - The unemployment hysteresis by territory, gender, and age groups in Iran (RePEc:spr:snbeco:v:3:y:2023:i:2:d:10.1007_s43546-023-00424-5)
by Iman Cheratian & Saleh Goltabar & Luis A. Gil-Alaña - Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks (RePEc:spr:snbeco:v:3:y:2023:i:8:d:10.1007_s43546-023-00516-2)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates (RePEc:spr:soinre:v:131:y:2017:i:1:d:10.1007_s11205-016-1253-1)
by Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta - Persistence of the Misery Index in African Countries (RePEc:spr:soinre:v:147:y:2020:i:3:d:10.1007_s11205-019-02184-y)
by Sakiru Adebola Solarin & Luis A. Gil-Alana & Carmen Lafuente - Unemployment and Fertility: A Long Run Relationship (RePEc:spr:soinre:v:152:y:2020:i:3:d:10.1007_s11205-020-02468-8)
by Jose Maria Fernandez-Crehuet & Luis Alberiko Gil-Alana & Cristina Martí Barco - Fractional persistence in income poverty in Africa (RePEc:spr:soinre:v:155:y:2021:i:2:d:10.1007_s11205-021-02614-w)
by Sakiru Adebola Solarin & Luis A. Gil-Alana & Maria Jesus Gonzalez-Blanch - Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches (RePEc:spr:soinre:v:164:y:2022:i:2:d:10.1007_s11205-022-02982-x)
by Sakiru Adebola Solarin & Carmen Lafuente & Luis A. Gil-Alana & Maria Jesus Gonzalez Blanch - Measuring Persistence in the US Equity Gender Diversity Index (RePEc:spr:soinre:v:167:y:2023:i:1:d:10.1007_s11205-023-03104-x)
by Juan Infante & Marta Rio & Luis A. Gil-Alana - Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach (RePEc:spr:weltar:v:142:y:2006:i:1:p:67-91)
by Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia - Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances (RePEc:taf:apeclt:v:10:y:2003:i:1:p:33-37)
by Luis Gil-Alana - Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate (RePEc:taf:apeclt:v:10:y:2003:i:2:p:103-105)
by L. A. Gil-Alana - Empirical evidence on real convergence in some OECD countries (RePEc:taf:apeclt:v:10:y:2003:i:3:p:173-176)
by J. Cunado & L. A. Gil-Alana & F. PErez de Gracia - Unemployment and real oil prices in Australia: a fractionally cointegrated approach (RePEc:taf:apeclt:v:10:y:2003:i:4:p:201-204)
by Luis Gil-Alana - The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration (RePEc:taf:apeclt:v:11:y:2004:i:7:p:429-432)
by Luis Gil-Alana - Long memory at the long-run and the seasonal monthly frequencies in the US money stock (RePEc:taf:apeclt:v:13:y:2006:i:15:p:965-968)
by Guglielmo Maria Caporale & Luis Gil-Alana - Real GDP growth rates across countries: long memory and mean shifts (RePEc:taf:apeclt:v:15:y:2008:i:6:p:449-455)
by Luis Gil-Alana - Stock market returns and terrorist violence: evidence from the Basque Country (RePEc:taf:apeclt:v:16:y:2009:i:15:p:1575-1579)
by Carlos Barros & Luis Gil-Alana - Multiple cyclical fractional structures in financial time series (RePEc:taf:apeclt:v:17:y:2010:i:11:p:1079-1081)
by Guglielmo Maria Caporale & Luis Gil-Alana - Fractional cointegration in US term spreads (RePEc:taf:apeclt:v:19:y:2012:i:5:p:431-434)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Modelling African inflation rates: nonlinear deterministic terms and long-range dependence (RePEc:taf:apeclt:v:22:y:2015:i:5:p:421-424)
by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana - A time-series analysis of US entrepreneurship: evidence from fractional integration (RePEc:taf:apeclt:v:22:y:2015:i:7:p:521-524)
by Luis A. Gil-Alana & James E. Payne - Fractional integration and cointegration in merger and acquisitions in the US petroleum industry (RePEc:taf:apeclt:v:23:y:2016:i:10:p:701-704)
by Manuel Monge & Luís Alberiko Gil-Alana - Fractional integration and nonlinear deterministic trends in the analysis of time series data (RePEc:taf:apeclt:v:24:y:2017:i:14:p:991-994)
by Luis A. Gil-Alana & Hector Carcel - Unemployment rate cycles in Europe (RePEc:taf:apeclt:v:24:y:2017:i:2:p:136-139)
by Juan Carlos Cuestas & Luis Alberiko Gil-Alana - Application of local projections in the monetary policy in Brazil (RePEc:taf:apeclt:v:25:y:2018:i:13:p:941-944)
by Hector Carcel & Luis A. Gil-Alana & Peter Wanke - Are BRICS exchange rates chaotic? (RePEc:taf:apeclt:v:26:y:2019:i:13:p:1104-1110)
by Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar - Measuring the degree of persistence in the U.S. economic policy uncertainty index (RePEc:taf:apeclt:v:27:y:2020:i:10:p:831-835)
by Luis A. Gil-Alana & James E. Payne - Non-linearities and persistence in US long-run interest rates (RePEc:taf:apeclt:v:29:y:2022:i:4:p:366-370)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Miguel Ángel Martin-Valmayor - Measuring unemployment persistence in terms of I(d) statistical models (RePEc:taf:apeclt:v:8:y:2001:i:12:p:761-763)
by Luis Gil-Alana - Seasonal long memory in the US monthly monetary aggregate (RePEc:taf:apeclt:v:8:y:2001:i:9:p:573-575)
by Luis Gil-Alana - Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques (RePEc:taf:apeclt:v:9:y:2002:i:12:p:787-790)
by Luis Gil-Alana - Unemployment and input prices: a fractional cointegration approach (RePEc:taf:apeclt:v:9:y:2002:i:6:p:347-351)
by Guglielmo Maria Caporale & Luis Gil-Alana - Confidence intervals for fractionally integrated hypotheses in the real output across Europe (RePEc:taf:apeclt:v:9:y:2002:i:6:p:407-409)
by Luis Gil-Alana - Unknown item RePEc:taf:apfelt:v:2:y:2006:i:1:p:9-12 (article)
- Unknown item RePEc:taf:apfiec:v:14:y:2004:i:6:p:375-383 (article)
- Unknown item RePEc:taf:apfiec:v:17:y:2007:i:16:p:1313-1321 (article)
- Unknown item RePEc:taf:apfiec:v:20:y:2010:i:22:p:1709-1723 (article)
- Unknown item RePEc:taf:apfiec:v:21:y:2011:i:23:p:1757-1764 (article)
- Unknown item RePEc:taf:apfiec:v:22:y:2012:i:20:p:1713-1717 (article)
- The Deaton paradox in a long memory context with structural breaks (RePEc:taf:applec:44:y:2012:i:25:p:3309-3322)
by Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho - The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models (RePEc:taf:applec:v:33:y:2001:i:10:p:1263-1269)
by Luis Gil-Alana - Strong dependence in the real interest rates (RePEc:taf:applec:v:35:y:2003:i:2:p:119-124)
by Luis Gil-Alana - Semiparametric estimation of the fractional differencing parameter in the UK industrial production index (RePEc:taf:applec:v:36:y:2004:i:11:p:1205-1217)
by Luis Gil-Alana - Seasonal fractional components in macroeconomic time series (RePEc:taf:applec:v:36:y:2004:i:12:p:1265-1279)
by Luis Gil-Alana - Forecasting the real output using fractionally integrated techniques (RePEc:taf:applec:v:36:y:2004:i:14:p:1583-1589)
by Luis Gil-Alana - Modelling the US real GNP with fractionally integrated techniques (RePEc:taf:applec:v:36:y:2004:i:8:p:873-879)
by Luis Gil-Alana - Fractional integration in total factor productivity: evidence from US data (RePEc:taf:applec:v:37:y:2005:i:12:p:1369-1383)
by Luis Gil-Alana & Pedro Mendi - The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine (RePEc:taf:applec:v:41:y:2009:i:11:p:1345-1359)
by Christian Fischer & Luis Gil-Alana - The nature of occupational unemployment rates in the United States: hysteresis or structural? (RePEc:taf:applec:v:41:y:2009:i:19:p:2483-2493)
by B. Candelon & A. Dupuy & L. Gil-Alana - New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data (RePEc:taf:applec:v:41:y:2009:i:2:p:219-236)
by P. Garcia-del-Barrio & L. A. Gil-Alana - International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications (RePEc:taf:applec:v:42:y:2010:i:19:p:2417-2434)
by Luis Gil-Alana & Christian Fischer - Housing sales in urban Beijing (RePEc:taf:applec:v:44:y:2012:i:34:p:4495-4504)
by Carlos Pestana Barros & Zhongfei Chen & Luis A. Gil-Alana - Real convergence: empirical evidence for Latin America (RePEc:taf:applec:v:45:y:2013:i:22:p:3220-3229)
by Astrid Ayala & Juncal Cunado & Luis Alberiko Gil-Alana - Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries (RePEc:taf:applec:v:46:y:2014:i:18:p:2127-2138)
by Christophe Andr頍 & Luis A. Gil-Alana & Rangan Gupta - Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks (RePEc:taf:applec:v:46:y:2014:i:21:p:2545-2555)
by Luis Alberiko Gil-Alana & Carlos Barros & Joao Ricardo Faria - Long memory and fractional integration in the housing price series of London and Paris (RePEc:taf:applec:v:46:y:2014:i:27:p:3377-3388)
by Luis Alberiko Gil-Alana & Carlos Barros & Nicolas Peypoch - The macroeconomy of Angola: breaks and persistence in Angolan macro data (RePEc:taf:applec:v:47:y:2015:i:27:p:2783-2802)
by Carlos P. Barros & Luis A. Gil-Alana & João Ricardo Faria - Investment and saving in Angola and the Feldstein-Horioka puzzle (RePEc:taf:applec:v:47:y:2015:i:44:p:4793-4800)
by C. P. Barros & Luis A. Gil-Alana - Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test (RePEc:taf:applec:v:47:y:2015:i:8:p:798-808)
by Rangan Gupta & Luis A. Gil-Alana & Olaoluwa S. Yaya - Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score (RePEc:taf:applec:v:48:y:2016:i:29:p:2675-2696)
by Astrid Ayala & Szabolcs Blazsek & Juncal Cuñado & Luis Albériko Gil-Alana - Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013 (RePEc:taf:applec:v:48:y:2016:i:34:p:3244-3252)
by Luis A. Gil-Alana & Rangan Gupta & Fernando Perez de Gracia - A performance assessment of Mozambique banks: a Bayesian stochastic frontier (RePEc:taf:applec:v:49:y:2017:i:45:p:4579-4587)
by Luis Alberiko Gil-Alana & Carlos Barros & Dercio Mandlaze - Long memory and mean reversion in real exchange rates in Latin America (RePEc:taf:applec:v:50:y:2018:i:29:p:3148-3155)
by Luis A. Gil-Alana & Laura Sauci - Time series analysis of economic growth rate series in Nigeria: structural breaks, non-linearities and reasons behind the recent recession (RePEc:taf:applec:v:51:y:2019:i:50:p:5482-5489)
by Olushina Olawale Awe & Luis Alberiko Gil-Alana - Exchange rate dynamics in South Africa (RePEc:taf:applec:v:52:y:2020:i:22:p:2339-2352)
by Alexander Boateng & Gloria Claudio-Quiroga & Luis A. Gil-Alana - UK tourism arrivals and departures: seasonality, persistence and time trends (RePEc:taf:applec:v:52:y:2020:i:46:p:5077-5087)
by Luis Alberiko Gil-Alana & José L. Ruiz-Alba & Raquel Ayestarán - Testing Okun’s law. Theoretical and empirical considerations using fractional integration (RePEc:taf:applec:v:52:y:2020:i:5:p:459-474)
by Luis A. Gil-Alana & Marinko Skare & Sanja Blazevic Buric - Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach (RePEc:taf:applec:v:52:y:2020:i:57:p:6171-6182)
by Luis Alberiko Gil-Alana & Robert Mudida & Emmanuel Joel Aikins Abakah - Mean reversion in monetary aggregates in Chile (RePEc:taf:applec:v:53:y:2021:i:13:p:1572-1584)
by Miguel Angel Martin-Valmayor & Luis Alberiko Gil-Alana & Manuel Monge Moreno & Luis Madariaga Becerra - Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries (RePEc:taf:applec:v:53:y:2021:i:43:p:5018-5027)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Maria Malmierca - The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach (RePEc:taf:applec:v:54:y:2022:i:27:p:3074-3087)
by Ali Gokhan Yucel & Cihat Koksal & Sevil Acar & Luis Alberiko Gil-Alana - The influence of economic policy uncertainty shocks on art market (RePEc:taf:applec:v:55:y:2023:i:29:p:3404-3421)
by Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Emmanuel Kwesi Arthur & Luis Alberiko Gil-Alana - US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach (RePEc:taf:applec:v:55:y:2023:i:3:p:283-292)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Emmanuel Joel Aikins Abakah - Persistence and trends in CO2 emissions in Africa: is Chinese FDI behind these features? (RePEc:taf:applec:v:55:y:2023:i:30:p:3498-3513)
by Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana & Andoni Maiza-Larrarte - Unemployment and COVID-19: an analysis of change in persistence (RePEc:taf:applec:v:55:y:2023:i:39:p:4511-4521)
by Lorenzo Bermejo & Maria Malmierca-Ordoqui & Luis Alberiko Gil-Alana - Eta: A Persistent Phenomenon (RePEc:taf:defpea:v:17:y:2006:i:2:p:95-116)
by Carlos Pestana Barros & Luis Gil-Alana - Are Usa Citizens At Risk Of Terrorism In Europe? (RePEc:taf:defpea:v:18:y:2007:i:6:p:495-507)
by Carlos Pestana Barros & Isabel Proenca & Joao Ricardo Faria & Luis Gil-Alana - Basque Terrorism: Police Action, Political Measures And The Influence Of Violence On The Stock Market In The Basque Country (RePEc:taf:defpea:v:20:y:2009:i:4:p:287-301)
by Carlos Barros & Guglielmo Maria Caporale & Luis Gil-Alana - Growth recovery after civil conflict: a fractional integration approach (RePEc:taf:defpea:v:27:y:2016:i:4:p:453-479)
by Luis A. Gil-Alana & Prakarsh Singh - Carlos Pestana Barros (RePEc:taf:defpea:v:28:y:2017:i:3:p:271-271)
by Luis Alberiko Gil-Alana & Joao Ricardo Faria - Stochastic volatility in the Spanish stock market: a long memory model with a structural break (RePEc:taf:eurjfi:v:14:y:2008:i:1:p:23-31)
by Luis Gil-Alana & Juncal Cunado & Fernando Perez De Gracia - Mean reversion of short-run interest rates: empirical evidence from new EU countries (RePEc:taf:eurjfi:v:18:y:2012:i:2:p:89-107)
by Carlos P. Barros & Luis Gil-Alana & Roman Matousek - A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break (RePEc:taf:intecj:v:23:y:2009:i:2:p:259-279)
by Luis Gil-Alana & Carlos Pestana Barros - Modelling the Persistence of Unemployment in Canada (RePEc:taf:irapec:v:16:y:2002:i:4:p:465-477)
by Luis Gil-Alana - A fractional integration analysis of the population in some OECD countries (RePEc:taf:japsta:v:30:y:2003:i:10:p:1147-1159)
by L. A. Gil-Alana - Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques (RePEc:taf:japsta:v:30:y:2003:i:9:p:1021-1031)
by Luis Gil-Alana - Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries (RePEc:taf:japsta:v:38:y:2011:i:1:p:71-85)
by Guglielmo Maria Caporale & Luis Gil-Alana - Infant mortality rates: time trends and fractional integration (RePEc:taf:japsta:v:42:y:2015:i:3:p:589-602)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Linear and segmented trends in sea surface temperature data (RePEc:taf:japsta:v:42:y:2015:i:7:p:1531-1546)
by Luis A. Gil-Alana - Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (RePEc:taf:japsta:v:48:y:2021:i:13-15:p:2542-2559)
by Luis A. Gil-Alana & OlaOluwa S. Yaya - The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach (RePEc:taf:jitecd:v:25:y:2016:i:7:p:978-991)
by Luis A. Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar - Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks (RePEc:taf:jitecd:v:27:y:2018:i:6:p:638-654)
by Christophe Andre & Mehmet Balcilar & Tsangyao Chang & Luis Alberiko Gil-Alana & Rangan Gupta - The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis (RePEc:taf:oaefxx:v:10:y:2022:i:1:p:2159736)
by Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Tourism persistence in the Southeastern European countries: The impact of covid-19 (RePEc:taf:oaefxx:v:11:y:2023:i:2:p:2280349)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Amir Imeri - Persistence in Australian tourism employment industries (RePEc:taf:rcitxx:v:27:y:2024:i:5:p:754-767)
by Sakiru Adebola Solarin & Gloria Claudio-Quiroga & Luis A. Gil-Alana - New Evidence on Long-Run Monetary Neutrality (RePEc:taf:recsxx:v:12:y:2009:i:2:p:229-248)
by Juncal Cunado & Luis A. Gil-Alana & Fernando Perez de Gracia - Unemployment Hysteresis: Empirical Evidence for Latin America (RePEc:taf:recsxx:v:15:y:2012:i:2:p:213-233)
by Astrid Ayala & Juncal Cuñado & Luis Albériko Gil-Alana - Testing Unemployment Theories: A Multivariate Long Memory Approach (RePEc:taf:recsxx:v:19:y:2016:i:1:p:95-112)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha - An empirical analysis of freight transport traffic modes in Brazil, 1996-2012 (RePEc:taf:transp:v:38:y:2015:i:3:p:305-319)
by Carlos P. Barros & Luis A. Gil-Alana & Peter Wanke - Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches (RePEc:uct:uconnp:2017-13)
by Giorgio Canarella & Luis A. Gil-Alaña & Rangan Gupta & Stephen M. Miller - Do Spanish Stock Market Prices Follow a Random Walk? (RePEc:una:unccee:wp0102)
by Javier De Peña & Luis A. Gil-Alana - Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach (RePEc:una:unccee:wp0103)
by Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia - An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers (RePEc:una:unccee:wp0111)
by Carlos Pestana Barros & Luis A. Gil-Alana & James E. Payne - Oil shocks on unemployment in Central and Eastern Europe (RePEc:una:unccee:wp0116)
by Juan Carlos Cuestas & Luis A. Gil-Alana - Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach (RePEc:una:unccee:wp0202)
by Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia - Serial and cross-correlation in the Spanish Stock Market returns (RePEc:una:unccee:wp0203)
by Javier DePeña & Luis A. Gil-Alana - Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models (RePEc:una:unccee:wp0207)
by Juncal Cuñado & Luis A. Gil-Alaña - Fractional Integration and Structural Breaks in U.S. Macro Dynamics (RePEc:una:unccee:wp0209)
by Luis A. Gil-Alana & Antonio Moreno - Persistence in the short and long term tourist arrivals to Australia (RePEc:una:unccee:wp0210)
by Luis A. Gil-Alana & Carlos P. Barros & Albert Assaf - Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates (RePEc:una:unccee:wp0211)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - A framework for Open Innovation practices: Typology and characterisation (RePEc:una:unccee:wp0216)
by MarÃa Isabel RodrÃguez-Ferradas & José A. Alfaro-Tanco & Francesco Sandulli - Stock Market Cycles and Stock Market Development in Spain (RePEc:una:unccee:wp0302)
by Javier Gómez Biscarri & Fernando Pérez de Gracia - The explaining role of the Earning-Price Ratio in the Spanish Stock Market (RePEc:una:unccee:wp0303)
by Javier DePeña & Luis A. Gil-Alana - Technology Shocks and Hours Worked: A Fractional Integration Perspective (RePEc:una:unccee:wp0306)
by Luis Alberiko Gil-Alana & Antonio Moreno - The Deaton paradox in a long memory context with structural breaks (RePEc:una:unccee:wp0309)
by Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho - Retail sales. Persistence in the short term and long term dynamics (RePEc:una:unccee:wp0310)
by Luis A. Gil-Alana & Carlos P. Barros & Albert Assaf - US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis (RePEc:una:unccee:wp0311)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Does energy consumption by the US electric power secto exhibit long memory behaviour? (RePEc:una:unccee:wp0410)
by Luis A. Gil-Alana & James Payne & David Loomis - Long Memory and Volatility Dynamics in the US Dollar Exchange Rate (RePEc:una:unccee:wp0411)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Mean reversion and long memory in African stock market prices (RePEc:una:unccee:wp0510)
by Luis A. Gil-Alana & Emmanuel Anoruo - Exploring Survey-Based Inflation Forecasts (RePEc:una:unccee:wp0511)
by Luis Gil-Alana & Antonio Moreno & Fernando Pérez de Gracia - Time series modelling of sunspot numbers using long range cyclical dependence (RePEc:una:unccee:wp0609)
by Luis A. Gil-Alana - Deterministic Seasonality versus Seasonal Fractional Integration (RePEc:una:unccee:wp0704)
by Luis A. Gil-Alana - Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change (RePEc:una:unccee:wp0709)
by Luis A. Gil-Alana & Juan C. Cuesta - Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ (RePEc:una:unccee:wp0804)
by Luis A. Gil-Alana & Bertrand Candelon - The Persistence of Earnings per Share (RePEc:una:unccee:wp0808)
by Luis A. Gil-Alana & Rolando Pelaez - Persistence on airline accidents (RePEc:una:unccee:wp0809)
by Carlos P. Barros & Joao R. Faria & Luis A. Gil-Alana - Multivariate Tests of Fractionally Integrated Hypotheses (RePEc:una:unccee:wp0902)
by Luis Alberiko Gil-Alana - Testing of Fractional Cointegration in Macroeconomic Time Series (RePEc:una:unccee:wp0903)
by Luis A. Gil-Alana - Fractional Integration and Business Cycles Features (RePEc:una:unccee:wp0904)
by Luis A. Gil-Alana & Bertrand Candelon - Time trend estimation with breaks in temperature time series (RePEc:una:unccee:wp0908)
by Luis A. Gil-Alana - Warming break trends and fractional integration in the northern, southern and global temperature anomaly series (RePEc:una:unccee:wp0909)
by Luis A. Gil-Alana - Oil Prices: Persistence and Breaks (RePEc:una:unccee:wp0911)
by Carlos Pestana Barros & Luis A. Gil-Alana - Fractional Integration and the Dynamics of UK Unemployment (RePEc:una:unccee:wp1003)
by Luis A. Gil-Alana & S.G. Brian Henry - New Revelations about Unemployment Persistence in Spain (RePEc:una:unccee:wp1006)
by Luis Alberiko Gil-Alana & Pedro Garcia-del-Barrio - Fractional integration and data frequency (RePEc:una:unccee:wp1008)
by Luis A. Gil-Alana & Guglielmo M. Caporale - A note on the effectiveness of national anti-terrorist policies. Evidence from ETA (RePEc:una:unccee:wp1009)
by Carlos P. Barros & Luis A. Gil-Alana - Housing Sales in Urban Beijing (RePEc:una:unccee:wp1011)
by Carlos Pestana Barros & Zhongfei Chen & Luis A. Gil-Alana - Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks (RePEc:una:unccee:wp1108)
by Luis A. Gil-Alana & Guglielmo M. Caporale - Uncovering the U.S. Term Premium: An Alternative Route (RePEc:una:unccee:wp1207)
by Luis Gil-Alana & Antonio Moreno - Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics (RePEc:una:unccee:wp1211)
by Luis A. Gil-Alana & Yun Cao - Fractional Integration and Cointegration in US Financial Time Series Data (RePEc:una:unccee:wp1212)
by Luis A. Gil-Alana & Guglielmo Maria Caporale - The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency (RePEc:una:unccee:wp1311)
by Luis A. Gil-Alana & Jiang Liang - Modelling Long Run Trends and Cycles in Financial Time Series Data (RePEc:una:unccee:wp1312)
by Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale - A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials (RePEc:una:unccee:wp1412)
by Luis A. Gil-Alana & Juan Carlos Cuestas - Testing of Nonstationary Cycles in Financial Time Series Data (RePEc:una:unccee:wp1503)
by Javier De Peña & Luis A. Gil-Alana - The Nature of the Relationship between International Tourism and International Trade: The Case of Ge (RePEc:una:unccee:wp1505)
by Christian Fischer & Luis Alberiko Gil-Alana - Fractional integration and structural breaks at unknown periods of time (RePEc:una:unccee:wp1606)
by Luis A. Gil-Alana - Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited (RePEc:una:unccee:wp1706)
by Luis A. Gil-Alana - Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994 (RePEc:una:unccee:wp1805)
by Luis Alberiko Gil-Alana & Guglielmo M.Caporale - Nonlinearities and fractional integration in the US unemployment rate (RePEc:una:unccee:wp1806)
by Luis A. Gil-Alana & Guglielmo M. Caporale - Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf (RePEc:una:unccee:wp1905)
by Luis Alberiko Gil-Alana - Testing of nonstationarities in the unit circle, long memory processes and the day of the week effects in financial data (RePEc:una:unccee:wp1906)
by Luis A. Gil-Alana & Mike Nazarski & Guglielmo M. Caporale - Structural Change and the Order of Integration in Univariate Time Series (RePEc:una:unccee:wp2005)
by Luis Alberiko Gil-Alana - Testing for Persistence with Breaks and Outliers in South African House Prices (RePEc:una:unccee:wp2012)
by Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta - Term Structure Persistence (RePEc:una:unccee:wp2612)
by Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno - On the invertibility of seasonally adjusted series (RePEc:urv:wpaper:2072/261539)
by Gil-Alana, Luis & Lovcha, Yuliya & Pérez Laborda, Àlex - Modelling U.S. monthly inflation in terms of a jointly seasonal and non‐seasonal long memory process (RePEc:wly:apsmbi:v:21:y:2005:i:1:p:83-94)
by L. A. Gil‐Alana - Measuring length of business cycles across countries using a new non‐stationary unit‐root cyclical approach (RePEc:wly:apsmbi:v:22:y:2006:i:4:p:385-395)
by L. A. Gil‐Alana - Strong dependence in the nominal exchange rates of the Polish zloty (RePEc:wly:apsmbi:v:23:y:2007:i:2:p:97-116)
by L. A. Gil‐Alana & M. Nazarski - The stochastic unit root model and fractional integration: An extension to the seasonal case (RePEc:wly:apsmbi:v:23:y:2007:i:5:p:439-453)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques (RePEc:wly:apsmbi:v:32:y:2016:i:5:p:711-724)
by Luis A. Gil‐Alana & OlaOluwa S. Yaya & Enitan A. Solademi - Estimating persistence in the volatility of asset returns with signal plus noise models (RePEc:wly:ijfiec:v:17:y:2012:i:1:p:23-30)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - The Purchasing Power Parity Hypothesis In The Us–China Relationship: Fractional Integration, Time Variation And Data Frequency (RePEc:wly:ijfiec:v:18:y:2013:i:1:p:82-92)
by Luis Alberiko Gil‐Alana & Liang Jiang - Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data (RePEc:wly:ijfiec:v:20:y:2015:i:3:p:276-290)
by Ola Oluwa S. Yaya & Luis A. Gil‐Alana & Olanrewaju I. Shittu - Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach (RePEc:wly:ijfiec:v:21:y:2016:i:2:p:143-153)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana & James C. Orlando - Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks (RePEc:wly:ijfiec:v:24:y:2019:i:1:p:412-426)
by Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud - Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach (RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1197-1205)
by Olushina O Awe & Robert Mudida & Luis A. Gil‐Alana - Mapping US presidential terms with S&P500 index: Time series analysis approach (RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1938-1954)
by Luis A. Gil‐Alana & Robert Mudida & OlaOluwa S. Yaya & Kazeem A. Osuolale & Ahamuefula E. Ogbonna - What do productivity indices tell us? A case study of U.S. industries (RePEc:wly:ijfiec:v:26:y:2021:i:4:p:4946-4978)
by Godfrey Madigu & Luis A. Gil‐Alana - On the persistence of UK inflation: A long‐range dependence approach (RePEc:wly:ijfiec:v:27:y:2022:i:1:p:439-454)
by Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana & Tommaso Trani - Exploring Survey‐Based Inflation Forecasts (RePEc:wly:jforec:v:31:y:2012:i:6:p:524-539)
by Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia - Long‐Run and Cyclical Dynamics in the US Stock Market (RePEc:wly:jforec:v:33:y:2014:i:2:p:147-161)
by Guglielmo Maria Caporale & Luis Gil‐Alana - Persistence in some energy futures markets (RePEc:wly:jfutmk:v:30:y:2010:i:5:p:490-507)
by Juncal Cunado & Luis A. Gil‐Alana & Fernando Perez de Gracia - Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate (RePEc:wly:jintdv:v:28:y:2016:i:2:p:214-232)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty (RePEc:wly:jintdv:v:31:y:2019:i:1:p:101-116)
by Goodness C. Aye & Christina Christou & Luis A. Gil‐Alana & Rangan Gupta - Fractional cointegration and tests of present value models (RePEc:wly:revfec:v:13:y:2004:i:3:p:245-258)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - Fractional cointegration and real exchange rates (RePEc:wly:revfec:v:13:y:2004:i:4:p:327-340)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - Fractional integration in daily stock market indexes (RePEc:wly:revfec:v:15:y:2006:i:1:p:28-48)
by L.A. Gil‐Alana - Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study (RePEc:wsi:gejxxx:v:15:y:2015:i:04:n:gej-2015-0002)
by Hector Carcel & Luis A. Gil-Alana & Godfrey Madigu - Mean Reversion In The Spanish Stock Market Prices Using Fractionally Integrated Semiparametric Techniques (RePEc:wsi:ijtafx:v:05:y:2002:i:06:n:s021902490200164x)
by Javier Depenya & L. A. Gil-Alana - Fractional Integration In The Stock Market Volatility Series (RePEc:wsi:ijtafx:v:05:y:2002:i:08:n:s0219024902001663)
by Luis A. Gil-Alana - Long Memory In Financial Time Series Data With Non-Gaussian Disturbances (RePEc:wsi:ijtafx:v:06:y:2003:i:02:n:s0219024903001827)
by Luis A. Gil-Alana - Measuring The Memory Parameter On Several Transformations Of Asset Returns (RePEc:wsi:ijtafx:v:08:y:2005:i:06:n:s0219024905003207)
by L. A. Gil-Alana - Testing Of Real Convergence In Germany In The Presence Of Structural Breaks (RePEc:wsi:serxxx:v:50:y:2005:i:01:n:s0217590805001846)
by L. A. Gil-Alana - Fractional Integration At Zero And The Cyclical Frequencies In The Specification Of Us Prices (RePEc:wsi:serxxx:v:50:y:2005:i:02:n:s0217590805001950)
by L. A. Gil-Alana - ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration (RePEc:wsi:wschap:9789811202391_0023)
by Luis Alberiko Gil-Alana & Hector Carcel - Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data (RePEc:wsi:wschap:9789812772213_0002)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski - Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB (RePEc:zbw:bofrdp:rdp2016_020)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei - Long memory in Turkish Unemployment Rates (RePEc:zbw:glodps:123)
by Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit - Non-linearities and fractional integration in the US unemployment rate (RePEc:zbw:hwwadp:26232)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Testing of fractional cointegration in macroeconomic time series (RePEc:zbw:sfb373:2000105)
by Gil-Alaña, Luis A. - Deterministic seasonality versus seasonal fractional integration (RePEc:zbw:sfb373:2000106)
by Gil-Alaña, Luis A. - A generalized fractional time series model (RePEc:zbw:sfb373:2000107)
by Gil-Alaña, Luis A. - Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks (RePEc:zbw:sfb373:200013)
by Gil-Alaña, Luis A. - Fractional integration and the dynamics of UK unemployment (RePEc:zbw:sfb373:200014)
by Gil-Alaña, Luis A. & Henry, Brian - Fractional cointegration and tests of present value models (RePEc:zbw:sfb373:200015)
by Caporale, Guglielmo Maria & Gil-Alaña, Luis A. - Modelling seasonality with fractionally integrated processes (RePEc:zbw:sfb373:200016)
by Gil-Alaña, Luis A. - A fractionally integrated exponential model for UK unemployment (RePEc:zbw:sfb373:200067)
by Gil-Alaña, Luis A. - A fractionally integrated model with a mean shift for the US and the UK real oil prices (RePEc:zbw:sfb373:200068)
by Gil-Alaña, Luis A. - Fractional cointegration and real exchange rates (RePEc:zbw:sfb373:200069)
by Caporale, Guglielmo Maria & Gil-Alaña, Luis A. - Testing stochastic cycles in macroeconomic time series (RePEc:zbw:sfb373:200070)
by Gil-Alaña, Luis A. - A joint test of fractional cyclic integration and a linear time trend (RePEc:zbw:sfb373:200126)
by Gil-Alaña, Luis A. - Forecasting the real output using fractionally integrated techniques (RePEc:zbw:sfb373:200127)
by Gil-Alaña, Luis A. - Fractional integration and business cycle features (RePEc:zbw:sfb373:200146)
by Candelon, Bertrand & Gil-Alaña, Luis A. - Unemployment and input prices: A fractional cointegration approach (RePEc:zbw:sfb373:200156)
by Caporale, Guglielmo Maria & Gil-Alaña, Luis A. - The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models (RePEc:zbw:sfb373:200166)
by Gil-Alaña, Luis A. - Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate (RePEc:zbw:sfb373:200167)
by Gil-Alaña, Luis A.