21
H index
78
i10 index
2485
Citations
Luis Alberiko Gil-Alana : Citation Profile
Universidad de Navarra (50% share) | RESEARCH PRODUCTION: 415 Articles 262 Papers 6 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1997 - 2022). Relations with other researchers
Main data
Where Luis Alberiko Gil-Alana has published?
Recent works citing Luis Alberiko Gil-Alana (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2021 | Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Adam, Anokye M ; Oyedokun, Tunbosun ; Tweneboah, George ; Junior, Peterson Owusu ; Ijasan, Kola. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:58-91. Full description at Econpapers || Download paper | |
| 2021 | Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15. Full description at Econpapers || Download paper | |
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
| 2021 | A bad turn deserves another: linkages between terrorism, capital flight and industrialisation. (2021). Nting, Rexon ; Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/011. Full description at Econpapers || Download paper | |
| 2021 | A bad turn deserves another: linkages between terrorism, capital flight and industrialisation. (2021). Asongu, Simplice ; Nting, Rexon T ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/011. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | IMPACT OF COVID-19 ON FINANCIAL MARKETS: CASE OF THE ITALIAN STOCK EXCHANGE. (2021). Merimet, Adila ; Djebbar, Mahfoud. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2021:j:27:djebbarm. Full description at Econpapers || Download paper | |
| 2022 | Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352. Full description at Econpapers || Download paper | |
| 2021 | A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction. (2020). Rugamer, David ; Stocker, Almond ; Berninger, Christoph. In: Papers. RePEc:arx:papers:2006.05750. Full description at Econpapers || Download paper | |
| 2021 | Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices. (2021). Zhao, Theodore ; Leung, Tim. In: Papers. RePEc:arx:papers:2105.08133. Full description at Econpapers || Download paper | |
| 2021 | On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12334. Full description at Econpapers || Download paper | |
| 2021 | Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12336. Full description at Econpapers || Download paper | |
| 2022 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper | |
| 2022 | Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760. Full description at Econpapers || Download paper | |
| 2022 | A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.08289. Full description at Econpapers || Download paper | |
| 2022 | Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.09568. Full description at Econpapers || Download paper | |
| 2022 | Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130. Full description at Econpapers || Download paper | |
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235. Full description at Econpapers || Download paper | |
| 2021 | Web Scraping Housing Prices in Real-time: the Covid-19 Crisis in the UK. (2021). Meunier, Baptiste ; Pouget, Sylvain ; Bricongne, Jean-Charles. In: Working papers. RePEc:bfr:banfra:827. Full description at Econpapers || Download paper | |
| 2022 | Administrative Division Adjustment and Housing Price Comovement: Evidence from City?County Mergers in China. (2022). Sun, Weizeng ; Zhang, Mingang. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:4:p:149-173. Full description at Econpapers || Download paper | |
| 2021 | Cyclicality of commodity markets with respect to the U.S. economic policy uncertainty based on granger causality in quantiles. (2021). Apergis, Nicholas ; Saeed, Tareq ; Hayat, Tasawar. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12179. Full description at Econpapers || Download paper | |
| 2022 | Did cryptocurrencies exhibit log?periodic power law signature during the second wave of COVID?19?. (2022). Papathanasiou, Spyros ; Ghosh, Bikramaditya ; Pergeris, Georgios. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:3:n:e12207. Full description at Econpapers || Download paper | |
| 2021 | Expectations and financial markets: Lessons from Brexit. (2021). Hibbert, Ann Marie ; Gu, Chen. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:279-299. Full description at Econpapers || Download paper | |
| 2022 | Inflation convergence over time: Sector?level evidence within Europe. (2022). YILMAZKUDAY, HAKAN. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:183-217. Full description at Econpapers || Download paper | |
| 2022 | Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:4:p:1019-1046. Full description at Econpapers || Download paper | |
| 2022 | Is autonomous demand really autonomous in the United States? An asymmetric frequency?domain Granger causality approach. (2022). Manera, Carles ; Perezmontiel, Jose A. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:1:p:78-92. Full description at Econpapers || Download paper | |
| 2021 | Regional economic growth and convergence: The role of institutions and spillover effects in Colombia. (2021). GarcÃÂa Cruz, Gustavo ; GarcÃÂÂa Cruz, Gustavo ; GarcÃÂÂÂa Cruz, Gustavo ; Aristizabal, Juan Manuel ; GarcÃa Cruz, Gustavo. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:4:p:1146-1161. Full description at Econpapers || Download paper | |
| 2021 | Impact of Covid?19 on the convergence of GDP per capita in OECD countries. (2021). Pereira, Vitor Joo. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:s1:p:55-72. Full description at Econpapers || Download paper | |
| 2021 | OPECs crude game: Strategic Competition and Regime-switching in Global Oil Markets. (2021). Gundersen, Thomas ; Hvinden, Even Soltvedt. In: Working Papers. RePEc:bny:wpaper:0096. Full description at Econpapers || Download paper | |
| 2022 | The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299. Full description at Econpapers || Download paper | |
| 2021 | A Practitioner’s Guide to Handling Irregularities Resulting from the 2014 Revisions to the Turkish Household Labor Force Survey. (2021). Demirci, Murat ; Poyraz, Meltem. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:35:y:2021:i:1:p:1-25. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Modeling House Price Synchronization across the U.S. States and their Time-Varying Macroeconomic Linkages. (2021). Hardik, Marfatia. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:73-117:n:1. Full description at Econpapers || Download paper | |
| 2021 | Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China. (2021). Zhou, Peng ; Guo, Dong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/28. Full description at Econpapers || Download paper | |
| 2022 | Persistence in High Frequency Financial Data. (2022). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10045. Full description at Econpapers || Download paper | |
| 2022 | Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis. (2022). Caporale, Guglielmo Maria ; Gil-Alana, Luis A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10084. Full description at Econpapers || Download paper | |
| 2021 | Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017. Full description at Econpapers || Download paper | |
| 2021 | Testing hysteresis in unemployment using artificial network (ANN) unit root test. (2021). Furuoka, Fumitaka. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00382. Full description at Econpapers || Download paper | |
| 2022 | The northern ireland housing market: would unification with the south be problematic?. (2022). Miles, William R. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00714. Full description at Econpapers || Download paper | |
| 2021 | Real Exchange Rate and Trade Balance Dynamics in Cote d’Ivoire. (2021). Keho, Yaya. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-01-6. Full description at Econpapers || Download paper | |
| 2021 | The Response of Hotel Room Occupancy Rate in Fiji to Shocks: Empirical Evidence from Unit Root Tests with Endogenous Multiple Structural Breaks. (2021). Sami, Janesh. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-05-2. Full description at Econpapers || Download paper | |
| 2021 | Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach. (2021). Raju, Guntur Anjana ; Manohar, Jambotkar Mrunali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-29. Full description at Econpapers || Download paper | |
| 2022 | Can a country borrow forever? The unsustainable trajectory of international debt: the case of Spain. (2022). Prats, Maria ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2202. Full description at Econpapers || Download paper | |
| 2021 | The effect of tourism activity on housing affordability. (2021). Vizek, Maruška ; Stojcic, Nebojsa ; Mikulic, Josip ; Barbic, Tajana ; Payne, James E ; Stoji, Neboja ; Eh, Anita. In: Annals of Tourism Research. RePEc:eee:anture:v:90:y:2021:i:c:s0160738321001420. Full description at Econpapers || Download paper | |
| 2022 | Thermodynamic and economic analysis of a directly solar-driven power-to-methane system by detailed distributed parameter method. (2022). , Guang ; Zou, Hansen ; Yao, Erren ; Zhong, Like. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922001362. Full description at Econpapers || Download paper | |
| 2021 | Higher moment connectedness in cryptocurrency market. (2021). Yarovaya, Larisa ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001064. Full description at Econpapers || Download paper | |
| 2021 | The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets. (2021). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:151:y:2021:i:c:s0960077921005750. Full description at Econpapers || Download paper | |
| 2021 | Multifractal behavior relationship between crypto markets and Wikipedia-Reddit online platforms. (2021). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921006858. Full description at Econpapers || Download paper | |
| 2021 | Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275. Full description at Econpapers || Download paper | |
| 2021 | Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608. Full description at Econpapers || Download paper | |
| 2022 | Examining the overconfidence and overreaction in China’s carbon markets. (2022). Zhu, Bangzhu ; Wang, Ping ; Gao, Yan ; Zhou, Xinxing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:472-489. Full description at Econpapers || Download paper | |
| 2021 | Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks. (2021). Payne, James E ; Nazlioglu, Saban ; Karul, Cagin ; Rayos-Velazquez, Marco ; Lee, Jun Soo. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000870. Full description at Econpapers || Download paper | |
| 2021 | Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772. Full description at Econpapers || Download paper | |
| 2021 | Club convergence in European housing prices: The role of macroeconomic and housing market fundamentals. (2021). Ordóñez, Javier ; Ordoez, Javier ; Morley, Bruce ; Monfort, Mercedes ; Maynou, Laia. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s026499932100184x. Full description at Econpapers || Download paper | |
| 2021 | The rise of a new anchor currency in RCEP? A tale of three currencies. (2021). Zhou, Peng ; Guo, Dong. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002364. Full description at Econpapers || Download paper | |
| 2021 | Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20. Full description at Econpapers || Download paper | |
| 2021 | Disagreement on sunspots and soybeans futures price. (2021). Yu, Xiaohua ; Feil, Jan-Henning ; Wang, Hanjie. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:385-393. Full description at Econpapers || Download paper | |
| 2021 | A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x. Full description at Econpapers || Download paper | |
| 2021 | Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960. Full description at Econpapers || Download paper | |
| 2021 | Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. (2021). Ng, Kooi-Huat ; Koh, You-Beng ; Tan, Chia-Yen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000164. Full description at Econpapers || Download paper | |
| 2021 | Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188. Full description at Econpapers || Download paper | |
| 2021 | Evolution of price effects after one-day abnormal returns in the US stock market. (2021). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000383. Full description at Econpapers || Download paper | |
| 2021 | Regime switches and commonalities of the cryptocurrencies asset class. (2021). Figà-Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577. Full description at Econpapers || Download paper | |
| 2021 | Dynamic time series momentum of cryptocurrencies. (2021). Borgards, Oliver. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000590. Full description at Econpapers || Download paper | |
| 2021 | Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Sheu, Chwen ; Hsu, Shu-Han ; Yoon, Jiho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711. Full description at Econpapers || Download paper | |
| 2021 | Are Google searches making the Bitcoin market run amok? A tail event analysis. (2021). Neto, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000796. Full description at Econpapers || Download paper | |
| 2022 | Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices. (2022). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Plastun, Alex. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001789. Full description at Econpapers || Download paper | |
| 2022 | Economic uncertainty and national bitcoin trading activity. (2022). Geldner, Teo ; Wustenfeld, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002199. Full description at Econpapers || Download paper | |
| 2022 | Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. (2022). Ye, Fangyu ; Wu, Hao ; Hau, Liya ; Yu, Dongwei ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000602. Full description at Econpapers || Download paper | |
| 2021 | Market efficiency in foreign exchange market. (2021). Pae, Yuntaek ; Choi, Wonseok ; Lee, Namhoon. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002081. Full description at Econpapers || Download paper | |
| 2022 | Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story. (2022). Neto, David. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522001033. Full description at Econpapers || Download paper | |
| 2022 | Persistence of state-level uncertainty of the United States: The role of climate risks. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001276. Full description at Econpapers || Download paper | |
| 2021 | Cyclical fractional cointegration. (2021). Sibbertsen, Philipp ; Voges, Michelle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:114-129. Full description at Econpapers || Download paper | |
| 2021 | Panel cointegration, quantile regressions, asymmetric adjustments and crises: The case of EU current accounts. (2021). Cuestas, Juan ; Coleman, Simeon. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:4:s0939362521000182. Full description at Econpapers || Download paper | |
| 2021 | Trading activity and price discovery in Bitcoin futures markets. (2021). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120. Full description at Econpapers || Download paper | |
| 2021 | Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices. (2021). Yoon, Seong-Min ; Uddin, Gazi Salah ; Kang, Sang Hoon ; Mensi, Walid ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003066. Full description at Econpapers || Download paper | |
| 2021 | Terrorist attacks and energy firms crash risk in stock markets: Evidence from China. (2021). Xiang, Junyi ; Xiong, Mengxu ; Kong, Dongmin. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003601. Full description at Econpapers || Download paper | |
| 2021 | Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis. (2021). Tiwari, Aviral ; Shahbaz, Muhammad ; Jiao, Zhilun ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005120. Full description at Econpapers || Download paper | |
| 2021 | Green bonds as hedging assets before and after COVID: A comparative study between the US and China. (2021). Zhou, Peng ; Guo, Dong. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100548x. Full description at Econpapers || Download paper | |
| 2022 | Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731. Full description at Econpapers || Download paper | |
| 2022 | Dynamic dependence between main-byproduct metals and the role of clean energy market. (2022). Zhang, Hongwei ; Lei, Xiaojie ; Wang, Chang ; Song, Huiling. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000858. Full description at Econpapers || Download paper | |
| 2022 | Breaks, trends and correlations in commodity prices in the very long-run. (2022). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi-Churchill, Sefa. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001116. Full description at Econpapers || Download paper | |
| 2022 | Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic. (2022). Gabauer, David ; de Gracia, Fernando Perez ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002195. Full description at Econpapers || Download paper | |
| 2022 | Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002730. Full description at Econpapers || Download paper | |
| 2022 | Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. (2022). Yuan, DI ; Gong, Chenggang ; Zeng, Yan ; Tu, Dalun ; Li, Sufang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003413. Full description at Econpapers || Download paper | |
| 2022 | Multiple price bubbles in global major emission trading schemes: Evidence from European Union, New Zealand, South Korea and China. (2022). Wang, Zhicheng ; Li, Yan ; Wei, Yigang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003760. Full description at Econpapers || Download paper | |
| 2021 | The skewness of oil price returns and equity premium predictability. (2021). Wen, Fenghua ; Kang, Jie ; Zhou, Huiting ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304096. Full description at Econpapers || Download paper | |
| 2021 | Oil shocks and stock market: Revisiting the dynamics. (2021). B, Anand ; Paul, Sunil ; Anand, . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000165. Full description at Econpapers || Download paper | |
| 2022 | Geopolitical risk and Chinas oil security. (2022). Du, Zhili ; Sun, YI ; Gong, XU. In: Energy Policy. RePEc:eee:enepol:v:163:y:2022:i:c:s0301421522000817. Full description at Econpapers || Download paper | |
| 2021 | Is there a bubble in the shale gas market?. (2021). Wang, LI ; Han, Xin ; Yang, Haijun. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pa:s0360544220322088. Full description at Econpapers || Download paper | |
| 2021 | Testing the persistence of shocks on renewable energy consumption: Evidence from a quantile unit-root test with smooth breaks. (2021). Lee, Chien-Chiang ; Ranjbar, Omid. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pb:s0360544220322970. Full description at Econpapers || Download paper | |
| 2021 | Optimal design, exergy and economic analyses of coal-to-ethylene glycol process coupling different shale gas reforming technologies. (2021). Liu, Chengling ; Zhang, Dawei ; Xu, Simin ; Yang, Qing ; Zhou, Huairong. In: Energy. RePEc:eee:energy:v:228:y:2021:i:c:s0360544221007842. Full description at Econpapers || Download paper | |
| 2021 | Contribution quantification of nanoscale gas transport in shale based on strongly inhomogeneous kinetic model. (2021). Wang, Peng ; Guo, Zhaoli ; Shan, Baochao. In: Energy. RePEc:eee:energy:v:228:y:2021:i:c:s0360544221007945. Full description at Econpapers || Download paper | |
| 2021 | Experimental verification of a flexible vehicle-to-grid charger for power grid load variance reduction. (2021). Tariq, Mohd ; Yong, Jia Ying ; Ramachandaramurthy, Vigna K ; Tan, Kang Miao. In: Energy. RePEc:eee:energy:v:228:y:2021:i:c:s0360544221008094. Full description at Econpapers || Download paper | |
| 2021 | A novel Monte Carlo simulation on gas flow in fractal shale reservoir. (2021). Liu, Yanwei ; Wu, Lei ; Wang, Min ; Yang, Jinghua ; Xu, Peng ; Qiu, Shuxia . In: Energy. RePEc:eee:energy:v:236:y:2021:i:c:s0360544221017618. Full description at Econpapers || Download paper | |
| 2022 | Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Suleman, Muhammad Tahir ; Niu, Zibo ; Liu, Yuanyuan ; Zhang, Hongwei ; Yin, Libo. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272. Full description at Econpapers || Download paper | |
| 2022 | Detrended cross-correlation analysis in quantiles between oil price and the US stock market. (2022). Mokni, Khaled ; Ben-Salha, Ousama. In: Energy. RePEc:eee:energy:v:242:y:2022:i:c:s0360544221031674. Full description at Econpapers || Download paper | |
| 2022 | Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996. Full description at Econpapers || Download paper | |
| 2022 | Terrorist attacks and oil prices: A time-varying causal relationship analysis. (2022). Yang, YI ; Hou, NA ; Chen, BO ; Song, YU. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002432. Full description at Econpapers || Download paper | |
| 2022 | Do oil price shocks drive unemployment? Evidence from Russia and Canada. (2022). Oana-Ramona, Lobon ; Li, Xin ; Liu, LU ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:253:y:2022:i:c:s0360544222010106. Full description at Econpapers || Download paper | |
| 2022 | Grid Stability Improvement Using Synthetic Inertia by Battery Energy Storage Systems in Small Islands. (2022). Curto, Domenico ; Navarro, Milagros Amparo ; Guercio, Andrea ; Telaretti, Enrico ; Zizzo, Gaetano ; Favuzza, Salvatore ; Franzitta, Vincenzo. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pc:s0360544222013597. 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 | 1 |
| 2006 | Testing Seasonality in the Context of Fractionally Integrated Processes In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2012 | Inflation convergence in Central and Eastern Europe with a view to adopting the euro In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has 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 | 7 |
| 2012 | A non-linear approach with long range dependence based on Chebyshev polynomials.(2012) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2012 | A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2012 | A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2020 | Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis In: Review of Development Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2021 | How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry In: Review of Development Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2007 | International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications In: 105th Seminar, March 8-10, 2007, Bologna, Italy. [Full Text][Citation analysis] | paper | 1 |
| 2006 | The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine In: 98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece. [Full Text][Citation analysis] | paper | 9 |
| 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: 9 | 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: 9 | 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: 9 | article | |
| 2004 | Non-Linearities and Fractional Integration in the US Unemployment Rate In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 37 |
| 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: 37 | 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: 37 | 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: 37 | paper | |
| 2022 | Persistence in Commodity Prices In: Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Long Memory in the Housing Price Indices in China In: Asian Journal of Empirical Research. [Full Text][Citation analysis] | article | 3 |
| 2021 | The COVID-19 impact on the Asian Stock Markets In: Asian Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2021 | Crude Oil Prices and COVID-19 - Persistence of the Shock In: Energy RESEARCH LETTERS. [Full Text][Citation analysis] | article | 2 |
| 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 | 4 |
| 2022 | Persistence analysis of research intensity in OECD countries since 1870 In: Australian Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2022 | Trends and cycles in macro series: The case of US real GDP In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2017 | Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Persistence, Long Memory, and Unit Roots in Commodity Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Full Text][Citation analysis] | article | 1 |
| 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 |
| 2004 | Testing for Seasonal Fractional Roots in German Real Output.(2004) In: German Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2022 | The behaviour of real interest rates: New evidence from a suprasecular perspective In: International Finance. [Full Text][Citation analysis] | article | 0 |
| 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 | 13 |
| 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 | 47 |
| 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: 47 | paper | |
| 2013 | Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2008 | Modelling Long-Run Trends and Cycles in Financial Time Series Data.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2012 | Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2005 | FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS In: Manchester School. [Full Text][Citation analysis] | article | 11 |
| 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 | 8 |
| 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: 8 | paper | |
| 2003 | Testing of Fractional Cointegration in Macroeconomic Time Series In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 16 |
| 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: 16 | paper | |
| 2021 | A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 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 | 4 |
| 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 | 18 |
| 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: 18 | paper | |
| 2015 | Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics. [Full Text][Citation analysis] | article | 6 |
| 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: 6 | 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: 6 | paper | |
| 2015 | Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates In: South African Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Unemployment in Africa: A Fractional Integration Approach In: South African Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence In: South African Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence.(2018) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 9 |
| 2003 | Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study In: Global Economy Journal. [Full Text][Citation analysis] | article | 2 |
| 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: 2 | article | |
| 2014 | Economic Growth and Recovery After Civil Wars In: Peace Economics, Peace Science, and Public Policy. [Full Text][Citation analysis] | article | 0 |
| 2016 | Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2007 | Real convergence in some emerging countries: a fractionally integrated approach In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 1 |
| 2007 | Real convergence in some emerging countries : a fractionally integrated approach.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | AK growth models: new evidence based on fractional integration and breaking trends In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 3 |
| 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: 3 | paper | |
| 2009 | New evidence on long-run monetary neutrality In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | New Evidence on Long-Run Monetary Neutrality.(2009) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2012 | Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 12 |
| 2012 | Unemployment Hysteresis: Empirical Evidence for Latin America.(2012) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2016 | Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2014 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2016 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2016) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2022 | Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | US House Prices by Census Division: Persistence, Trends and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Atmospheric Pollution in Chinese Cities: Trends and Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2007 | A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Long Run and Cyclical Dynamics in the US Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2004 | Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2004 | Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Economics Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2014 | Long?Run and Cyclical Dynamics in the US Stock Market.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2007 | Identification of Segments of European Banks with a Latent Class Frontier Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Multi-Factor Gegenbauer Processes and European Inflation Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Multi-Factor Gegenbauer Processes and European Inflation Rates.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2009 | Long Memory in US Real Output per Capita In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Long Memory in US Real Output per Capita.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Long memory in US real output per capita.(2013) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 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: 1 | paper | |
| 2010 | The Weekly Structure of US Stock Prices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Weekly Structure of US Stock Prices.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | The weekly structure of US stock prices.(2011) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2011 | Fractional Integration and Cointegration in US Financial Time Series Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Fractional Integration and Cointegration in US Financial Time Series Data.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Fractional integration and cointegration in US financial time series data.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2012 | Fractional Integration and Cointegration in US Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Persistence and cyclical dependence in the monthly euribor rate.(2016) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2012 | Persistence and Cycles in US Hours Worked In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Persistence and Cycles in US Hours Worked.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 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 | Long Memory in German Energy Price Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Long Memory in German Energy Price Indices.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Persistence in Youth Unemployment In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Persistence and Cycles in the US Federal Funds Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Persistence and Cycles in the US Federal Funds Rate.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Persistence and cycles in the us federal funds rate.(2017) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2013 | Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
| 2013 | Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2013 | Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate.(2013) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants.(2014) In: Comparative Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2016 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2016) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2014 | Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
| 2014 | Short-Term Price Overreaction: Identification, Testing, Exploitation.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2018 | Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2015 | The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2015 | The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2015 | The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2018 | The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2015 | Linkages between the US and European Stock Markets: A Fractional Cointegration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2015 | Linkages between the US and European Stock Markets: A Fractional Cointegration Approach.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2016 | Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach.(2016) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2015 | The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2015 | The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | The EMBI in Latin America: Fractional integration, non-linearities and breaks.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2016 | Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | 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: 7 | article | |
| 2017 | Central Bank Policy Rates: Are they Cointegrated? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Central bank policy rates: Are they cointegrated?.(2017) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | 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: 5 | paper | |
| 2017 | Central bank policy rates: Are they cointegrated?.(2017) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2017 | Long Memory and Data Frequency in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Long Memory and Data Frequency in Financial Markets.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2021 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets.(2021) In: Journal of Economic Integration. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | paper | |
| 2017 | Is Market Fear Persistent? A Long-Memory Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2017 | Is Market Fear Persistent? A Long-Memory Analysis.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2018 | Is market fear persistent? A long-memory analysis.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2017 | Persistence in the Cryptocurrency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 87 |
| 2017 | Persistence in the Cryptocurrency Market.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | 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: 87 | article | |
| 2018 | Brexit and Uncertainty in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 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: 10 | paper | |
| 2018 | Brexit and Uncertainty in Financial Markets.(2018) In: IJFS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2018 | On the Persistence of UK Inflation: A Long-Range Dependence Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2018 | On the Persistence of UK Inflation: A Long-Range Dependence Approach.(2018) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2022 | On the persistence of UK inflation: A long?range dependence approach.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 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 | 1 |
| 2019 | Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2019 | High and low prices and the range in the European stock markets: a long-memory approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | High and low prices and the range in the European stock markets: A long-memory approach.(2020) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has 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 | 3 |
| 2020 | Persistence, non-linearities and structural breaks in European stock market indices.(2020) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 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 |
| 2021 | Cycles and Long-Range Behaviour in the European Stock Markets.(2021) In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2020 | Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Persistence in the Market Risk Premium: Evidence across Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Persistence in the market risk premium: evidence across countries.(2021) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2020 | US Sea Level Data: Time Trends and Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Economic Policy Uncertainty: Persistence and Cross-Country Linkages In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2021 | Economic policy uncertainty: Persistence and cross-country linkages.(2021) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2020 | Inflation in the G7 Countries: Persistence and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Inflation in the G7 countries: persistence and structural breaks.(2022) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2020 | Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Persistence and Long Memory in Monetary Policy Spreads In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Non-Linearities and Persistence in US Long-Run Interest Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Non-linearities and persistence in US long-run interest rates.(2022) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2021 | Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries.(2021) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2021 | The Relationship between Prices and Output in the UK and the US In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | The relationship between prices and output in the UK and the US.(2022) In: SN Business & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2021 | The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Persistence in ESG and Conventional Stock Market Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Persistence in ESG and conventional stock market indices.(2022) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2021 | The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2021 | The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Unemployment Persistence in Europe: Evidence from the 27 EU Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Persistence in the Passion Investment Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Modelling Profitability of Private Equity: A Fractional Integration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | CPI and inflation in Kenya. Structural breaks, non-linearities and dependenceOriginal Research Article In: International Economics. [Full Text][Citation analysis] | article | 0 |
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| 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 | 10 |
| 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: 10 | paper | |
| 2010 | Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | 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 |
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| 2013 | The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Long-Term Price Overreactions: Are Markets Inefficient? In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 8 |
| 2019 | Long-term price overreactions: are markets inefficient?.(2019) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2015 | The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 6 |
| 2016 | The weekend effect: an exploitable anomaly in the Ukrainian stock market?.(2016) In: Journal of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2010 | Long Memory and Volatility Dynamics in the US Dollar Exchange Rate In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Long Memory and Volatility Dynamics in the US Dollar Exchange Rate.(2012) In: Multinational Finance Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2011 | Long Memory and Volatility Dynamics in the US Dollar Exchange Rate.(2011) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Fractional Cointegration in US Term Spreads In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Fractional cointegration in US term spreads.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2002 | Testing the order of integration of the UK Unemployment In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 1 |
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| 2018 | Tourism in Iceland: Persistence and seasonality In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 2 |
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| 2008 | Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks.(2008) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
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| 2001 | A fractionally integrated model with a mean shift for the US and the UK real oil prices In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 2008 | Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2009 | Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
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| 2009 | Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change.(2009) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2012 | Comovements among U.S. state housing prices: Evidence from fractional cointegration In: Economic Modelling. [Full Text][Citation analysis] | article | 15 |
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| 2016 | Is inflation persistence different in reality? In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
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| 2015 | Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
| 2016 | Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
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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 | 34 |
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| 2017 | Crude oil price behaviour before and after military conflicts and geopolitical events In: Energy. [Full Text][Citation analysis] | article | 18 |
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| 2001 | Testing of seasonal fractional integration in UK and Japanese consumption and income.(2001) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
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| 2010 | REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION In: Journal of Economic Development. [Full Text][Citation analysis] | article | 3 |
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| 2013 | Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test In: Working Papers. [Citation analysis] | paper | 7 |
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| 2016 | Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers. [Citation analysis] | paper | 49 |
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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 | 1 |
| 2021 | Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data.(2021) In: Urban Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2020 | Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective In: Working Papers. [Citation analysis] | paper | 0 |
| 2020 | The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular Perspective In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2006 | UK Unemployment Dynamics: a Fractionally Cointegrated Approach In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 3 |
| 2003 | The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
| 2010 | A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA In: Conflict Management and Peace Science. [Full Text][Citation analysis] | article | 8 |
| 2009 | A note on the effectiveness of national anti-terrorist policies. Evidence from ETA.(2009) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2004 | Modelling Monthly Spanish Tourism: A Seasonal Fractionally Integrated Approach In: Tourism Economics. [Full Text][Citation analysis] | article | 3 |
| 2005 | The Nature of Seasonality in Spanish Tourism Time Series In: Tourism Economics. [Full Text][Citation analysis] | article | 4 |
| 2008 | Persistence in International Monthly Arrivals in the Canary Islands In: Tourism Economics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Fractional Integration and Structural Breaks: Evidence from International Monthly Arrivals in the USA In: Tourism Economics. [Full Text][Citation analysis] | article | 5 |
| 2010 | International Arrivals in the Canary Islands: Persistence, Long Memory, Seasonality and other Implicit Dynamics In: Tourism Economics. [Full Text][Citation analysis] | article | 6 |
| 2016 | Modeling the degree of persistence in Croatian tourism In: Tourism Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | UK overseas visitors: Seasonality and persistence In: Tourism Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Tourism persistence in Spain: National versus international visitors In: Tourism Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | The impact of COVID-19 on the Spanish tourism sector In: Tourism Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel In: Tourism Economics. [Full Text][Citation analysis] | article | 0 |
| 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 | 8 |
| 2016 | Currency Union in the East African Community: A Fractional Integration Approach In: Advances in African Economic, Social and Political Development. [Citation analysis] | chapter | 0 |
| 2022 | Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2019 | Temperatures across Europe: evidence of time trends In: Climatic Change. [Full Text][Citation analysis] | article | 0 |
| 2018 | On the invertibility of seasonally adjusted series In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | On the invertibility of seasonally adjusted series.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2003 | Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks In: Empirical Economics. [Full Text][Citation analysis] | article | 11 |
| 2004 | Fractional integration and business cycle features In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
| 2004 | Fractional Integration and Business Cycles Features.(2004) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2005 | Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate In: Empirical Economics. [Full Text][Citation analysis] | article | 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 | 3 |
| 2012 | Fractional integration and structural breaks in U.S. macro dynamics In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
| 2009 | Fractional Integration and Structural Breaks in U.S. Macro Dynamics.(2009) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has 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 |
| 2022 | True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends In: European Journal of Population. [Full Text][Citation analysis] | article | 3 |
| 2003 | Long memory and structural breaks in hyperinflation countries In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2009 | Multiple shifts and fractional integration in the US and UK unemployment rates In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | The fisher relationship in Nigeria In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 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 |
| 2021 | Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach In: Journal of Innovation and Entrepreneurship. [Full Text][Citation analysis] | article | 2 |
| 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 |
| 2020 | Unemployment and Fertility: A Long Run Relationship In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 1 |
| 2021 | Fractional persistence in income poverty in Africa In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 0 |
| 2022 | Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 0 |
| 2006 | Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 13 |
| 2003 | Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2003 | Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2003 | Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | Empirical evidence on real convergence in some OECD countries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2003 | Unemployment and real oil prices in Australia: a fractionally cointegrated approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 2004 | The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2006 | Long memory at the long-run and the seasonal monthly frequencies in the US money stock In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2008 | Real GDP growth rates across countries: long memory and mean shifts In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | Stock market returns and terrorist violence: evidence from the Basque Country In: Applied Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2010 | Multiple cyclical fractional structures in financial time series In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | Modelling African inflation rates: nonlinear deterministic terms and long-range dependence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2015 | A time-series analysis of US entrepreneurship: evidence from fractional integration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2016 | Fractional integration and cointegration in merger and acquisitions in the US petroleum industry In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2017 | Fractional integration and nonlinear deterministic trends in the analysis of time series data In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2017 | Unemployment rate cycles in Europe In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2018 | Application of local projections in the monetary policy in Brazil In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Measuring the degree of persistence in the U.S. economic policy uncertainty index In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2001 | Measuring unemployment persistence in terms of I(d) statistical models In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2001 | Seasonal long memory in the US monthly monetary aggregate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2002 | Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2002 | Unemployment and input prices: a fractional cointegration approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 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 | 5 |
| 2007 | Testing for stock market bubbles using nonlinear models and fractional integration In: Applied Financial Economics. [Full Text][Citation analysis] | article | 13 |
| 2010 | Testing persistence in the context of conditional heteroscedasticity errors In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Real convergence in Latin America: a fractionally integrated approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2001 | The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models In: Applied Economics. [Full Text][Citation analysis] | article | 11 |
| 2003 | Strong dependence in the real interest rates In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Semiparametric estimation of the fractional differencing parameter in the UK industrial production index In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 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 | 2 |
| 2005 | Fractional integration in total factor productivity: evidence from US data In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
| 2010 | International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Real convergence: empirical evidence for Latin America In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2014 | Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Long memory and fractional integration in the housing price series of London and Paris In: Applied Economics. [Full Text][Citation analysis] | article | 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 | 6 |
| 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 | 1 |
| 2020 | Exchange rate dynamics in South Africa In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | UK tourism arrivals and departures: seasonality, persistence and time trends In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Testing Okun’s law. Theoretical and empirical considerations using fractional integration In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2021 | Mean reversion in monetary aggregates in Chile In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2023 | US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | ETA: A PERSISTENT PHENOMENON In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 6 |
| 2007 | ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE? In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 5 |
| 2009 | BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 6 |
| 2016 | Growth recovery after civil conflict: a fractional integration approach In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Carlos Pestana Barros In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Stochastic volatility in the Spanish stock market: a long memory model with a structural break In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Mean reversion of short-run interest rates: empirical evidence from new EU countries In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2009 | A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break In: International Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | Modelling the Persistence of Unemployment in Canada In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2003 | A fractional integration analysis of the population in some OECD countries In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 10 |
| 2003 | Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 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 | 3 |
| 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 | 3 |
| 2002 | Do Spanish Stock Market Prices Follow a Random Walk? In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Oil shocks on unemployment in Central and Eastern Europe In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2002 | Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Serial and cross-correlation in the Spanish Stock Market returns In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Persistence in the short and long term tourist arrivals to Australia In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A framework for Open Innovation practices: Typology and characterisation In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Stock Market Cycles and Stock Market Development in Spain In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2003 | The explaining role of the Earning-Price Ratio in the Spanish Stock Market In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Retail sales. Persistence in the short term and long term dynamics In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Exploring Survey-Based Inflation Forecasts In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2012 | Exploring Survey?Based Inflation Forecasts.(2012) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 12 | 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 | 1 |
| 2009 | Persistence on airline accidents In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Time trend estimation with breaks in temperature time series In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Warming break trends and fractional integration in the northern, southern and global temperature anomaly series In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Oil Prices: Persistence and Breaks In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | New Revelations about Unemployment Persistence in Spain In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Fractional integration and data frequency In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The Nature of the Relationship between International Tourism and International Trade: The Case of Ge In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 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 | 8 |
| 2007 | The stochastic unit root model and fractional integration: An extension to the seasonal case In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2016 | Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 4 |
| 2013 | THE PURCHASING POWER PARITY HYPOTHESIS IN THE US–CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY In: International Journal of Finance & Economics. [Citation analysis] | article | 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 | 7 |
| 2021 | Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Mapping US presidential terms with S&P500 index: Time series analysis approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2021 | What do productivity indices tell us? A case study of U.S. industries In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Persistence in some energy futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 15 |
| 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 |
| 2020 | ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2007 | Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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