18
H index
43
i10 index
1563
Citations
Luis Alberiko Gil-Alana : Citation Profile
Universidad de Navarra (50% share) | RESEARCH PRODUCTION: 331 Articles 233 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1997 - 2020). Relations with other researchers
Main data
Where Luis Alberiko Gil-Alana has published?
Recent works citing Luis Alberiko Gil-Alana (2020 and 2019)
| Year | Title of citing document | |
|---|---|---|
| 2019 | Assessing 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. Full description at Econpapers || Download paper | |
| 2019 | Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2019-16. Full description at Econpapers || Download paper | |
| 2019 | Fighting terrorism in Africa when existing terrorism levels matter. (2019). Tchamyou, Vanessa ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/084. Full description at Econpapers || Download paper | |
| 2019 | Memory 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. Full description at Econpapers || Download paper | |
| 2019 | Measuring 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. Full description at Econpapers || Download paper | |
| 2019 | Fighting 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. Full description at Econpapers || Download paper | |
| 2020 | Fighting 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2020 | Does 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. Full description at Econpapers || Download paper | |
| 2019 | Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149. Full description at Econpapers || Download paper | |
| 2019 | Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study. (2019). Adachi, Takanori ; Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1902.09253. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | A Normative Dual-value Theory for Bitcoin and other Cryptocurrencies. (2019). Ju, Lan ; Tu, Zhiyong. In: Papers. RePEc:arx:papers:1904.05028. Full description at Econpapers || Download paper | |
| 2019 | Structural Change Analysis of Active Cryptocurrency Market. (2019). Ng, K H ; Koh, Y B ; Tan, C Y. In: Papers. RePEc:arx:papers:1909.10679. Full description at Econpapers || Download paper | |
| 2020 | Profit-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. Full description at Econpapers || Download paper | |
| 2020 | Seasonal 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. Full description at Econpapers || Download paper | |
| 2020 | Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897. Full description at Econpapers || Download paper | |
| 2019 | Multivariate 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. Full description at Econpapers || Download paper | |
| 2019 | OPECs crude game. (2019). Hvinden, Even Comfort. In: Working Papers. RePEc:bny:wpaper:0082. Full description at Econpapers || Download paper | |
| 2019 | Back 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. Full description at Econpapers || Download paper | |
| 2019 | A simple return generating model in discrete time; implications for market efficiency testing. (2019). Milionis, Alexandros E. In: Working Papers. RePEc:bog:wpaper:259. Full description at Econpapers || Download paper | |
| 2020 | Exchange 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. Full description at Econpapers || Download paper | |
| 2019 | Momentum 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. Full description at Econpapers || Download paper | |
| 2020 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Stock 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. Full description at Econpapers || Download paper | |
| 2020 | Corporate 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Destination 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. Full description at Econpapers || Download paper | |
| 2019 | Impact 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. Full description at Econpapers || Download paper | |
| 2019 | Shaping 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. Full description at Econpapers || Download paper | |
| 2020 | Stochastic 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. Full description at Econpapers || Download paper | |
| 2019 | Self-employment and the Okuns law. (2019). Porras, MarÃa ; MartÃn-Román, Ãngel ; Martin-Roman, Angel L ; Porras-Arena, Sylvina M. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:253-265. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2020 | A 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. Full description at Econpapers || Download paper | |
| 2020 | Are 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. Full description at Econpapers || Download paper | |
| 2019 | Rise 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. Full description at Econpapers || Download paper | |
| 2020 | A 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. Full description at Econpapers || Download paper | |
| 2020 | Interrelations 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. Full description at Econpapers || Download paper | |
| 2020 | Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, MarÃa ; 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. Full description at Econpapers || Download paper | |
| 2020 | Improving 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. Full description at Econpapers || Download paper | |
| 2020 | Why 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. Full description at Econpapers || Download paper | |
| 2020 | Price 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. Full description at Econpapers || Download paper | |
| 2019 | Does 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. Full description at Econpapers || Download paper | |
| 2020 | Nonstationarity-extended Whittle estimation with discontinuity: A correction. (2020). Cheung, Ying Lun. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304641. Full description at Econpapers || Download paper | |
| 2019 | Saddlepoint 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. Full description at Econpapers || Download paper | |
| 2020 | Global 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. Full description at Econpapers || Download paper | |
| 2019 | Model 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. Full description at Econpapers || Download paper | |
| 2019 | Commonality 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. Full description at Econpapers || Download paper | |
| 2020 | Heat 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Heterogeneous noncompliance with OPECs oil production cuts. (2019). Parnes, Dror. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:289-300. Full description at Econpapers || Download paper | |
| 2019 | Fourier 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. Full description at Econpapers || Download paper | |
| 2019 | Energy 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. Full description at Econpapers || Download paper | |
| 2019 | Separating 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. Full description at Econpapers || Download paper | |
| 2019 | Oil price uncertainty and unemployment. (2019). Kocaaslan, Ozge Kandemir. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:577-583. Full description at Econpapers || Download paper | |
| 2019 | Are 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. Full description at Econpapers || Download paper | |
| 2019 | Testing 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. Full description at Econpapers || Download paper | |
| 2020 | A 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. Full description at Econpapers || Download paper | |
| 2020 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Changes 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Regime 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. Full description at Econpapers || Download paper | |
| 2019 | Analyzing 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. Full description at Econpapers || Download paper | |
| 2019 | Oil 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. Full description at Econpapers || Download paper | |
| 2019 | Oil 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. Full description at Econpapers || Download paper | |
| 2020 | Volatility 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. Full description at Econpapers || Download paper | |
| 2019 | Cryptocurrencies 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Giver 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Stock 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. Full description at Econpapers || Download paper | |
| 2019 | Market 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2020 | Adaptive 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. Full description at Econpapers || Download paper | |
| 2020 | Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x. Full description at Econpapers || Download paper | |
| 2017 | Small 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. Full description at Econpapers || Download paper | |
| 2019 | Can 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. Full description at Econpapers || Download paper | |
| 2020 | Arab 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. Full description at Econpapers || Download paper | |
| 2020 | Halloween 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. Full description at Econpapers || Download paper | |
| 2019 | Cryptocurrency 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. Full description at Econpapers || Download paper | |
| 2020 | Multi-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. Full description at Econpapers || Download paper | |
| 2020 | Expropriations, 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. Full description at Econpapers || Download paper | |
| 2020 | Geographical 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. Full description at Econpapers || Download paper | |
| 2019 | Characteristics 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. Full description at Econpapers || Download paper | |
| 2020 | Spillovers, 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. Full description at Econpapers || Download paper | |
| 2019 | A 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. Full description at Econpapers || Download paper | |
| 2020 | The 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. Full description at Econpapers || Download paper | |
| 2019 | A 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. Full description at Econpapers || Download paper | |
| 2019 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2019 | Time-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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Identification 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. Full description at Econpapers || Download paper | |
| 2019 | Gold 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. Full description at Econpapers || Download paper | |
| 2019 | Dynamic 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. Full description at Econpapers || Download paper | |
| 2019 | Assessing 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. Full description at Econpapers || Download paper | |
| 2019 | Lithium 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. Full description at Econpapers || Download paper | |
| 2019 | Modeling 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. 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 another 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 another version. Agregated cites: 1 | paper | |
| 2013 | Inflation Forecasting in Angola: A Fractional Approach In: African Development Review. [Citation analysis] | article | 2 |
| 2013 | Inflation Forecasting in Angola: A Fractional Approach.(2013) In: African Development Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2012 | Inflation forecasting in Angola: a fractional approach.(2012) In: CEsA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2001 | Estimation of Fractionally ARIMA Models for the UK Unemployment In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Testing Seasonality in the Context of Fractionally Integrated Processes In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 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 another 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 | 3 |
| 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 another version. Agregated cites: 3 | 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 another version. Agregated cites: 3 | 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 another version. Agregated cites: 3 | paper | |
| 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 | 0 |
| 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 | 5 |
| 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 another version. Agregated cites: 5 | 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 another version. Agregated cites: 5 | 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 another version. Agregated cites: 5 | article | |
| 2004 | Non-Linearities and Fractional Integration in the US Unemployment Rate In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 30 |
| 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 another version. Agregated cites: 30 | article | |
| 2006 | Nonlinearities and fractional integration in the US unemployment rate.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2004 | Non-linearities and fractional integration in the US unemployment rate.(2004) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 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 | 0 |
| 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 | 0 |
| 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 | 3 |
| 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 |
| 2019 | The Evolution of the Credit‐to‐GDP Ratio: An Empirical Analysis In: International Review of 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 | 2 |
| 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 | 44 |
| 2006 | Fractional integration and structural breaks at unknown periods of time.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
| 2013 | Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2012 | Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2005 | FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS* In: Manchester School. [Full Text][Citation analysis] | article | 9 |
| 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 another 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 | 7 |
| 2003 | Fractional Integration and the Dynamics of UK Unemployment.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2003 | Testing of Fractional Cointegration in Macroeconomic Time Series In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 13 |
| 2003 | Testing of Fractional Cointegration in Macroeconomic Time Series.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2006 | Mean Reversion of Short‐run Interest Rates in Emerging Countries* In: Review of International Economics. [Full Text][Citation analysis] | article | 8 |
| 2011 | Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement In: Review of International Economics. [Citation analysis] | article | 2 |
| 2015 | The Sustainability of European External Debt: What have We Learned? In: Review of International Economics. [Full Text][Citation analysis] | article | 1 |
| 2010 | INFLATION IN SOUTH AFRICA: A TIME‐SERIES VIEW ACROSS SECTORS USING LONG‐RANGE DEPENDENCE In: South African Journal of Economics. [Citation analysis] | article | 2 |
| 2010 | Inflation in South Africa. A time series view across sectors using long range dependence..(2010) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH In: South African Journal of Economics. [Citation analysis] | article | 17 |
| 2011 | Is there asymmetric behaviour in African inflation? A non-linear approach..(2011) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2015 | Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2012 | Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Testing the Marshall-Lerner condition in Kenya.(2012) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 | 1 |
| 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 | 0 |
| 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 | 4 |
| 2016 | Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 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 another version. Agregated cites: 4 | 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 another version. Agregated cites: 4 | article | |
| 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 | 1 |
| 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 another version. Agregated cites: 1 | 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 | 1 |
| 2007 | Real convergence in some emerging countries: a fractionally integrated approach In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 0 |
| 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 another version. Agregated cites: 0 | paper | |
| 2009 | AK growth models: new evidence based on fractional integration and breaking trends In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 1 |
| 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 another version. Agregated cites: 1 | paper | |
| 2009 | New evidence on long-run monetary neutrality In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2016 | Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2013 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2006 | Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 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 | 1 |
| 2007 | Identification of Segments of European Banks with a Latent Class Frontier Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Modelling Long-Run Trends and Cycles in Financial Time Series Data 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 | 1 |
| 2009 | Long Memory in US Real Output per Capita In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Weekly Structure of US Stock Prices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Fractional Integration and Cointegration in US Financial Time Series Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Persistence and Cycles in US Hours Worked In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Long Memory in German Energy Price Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Persistence in Youth Unemployment In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Persistence and Cycles in the US Federal Funds Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 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 | 9 |
| 2014 | Testing Unemployment Theories: A Multivariate Long Memory Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 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 | 5 |
| 2015 | Linkages between the US and European Stock Markets: A Fractional Cointegration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2015 | The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Central Bank Policy Rates: Are they Cointegrated? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Central bank policy rates: Are they cointegrated?.(2017) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2017 | Central Bank Policy Rates: Are They Cointegrated?.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Central bank policy rates: Are they cointegrated?.(2017) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2017 | Long Memory and Data Frequency in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Long Memory and Data Frequency in Financial Markets.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 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 another version. Agregated cites: 0 | paper | |
| 2017 | Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 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 another version. Agregated cites: 0 | paper | |
| 2017 | Is Market Fear Persistent? A Long-Memory Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Is market fear persistent? A long-memory analysis.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2017 | Is Market Fear Persistent? A Long-Memory Analysis.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | Trends and Cycles in Macro Series: The Case of US Real GDP In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 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 another version. Agregated cites: 0 | paper | |
| 2017 | Persistence in the Cryptocurrency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 29 |
| 2017 | Persistence in the Cryptocurrency Market.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2018 | Persistence in the cryptocurrency market.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
| 2018 | Brexit and Uncertainty in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2018 | Brexit and Uncertainty in Financial Markets.(2018) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2018 | Brexit and Uncertainty in Financial Markets.(2018) In: International Journal of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2018 | On the Persistence of UK Inflation: A Long-Range Dependence Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 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 another version. Agregated cites: 0 | paper | |
| 2018 | Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 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 | 0 |
| 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 | 0 |
| 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 another 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 | 0 |
| 2019 | CO2 Emissions and GDP: Evidence from China In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Cycles and Long-Range Behaviour in the European Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 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 | 0 |
| 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 | 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 another version. Agregated cites: 0 | article | |
| 2009 | TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 9 |
| 2006 | Technology Shocks and Hours Worked: A Fractional Integration Perspective.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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 | 0 |
| 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 another version. Agregated cites: 0 | 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 |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
| 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 another version. Agregated cites: 0 | paper | |
| 2010 | The Weekly Structure of US Stock Prices In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The weekly structure of US stock prices.(2011) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2011 | Fractional Integration and Cointegration in US Financial Time Series Data In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Fractional integration and cointegration in US financial time series data.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2012 | Fractional Integration and Cointegration in US Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Persistence and cyclical dependence in the monthly euribor rate.(2016) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2012 | Long Memory in German Energy Price Indices In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Persistence and Cycles in US Hours Worked In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Persistence and cycles in US hours worked.(2014) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2012 | Persistence and Cycles in the US Federal Funds Rate In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
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| 2015 | The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 5 |
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| 2011 | An analysis of oil production by OPEC countries: Persistence, breaks, and outliers In: Energy Policy. [Full Text][Citation analysis] | article | 29 |
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| 2019 | Gold prices and the cryptocurrencies: Evidence of convergence and cointegration In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
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| 2017 | The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
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| 2004 | The Stochastic Permanent Break Model and the Fractional Integration Hypothesis In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Searching for Inefficiencies in Exchange Rate Dynamics In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 5 |
| 2004 | Testing of Unit Root Cycles in the Swedish Economy In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2007 | Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2006 | Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2007 | Testing for deterministic and stochastic cycles in macroeconomic time series In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2008 | Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2018 | Testing the great decoupling: a long memory approach In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2020 | Public finances in the EU-27: Are they sustainable? In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2016 | Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 2 |
| 2017 | Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Time Trends and Persistence in the Global CO2 Emissions Across Europe In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | The permanent income hypothesis: A new framework based on fractional integration and cointegration In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2005 | Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2009 | Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 1 |
| 2014 | Mean Reversion in Agricultural Commodity Prices in India In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2002 | Unit and fractional roots with deterministic trends in the UK output In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2003 | Long memory in the interest rates in some Asian countries In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 1 |
| 2006 | Testing of nonstationary cycles in financial time series data In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2003 | Testing of Nonstationary Cycles in Financial Time Series Data.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | The persistence of earnings per share In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 4 |
| 2008 | The Persistence of Earnings per Share.(2008) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2009 | US stock market volatility persistence: evidence before and after the burst of the IT bubble In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 3 |
| 2011 | Endogenous problems in cross-sectional valuation models based on accounting information In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 4 |
| 2018 | Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve In: Bank of Lithuania Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Fractional Integration and Cointegration in the Japanese Exchange Rate Market In: Japanese Economy. [Full Text][Citation analysis] | article | 0 |
| 2008 | Unemployment and entrepreneurship: a cyclical relationship? In: NBS Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe In: NBS Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Mean reversion and long memory in African stock market prices In: NCID Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2011 | Mean reversion and long memory in African stock market prices.(2011) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2010 | Mean reversion and long memory in African stock market prices.(2010) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2013 | Testing for persistence with breaks and outliers in South African house prices In: NCID Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Testing for Persistence with Breaks and Outliers in South African House Prices.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2012 | Testing for Persistence with Breaks and Outliers in South African House Prices.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Violence and the market for food. Evidence from Kenya. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Persistence, long memory and seasonality in Kenyan tourism series In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament? In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Interest rate dynamics in Kenya In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 9 |
| 2012 | Term Structure Persistence.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants In: Comparative Economic Studies. [Full Text][Citation analysis] | article | 10 |
| 2010 | European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 5 |
| 2019 | Inflation in Argentina: Analysis of Persistence Using Fractional Integration In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2013 | Long memory in the ukrainian stock market and financial crises In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 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 | 0 |
| 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 | 2 |
| 2018 | High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 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 | 10 |
| 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 another version. Agregated cites: 10 | article | |
| 2013 | Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach In: Working Papers. [Citation analysis] | paper | 7 |
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| 2013 | Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test In: Working Papers. [Citation analysis] | paper | 5 |
| 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 another version. Agregated cites: 5 | article | |
| 2014 | Testing for Multiple Bubbles in the BRICS Stock Markets In: Working Papers. [Citation analysis] | paper | 18 |
| 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 another version. Agregated cites: 0 | article | |
| 2015 | The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach In: Working Papers. [Citation analysis] | paper | 1 |
| 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 another version. Agregated cites: 1 | article | |
| 2015 | Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff In: Working Papers. [Citation analysis] | paper | 7 |
| 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 | 2 |
| 2016 | Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers. [Citation analysis] | paper | 20 |
| 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 another version. Agregated cites: 20 | 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 | 1 |
| 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 another version. Agregated cites: 1 | 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 |
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| 2017 | Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks In: Working Papers. [Citation analysis] | paper | 2 |
| 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 another version. Agregated cites: 2 | article | |
| 2018 | Are BRICS Exchange Rates Chaotic? In: Working Papers. [Citation analysis] | paper | 6 |
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| 2018 | Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2020 | Inflation-Targeting and Inflation Volatility: International Evidence from the Cosine-Squared Cepstrum In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | UK Unemployment Dynamics: a Fractionally Cointegrated Approach In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 1 |
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| 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 another version. Agregated cites: 5 | paper | |
| 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 | 7 |
| 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 |
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| 2003 | Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks In: Empirical Economics. [Full Text][Citation analysis] | article | 11 |
| 2004 | Fractional integration and business cycle features In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 2004 | Fractional Integration and Business Cycles Features.(2004) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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 | 1 |
| 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 another 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 | 1 |
| 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 another 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 |
| 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 | 0 |
| 2003 | Long memory and structural breaks in hyperinflation countries In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2009 | Multiple shifts and fractional integration in the US and UK unemployment rates In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2017 | The fisher relationship in Nigeria In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 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 |
| 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 |
| 2006 | Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 11 |
| 2003 | Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | 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 | 8 |
| 2003 | Unemployment and real oil prices in Australia: a fractionally cointegrated approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 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 | 6 |
| 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 | 2 |
| 2015 | A time-series analysis of US entrepreneurship: evidence from fractional integration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 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 | 0 |
| 2001 | Measuring unemployment persistence in terms of I(d) statistical models In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 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 | 9 |
| 2002 | Confidence intervals for fractionally integrated hypotheses in the real output across Europe In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2006 | Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2004 | Long range dependence in daily stock returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2007 | Testing for stock market bubbles using nonlinear models and fractional integration In: Applied Financial Economics. [Full Text][Citation analysis] | article | 12 |
| 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 | 9 |
| 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 |
| 2004 | Seasonal fractional components in macroeconomic time series In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Forecasting the real output using fractionally integrated techniques In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Modelling the US real GNP with fractionally integrated techniques In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 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 | 6 |
| 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 | 0 |
| 2013 | Real convergence: empirical evidence for Latin America In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 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 | 3 |
| 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 | 2 |
| 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 | 2 |
| 2018 | Long memory and mean reversion in real exchange rates in Latin America In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 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 | 0 |
| 2020 | Exchange rate dynamics in South Africa In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Testing Okun’s law. Theoretical and empirical considerations using fractional integration In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | ETA: A PERSISTENT PHENOMENON In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 5 |
| 2007 | ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE? In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 2 |
| 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 | 6 |
| 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 | 4 |
| 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 | 4 |
| 2003 | A fractional integration analysis of the population in some OECD countries In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 9 |
| 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 | 1 |
| 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 | 1 |
| 2015 | Linear and segmented trends in sea surface temperature data In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2015 | An empirical analysis of freight transport traffic modes in Brazil, 1996-2012 In: Transportation Planning and Technology. [Full Text][Citation analysis] | article | 2 |
| 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 | 0 |
| 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 | 8 |
| 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 | 0 |
| 2011 | Exploring Survey-Based Inflation Forecasts In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2012 | Exploring Survey‐Based Inflation Forecasts.(2012) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 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 |
| 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 | 0 |
| 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 | 5 |
| 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 |
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| 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 | 1 |
| 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 | 0 |
| 2005 | Modelling U.S. monthly inflation in terms of a jointly seasonal and non‐seasonal long memory process In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2006 | Measuring length of business cycles across countries using a new non‐stationary unit‐root cyclical approach In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 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 | 0 |
| 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 | 2 |
| 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 | 0 |
| 2015 | Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 4 |
| 2010 | Persistence in some energy futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 12 |
| 2016 | Interest Rate Dynamics in Kenya: Commercial Banks Rates and the 91‐Day Treasury Bill Rate In: Journal of International Development. [Full Text][Citation analysis] | article | 1 |
| 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 | 0 |
| 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 |
| 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 |
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