22
H index
91
i10 index
2904
Citations
Luis Alberiko Gil-Alana : Citation Profile
Universidad de Navarra (50% share) | RESEARCH PRODUCTION: 463 Articles 301 Papers 6 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1996 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Luis Alberiko Gil-Alana. | Is cited by:
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Main data
Where Luis Alberiko Gil-Alana has published?
Recent works citing Luis Alberiko Gil-Alana (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | An enquiry into extreme price movements of the cryptocurrencies in the backdrop of COVID-19. (2023). Kumar, Anoop S ; Rao, Balaga Mohana ; Anandarao, Suvvari. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:231-238. Full description at Econpapers || Download paper | |
| 2023 | PURCHASING POWER PARITY IN RUSSIA AND THE TRANSITIONING ECONOMY 1990-1995. (2023). Eberle, Paul B ; Bradley, Thomas L. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:bradleyt. Full description at Econpapers || Download paper | |
| 2023 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper | |
| 2023 | Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495. Full description at Econpapers || Download paper | |
| 2024 | A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962. Full description at Econpapers || Download paper | |
| 2024 | Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Li, Xin ; Liu, Hongwen ; Wang, Zushan. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:2:p:96-118. Full description at Econpapers || Download paper | |
| 2023 | Does ownership concentration affect banks’ credit risk? Evidence from MENA emerging markets. (2023). Jabbouri, Rachid ; Almustafa, Hamza ; Naili, Maryem. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:119-140. Full description at Econpapers || Download paper | |
| 2024 | U.S. shale oil production and trend estimation: Forecasting a Hubbert model. (2024). Reynolds, Douglas B. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:468-487. Full description at Econpapers || Download paper | |
| 2023 | Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205. Full description at Econpapers || Download paper | |
| 2023 | Nature of comovements in US state and MSA housing prices. (2023). Banerjee, Piyali ; Lee, Junsoo ; Lu, Yan ; Tidwell, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:959-989. Full description at Econpapers || Download paper | |
| 2023 | External sustainability in Spanish economy: Bubbles and crises, 1970–2020. (2023). Prats, Maria A ; Esteve, Vicente. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:60-80. Full description at Econpapers || Download paper | |
| 2023 | Seven Pitfalls of Technical Analysis. (2023). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10213. Full description at Econpapers || Download paper | |
| 2023 | Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6. Full description at Econpapers || Download paper | |
| 2023 | Stock Market Liquidity during Periods of Distress and its Implications: Evidence from International Financial Markets. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-1. Full description at Econpapers || Download paper | |
| 2023 | A CNN-BiGRU-AM neural network for AI applications in shale oil production prediction. (2023). Jin, Qingsheng ; Sun, Simin ; Guo, Zanquan ; Zhou, Guangzhao. In: Applied Energy. RePEc:eee:appene:v:344:y:2023:i:c:s030626192300613x. Full description at Econpapers || Download paper | |
| 2023 | Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks.. (2023). Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele ; Menoncin, Francesco ; Vergalli, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002925. Full description at Econpapers || Download paper | |
| 2023 | Are greenhouse gas emissions converging in Latin America? Implications for environmental policies. (2023). Molina, José Alberto ; Belloc, Ignacio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:337-356. Full description at Econpapers || Download paper | |
| 2024 | Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhao, Longfeng ; Zhou, Yueyi ; Gao, Yang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177. Full description at Econpapers || Download paper | |
| 2024 | Labor dynamics and unions: An empirical analysis through Okuns Law. (2024). Zambrano-Monserrate, Manuel A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:613-628. Full description at Econpapers || Download paper | |
| 2023 | The heterogeneity of Okuns law: A metaregression analysis. (2023). MartÃn-Román, Ãngel ; Martin-Roman, Angel L ; Porras-Arena, Sylvina M. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003024. Full description at Econpapers || Download paper | |
| 2023 | Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735. Full description at Econpapers || Download paper | |
| 2023 | Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062. Full description at Econpapers || Download paper | |
| 2024 | Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584. Full description at Econpapers || Download paper | |
| 2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper | |
| 2024 | Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Wang, Mei-Chih ; Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912. Full description at Econpapers || Download paper | |
| 2024 | Who has mastered exchange rate ups and downs: China or the United States?. (2024). Lin, YE ; Liu, Tie-Ying. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000068. Full description at Econpapers || Download paper | |
| 2023 | Market reactions to Recovery Fund press releases during COVID-19: An event-study analysis. (2023). Scimone, Xenia ; Ricci, Ornella ; Fattobene, Lucrezia ; Graziano, Elvira Anna. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002677. Full description at Econpapers || Download paper | |
| 2023 | Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499. Full description at Econpapers || Download paper | |
| 2024 | Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421. Full description at Econpapers || Download paper | |
| 2023 | The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?. (2023). Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000383. Full description at Econpapers || Download paper | |
| 2023 | Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838. Full description at Econpapers || Download paper | |
| 2023 | How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353. Full description at Econpapers || Download paper | |
| 2023 | Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385. Full description at Econpapers || Download paper | |
| 2023 | Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122. Full description at Econpapers || Download paper | |
| 2023 | Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272. Full description at Econpapers || Download paper | |
| 2023 | Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890. Full description at Econpapers || Download paper | |
| 2023 | Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329. Full description at Econpapers || Download paper | |
| 2023 | The rise of green energy metal: Could lithium threaten the status of oil?. (2023). Qin, Meng ; Umar, Muhammad ; Nepal, Rabindra ; Jia, Zhijie ; Shao, Xuefeng ; Su, Chiwei. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001494. Full description at Econpapers || Download paper | |
| 2023 | Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573. Full description at Econpapers || Download paper | |
| 2023 | Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network. (2023). ben Jabeur, Sami ; Saadaoui, Foued. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002918. Full description at Econpapers || Download paper | |
| 2023 | Forecasting crude oil prices in the COVID-19 era: Can machine learn better?. (2023). Meng, Yuhao ; Peng, Yuchao ; Tian, Guangning. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002864. Full description at Econpapers || Download paper | |
| 2023 | Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. (2023). Zhao, Yanqi ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005777. Full description at Econpapers || Download paper | |
| 2023 | Tail risk contagion across electricity markets in crisis periods. (2023). Tiwari, Aviral ; Abdullah, Mohammad ; Khan, Isma ; Wali, G M ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005984. Full description at Econpapers || Download paper | |
| 2023 | The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty. (2023). Wang, Chengfang ; Chen, Xuesheng ; Zhong, Yufei ; Zhang, Yuchen. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006928. Full description at Econpapers || Download paper | |
| 2024 | The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles. (2024). Yamaka, Woraphon ; Kaewtathip, Nuttaphong ; Maneejuk, Paravee. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007168. Full description at Econpapers || Download paper | |
| 2024 | Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223. Full description at Econpapers || Download paper | |
| 2024 | Climate policy volatility hinders renewable energy consumption: Evidence from yardstick competition theory. (2024). Nganje, William ; Addey, Kwame Asiam. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007636. Full description at Econpapers || Download paper | |
| 2024 | Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Duan, Kun ; Xiao, YA ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252. Full description at Econpapers || Download paper | |
| 2024 | Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762. Full description at Econpapers || Download paper | |
| 2024 | How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores. (2024). Darcy, Anne ; Budin, Constantin ; Haas, Christian. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749. Full description at Econpapers || Download paper | |
| 2024 | Can operational efficiency in the Portuguese electricity sector be improved? Yes, but.... (2024). Roseta-Palma, Catarina ; Hou, Zheng. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001666. Full description at Econpapers || Download paper | |
| 2023 | Combining macro and micro experiments to reveal the real-time evolution of permeability of shale. (2023). Zhang, Lisong ; Li, Chuanhua ; Liu, Huimin ; Xie, Yetong. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s036054422202391x. Full description at Econpapers || Download paper | |
| 2023 | A nonlinear model of multifractured horizontal wells in heterogeneous gas reservoirs considering the effect of stress sensitivity. (2023). Xiong, Fansheng ; Xu, Zhenhua ; Wang, Junlei ; Tian, Feng ; Xia, Peng. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pd:s0360544222028651. Full description at Econpapers || Download paper | |
| 2023 | Study on hydro-mechanical-damage coupling seepage in digital shale cores: A case study of shale in Bohai Bay Basin. (2023). Zhu, Rui ; Li, Chuanhua ; Zhang, Kuihua ; Liu, Huimin ; Xie, Yetong. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223001536. Full description at Econpapers || Download paper | |
| 2023 | Shale oil redistribution-induced flow regime transition in nanopores. (2023). Yang, Yongfei ; Zhang, Lei ; Fan, Dongyan ; Li, Zheng ; Sun, Hai ; Yao, Jun ; Zhong, Junjie. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223019473. Full description at Econpapers || Download paper | |
| 2023 | Methane deflagration promoted by enhancing ignition efficiency via hydrogen doping, with a view to fracturing shales. (2023). Luo, Zhenmin ; Sun, Weifu ; Li, Dafang. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223023836. Full description at Econpapers || Download paper | |
| 2023 | Dynamic evaluation of microscopic damage and fluid flow behavior in reservoir shale under deviatoric stress. (2023). Zhang, Kuihua ; Liu, Huimin ; Xie, Yetong ; Meng, Xiaoyu ; Jia, Wenhua. In: Energy. RePEc:eee:energy:v:283:y:2023:i:c:s0360544223017851. Full description at Econpapers || Download paper | |
| 2023 | Structure-activity relationships for hydration inhibition and environmental protection with modified branched polyethyleneimine: Experiments and simulations. (2023). Li, Xin ; Huang, Danchao ; Luo, Pingya ; Liang, Renxin ; Zhang, Jian ; Chen, Hong ; Xie, Gang ; Bai, Yang. In: Energy. RePEc:eee:energy:v:284:y:2023:i:c:s0360544223027408. Full description at Econpapers || Download paper | |
| 2024 | Comprehensive evaluation of the organic-rich saline lacustrine shale in the Lucaogou Formation, Jimusar sag, Junggar Basin, NW China. (2024). Bai, Jianing ; Liu, Kouqi ; Zhu, Rukai ; Jin, Zhijun ; Cao, Yan. In: Energy. RePEc:eee:energy:v:294:y:2024:i:c:s0360544224005589. Full description at Econpapers || Download paper | |
| 2023 | A dynamic analysis of the neglected firm effect. (2023). Zheng, Min ; Andrikopoulos, Athanasios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003799. Full description at Econpapers || Download paper | |
| 2023 | ESG, risk, and (tail) dependence. (2023). Paterlini, Sandra ; Czado, Claudia ; Sahin, Ozge ; Bax, Karoline. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000297. Full description at Econpapers || Download paper | |
| 2023 | U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303. Full description at Econpapers || Download paper | |
| 2023 | Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679. Full description at Econpapers || Download paper | |
| 2023 | Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758. Full description at Econpapers || Download paper | |
| 2023 | Environmental engagement and stock price crash risk: Evidence from the European banking industry. (2023). Santilli, Gianluca ; Ricci, Ornella ; Fiordelisi, Franco. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002053. Full description at Econpapers || Download paper | |
| 2023 | Oil price uncertainty, workplace misconduct, and cash holding. (2023). Amin, Md Ruhul ; Mazumder, Sharif ; Rahman, Md Showaib. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002739. Full description at Econpapers || Download paper | |
| 2023 | On the topology of cryptocurrency markets. (2023). Dotko, Pawe ; Rudkin, Wanling. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002752. Full description at Econpapers || Download paper | |
| 2023 | Exchange rate co-movements and corporate foreign exchange exposures: A study on RMB. (2023). Yu, Jishuang ; Wang, Wenqing ; He, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003472. Full description at Econpapers || Download paper | |
| 2023 | Time-varying bond market integration and the impact of financial crises. (2023). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004258. Full description at Econpapers || Download paper | |
| 2023 | Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment. (2023). Muhammed, Shahnawaz ; Goodell, John W ; Gunay, Samet ; Kirimhan, Destan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004416. Full description at Econpapers || Download paper | |
| 2024 | Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719. Full description at Econpapers || Download paper | |
| 2024 | Vulnerability of a developing stock market to openness: One-way return and volatility transmissions. (2024). Bala, Ahmed Jinjiri ; Ibrahim, Masud Usman ; Hassan, Aminu. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001169. Full description at Econpapers || Download paper | |
| 2024 | Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431. Full description at Econpapers || Download paper | |
| 2024 | To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242. Full description at Econpapers || Download paper | |
| 2024 | Diversifying and hedging REIT portfolios with cryptocurrencies: Evidence from global and regional REIT indices. (2024). Akinsomi, Omokolade ; Odusami, Babatunde O. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002618. Full description at Econpapers || Download paper | |
| 2023 | The market value of green innovation: A comparative analysis of global renewable energy firms. (2023). Su, Wenjun ; Dong, Weijia ; Liu, Tianyu ; Lv, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006663. Full description at Econpapers || Download paper | |
| 2023 | Volatility forecast with the regularity modifications. (2023). Wu, Chongfeng ; Diao, Xundi ; Zhu, Qinwen. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300380x. Full description at Econpapers || Download paper | |
| 2023 | Intraday volatility predictability in china gold futures market: The case of last half-hour realized volatility forecasting. (2023). Xue, Yinsong ; Lv, Jiamin ; Ye, Chuxin ; Luo, Xingguo. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300394x. Full description at Econpapers || Download paper | |
| 2023 | Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict. (2023). Sun, Yujia ; Pan, Qunxing. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008140. Full description at Econpapers || Download paper | |
| 2023 | Climate change economics and the determinants of carbon emissions’ futures returns: A regime-driven ARDL model. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Kotsompolis, Giorgos ; Thomakos, Dimitrios D ; Xidonas, Panos. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008577. Full description at Econpapers || Download paper | |
| 2024 | Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU. (2024). Cuestas, Juan ; Ordoez, Javier ; Monfort, Mercedes. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012126. Full description at Econpapers || Download paper | |
| 2024 | Does the strength of the US dollar affect the interdependence among currency exchange rates of RCEP and CPTPP countries?. (2024). Yang, Bing ; Liu, Jianxu ; Wang, Mengjiao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001405. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Luis Alberiko Gil-Alana:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models In: American Journal of Economics and Business Administration. [Full Text][Citation analysis] | article | 0 |
| 2014 | Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour In: African Development Review. [Citation analysis] | article | 1 |
| 2014 | Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour.(2014) In: African Development Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2014 | Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour.(2014) In: NCID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Inflation Forecasting in Angola: A Fractional Approach In: African Development Review. [Citation analysis] | article | 3 |
| 2013 | Inflation Forecasting in Angola: A Fractional Approach.(2013) In: African Development Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2012 | Inflation forecasting in Angola: a fractional approach.(2012) In: CEsA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2001 | Estimation of Fractionally ARIMA Models for the UK Unemployment In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2006 | Testing Seasonality in the Context of Fractionally Integrated Processes In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2012 | Inflation convergence in Central and Eastern Europe with a view to adopting the euro In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | A non-linear approach with long range dependence based on Chebyshev polynomials In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | A non-linear approach with long range dependence based on Chebyshev polynomials.(2012) In: NCID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2020 | Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis In: Review of Development Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2021 | How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry In: Review of Development Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2023 | A Test for the Efficiency of Nigerian REITS Stocks In: Review of Development Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2007 | International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications In: 105th Seminar, March 8-10, 2007, Bologna, Italy. [Full Text][Citation analysis] | paper | 1 |
| 2006 | The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine In: 98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece. [Full Text][Citation analysis] | paper | 11 |
| 2006 | The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine.(2006) In: 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2007 | The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2009 | The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine.(2009) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2004 | Non-Linearities and Fractional Integration in the US Unemployment Rate In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 42 |
| 2007 | Nonlinearities and Fractional Integration in the US Unemployment Rate*.(2007) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
| 2006 | Nonlinearities and fractional integration in the US unemployment rate.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2004 | Non-linearities and fractional integration in the US unemployment rate.(2004) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2022 | Persistence in Commodity Prices In: Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Long Memory in the Housing Price Indices in China In: Asian Journal of Empirical Research. [Full Text][Citation analysis] | article | 3 |
| 2021 | The COVID-19 impact on the Asian Stock Markets In: Asian Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2021 | Crude Oil Prices and COVID-19 - Persistence of the Shock In: Energy RESEARCH LETTERS. [Full Text][Citation analysis] | article | 4 |
| 2024 | Long Memory and Change in Persistence in the Rare Earth Market Index In: Energy RESEARCH LETTERS. [Full Text][Citation analysis] | article | 0 |
| 2013 | The Housing Markets in Spain and Portugal: Evidence of Persistence In: Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India In: Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2015 | Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies In: African Development Review. [Full Text][Citation analysis] | article | 3 |
| 2022 | Persistence analysis of research intensity in OECD countries since 1870 In: Australian Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2022 | Trends and cycles in macro series: The case of US real GDP In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2017 | Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Persistence, Long Memory, and Unit Roots in Commodity Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Full Text][Citation analysis] | article | 5 |
| 2008 | Trade Balance and Exchange Rate: Unit Roots, Co-integration and Long Memory in the US and the UK In: Economic Notes. [Full Text][Citation analysis] | article | 4 |
| 2020 | Fractional Integration and the Persistence of UK Inflation, 1210–2016 In: Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2004 | Testing for Seasonal Fractional Roots in German Real Output In: German Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2004 | Testing for Seasonal Fractional Roots in German Real Output.(2004) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | The behaviour of real interest rates: New evidence from a suprasecular perspective In: International Finance. [Full Text][Citation analysis] | article | 0 |
| 2001 | Testing Stochastic Cycles in Macroeconomic Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 11 |
| 2000 | Testing stochastic cycles in macroeconomic time series.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2004 | A joint test of fractional integration and structural breaks at a known period of time In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 7 |
| 2008 | Fractional integration and structural breaks at unknown periods of time In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 48 |
| 2006 | Fractional integration and structural breaks at unknown periods of time.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2013 | Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2008 | Modelling Long-Run Trends and Cycles in Financial Time Series Data.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2012 | Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2005 | FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS In: Manchester School. [Full Text][Citation analysis] | article | 12 |
| 2019 | Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2017 | Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2003 | Fractional Integration and the Dynamics of UK Unemployment In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
| 2003 | Fractional Integration and the Dynamics of UK Unemployment.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2000 | Fractional integration and the dynamics of UK unemployment.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2003 | Testing of Fractional Cointegration in Macroeconomic Time Series In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 15 |
| 2003 | Testing of Fractional Cointegration in Macroeconomic Time Series.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2000 | Testing of fractional cointegration in macroeconomic time series.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2021 | A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
| 2011 | Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement In: Review of International Economics. [Citation analysis] | article | 3 |
| 2015 | The Sustainability of European External Debt: What have We Learned? In: Review of International Economics. [Full Text][Citation analysis] | article | 5 |
| 2015 | Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics. [Full Text][Citation analysis] | article | 7 |
| 2012 | Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | Testing the Marshall-Lerner condition in Kenya.(2012) In: NCID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2015 | Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates In: South African Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Unemployment in Africa: A Fractional Integration Approach In: South African Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence In: South African Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence.(2018) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 9 |
| 2003 | Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study In: Global Economy Journal. [Full Text][Citation analysis] | article | 3 |
| 2015 | Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study.(2015) In: Global Economy Journal (GEJ). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2014 | Economic Growth and Recovery After Civil Wars In: Peace Economics, Peace Science, and Public Policy. [Full Text][Citation analysis] | article | 0 |
| 2016 | Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2007 | Real convergence in some emerging countries: a fractionally integrated approach In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 1 |
| 2007 | Real convergence in some emerging countries : a fractionally integrated approach.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | AK growth models: new evidence based on fractional integration and breaking trends In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 4 |
| 2009 | AK growth models: new evidence based on fractional integration and breaking trends.(2009) In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2009 | New evidence on long-run monetary neutrality In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | New Evidence on Long-Run Monetary Neutrality.(2009) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2012 | Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 12 |
| 2012 | Unemployment Hysteresis: Empirical Evidence for Latin America.(2012) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2016 | Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2014 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2013 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2016 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2016) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 1996 | Testing of Unit Root and Other Nonstationary Hypotheses in Macroeconomic Time Series - (Now published in Journal of Econometrics, 80, 1997, pp.241-268.) In: STICERD - Econometrics Paper Series. [Citation analysis] | paper | 0 |
| 2000 | Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 38 |
| 2000 | Testing of seasonal fractional integration in UK and Japanese consumption and income.(2000) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2001 | Testing of seasonal fractional integration in UK and Japanese consumption and income.(2001) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 1998 | Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income..(1998) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2001 | Testing of seasonal fractional integration in UK and Japanese consumption and income.(2001) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 2022 | Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Tourism persistence in the Southeastern European countries: The impact of covid-19.(2023) In: Cogent Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks.(2023) In: SN Business & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war.(2023) In: Economics Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | US House Prices by Census Division: Persistence, Trends and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks.(2023) In: International Advances in Economic Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Atmospheric Pollution in Chinese Cities: Trends and Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Measuring Persistence of the World Population: A Fractional Integration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Persistence in UK Historical Data on Life Expectancy In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Persistence in UK Historical Data on Life Expectancy.(2023) In: Population Research and Policy Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Trends and Persistence in the Greenland Ice Sheet Mass In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Persistence in Tax Revenues: Evidence from Some OECD Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Persistence in Tax Revenues: Evidence from Some OECD Countries.(2024) In: Journal of Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Long-Run Trends and Cycles in US House Prices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Persistence and Seasonality in the US Industrial Production Index In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Exponential Time Trends in a Fractional Integration Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Exponential Time Trends in a Fractional Integration Model.(2024) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2024 | A Long-Memory Model for Multiple Cycles with an Application to the S&P500 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Polar Amplification: A Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Testing for Persistence in German Green and Brown Stock Market Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2007 | A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Long Run and Cyclical Dynamics in the US Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | Identification of Segments of European Banks with a Latent Class Frontier Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Multi-Factor Gegenbauer Processes and European Inflation Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2009 | Multi-Factor Gegenbauer Processes and European Inflation Rates.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2009 | Long Memory in US Real Output per Capita In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Long Memory in US Real Output per Capita.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2013 | Long memory in US real output per capita.(2013) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | ||
| 2011 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2011) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | The Weekly Structure of US Stock Prices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Weekly Structure of US Stock Prices.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | The weekly structure of US stock prices.(2011) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2011 | Fractional Integration and Cointegration in US Financial Time Series Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Fractional Integration and Cointegration in US Financial Time Series Data.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Fractional integration and cointegration in US financial time series data.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2012 | Fractional Integration and Cointegration in US Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Persistence and cyclical dependence in the monthly euribor rate.(2016) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2012 | Persistence and Cycles in US Hours Worked In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Persistence and Cycles in US Hours Worked.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Persistence and cycles in US hours worked.(2014) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2012 | Long Memory in German Energy Price Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Long Memory in German Energy Price Indices.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Persistence in Youth Unemployment In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Persistence and Cycles in the US Federal Funds Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Persistence and Cycles in the US Federal Funds Rate.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Persistence and cycles in the us federal funds rate.(2017) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2013 | Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
| 2013 | Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2013 | Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate.(2013) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants.(2014) In: Comparative Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2016 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2016) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2014 | Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
| 2014 | Short-Term Price Overreaction: Identification, Testing, Exploitation.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2018 | Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2015 | The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2015 | The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2015 | The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2018 | The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2015 | Linkages between the US and European Stock Markets: A Fractional Cointegration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 2015 | Linkages between the US and European Stock Markets: A Fractional Cointegration Approach.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2016 | Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach.(2016) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2015 | The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2015 | The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | The EMBI in Latin America: Fractional integration, non-linearities and breaks.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2016 | Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2016 | Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2018 | Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
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| 2017 | Central Bank Policy Rates: Are they Cointegrated? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Central bank policy rates: Are they cointegrated?.(2017) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2017 | Central Bank Policy Rates: Are They Cointegrated?.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2017 | Central bank policy rates: Are they cointegrated?.(2017) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2017 | Long Memory and Data Frequency in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Long Memory and Data Frequency in Financial Markets.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2017 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets.(2021) In: Journal of Economic Integration. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2017 | Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Testing the Fisher hypothesis in the G-7 countries using I(d) techniques.(2019) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2017 | Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2019 | Testing the Fisher hypothesis in the G-7 countries using I(d) techniques.(2019) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2017 | Is Market Fear Persistent? A Long-Memory Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2017 | Is Market Fear Persistent? A Long-Memory Analysis.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2018 | Is market fear persistent? A long-memory analysis.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2017 | Persistence in the Cryptocurrency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 105 |
| 2017 | Persistence in the Cryptocurrency Market.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | paper | |
| 2018 | Persistence in the cryptocurrency market.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | article | |
| 2018 | Brexit and Uncertainty in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2018 | Brexit and Uncertainty in Financial Markets.(2018) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2018 | Brexit and Uncertainty in Financial Markets.(2018) In: IJFS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2018 | On the Persistence of UK Inflation: A Long-Range Dependence Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2018 | On the Persistence of UK Inflation: A Long-Range Dependence Approach.(2018) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | Persistence in the Russian Stock Market Volatility Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Energy Consumption in the GCC Countries: Evidence on Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2019 | High and low prices and the range in the European stock markets: a long-memory approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | High and low prices and the range in the European stock markets: A long-memory approach.(2020) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2019 | Persistence, non-linearities and structural breaks in European stock market indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Persistence, non-linearities and structural breaks in European stock market indices.(2020) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2019 | CO2 Emissions and GDP: Evidence from China In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Cycles and Long-Range Behaviour in the European Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Cycles and Long-Range Behaviour in the European Stock Markets.(2021) In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2020 | Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Persistence in the Market Risk Premium: Evidence across Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Persistence in the market risk premium: evidence across countries.(2021) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2020 | US Sea Level Data: Time Trends and Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Economic Policy Uncertainty: Persistence and Cross-Country Linkages In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
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| 2020 | Inflation in the G7 Countries: Persistence and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Inflation in the G7 countries: persistence and structural breaks.(2022) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2020 | Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Persistence and Long Memory in Monetary Policy Spreads In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Persistence and long memory in monetary policy spreads.(2024) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Non-Linearities and Persistence in US Long-Run Interest Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Non-linearities and persistence in US long-run interest rates.(2022) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries.(2021) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | The Relationship between Prices and Output in the UK and the US In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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| 2021 | The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2022 | The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields.(2022) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2021 | Persistence in ESG and Conventional Stock Market Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
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| 2021 | The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2021 | The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2023 | US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach.(2023) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Unemployment Persistence in Europe: Evidence from the 27 EU Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Modeling persistence and non-linearities in the US treasury 10-year bond yields.(2022) In: Economics Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
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| 2024 | Modelling profitability of private equity: A fractional integration approach.(2024) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | CPI and inflation in Kenya. Structural breaks, non-linearities and dependenceOriginal Research Article In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | An examination of trade-weighted real exchange rates based on fractional integration In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | An examination of trade-weighted real exchange rates based on fractional integration.(2019) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum In: International Economics. [Full Text][Citation analysis] | article | 5 |
| 2021 | Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum.(2021) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2009 | TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 10 |
| 2006 | Technology Shocks and Hours Worked: A Fractional Integration Perspective.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2010 | Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Estimating persistence in the volatility of asset returns with signal plus noise models.(2012) In: International Journal of Finance & Economics. [Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2010 | Long Memory and Fractional Integration in High Frequency Financial Time Series In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Long Memory in the Ukrainian Stock Market In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 3 |
| 2013 | The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Long-Term Price Overreactions: Are Markets Inefficient? In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 8 |
| 2019 | Long-term price overreactions: are markets inefficient?.(2019) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2015 | The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 6 |
| 2016 | The weekend effect: an exploitable anomaly in the Ukrainian stock market?.(2016) In: Journal of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2010 | Long Memory and Volatility Dynamics in the US Dollar Exchange Rate In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Long Memory and Volatility Dynamics in the US Dollar Exchange Rate.(2012) In: Multinational Finance Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2011 | Long Memory and Volatility Dynamics in the US Dollar Exchange Rate.(2011) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2010 | Fractional Cointegration in US Term Spreads In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Fractional cointegration in US term spreads.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2002 | Testing the order of integration of the UK Unemployment In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 1 |
| 2003 | Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK. In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
| 2004 | A fractionally integrated model for the Spanish real GDP In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2004 | Fractional cointegration in the consumption and income relationship using semiparametric techniques In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2004 | Testing of I(d) processes in the real output In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2007 | Seasonal fractional integration with structural break. An application to the German GNP data In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2013 | Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2018 | The asymmetric behaviour of spanish unemployment persistence In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2014 | On the changes in the sustainability of European external debt: what have we learned In: Bank of Estonia Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Tourism in Iceland: Persistence and seasonality In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 3 |
| 2004 | Real convergence in Taiwan: a fractionally integrated approach In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 2 |
| 2008 | Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 19 |
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| 2001 | A fractionally integrated model with a mean shift for the US and the UK real oil prices In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
| 2000 | A fractionally integrated model with a mean shift for the US and the UK real oil prices.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2008 | Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2009 | Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
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| 2012 | Comovements among U.S. state housing prices: Evidence from fractional cointegration In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
| 2014 | The persistence and asymmetric volatility in the Nigerian stock bull and bear markets In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 2014 | The housing market in Beijing and delays in sales: A fractional polynomial survival model In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
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| 2009 | Unemployment and entrepreneurship: A cyclical relation? In: Economics Letters. [Full Text][Citation analysis] | article | 20 |
| 2011 | Inflation in South Africa. A long memory approach In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2014 | Government debt dynamics and the global financial crisis: Has anything changed in the EA12? In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
| 2016 | Is inflation persistence different in reality? In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
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| 2019 | The cyclical structure of the UK inflation rate: 1210–2016 In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
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| 2014 | The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration In: Energy Economics. [Full Text][Citation analysis] | article | 24 |
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| 2015 | Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time In: Energy Economics. [Full Text][Citation analysis] | article | 5 |
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| 2016 | Time series analysis of persistence in crude oil price volatility across bull and bear regimes In: Energy. [Full Text][Citation analysis] | article | 35 |
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| 2017 | Crude oil price behaviour before and after military conflicts and geopolitical events In: Energy. [Full Text][Citation analysis] | article | 25 |
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| 2014 | Global temperatures and sunspot numbers. Are they related? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
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| 2017 | The weekend effect: a fractional integration and trading robot analysis In: International Journal of Bonds and Derivatives. [Full Text][Citation analysis] | article | 3 |
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| 2012 | Testing the PPP Hypothesis in the Sub-Saharan Countries In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | African Growth, Non-Linearities and Strong Dependence: An Empirical Study In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Impact of Ethnic Violence in Kenya on Wheat and Maize Markets In: Journal of African Economies. [Full Text][Citation analysis] | article | 0 |
| 2016 | Term Structure Persistence In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2012 | Term Structure Persistence.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2010 | European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 11 |
| 2019 | Inflation in Argentina: Analysis of Persistence Using Fractional Integration In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2009 | Fractional Integration and Cointegration: An Overview and an Empirical Application In: Palgrave Macmillan Books. [Citation analysis] | chapter | 19 |
| 2024 | A look at the Spanish film industry and its level of persistence In: Palgrave Communications. [Full Text][Citation analysis] | article | 0 |
| 2021 | Income inequality in China 1952–2017: persistence and main determinants In: Oeconomia Copernicana. [Full Text][Citation analysis] | article | 0 |
| 2021 | Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Long memory in the ukrainian stock market and financial crises In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2018 | How do Stocks in BRICS co-move with REITs? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Is there convergence between the BRICS and International REIT Markets? In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2014 | GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Testing fractional unit roots with non-linear smooth break approximations using Fourier functions.(2021) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2018 | High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2019 | A new unit root analysis for testing hysteresis in unemployment In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries In: Working Papers. [Citation analysis] | paper | 15 |
| 2014 | Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2013 | Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach In: Working Papers. [Citation analysis] | paper | 17 |
| 2015 | Comovement in Euro area housing prices: A fractional cointegration approach.(2015) In: Urban Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2013 | Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test In: Working Papers. [Citation analysis] | paper | 8 |
| 2015 | Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2014 | Testing for Multiple Bubbles in the BRICS Stock Markets In: Working Papers. [Citation analysis] | paper | 19 |
| 2014 | Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 In: Working Papers. [Citation analysis] | paper | 0 |
| 2016 | Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2015 | The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach In: Working Papers. [Citation analysis] | paper | 2 |
| 2016 | The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach.(2016) In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2015 | Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff In: Working Papers. [Citation analysis] | paper | 15 |
| 2015 | Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates In: Working Papers. [Citation analysis] | paper | 4 |
| 2017 | Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates.(2017) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2016 | Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers. [Citation analysis] | paper | 75 |
| 2019 | Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks.(2019) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | article | |
| 2016 | Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty In: Working Papers. [Citation analysis] | paper | 10 |
| 2019 | Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty.(2019) In: Journal of International Development. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2016 | Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches.(2017) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks In: Working Papers. [Citation analysis] | paper | 6 |
| 2018 | Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks.(2018) In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2018 | Are BRICS Exchange Rates Chaotic? In: Working Papers. [Citation analysis] | paper | 10 |
| 2019 | Are BRICS exchange rates chaotic?.(2019) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2018 | Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data In: Working Papers. [Citation analysis] | paper | 2 |
| 2021 | Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data.(2021) In: Urban Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2020 | Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective In: Working Papers. [Citation analysis] | paper | 0 |
| 2022 | Globalization, long memory, and real interest rate convergence: a historical perspective.(2022) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular Perspective In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2023 | Productivity and GDP: international evidence of persistence and trends over 130 years of data.(2023) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2006 | UK Unemployment Dynamics: a Fractionally Cointegrated Approach In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 3 |
| 2003 | The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
| 2010 | A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA In: Conflict Management and Peace Science. [Full Text][Citation analysis] | article | 8 |
| 2009 | A note on the effectiveness of national anti-terrorist policies. Evidence from ETA.(2009) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2004 | Modelling Monthly Spanish Tourism: A Seasonal Fractionally Integrated Approach In: Tourism Economics. [Full Text][Citation analysis] | article | 4 |
| 2005 | The Nature of Seasonality in Spanish Tourism Time Series In: Tourism Economics. [Full Text][Citation analysis] | article | 6 |
| 2008 | Persistence in International Monthly Arrivals in the Canary Islands In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Fractional Integration and Structural Breaks: Evidence from International Monthly Arrivals in the USA In: Tourism Economics. [Full Text][Citation analysis] | article | 6 |
| 2010 | International Arrivals in the Canary Islands: Persistence, Long Memory, Seasonality and other Implicit Dynamics In: Tourism Economics. [Full Text][Citation analysis] | article | 9 |
| 2016 | Modeling the degree of persistence in Croatian tourism In: Tourism Economics. [Full Text][Citation analysis] | article | 4 |
| 2018 | Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks In: Tourism Economics. [Full Text][Citation analysis] | article | 2 |
| 2019 | UK overseas visitors: Seasonality and persistence In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
| 2021 | Tourism persistence in Spain: National versus international visitors In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
| 2022 | The impact of COVID-19 on the Spanish tourism sector In: Tourism Economics. [Full Text][Citation analysis] | article | 3 |
| 2022 | Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
| 2003 | A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2016 | Currency Union in the East African Community: A Fractional Integration Approach In: Advances in African Economic, Social and Political Development. [Citation analysis] | chapter | 0 |
| 2022 | Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
| 2019 | Temperatures across Europe: evidence of time trends In: Climatic Change. [Full Text][Citation analysis] | article | 0 |
| 2018 | On the invertibility of seasonally adjusted series In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | On the invertibility of seasonally adjusted series.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2003 | Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks In: Empirical Economics. [Full Text][Citation analysis] | article | 16 |
| 2000 | Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2004 | Fractional integration and business cycle features In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
| 2004 | Fractional Integration and Business Cycles Features.(2004) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2001 | Fractional integration and business cycle features.(2001) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2005 | Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
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| 2006 | Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2005 | Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994.(2005) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 2012 | Fractional integration and structural breaks in U.S. macro dynamics In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
| 2009 | Fractional Integration and Structural Breaks in U.S. Macro Dynamics.(2009) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2016 | Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Inflation analysis in the Central American Monetary Council In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Modeling US historical time-series prices and inflation using alternative long-memory approaches In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Testing persistence of ammonia emissions using historical data of more than two centuries in OECD countries In: Environment Systems and Decisions. [Full Text][Citation analysis] | article | 0 |
| 2019 | Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends In: European Journal of Population. [Full Text][Citation analysis] | article | 3 |
| 2003 | Long memory and structural breaks in hyperinflation countries In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2009 | Multiple shifts and fractional integration in the US and UK unemployment rates In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | The fisher relationship in Nigeria In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | The demand for money in Angola In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Iranian inflation: peristence and structural breaks In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2023 | Profitability of private equity: mean reversion and transitory shocks In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2024 | Consumer sentiments across G7 and BRICS economies: Are they related? In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach In: Journal of Innovation and Entrepreneurship. [Full Text][Citation analysis] | article | 8 |
| 2016 | Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2024 | All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2023 | The unemployment hysteresis by territory, gender, and age groups in Iran In: SN Business & Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Persistence of the Misery Index in African Countries In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 0 |
| 2020 | Unemployment and Fertility: A Long Run Relationship In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 2 |
| 2021 | Fractional persistence in income poverty in Africa In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 1 |
| 2022 | Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 0 |
| 2023 | Measuring Persistence in the US Equity Gender Diversity Index In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 1 |
| 2006 | Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 13 |
| 2003 | Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2003 | Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2003 | Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | Empirical evidence on real convergence in some OECD countries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2003 | Unemployment and real oil prices in Australia: a fractionally cointegrated approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 2004 | The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2006 | Long memory at the long-run and the seasonal monthly frequencies in the US money stock In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2008 | Real GDP growth rates across countries: long memory and mean shifts In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | Stock market returns and terrorist violence: evidence from the Basque Country In: Applied Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2010 | Multiple cyclical fractional structures in financial time series In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | Modelling African inflation rates: nonlinear deterministic terms and long-range dependence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2015 | A time-series analysis of US entrepreneurship: evidence from fractional integration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2016 | Fractional integration and cointegration in merger and acquisitions in the US petroleum industry In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2017 | Fractional integration and nonlinear deterministic trends in the analysis of time series data In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2017 | Unemployment rate cycles in Europe In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2018 | Application of local projections in the monetary policy in Brazil In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Measuring the degree of persistence in the U.S. economic policy uncertainty index In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2001 | Measuring unemployment persistence in terms of I(d) statistical models In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2001 | Seasonal long memory in the US monthly monetary aggregate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2002 | Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2002 | Unemployment and input prices: a fractional cointegration approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2000 | Unemployment and input prices: A fractional cointegration approach.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2002 | Confidence intervals for fractionally integrated hypotheses in the real output across Europe In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2004 | Long range dependence in daily stock returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 2007 | Testing for stock market bubbles using nonlinear models and fractional integration In: Applied Financial Economics. [Full Text][Citation analysis] | article | 14 |
| 2010 | Testing persistence in the context of conditional heteroscedasticity errors In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Real convergence in Latin America: a fractionally integrated approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2001 | The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models In: Applied Economics. [Full Text][Citation analysis] | article | 11 |
| 2003 | Strong dependence in the real interest rates In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Semiparametric estimation of the fractional differencing parameter in the UK industrial production index In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
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| 2004 | Forecasting the real output using fractionally integrated techniques In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
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| 2004 | Modelling the US real GNP with fractionally integrated techniques In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2005 | Fractional integration in total factor productivity: evidence from US data In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
| 2010 | International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Real convergence: empirical evidence for Latin America In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2014 | Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Long memory and fractional integration in the housing price series of London and Paris In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2015 | The macroeconomy of Angola: breaks and persistence in Angolan macro data In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Investment and saving in Angola and the Feldstein-Horioka puzzle In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2016 | Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | A performance assessment of Mozambique banks: a Bayesian stochastic frontier In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2018 | Long memory and mean reversion in real exchange rates in Latin America In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Time series analysis of economic growth rate series in Nigeria: structural breaks, non-linearities and reasons behind the recent recession In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Exchange rate dynamics in South Africa In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | UK tourism arrivals and departures: seasonality, persistence and time trends In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2020 | Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Testing Okun’s law. Theoretical and empirical considerations using fractional integration In: Applied Economics. [Full Text][Citation analysis] | article | 10 |
| 2021 | Mean reversion in monetary aggregates in Chile In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2023 | The influence of economic policy uncertainty shocks on art market In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Persistence and trends in CO2 emissions in Africa: is Chinese FDI behind these features? In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Unemployment and COVID-19: an analysis of change in persistence In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | ETA: A PERSISTENT PHENOMENON In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 6 |
| 2007 | ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE? In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 5 |
| 2009 | BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 7 |
| 2016 | Growth recovery after civil conflict: a fractional integration approach In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Carlos Pestana Barros In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Stochastic volatility in the Spanish stock market: a long memory model with a structural break In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Mean reversion of short-run interest rates: empirical evidence from new EU countries In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2009 | A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break In: International Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | Modelling the Persistence of Unemployment in Canada In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2003 | A fractional integration analysis of the population in some OECD countries In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 10 |
| 2003 | Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 2 |
| 2011 | Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Infant mortality rates: time trends and fractional integration In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Linear and segmented trends in sea surface temperature data In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2024 | Stock market indices and sustainability: A comparison between them In: Journal of Sustainable Finance & Investment. [Full Text][Citation analysis] | article | 0 |
| 2022 | The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis In: Cogent Economics & Finance. [Full Text][Citation analysis] | article | 1 |
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| 2015 | An empirical analysis of freight transport traffic modes in Brazil, 1996-2012 In: Transportation Planning and Technology. [Full Text][Citation analysis] | article | 3 |
| 2002 | Do Spanish Stock Market Prices Follow a Random Walk? In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Oil shocks on unemployment in Central and Eastern Europe In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2002 | Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Serial and cross-correlation in the Spanish Stock Market returns In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Persistence in the short and long term tourist arrivals to Australia In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A framework for Open Innovation practices: Typology and characterisation In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Stock Market Cycles and Stock Market Development in Spain In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2003 | The explaining role of the Earning-Price Ratio in the Spanish Stock Market In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Retail sales. Persistence in the short term and long term dynamics In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Exploring Survey-Based Inflation Forecasts In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Time series modelling of sunspot numbers using long range cyclical dependence In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Deterministic Seasonality versus Seasonal Fractional Integration In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Deterministic seasonality versus seasonal fractional integration.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Persistence on airline accidents In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Time trend estimation with breaks in temperature time series In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Warming break trends and fractional integration in the northern, southern and global temperature anomaly series In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Oil Prices: Persistence and Breaks In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | New Revelations about Unemployment Persistence in Spain In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Fractional integration and data frequency In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The Nature of the Relationship between International Tourism and International Trade: The Case of Ge In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Strong dependence in the nominal exchange rates of the Polish zloty In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 8 |
| 2007 | The stochastic unit root model and fractional integration: An extension to the seasonal case In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2016 | Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 4 |
| 2013 | THE PURCHASING POWER PARITY HYPOTHESIS IN THE US–CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY In: International Journal of Finance & Economics. [Citation analysis] | article | 2 |
| 2021 | Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Mapping US presidential terms with S&P500 index: Time series analysis approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2021 | What do productivity indices tell us? A case study of U.S. industries In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Persistence in some energy futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 17 |
| 2002 | MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 1 |
| 2002 | FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2003 | LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2005 | MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2005 | TESTING OF REAL CONVERGENCE IN GERMANY IN THE PRESENCE OF STRUCTURAL BREAKS In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
| 2005 | FRACTIONAL INTEGRATION AT ZERO AND THE CYCLICAL FREQUENCIES IN THE SPECIFICATION OF US PRICES In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
| 2020 | ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2007 | Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2000 | A generalized fractional time series model In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Modelling seasonality with fractionally integrated processes In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | A joint test of fractional cyclic integration and a linear time trend In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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