Luis Alberiko Gil-Alana : Citation Profile


Are you Luis Alberiko Gil-Alana?

Universidad de Navarra (50% share)
Universidad de Navarra (50% share)

18

H index

43

i10 index

1563

Citations

RESEARCH PRODUCTION:

331

Articles

233

Papers

2

Chapters

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 67
   Journals where Luis Alberiko Gil-Alana has often published
   Relations with other researchers
   Recent citing documents: 222.    Total self citations: 307 (16.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi173
   Updated: 2020-07-04    RAS profile: 2020-06-27    
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Relations with other researchers


Works with:

Caporale, Guglielmo Maria (77)

GUPTA, RANGAN (48)

Carcel, Hector (20)

YAYA, OLAOLUWA (19)

Plastun, Alex (16)

Cuñado, Juncal (9)

Cuestas, Juan (8)

tansel, aysıt (6)

Ozdemir, Zeynel (6)

Yaya, OlaOluwa (5)

Pérez de Gracia, Fernando (5)

Chang, Tsangyao (5)

Lovcha, Yuliya (4)

Faria, Joao (4)

Wohar, Mark (4)

André, Christophe (4)

Antonakakis, Nikolaos (3)

Ranjbar, Omid (3)

Miller, Stephen (3)

Monge, Manuel (3)

solarin, sakiru (3)

Canarella, Giorgio (3)

Barros, Carlos (3)

Olubusoye, Olusanya (3)

Balcilar, Mehmet (3)

Ogbonna, Ahamuefula (2)

Bouri, Elie (2)

Payne, James (2)

Perez-Laborda, Alejandro (2)

Plakandaras, Vasilios (2)

Skare, Marinko (2)

Abbritti, Mirko (2)

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:

GUPTA, RANGAN (76)

Balcilar, Mehmet (60)

Cuestas, Juan (48)

Ozdemir, Zeynel (40)

YAYA, OLAOLUWA (37)

Smyth, Russell (34)

Phiri, Andrew (33)

tansel, aysıt (32)

Caporale, Guglielmo Maria (30)

Ogbonna, Ahamuefula (27)

Apergis, Nicholas (25)

Cites to:

Granger, Clive (285)

Diebold, Francis (207)

Robinson, Peter (198)

Perron, Pierre (155)

Phillips, Peter (130)

Schmidt, Peter (109)

Rudebusch, Glenn (107)

Baillie, Richard (104)

Caporale, Guglielmo Maria (104)

Lobato, Ignacio (101)

Hassler, Uwe (98)

Main data


Where Luis Alberiko Gil-Alana has published?


Journals with more than one article published# docs
Applied Economics27
Applied Economics Letters22
Empirical Economics12
Economics Letters11
Journal of Economics and Finance8
Economic Modelling8
Computational Economics8
Physica A: Statistical Mechanics and its Applications8
Empirica6
Energy6
Economics Bulletin6
Journal of Policy Modeling6
Research in International Business and Finance6
International Advances in Economic Research6
South African Journal of Economics6
Journal of Applied Statistics5
Energy Economics5
International Journal of Finance & Economics5
Resources Policy5
Applied Financial Economics5
Applied Stochastic Models in Business and Industry5
Review of Quantitative Finance and Accounting4
International Journal of Theoretical and Applied Finance (IJTAF)4
Journal of Time Series Analysis4
International Review of Financial Analysis4
Defence and Peace Economics4
Review of International Economics3
Journal of Developing Areas3
Environmental & Resource Economics3
Energy Policy3
Review of Financial Economics3
Finance Research Letters3
Journal of Forecasting3
The Quarterly Review of Economics and Finance3
International Economics3
International Journal of Business and Economics3
African Development Review3
International Economics3
Journal of Applied Economics3
Oxford Bulletin of Economics and Statistics3
Eastern Economic Journal2
Manchester School2
Economia Internazionale / International Economics2
Applied Econometrics and International Development2
African Development Review2
Recherches conomiques de Louvain2
The Singapore Economic Review (SER)2
International Review of Economics & Finance2
Journal of International Money and Finance2
Journal of Banking & Finance2
European Research Studies Journal2
Journal of International Development2
African Journal of Economic and Sustainable Development2
The European Journal of Finance2
Review of Economics & Finance2
Journal of Forecasting2
Journal of Economic Studies2
The Journal of International Trade & Economic Development2
Annals of Economics and Statistics2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo47
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research36
Working Papers / University of Pretoria, Department of Economics30
MPRA Paper / University Library of Munich, Germany10
Economics Working Papers / European University Institute4
NBS Discussion Papers in Economics / Economics, Nottingham Business School, Nottingham Trent University3
Working Papers / The University of Sheffield, Department of Economics3
Post-Print / HAL2
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Working Papers / Asociacin Espaola de Economa y Finanzas Internacionales2
Discussion Papers (REL - Recherches Economiques de Louvain) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2

Recent works citing Luis Alberiko Gil-Alana (2020 and 2019)


YearTitle of citing document
2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2019Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2019-16.

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2019Fighting terrorism in Africa when existing terrorism levels matter. (2019). Tchamyou, Vanessa ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/084.

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2019Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:07-19.

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2019Measuring Success: Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:11-19.

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2019Fighting terrorism in Africa when existing terrorism levels matter. (2019). Tchamyou, Vanessa ; Asongu, Ndemaze. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/084.

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2020Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability. (2020). Asongu, Simplice ; Singh, Pritam ; le Roux, Sara. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/004.

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2019The Effect of Exchange Rate and Interest Rate Volatilities on Stock Prices: Further Empirical Evidence from Ghana. (2019). Baidoo, Samuel ; Osei, Peter Yaw ; Ofori-Abebrese, Grace. In: Economics Literature. RePEc:ana:elitjr:v:1:y:2019:i:2:p:117-132.

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2020Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

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2019Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study. (2019). Adachi, Takanori ; Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1902.09253.

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2019The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business. (2019). bouoiyour, jamal ; Selmi, Refk. In: Papers. RePEc:arx:papers:1903.08076.

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2019A Normative Dual-value Theory for Bitcoin and other Cryptocurrencies. (2019). Ju, Lan ; Tu, Zhiyong. In: Papers. RePEc:arx:papers:1904.05028.

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2019Structural Change Analysis of Active Cryptocurrency Market. (2019). Ng, K H ; Koh, Y B ; Tan, C Y. In: Papers. RePEc:arx:papers:1909.10679.

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2020Profit-oriented sales forecasting: a comparison of forecasting techniques from a business perspective. (2020). Lemahieu, Wilfried ; Baesens, Bart ; van den Bossche, Filip ; van Calster, Tine. In: Papers. RePEc:arx:papers:2002.00949.

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2020Seasonal and Trend Forecasting of Tourist Arrivals: An Adaptive Multiscale Ensemble Learning Approach. (2020). Wang, Shouyang ; Ju-e Guo, ; Bi, Dan ; Suna, Shaolong. In: Papers. RePEc:arx:papers:2002.08021.

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2020Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897.

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2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:38283.

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2019OPECs crude game. (2019). Hvinden, Even Comfort. In: Working Papers. RePEc:bny:wpaper:0082.

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2019Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806.

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2019A simple return generating model in discrete time; implications for market efficiency testing. (2019). Milionis, Alexandros E. In: Working Papers. RePEc:bog:wpaper:259.

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2020Exchange Rate Targeting Versus Inflation Targeting: Empirical Analysis of the Impact on Employment and Economic Growth. (2020). Krukovi, Borivoje. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:67-85.

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2019Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns. (2019). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7917.

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2020The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX. (2020). Plastun, Alex ; Oliinyk, Viktor ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8196.

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2019Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange. (2019). Talbi, Mariem ; ben Moussa, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-4.

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2020Corporate Performance in Nigeria: The Effect of Oil Price and Exchange Rate Fluctuations. (2020). Olofin, Sodik Adejonwo ; Omoregie, Osaretin Kayode. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-21.

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2019The Effects of Global, Regional, and Local Macroeconomic Events on the Price of the Colombian Castilla Blend. (2019). Perez, Juan Sebastian ; Garzon, Natalia Andrea ; Cayon, Edgardo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-06-15.

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2019Destination engagement on Facebook: Time and seasonality. (2019). Vila, Natalia ; Kuster, Ines ; Villamediana, Jenely. In: Annals of Tourism Research. RePEc:eee:anture:v:79:y:2019:i:c:s0160738319301045.

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2019Impact of oil price fluctuations on tanker maritime network structure and traffic flow changes. (2019). Murray, Alan T ; Lu, Feng ; Fang, Zhixiang ; Yu, Hongchu ; Chen, Jinhai ; Mei, Qiang ; Peng, Peng ; Zhang, Hengcai. In: Applied Energy. RePEc:eee:appene:v:237:y:2019:i:c:p:390-403.

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2019Shaping photovoltaic array output to align with changing wholesale electricity price profiles. (2019). Osullivan, Francis M ; Brown, Patrick R. In: Applied Energy. RePEc:eee:appene:v:256:y:2019:i:c:s0306261919314217.

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2020Stochastic conditional convergence in per capita energy consumption in India. (2020). RATH, BADRI ; Sahoo, Pradipta Kumar ; Akram, Vaseem. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:224-240.

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2019Self-employment and the Okuns law. (2019). Porras, María ; Martín-Román, Ángel ; Martin-Roman, Angel L ; Porras-Arena, Sylvina M. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:253-265.

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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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2020A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237.

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2020Are cyclical patterns of international housing markets interdependent?. (2020). Chang, Kuang-Liang. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:14-24.

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2019Rise and fall of calendar anomalies over a century. (2019). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:181-205.

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2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

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2020Interrelations in market fears of U.S. and European equity markets. (2020). Sarwar, Ghulam ; GhulamSarwar, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294081930169x.

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2020Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, María ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633.

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2020Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620.

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2020Why cryptocurrency markets are inefficient: The impact of liquidity and volatility. (2020). Yoon, Seong-Min ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300656.

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2020Price gap anomaly in the US stock market: The whole story. (2020). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300747.

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2019Does twitter predict Bitcoin?. (2019). Shen, Dehua ; Wang, Pengfei ; Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:118-122.

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2020Nonstationarity-extended Whittle estimation with discontinuity: A correction. (2020). Cheung, Ying Lun. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304641.

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2019Saddlepoint approximations for short and long memory time series: A frequency domain approach. (2019). Ronchetti, Elvezio ; la Vecchia, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:578-592.

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2020Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis. (2020). Teräsvirta, Timo ; Holt, Matthew ; Terasvirta, Timo. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:198-215.

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2019Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

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2019Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302358.

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2020Heat and electricity market coordination: A scalable complementarity approach. (2020). Pinson, Pierre ; Kazempour, Jalal ; Mitridati, Lesia. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:1107-1123.

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2019The effects of recent terrorist attacks on risk and return in commodity markets. (2019). Reddy, Krishna ; Veron, Jose Francisco ; Wallace, Damien ; Ramiah, Vikash ; Elliott, Robert. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:13-22.

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2019Heterogeneous noncompliance with OPECs oil production cuts. (2019). Parnes, Dror. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:289-300.

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2019Fourier quantile unit root test for the integrational properties of clean energy consumption in emerging economies. (2019). Menegaki, Angeliki N ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:324-334.

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2019Energy contagion analysis: A new perspective with application to a small petroleum economy. (2019). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:890-903.

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2019Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

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2019Oil price uncertainty and unemployment. (2019). Kocaaslan, Ozge Kandemir. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:577-583.

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2019Are the crude oil markets really becoming more efficient over time? Some new evidence. (2019). Krištoufek, Ladislav ; Kristoufek, Ladislav. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:253-263.

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2019Testing the oil price efficiency using various measures of long-range dependence. (2019). Tiwari, Aviral ; Roubaud, David ; Pathak, Rajesh. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303421.

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2020A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Vides, Jose Carlos ; Iglesias, Jesus ; Bravo, Jose Manuel. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x.

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2020The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US. (2020). Soytas, Mehmet ; Kocaarslan, Baris. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304220.

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2019Changes to Gate Closure and its impact on wholesale electricity prices: The case of the UK. (2019). di Liddo, Giuseppe ; Caldarelli, Guido ; Rubino, Alessandro ; Facchini, Angelo. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:110-121.

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2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

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2019The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Mo, Bin ; Nie, HE. In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:577-586.

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2019Regime differences and industry heterogeneity of the volatility transmission from the energy price to the PPI. (2019). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:900-916.

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2019Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi . In: Energy. RePEc:eee:energy:v:177:y:2019:i:c:p:476-486.

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2019Oil prices, unemployment and the financial crisis in oil-importing countries: The case of Spain. (2019). Cuestas, Juan ; Monfort, Mercedes ; Ordoez, Javier. In: Energy. RePEc:eee:energy:v:181:y:2019:i:c:p:625-634.

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2019Oil price and inflation dynamics in the Gulf Cooperation Council countries. (2019). Nusair, Salah. In: Energy. RePEc:eee:energy:v:181:y:2019:i:c:p:997-1011.

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2020Volatility spillover of energy stocks in different periods and clusters based on structural break recognition and network method. (2020). Lian, Peng ; Qi, Yajie ; Guo, Sui ; Sun, Bowen ; Zhou, Jinsheng. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s0360544219322807.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2019The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242.

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2019Giver and the receiver: Understanding spillover effects and predictive power in cross-market Bitcoin prices. (2019). Jayasekera, Ranadeva ; Gillaizeau, Marc ; Volokitina, Evgeniia ; Parhi, Mamata ; Mishra, Tapas ; Maaitah, Ahmad. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:86-104.

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2019The adaptive market hypothesis in the high frequency cryptocurrency market. (2019). Zhang, Yuanyuan ; Chu, Jeffrey ; Chan, Stephen. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:221-231.

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2019The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach. (2019). Su, Chi-Wei ; Liu, Guo-Dong. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:101-106.

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2019Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Aye, Goodness C. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:398-411.

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2019Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. (2019). Oxley, Les ; Glenn, Harold ; Hu, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:138-145.

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2019The day of the week effect in the cryptocurrency market. (2019). Plastun, Alex ; Caporale, Guglielmo Maria. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318304240.

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2020Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume. (2020). Pattanayak, J K ; Khuntia, Sashikanta. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305488.

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2020Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x.

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2017Small Italian wine producers’ internationalization: The role of network relationships in the emergence of late starters. (2017). Vissak, Tiia ; Musso, Fabio ; Francioni, Barbara. In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:1:p:12-22.

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2019Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework. (2019). Ling, Pui Kiew ; Yaya, Olaoluwa S ; Jacob, Ray Ikechukwu ; Rose, Chinyere Mary ; Furuoka, Fumitaka. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:51-63.

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2020Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business. (2020). Selmi, Refk ; bouoiyour, jamal. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:100-119.

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2020Halloween Effect in developed stock markets: A historical perspective. (2020). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:130-138.

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2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51.

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2020Multi-channel singular-spectrum analysis of financial cycles in ten developed economies for 1970–2018. (2020). Skare, Marinko ; Porada-Rocho, Magorzata. In: Journal of Business Research. RePEc:eee:jbrese:v:112:y:2020:i:c:p:567-575.

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2020Expropriations, property confiscations and new offshore entities: Evidence from the Panama Papers. (2020). Strittmatter, Anthony ; Raschky, Paul ; Hodler, Roland ; Bayer, Ralph-C ; Bayer, Ralph-C., . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:132-152.

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2020Geographical indications in the UK after Brexit: An uncertain future?. (2020). Prescott, Craig ; Bellia, Claudio ; Pilato, Manuela. In: Food Policy. RePEc:eee:jfpoli:v:90:y:2020:i:c:s030691921930630x.

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2019Characteristics of petroleum product prices: A survey. (2019). Linn, Scott ; Ederington, Louis H ; Lee, Thomas K ; Hoelscher, Seth A ; Fernando, Chitru S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:1-15.

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2020Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

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2019A panel data analysis of the fiscal sustainability of G-7 countries. (2019). Magazzino, Cosimo ; Forte, Francesco ; Brady, Gordon L. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300660.

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2020The asymmetric effects of oil price changes on unemployment: Evidence from Canada and the U.S. (2020). Nusair, Salah A. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300921.

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2019A wavelet analysis of the relationship between oil and natural gas prices. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Balcilar, Mehmet ; Mukherjee, Zinnia. In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:118-124.

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2019Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm. (2019). el Aziz, Mohamed Abd ; Alameer, Zakaria ; Jianhua, Zhang ; Ye, Haiwang ; Ewees, Ahmed A ; Elaziz, Mohamed Abd. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:250-260.

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2019Time-frequency co-movements between the largest nonferrous metal futures markets. (2019). Yoon, Seong-Min ; Albulescu, Claudiu ; Tiwari, Aviral Kumar ; Kang, Sanghoon . In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:393-398.

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2019The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets. (2019). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina ; Ugurlu-Yildirim, Ecenur. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:410-422.

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2019Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London. (2019). Liu, Huifang ; Wang, Xinya ; Huang, Shupei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:522-531.

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2019Gold prices fluctuation of co-movement forecast between China and Russia. (2019). Chen, Guang ; Kong, Rui ; Zhong, Wanxing. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:218-230.

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2019Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model. (2019). Civcir, İrfan ; Akkoc, Ugur. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:231-239.

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2019Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

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2019Lithium mining: Accelerating the transition to sustainable energy. (2019). Fernandez, Pedro Riesgo ; Krzemie, Alicja ; Sterba, Jiri ; Valverde, Gregorio Fidalgo ; Garcia-Miranda, Carmen Escanciano. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:416-426.

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2019Modeling volatility of precious metals markets by using regime-switching GARCH models. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Mubashra, Sana ; Naeem, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303022.

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2019The analysis of factors affecting global gold price. (2019). Zhang, BO ; Ralescu, Dan A ; Qian, Yao. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719304337.

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More than 100 citations found, this list is not complete...

Works by Luis Alberiko Gil-Alana:


YearTitleTypeCited
2011Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models In: American Journal of Economics and Business Administration.
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2014Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour In: African Development Review.
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2014Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour.(2014) In: African Development Review.
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2014Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour.(2014) In: NCID Working Papers.
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2013Inflation Forecasting in Angola: A Fractional Approach In: African Development Review.
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2013Inflation Forecasting in Angola: A Fractional Approach.(2013) In: African Development Review.
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2012Inflation forecasting in Angola: a fractional approach.(2012) In: CEsA Working Papers.
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paper
2001Estimation of Fractionally ARIMA Models for the UK Unemployment In: Annals of Economics and Statistics.
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article0
2006Testing Seasonality in the Context of Fractionally Integrated Processes In: Annals of Economics and Statistics.
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article0
2012Inflation convergence in Central and Eastern Europe with a view to adopting the euro In: Working Papers.
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paper3
2012Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro.(2012) In: Working Papers.
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paper
2013A non-linear approach with long range dependence based on Chebyshev polynomials In: Working Papers.
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paper3
2012A non-linear approach with long range dependence based on Chebyshev polynomials.(2012) In: NCID Working Papers.
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paper
2012A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials.(2012) In: Working Papers.
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paper
2012A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials.(2012) In: Faculty Working Papers.
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paper
2007International 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.
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2006The 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.
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paper5
2006The 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.
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2007The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine.(2007) In: Discussion Papers.
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2009The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine.(2009) In: Applied Economics.
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2004Non-Linearities and Fractional Integration in the US Unemployment Rate In: Discussion Paper Series.
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2007Nonlinearities and Fractional Integration in the US Unemployment Rate*.(2007) In: Oxford Bulletin of Economics and Statistics.
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article
2006Nonlinearities and fractional integration in the US unemployment rate.(2006) In: Faculty Working Papers.
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2004Non-linearities and fractional integration in the US unemployment rate.(2004) In: HWWA Discussion Papers.
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2013The Housing Markets in Spain and Portugal: Evidence of Persistence In: Review of Economics & Finance.
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2017Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India In: Review of Economics & Finance.
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2015Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies In: African Development Review.
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2012Persistence, Long Memory, and Unit Roots in Commodity Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
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2008Trade Balance and Exchange Rate: Unit Roots, Co-integration and Long Memory in the US and the UK In: Economic Notes.
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2020Fractional Integration and the Persistence of UK Inflation, 1210–2016 In: Economic Papers.
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2004Testing for Seasonal Fractional Roots in German Real Output In: German Economic Review.
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2019The Evolution of the Credit‐to‐GDP Ratio: An Empirical Analysis In: International Review of Finance.
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2001Testing Stochastic Cycles in Macroeconomic Time Series In: Journal of Time Series Analysis.
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article2
2004A joint test of fractional integration and structural breaks at a known period of time In: Journal of Time Series Analysis.
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article7
2008Fractional integration and structural breaks at unknown periods of time In: Journal of Time Series Analysis.
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article44
2006Fractional integration and structural breaks at unknown periods of time.(2006) In: Faculty Working Papers.
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2013Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis.
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article2
2012Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers.
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2005FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS* In: Manchester School.
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article9
2019Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data In: Manchester School.
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2017Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data.(2017) In: Working Papers.
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paper
2003Fractional Integration and the Dynamics of UK Unemployment In: Oxford Bulletin of Economics and Statistics.
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2003Fractional Integration and the Dynamics of UK Unemployment.(2003) In: Faculty Working Papers.
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2003Testing of Fractional Cointegration in Macroeconomic Time Series In: Oxford Bulletin of Economics and Statistics.
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2003Testing of Fractional Cointegration in Macroeconomic Time Series.(2003) In: Faculty Working Papers.
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2006Mean Reversion of Short‐run Interest Rates in Emerging Countries* In: Review of International Economics.
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2011Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement In: Review of International Economics.
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2015The Sustainability of European External Debt: What have We Learned? In: Review of International Economics.
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article1
2010INFLATION IN SOUTH AFRICA: A TIME‐SERIES VIEW ACROSS SECTORS USING LONG‐RANGE DEPENDENCE In: South African Journal of Economics.
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article2
2010Inflation in South Africa. A time series view across sectors using long range dependence..(2010) In: NCID Working Papers.
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2011IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH In: South African Journal of Economics.
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2011Is there asymmetric behaviour in African inflation? A non-linear approach..(2011) In: NCID Working Papers.
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2015Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics.
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2012Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin.
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2012Testing the Marshall-Lerner condition in Kenya.(2012) In: NCID Working Papers.
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2015Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates In: South African Journal of Economics.
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article0
2018Unemployment in Africa: A Fractional Integration Approach In: South African Journal of Economics.
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article1
2020Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence In: South African Journal of Economics.
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article0
2016Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory In: Scottish Journal of Political Economy.
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article4
2016Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB In: Research Discussion Papers.
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2016Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: CESifo Working Paper Series.
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2016Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: Discussion Papers of DIW Berlin.
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2018Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB.(2018) In: Research in International Business and Finance.
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2003Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries In: The B.E. Journal of Macroeconomics.
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article1
2015Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study In: Global Economy Journal.
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article1
2015Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study.(2015) In: Global Economy Journal (GEJ).
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2014Economic Growth and Recovery After Civil Wars In: Peace Economics, Peace Science, and Public Policy.
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2016Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials In: Studies in Nonlinear Dynamics & Econometrics.
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2007Real convergence in some emerging countries: a fractionally integrated approach In: Recherches économiques de Louvain.
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2007Real convergence in some emerging countries : a fractionally integrated approach.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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2009AK growth models: new evidence based on fractional integration and breaking trends In: Recherches économiques de Louvain.
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2009AK growth models: new evidence based on fractional integration and breaking trends.(2009) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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2009New evidence on long-run monetary neutrality In: Journal of Applied Economics.
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2012Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics.
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2016Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics.
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2013Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin.
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2006Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series.
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2007A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series.
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2007Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series.
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2007Long Run and Cyclical Dynamics in the US Stock Market In: CESifo Working Paper Series.
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2007Identification of Segments of European Banks with a Latent Class Frontier Model In: CESifo Working Paper Series.
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2008Modelling Long-Run Trends and Cycles in Financial Time Series Data In: CESifo Working Paper Series.
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2009Multi-Factor Gegenbauer Processes and European Inflation Rates In: CESifo Working Paper Series.
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2009Long Memory in US Real Output per Capita In: CESifo Working Paper Series.
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2010US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis In: CESifo Working Paper Series.
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2010The Weekly Structure of US Stock Prices In: CESifo Working Paper Series.
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2011Fractional Integration and Cointegration in US Financial Time Series Data In: CESifo Working Paper Series.
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2011Persistence and Cyclical Dependence in the Monthly Euribor Rate In: CESifo Working Paper Series.
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2012Persistence and Cycles in US Hours Worked In: CESifo Working Paper Series.
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2012Long Memory in German Energy Price Indices In: CESifo Working Paper Series.
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2012Persistence in Youth Unemployment In: CESifo Working Paper Series.
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2012Persistence and Cycles in the US Federal Funds Rate In: CESifo Working Paper Series.
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2013Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate In: CESifo Working Paper Series.
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2014Testing Unemployment Theories: A Multivariate Long Memory Approach In: CESifo Working Paper Series.
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2014Youth Unemployment in Europe: Persistence and Macroeconomic Determinants In: CESifo Working Paper Series.
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2014Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series.
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2014The Weekend Effect: A Trading Robot and Fractional Integration Analysis In: CESifo Working Paper Series.
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2014Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series.
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2015The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis In: CESifo Working Paper Series.
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2015Linkages between the US and European Stock Markets: A Fractional Cointegration Approach In: CESifo Working Paper Series.
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2015The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks In: CESifo Working Paper Series.
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2017Central Bank Policy Rates: Are they Cointegrated? In: CESifo Working Paper Series.
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2017Central bank policy rates: Are they cointegrated?.(2017) In: International Economics.
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2017Central Bank Policy Rates: Are They Cointegrated?.(2017) In: Discussion Papers of DIW Berlin.
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2017Long Memory and Data Frequency in Financial Markets.(2017) In: Discussion Papers of DIW Berlin.
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2017Is Market Fear Persistent? A Long-Memory Analysis In: CESifo Working Paper Series.
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2018Is market fear persistent? A long-memory analysis.(2018) In: Finance Research Letters.
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2017Is Market Fear Persistent? A Long-Memory Analysis.(2017) In: Discussion Papers of DIW Berlin.
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2017Trends and Cycles in Macro Series: The Case of US Real GDP In: CESifo Working Paper Series.
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2017Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: Discussion Papers of DIW Berlin.
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2017Persistence in the Cryptocurrency Market.(2017) In: Discussion Papers of DIW Berlin.
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2018Persistence in the cryptocurrency market.(2018) In: Research in International Business and Finance.
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2018Brexit and Uncertainty in Financial Markets In: CESifo Working Paper Series.
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2018Brexit and Uncertainty in Financial Markets.(2018) In: International Journal of Financial Studies.
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2019Energy Consumption in the GCC Countries: Evidence on Persistence In: CESifo Working Paper Series.
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2019Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach In: CESifo Working Paper Series.
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2020High and low prices and the range in the European stock markets: A long-memory approach.(2020) In: Research in International Business and Finance.
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