16
H index
26
i10 index
1177
Citations
Luis Alberiko Gil-Alana : Citation Profile
Universidad de Navarra (50% share) | RESEARCH PRODUCTION: 294 Articles 218 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1997 - 2018). Relations with other researchers
Main data
Where Luis Alberiko Gil-Alana has published?
Recent works citing Luis Alberiko Gil-Alana (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Mitigating capital flight through military expenditure: insight from 37 African countries. (2017). Asongu, Simplice ; Amankwah-Amoah, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/029. Full description at Econpapers || Download paper | |
| 2017 | Globalization and Terror in Africa. (2017). Biekpe, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/053. Full description at Econpapers || Download paper | |
| 2017 | Long-memory, self-similarity and scaling of the long-term government bond yields: Evidence from Turkey and the USA. (2017). Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:71-82. Full description at Econpapers || Download paper | |
| 2017 | Do Sunspots Matter for Cycles in Agricultural Lending: a VEC Approach to Russian Wheat Market. (2017). Burakov, D. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:262446. Full description at Econpapers || Download paper | |
| 2018 | The effects of business cycle indicators on stock market indices of food industry in Iran. (2018). Mohammadi, H ; Shabanian, F ; Shahnoushi, N ; Abolhasani, L. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277425. Full description at Econpapers || Download paper | |
| 2017 | Long memory features and relationship stability of Asia-Pacific currencies against USD. (2017). Sankarkumar, Amirdha Vasani ; Sigo, Marxia Oli ; Maniam, Balasundram ; Selvam, Murugesan. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264628. Full description at Econpapers || Download paper | |
| 2017 | “Regional tourism demand forecasting with machine learning models: Gaussian process regression vs. neural network models in a multiple-input multiple-output setting”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201701. Full description at Econpapers || Download paper | |
| 2017 | Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.07977. Full description at Econpapers || Download paper | |
| 2017 | Optimal Purchasing Policy For Mean-Reverting Items in a Finite Horizon. (2017). Dourban, Alon ; Yedidsion, Liron . In: Papers. RePEc:arx:papers:1711.03188. Full description at Econpapers || Download paper | |
| 2018 | Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396. Full description at Econpapers || Download paper | |
| 2018 | BETWEEN CASH, DEPOSIT AND BITCOIN: WOULD WE LIKE A CENTRAL BANK DIGITAL CURRENCY? MONEY DEMAND AND EXPERIMENTAL ECONOMICS. (2018). masciandaro, donato ; Cillo, Alessandra ; Caselli, Stefano ; Borgonovo, Emanuele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1875. Full description at Econpapers || Download paper | |
| 2017 | Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data. (2017). Awad, Ibrahim M ; Al-Ewesat, Abdel-Rahman . In: Review of Economics & Finance. RePEc:bap:journl:170307. Full description at Econpapers || Download paper | |
| 2018 | The Duration in the Market of New Housing in Mexico. (2018). Carolina, Rodriguez-Zamora ; Alejandro, Morales Ramirez. In: Working Papers. RePEc:bdm:wpaper:2018-08. Full description at Econpapers || Download paper | |
| 2017 | Risk factors in Australian bond returns. (2017). Roca, Eduardo ; Drew, Michael ; Whittaker, Timothy ; Bianchi, Robert J. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:373-400. Full description at Econpapers || Download paper | |
| 2017 | THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS. (2017). Suardi, Sandy ; Chua, Chew ; Nguyen, Thanh Dat. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:201-215. Full description at Econpapers || Download paper | |
| 2017 | Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures. (2017). Perron, Pierre ; Estrada, Francisco ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:711-732. Full description at Econpapers || Download paper | |
| 2017 | House price to income ratio and fundamentals: Evidence on long-horizon forecastability. (2017). Chen, Nan-Kuang ; Cheng, Han-Liang . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:293-311. Full description at Econpapers || Download paper | |
| 2017 | Structural Break, Nonlinearity and the Hysteresis hypothesis: Evidence from new unit root tests.. (2017). Oflaz, Zarina. In: Econometrics Letters. RePEc:bmo:bmoart:v:4:y:2017:i:2:p:1-16. Full description at Econpapers || Download paper | |
| 2017 | Extracting and analyzing the warming trend in global and hemispheric temperatures. (2017). Perron, Pierre ; Estrada, Francisco. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2017-008. Full description at Econpapers || Download paper | |
| 2017 | The Day of the Week Effect in the Crypto Currency Market. (2017). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6716. Full description at Econpapers || Download paper | |
| 2018 | Price Overreactions in the Cryptocurrency Market. (2018). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6861. Full description at Econpapers || Download paper | |
| 2018 | On the Frequency of Price Overreactions. (2018). Caporale, Guglielmo Maria ; Plastun, Alex. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7011. Full description at Econpapers || Download paper | |
| 2018 | Persistence in the Russian Stock Market Volatility Indices. (2018). Maria, Caporale Guglielmo ; Tripathy, Trilochan ; Gil-Alana, Luis A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7243. Full description at Econpapers || Download paper | |
| 2018 | External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks. (2018). Delbianco, Fernando ; Fioriti, Andres. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:016022. Full description at Econpapers || Download paper | |
| 2017 | The role of the education systems and the labour market institutions in enhancing youth employment: a cross-country analysis. (2017). Destefanis, Sergio ; Caroleo, Floro ; Floro Ernesto Caroleo , ; Ciociano, Elvira . In: Discussion Papers. RePEc:crj:dpaper:1_2017. Full description at Econpapers || Download paper | |
| 2017 | Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence. (2017). RodrÃguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; RodrÃÂguez Caballero, Carlos ; Rodriguez, Carlos Vladimir ; Ergemen, Yunus Emre . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24614. Full description at Econpapers || Download paper | |
| 2018 | You are what you eat: The role of oil price in Nigeria inflation forecast. (2018). tule, moses ; Salisu, Afees ; Chimeke, Charles. In: Working Papers. RePEc:cui:wpaper:0040. Full description at Econpapers || Download paper | |
| 2018 | US shale oil and the behaviour of commodity prices. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0047. Full description at Econpapers || Download paper | |
| 2017 | The Day of the Week Effect in the Crypto Currency Market. (2017). Plastun, Alex ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1694. Full description at Econpapers || Download paper | |
| 2018 | Price Overreactions in the Cryptocurrency Market. (2018). Plastun, Alex ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1718. Full description at Econpapers || Download paper | |
| 2017 | Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach. (2017). Dahiru, Bala A ; Nwonyuku, Kalu N ; Jim, Pam W. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00029. Full description at Econpapers || Download paper | |
| 2017 | Short- and long-run causality across the implied volatility of crude oil and agricultural commodities. (2017). Roubaud, David ; Bouri, Elie ; Lien, Donald ; Kachacha, Imad . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00098. Full description at Econpapers || Download paper | |
| 2017 | Does Labor Market Hysteresis Hold in Low Income Countries?. (2017). Bekun, Festus ; Akadiri, Seyi ; Olanipekun, Ifedolapo Olabisi ; Olawumi, Osundina . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-04. Full description at Econpapers || Download paper | |
| 2017 | Simultaneous Equations Modeling for Terrorism, Poverty, and Economic Growth: Evidence from Pakistan. (2017). Shaheen, Kanwal ; Kousar, Rizwana ; Bibi, Nadia ; Akhter, Iram ; Naz, Asma ; Ul, Qurat ; Mushtaq, Hifza ; Zaman, Khalid. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-28. Full description at Econpapers || Download paper | |
| 2017 | Oil Price and Employment Nexus in Saudi Arabia. (2017). Yousef, Tarek Tawfik ; Ahmad, Nawaz ; Sultan, Zafar Ahmad ; Mahmood, Haider. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-33. Full description at Econpapers || Download paper | |
| 2017 | Oil Revenue, Public Spending, Gross Domestic Product and Employment in Saudi Arabia. (2017). Yousef, Tarek Tawfik ; Mahmood, Haider ; Sultan, Zafar Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-4. Full description at Econpapers || Download paper | |
| 2017 | The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment. (2017). Zhang, Yuejun ; Ding, Zhihua ; Long, Ruyin ; Liu, Zhenhua . In: Applied Energy. RePEc:eee:appene:v:187:y:2017:i:c:p:27-36. Full description at Econpapers || Download paper | |
| 2017 | Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:391-401. Full description at Econpapers || Download paper | |
| 2017 | Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81. Full description at Econpapers || Download paper | |
| 2018 | On the dynamics of sovereign debt in China: Sustainability and structural change. (2018). Regis, Paulo ; Cuestas, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:356-359. Full description at Econpapers || Download paper | |
| 2017 | Testing the Marshall-Lerner condition between the U.S. and other G7 member countries. (2017). Dong, Fang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:30-40. Full description at Econpapers || Download paper | |
| 2017 | Rationality and seasonality: Evidence from inflation forecasts. (2017). Goldstein, Nathan ; Zilberfarb, Ben-Zion . In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:86-90. Full description at Econpapers || Download paper | |
| 2018 | Adaptive market hypothesis and evolving predictability of bitcoin. (2018). Khuntia, Sashikanta ; Pattanayak, J K. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:26-28. Full description at Econpapers || Download paper | |
| 2017 | Estimation of fractionally integrated panels with fixed effects and cross-section dependence. (2017). Velasco, Carlos ; Ergemen, Yunus Emre . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:248-258. Full description at Econpapers || Download paper | |
| 2017 | A strategy for optimal bandwidth selection in Local Whittle estimation. (2017). Arteche, Josu ; Orbe, Jesus. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:3-17. Full description at Econpapers || Download paper | |
| 2018 | House price convergence in euro zone and non-euro zone countries. (2018). I-Chun Tsai, . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:269-281. Full description at Econpapers || Download paper | |
| 2017 | Oil prices and stock markets: Does the effect of uncertainty change over time?. (2017). Park, Sung Y. ; Joo, Young C. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:42-51. Full description at Econpapers || Download paper | |
| 2017 | Conditional convergence in Australias energy consumption at the sector level. (2017). Smyth, Russell ; Mishra, Vinod. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:396-403. Full description at Econpapers || Download paper | |
| 2017 | Exploring the price dynamics of CO2 emissions allowances in Chinas emissions trading scheme pilots. (2017). Chang, Kai ; Pei, Ping ; Zhang, Chao ; Wu, Xin. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:213-223. Full description at Econpapers || Download paper | |
| 2017 | Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267. Full description at Econpapers || Download paper | |
| 2017 | The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective. (2017). Ji, Qiang ; Geng, Jiang-Bo ; Fan, Ying. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:98-110. Full description at Econpapers || Download paper | |
| 2018 | Date stamping historical periods of oil price explosivity: 1876–2014. (2018). GUPTA, RANGAN ; Katzke, Nico ; Caspi, Itamar . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:582-587. Full description at Econpapers || Download paper | |
| 2018 | Oil returns and volatility: The role of mergers and acquisitions. (2018). GUPTA, RANGAN ; Demirer, Riza ; Tiwari, Aviral Kumar ; Bos, Martijn. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69. Full description at Econpapers || Download paper | |
| 2017 | Testing for convergence in electricity consumption across Croatian regions at the consumers sectoral level. (2017). Borozan, Djula. In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:145-153. Full description at Econpapers || Download paper | |
| 2017 | Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:617-629. Full description at Econpapers || Download paper | |
| 2018 | Re-evaluating the energy consumption-economic growth nexus for the United States: An asymmetric threshold cointegration analysis. (2018). Tzeremes, Nickolaos ; Kourtzidis, Stavros. In: Energy. RePEc:eee:energy:v:148:y:2018:i:c:p:537-545. Full description at Econpapers || Download paper | |
| 2018 | Time-varying effects of oil supply and demand shocks on Chinas macro-economy. (2018). Lin, Boqiang ; Gong, XU. In: Energy. RePEc:eee:energy:v:149:y:2018:i:c:p:424-437. Full description at Econpapers || Download paper | |
| 2018 | The contagious effects on economic development after resuming construction policy for nuclear power plants in Coastal China. (2018). Hsiao, Cody Yu-Ling ; Chen, Hsing Hung. In: Energy. RePEc:eee:energy:v:152:y:2018:i:c:p:291-302. Full description at Econpapers || Download paper | |
| 2018 | Impacts of supply and demand factors on declining oil prices. (2018). Kim, Myung Suk . In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:1059-1065. Full description at Econpapers || Download paper | |
| 2018 | Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473. Full description at Econpapers || Download paper | |
| 2018 | A randomized-algorithm-based decomposition-ensemble learning methodology for energy price forecasting. (2018). Tang, Ling ; Yu, Lean ; Wu, Yao . In: Energy. RePEc:eee:energy:v:157:y:2018:i:c:p:526-538. Full description at Econpapers || Download paper | |
| 2017 | The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308. Full description at Econpapers || Download paper | |
| 2018 | What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156. Full description at Econpapers || Download paper | |
| 2018 | The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7. Full description at Econpapers || Download paper | |
| 2018 | Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data. (2018). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:260-270. Full description at Econpapers || Download paper | |
| 2017 | On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Roubaud, David ; Molnár, Peter ; Bouri, Elie ; Azzi, Georges ; Hagfors, Lars Ivar ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198. Full description at Econpapers || Download paper | |
| 2017 | Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index. (2017). Luo, Xingguo ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:29-34. Full description at Econpapers || Download paper | |
| 2017 | Oil price shocks and stock returns of oil and gas corporations. (2017). Pérez de Gracia, Fernando ; Diaz, Elena Maria . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:75-80. Full description at Econpapers || Download paper | |
| 2017 | Geopolitical risks and the oil-stock nexus over 1899–2016. (2017). Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:165-173. Full description at Econpapers || Download paper | |
| 2017 | Small Italian wine producers’ internationalization: The role of network relationships in the emergence of late starters. (2017). Vissak, Tiia ; Musso, Fabio ; Francioni, Barbara. In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:1:p:12-22. Full description at Econpapers || Download paper | |
| 2017 | The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51. Full description at Econpapers || Download paper | |
| 2017 | Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:833-847. Full description at Econpapers || Download paper | |
| 2018 | What do professional forecasters actually predict?. (2018). van der Wel, Michel ; Paap, Richard ; Nibbering, Didier . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:288-311. Full description at Econpapers || Download paper | |
| 2017 | Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62. Full description at Econpapers || Download paper | |
| 2017 | The advantages of using excess returns to model the term structure. (2017). Golinski, Adam ; Spencer, Peter ; Goliski, Adam . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:163-181. Full description at Econpapers || Download paper | |
| 2017 | House prices and capital inflows in Spain during the boom: Evidence from a cointegrated VAR and a structural Bayesian VAR. (2017). Cuestas, Juan. In: Journal of Housing Economics. RePEc:eee:jhouse:v:37:y:2017:i:c:p:22-28. Full description at Econpapers || Download paper | |
| 2017 | Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:344-359. Full description at Econpapers || Download paper | |
| 2017 | Economic evaluation of asymmetric and price range information in gold and general financial markets. (2017). Wu, Chih-Chiang ; Chiu, Junmao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:53-68. Full description at Econpapers || Download paper | |
| 2017 | Sovereign tail risk. (2017). Moreno, Antonio ; Lopez-Espinosa, German ; Valderrama, Laura ; Rubia, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:174-188. Full description at Econpapers || Download paper | |
| 2018 | Monetary policy shocks, inflation persistence, and long memory. (2018). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:117-127. Full description at Econpapers || Download paper | |
| 2018 | Boom-and-bust cycles in emerging markets: How important is the exchange rate?. (2018). Siklos, Pierre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:172-187. Full description at Econpapers || Download paper | |
| 2017 | Has global warming modified the relationship between sunspot numbers and global temperatures?. (2017). Krištoufek, Ladislav ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:351-358. Full description at Econpapers || Download paper | |
| 2017 | The Sun–Earth connect 2: Modelling patterns of a fractal Sun in time and space using the fine structure constant. (2017). Robert, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:508-531. Full description at Econpapers || Download paper | |
| 2017 | Do trend extraction approaches affect causality detection in climate change studies?. (2017). Mukherjee, Zinnia ; GUPTA, RANGAN ; Huang, XU ; Hassani, Hossein ; Ghodsi, Mansi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:604-624. Full description at Econpapers || Download paper | |
| 2017 | Long-range dependence in returns and volatility of global gold market amid financial crises. (2017). Omane-Adjepong, Maurice ; Boako, Gideon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:188-202. Full description at Econpapers || Download paper | |
| 2018 | Detrended fluctuation analysis based on higher-order moments of financial time series. (2018). Teng, Yue ; Shang, Pengjian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:311-322. Full description at Econpapers || Download paper | |
| 2018 | Generalized AIC method based on higher-order moments and entropy of financial time series. (2018). Xu, Shiyun ; Shang, Pengjian ; Qiao, Wenxuan ; Shao, Menglin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:1127-1138. Full description at Econpapers || Download paper | |
| 2018 | Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data. (2018). GUPTA, RANGAN ; Charfeddine, Lanouar ; Aye, Goodness C ; ben Khediri, Karim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:632-647. Full description at Econpapers || Download paper | |
| 2018 | Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns. (2018). Fang, Sheng ; Qu, Ling ; Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:551-566. Full description at Econpapers || Download paper | |
| 2018 | Oil prices and unemployment in the UK before and after the crisis: A Bayesian VAR approach. A note. (2018). Cuestas, Juan Carlos ; Ordoez, Javier . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:200-207. Full description at Econpapers || Download paper | |
| 2018 | Market efficiency of Baltic stock markets: A fractional integration approach. (2018). GUPTA, RANGAN ; Yaya, Olaoluwa S ; Shittu, Olanrewaju I ; Gil-Alana, Luis A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:511:y:2018:i:c:p:251-262. Full description at Econpapers || Download paper | |
| 2017 | Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704. Full description at Econpapers || Download paper | |
| 2018 | Factors impacting diverging paths of renewable energy: A review. (2018). Can, Erife Elif ; Anctil, Annick ; Sharp, Julia L. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p2:p:2335-2342. Full description at Econpapers || Download paper | |
| 2018 | A risk-hedging tool for hydro power plants. (2018). Fernandes, Glaucia ; Teixeira, Luiz Eduardo ; Gomes, Leonardo Lima . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:90:y:2018:i:c:p:370-378. Full description at Econpapers || Download paper | |
| 2018 | U.S. state-level carbon dioxide emissions: Does it affect health care expenditure?. (2018). Mukherjee, Zinnia ; GUPTA, RANGAN ; Apergis, Nicholas ; Marco, Chi Keung. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:91:y:2018:i:c:p:521-530. Full description at Econpapers || Download paper | |
| 2017 | Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354. Full description at Econpapers || Download paper | |
| 2017 | Long memory or structural breaks: Some evidence for African stock markets. (2017). Ngene, Geoffrey ; Darrat, Ali F ; Tah, Kenneth A. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:61-73. Full description at Econpapers || Download paper | |
| 2017 | Assessing financial and housing wealth effects through the lens of a nonlinear framework. (2017). Sousa, Ricardo ; JAWADI, Fredj ; Soparnot, Richard. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:840-850. Full description at Econpapers || Download paper | |
| 2017 | How Germany benefits the most from its Eurozone membership. (2017). Juneja, Januj. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1074-1088. Full description at Econpapers || Download paper | |
| 2017 | On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt. (2017). Ahmed, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:61-74. Full description at Econpapers || Download paper | |
| 2018 | Modelling long memory in volatility in sub-Saharan African equity markets. (2018). Kuttu, Saint. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:176-185. 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 |
|---|---|---|---|
| 2014 | Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour In: African Development Review. [Citation analysis] | article | 0 |
| 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: 0 | 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: 0 | paper | |
| 2013 | Inflation Forecasting in Angola: A Fractional Approach In: African Development Review. [Citation analysis] | article | 1 |
| 2013 | Inflation Forecasting in Angola: A Fractional Approach.(2013) In: African Development Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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: 1 | paper | |
| 2001 | Estimation of Fractionally ARIMA Models for the UK Unemployment In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Testing Seasonality in the Context of Fractionally Integrated Processes In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Inflation convergence in Central and Eastern Europe with a view to adopting the euro In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | paper | |
| 2013 | A non-linear approach with long range dependence based on Chebyshev polynomials In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | 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: 1 | paper | |
| 2007 | International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications In: 105th Seminar, March 8-10, 2007, Bologna, Italy. [Full Text][Citation analysis] | paper | 0 |
| 2006 | The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine In: 98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece. [Full Text][Citation analysis] | paper | 5 |
| 2006 | The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine.(2006) In: 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2007 | The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2009 | The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine.(2009) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2004 | Non-Linearities and Fractional Integration in the US Unemployment Rate In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The Housing Markets in Spain and Portugal: Evidence of Persistence In: Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India In: Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies In: African Development Review. [Full Text][Citation analysis] | article | 0 |
| 2012 | Persistence, Long Memory, and Unit Roots in Commodity Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Full Text][Citation analysis] | article | 0 |
| 2008 | Trade Balance and Exchange Rate: Unit Roots, Co-integration and Long Memory in the US and the UK In: Economic Notes. [Full Text][Citation analysis] | article | 2 |
| 2004 | Testing for Seasonal Fractional Roots in German Real Output In: German Economic Review. [Full Text][Citation analysis] | article | 1 |
| 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 | 39 |
| 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: 39 | paper | |
| 2013 | Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 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: 2 | 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: 2 | paper | |
| 2005 | FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS In: Manchester School. [Full Text][Citation analysis] | article | 8 |
| 2003 | Fractional Integration and the Dynamics of UK Unemployment In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
| 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: 5 | paper | |
| 2003 | Testing of Fractional Cointegration in Macroeconomic Time Series In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 14 |
| 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: 14 | paper | |
| 2007 | Nonlinearities and Fractional Integration in the US Unemployment Rate In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 25 |
| 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: 25 | 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: 25 | paper | |
| 2006 | Mean Reversion of Short-run Interest Rates in Emerging Countries In: Review of International Economics. [Full Text][Citation analysis] | article | 7 |
| 2011 | Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement In: Review of International Economics. [Citation analysis] | article | 2 |
| 2015 | The Sustainability of European External Debt: What have We Learned? In: Review of International Economics. [Full Text][Citation analysis] | article | 1 |
| 2010 | INFLATION IN SOUTH AFRICA: A TIME‐SERIES VIEW ACROSS SECTORS USING LONG‐RANGE DEPENDENCE In: South African Journal of Economics. [Citation analysis] | article | 0 |
| 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: 0 | paper | |
| 2011 | IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH In: South African Journal of Economics. [Citation analysis] | article | 17 |
| 2015 | Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2012 | Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Testing the Marshall-Lerner condition in Kenya.(2012) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2015 | Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates In: South African Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 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 | 1 |
| 2016 | Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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: 2 | article | |
| 2003 | Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study In: Global Economy Journal. [Full Text][Citation analysis] | article | 1 |
| 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 | 0 |
| 2007 | Real convergence in some emerging countries: a fractionally integrated approach In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 0 |
| 2007 | Real convergence in some emerging countries : a fractionally integrated approach.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | AK growth models: new evidence based on fractional integration and breaking trends In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 1 |
| 2009 | AK growth models: new evidence based on fractional integration and breaking trends.(2009) In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | New evidence on long-run monetary neutrality In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2016 | Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 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: 1 | 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: 1 | paper | |
| 2006 | Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2007 | A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Long Run and Cyclical Dynamics in the US Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 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: 4 | 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: 4 | 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: 4 | 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 | 6 |
| 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: 6 | paper | |
| 2009 | Long Memory in US Real Output per Capita In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | 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: 6 | article | |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | 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: 0 | 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: 0 | 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 | 0 |
| 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: 0 | 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: 0 | article | |
| 2012 | Fractional Integration and Cointegration in US Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate In: 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 | |
| 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 | 0 |
| 2012 | Persistence and Cycles in the US Federal Funds Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | 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: 0 | 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 | 7 |
| 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: 7 | 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: 7 | article | |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | article | |
| 2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | article | |
| 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: 1 | article | |
| 2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 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: 4 | paper | |
| 2014 | Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 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: 3 | paper | |
| 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 | 4 |
| 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: 4 | 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: 4 | paper | |
| 2015 | Linkages between the US and European Stock Markets: A Fractional Cointegration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | article | |
| 2015 | The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | article | |
| 2017 | Central Bank Policy Rates: Are they Cointegrated? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Central bank policy rates: Are they cointegrated?.(2017) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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: 0 | paper | |
| 2017 | Central bank policy rates: Are they cointegrated?.(2017) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Long Memory and Data Frequency in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Long Memory and Data Frequency in Financial Markets.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Is Market Fear Persistent? A Long-Memory Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | paper | |
| 2017 | Trends and Cycles in Macro Series: The Case of US Real GDP In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Persistence in the Cryptocurrency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Persistence in the Cryptocurrency Market.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Brexit and Uncertainty in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | paper | |
| 2018 | Brexit and Uncertainty in Financial Markets.(2018) In: International Journal of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | On the Persistence of UK Inflation: A Long-Range Dependence Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | On the Persistence of UK Inflation: A Long-Range Dependence Approach.(2018) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Persistence in the Russian Stock Market Volatility Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | CPI and inflation in Kenya. Structural breaks, non-linearities and dependenceOriginal Research Article In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 9 |
| 2006 | Technology Shocks and Hours Worked: A Fractional Integration Perspective.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2010 | Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Estimating persistence in the volatility of asset returns with signal plus noise models.(2012) In: International Journal of Finance & Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2010 | Long Memory and Fractional Integration in High Frequency Financial Time Series In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 1 |
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| 2015 | Long-Term Price Overreactions: Are Markets Inefficient? In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
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| 2010 | Long Memory and Volatility Dynamics in the US Dollar Exchange Rate In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 2 |
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| 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: 2 | paper | |
| 2010 | Fractional Cointegration in US Term Spreads In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
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| 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 | The asymmetric behaviour of spanish unemployment persistence In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2014 | On the changes in the sustainability of European external debt: what have we learned In: Bank of Estonia Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Tourism in Iceland: Persistence and seasonality In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 0 |
| 2004 | Real convergence in Taiwan: a fractionally integrated approach In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 0 |
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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 | 9 |
| 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 | 2 |
| 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 | 4 |
| 2009 | Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 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: 4 | paper | |
| 2012 | Comovements among U.S. state housing prices: Evidence from fractional cointegration In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2014 | The persistence and asymmetric volatility in the Nigerian stock bull and bear markets In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2014 | The housing market in Beijing and delays in sales: A fractional polynomial survival model In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2009 | Unemployment and entrepreneurship: A cyclical relation? In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2011 | Inflation in South Africa. A long memory approach In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2014 | Government debt dynamics and the global financial crisis: Has anything changed in the EA12? In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2016 | Is inflation persistence different in reality? In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2016 | Is Inflation Persistence Different in Reality?.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2000 | Mean reversion in the real exchange rates In: Economics Letters. [Full Text][Citation analysis] | article | 26 |
| 2002 | Seasonal long memory in the aggregate output In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2002 | Structural breaks and fractional integration in the US output and unemployment rate In: Economics Letters. [Full Text][Citation analysis] | article | 33 |
| 2002 | A mean shift break in the US interest rate In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2002 | Empirical evidence of the spot and the forward exchange rates in Canada In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2003 | A fractional multivariate long memory model for the US and the Canadian real output In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 1997 | Testing of unit root and other nonstationary hypotheses in macroeconomic time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 86 |
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| 2013 | U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior In: Energy Economics. [Full Text][Citation analysis] | article | 9 |
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| 2013 | Persistence and Cycles in Historical Oil Prices Data.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
| 2014 | The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration.(2014) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 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 | 1 |
| 2016 | Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
| 2010 | Does energy consumption by the US electric power sector exhibit long memory behavior? In: Energy Policy. [Full Text][Citation analysis] | article | 26 |
| 2010 | Does energy consumption by the US electric power secto exhibit long memory behaviour?.(2010) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2011 | An analysis of oil production by OPEC countries: Persistence, breaks, and outliers In: Energy Policy. [Full Text][Citation analysis] | article | 25 |
| 2011 | An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers.(2011) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2012 | Evidence of long memory behavior in U.S. renewable energy consumption In: Energy Policy. [Full Text][Citation analysis] | article | 23 |
| 2016 | Time series analysis of persistence in crude oil price volatility across bull and bear regimes In: Energy. [Full Text][Citation analysis] | article | 7 |
| 2015 | Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2017 | Crude oil price behaviour before and after military conflicts and geopolitical events In: Energy. [Full Text][Citation analysis] | article | 2 |
| 2017 | Shocks affecting electricity prices in Kenya, a fractional integration study In: Energy. [Full Text][Citation analysis] | article | 1 |
| 2017 | U.S. shale oil production and WTI prices behaviour In: Energy. [Full Text][Citation analysis] | article | 2 |
| 2004 | Long memory in the U.S. interest rate In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2008 | A simple non-linear model with fractional integration for financial time series data In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2007 | Serial correlation in the Spanish Stock Market In: Global Finance Journal. [Full Text][Citation analysis] | article | 9 |
| 2017 | CPI and inflation in Kenya. Structural breaks, non-linearities and dependence In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 42 |
| 2012 | Uncovering the US term premium: An alternative route In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2007 | Uncovering the U.S. Term Premium: An Alternative Route.(2007) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2011 | A further investigation of unemployment persistence in European transition economies In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 19 |
| 2004 | Is the US fiscal deficit sustainable?: A fractionally integrated approach In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 27 |
| 2014 | On the persistence and volatility in European, American and Asian stocks bull and bear markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
| 2015 | Trends and cycles in historical gold and silver prices In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
| 2015 | Trends and Cycles in Historical Gold and Silver Prices.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2006 | Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 1 |
| 2004 | Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 1 |
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| 2006 | The timing of ETA terrorist attacks In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 7 |
| 2008 | Terrorism against American citizens in Africa: Related to poverty In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 15 |
| 2009 | Introduction to the special issue on: Understanding, quantifying and modelling the terrorist threat In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
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| 2015 | Persistence of precious metal prices: A fractional integration approach with structural breaks In: Resources Policy. [Full Text][Citation analysis] | article | 9 |
| 2015 | Persistence of precious metal prices: a fractional integration approach with structural breaks.(2015) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2014 | Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2017 | Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
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| 2012 | Testing for persistent deviations of stock prices to dividends in the Nasdaq index In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2013 | Salient features of dependence in daily US stock market indices In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2014 | Global temperatures and sunspot numbers. Are they related? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
| 2018 | Market efficiency of Baltic stock markets: A fractional integration approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2016 | Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | Fractional integration and mean reversion in stock prices In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2004 | Modelling the U.S. interest rate in terms of I(d) statistical models In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
| 2016 | Modeling persistence of carbon emission allowance prices In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 3 |
| 2015 | Modeling Persistence of Carbon Emission Allowance Prices.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
| 2016 | The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2004 | Fractional cointegration and tests of present value models In: Review of Financial Economics. [Full Text][Citation analysis] | article | 29 |
| 2004 | Fractional cointegration and real exchange rates In: Review of Financial Economics. [Full Text][Citation analysis] | article | 5 |
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| 2010 | Mean reversion in stock market prices: New evidence based on bull and bear markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2018 | Persistence in the cryptocurrency market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2000 | Testing of seasonal fractional integration in UK and Japanese consumption and income In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 30 |
| 1998 | Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income..(1998) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2001 | Testing of seasonal fractional integration in UK and Japanese consumption and income.(2001) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
| 2011 | Terrorism: The Case of ETA In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
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| 2007 | Investigating the seasonal structure in the German economy using fractional integration with structural breaks In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2004 | Estimation of the order of integration in the UK and the us interest rates using fractionally integrated semiparametric techniques In: European Research Studies Journal. [Full Text][Citation analysis] | article | 2 |
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| 1998 | Nelson and Plosser Revisited: Evidence from Fractional Arima Models. In: Economics Working Papers. [Citation analysis] | paper | 0 |
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| 2009 | The Deaton paradox in a long memory context with structural breaks.(2009) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | HOUSING SALES IN URBAN BEIJING In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Housing sales in urban Beijing.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2011 | Housing Sales in Urban Beijing.(2011) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Seasonal Monthly Fractional Integration in the UK Unemployment In: The IUP Journal of Applied Economics. [Citation analysis] | article | 0 |
| 2005 | An I(d) Statistical Model for the Canadian Real Output In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 0 |
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| 2015 | The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 In: African Journal of Economic and Sustainable Development. [Full Text][Citation analysis] | article | 2 |
| 2017 | The weekend effect: a fractional integration and trading robot analysis In: International Journal of Bonds and Derivatives. [Full Text][Citation analysis] | article | 1 |
| 2015 | The effect of intellectual capital on firms financial performance: an empirical investigation in India In: International Journal of Learning and Intellectual Capital. [Full Text][Citation analysis] | article | 1 |
| 2004 | Modelling the Japanese Exchange Rate in Terms of I(d) Statistical Models with Parametric and Semiparametric Techniques In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 0 |
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| 2017 | Long Memory in Turkish Unemployment Rates.(2017) In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Long Memory in Turkish Unemployment Rates.(2017) In: ERC Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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| 2017 | Long memory in Turkish Unemployment Rates.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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| 2008 | The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | The nature of occupational unemployment rates in the United States: hysteresis or structural?.(2009) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2016 | Long memory and ARFIMA modelling: The case of CPI inflation rate in Ghana In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 0 |
| 2017 | The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 0 |
| 2018 | NON-LINEARITIES, STRUCTURAL BREAKS AND FRACTIONAL INTEGRATION IN THE ANALYSIS OF THE GHANAIAN AND THE SOUTH AFRICAN CPI INFLATION RATES In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 0 |
| 2010 | REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION In: Journal of Economic Development. [Full Text][Citation analysis] | article | 0 |
| 2001 | A Fractionally Integrated Exponential Model for UK Unemployment. In: Journal of Forecasting. [Citation analysis] | article | 2 |
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| 2008 | Tourism in the Canary Islands: forecasting using several seasonal time series models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
| 2007 | Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models.(2007) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2003 | Stochastic behavior of nominal exchange rates In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 2002 | Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment. In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
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| 2004 | The Stochastic Permanent Break Model and the Fractional Integration Hypothesis In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
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| 2017 | The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 3 |
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| 2007 | Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited In: Empirica. [Full Text][Citation analysis] | article | 0 |
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| 2007 | Testing for deterministic and stochastic cycles in macroeconomic time series In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2008 | Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates In: Empirica. [Full Text][Citation analysis] | article | 0 |
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| 2016 | Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 1 |
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| 2017 | Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | The permanent income hypothesis: A new framework based on fractional integration and cointegration In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
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| 2008 | The persistence of earnings per share In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 4 |
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| 2009 | US stock market volatility persistence: evidence before and after the burst of the IT bubble In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 2 |
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| 2013 | Testing for persistence with breaks and outliers in South African house prices In: NCID Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Testing for Persistence with Breaks and Outliers in South African House Prices.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Testing for Persistence with Breaks and Outliers in South African House Prices.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2011 | Is there asymmetric behaviour in African inflation? A non-linear approach. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Violence and the market for food. Evidence from Kenya. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Persistence, long memory and seasonality in Kenyan tourism series In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament? In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Interest rate dynamics in Kenya In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Testing the PPP Hypothesis in the Sub-Saharan Countries In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | African Growth, Non-Linearities and Strong Dependence: An Empirical Study In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Impact of Ethnic Violence in Kenya on Wheat and Maize Markets In: Journal of African Economies. [Full Text][Citation analysis] | article | 0 |
| 2016 | Term Structure Persistence In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2012 | Term Structure Persistence.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2010 | European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 2013 | Long memory in the ukrainian stock market and financial crises In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Long memory in the Ukrainian stock market and financial crises.(2016) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2018 | Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | How do Stocks in BRICS co-move with REITs? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Is there convergence between the BRICS and International REIT Markets? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries In: Working Papers. [Citation analysis] | paper | 10 |
| 2014 | Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2013 | Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach In: Working Papers. [Citation analysis] | paper | 5 |
| 2015 | Comovement in Euro area housing prices: A fractional cointegration approach.(2015) In: Urban Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2013 | Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test In: Working Papers. [Citation analysis] | paper | 5 |
| 2015 | Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2014 | Testing for Multiple Bubbles in the BRICS Stock Markets In: Working Papers. [Citation analysis] | paper | 17 |
| 2014 | Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach In: Working Papers. [Citation analysis] | paper | 1 |
| 2016 | The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach.(2016) In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2015 | Seasonality and Fractional Integration in the Sea Level Rise and Surface Temperature Data along the Barrier Coast of Nigeria In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates In: Working Papers. [Citation analysis] | paper | 0 |
| 2016 | Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers. [Citation analysis] | paper | 3 |
| 2016 | Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty In: Working Papers. [Citation analysis] | paper | 0 |
| 2016 | Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches.(2017) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks.(2018) In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Are BRICS Exchange Rates Chaotic? In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | UK Unemployment Dynamics: a Fractionally Cointegrated Approach In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 1 |
| 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 | 5 |
| 2009 | A note on the effectiveness of national anti-terrorist policies. Evidence from ETA.(2009) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2003 | A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 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 | 3 |
| 2004 | Fractional Integration and Business Cycles Features.(2004) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2005 | Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2006 | Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2005 | Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994.(2005) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2012 | Fractional integration and structural breaks in U.S. macro dynamics In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
| 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: 4 | 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 |
| 2018 | The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Long memory and structural breaks in hyperinflation countries In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2009 | Multiple shifts and fractional integration in the US and UK unemployment rates In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2017 | The fisher relationship in Nigeria In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | The demand for money in Angola In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2006 | Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 11 |
| 2003 | Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2003 | Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2003 | Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | Empirical evidence on real convergence in some OECD countries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2003 | Unemployment and real oil prices in Australia: a fractionally cointegrated approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 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 | 2 |
| 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 | 5 |
| 2010 | Multiple cyclical fractional structures in financial time series In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2015 | Modelling African inflation rates: nonlinear deterministic terms and long-range dependence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2015 | A time-series analysis of US entrepreneurship: evidence from fractional integration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | Fractional integration and cointegration in merger and acquisitions in the US petroleum industry In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 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 | 0 |
| 2018 | Application of local projections in the monetary policy in Brazil In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2001 | Measuring unemployment persistence in terms of I(d) statistical models In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2001 | Seasonal long memory in the US monthly monetary aggregate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2002 | Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2002 | Unemployment and input prices: a fractional cointegration approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 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 | 3 |
| 2007 | Testing for stock market bubbles using nonlinear models and fractional integration In: Applied Financial Economics. [Full Text][Citation analysis] | article | 12 |
| 2010 | Testing persistence in the context of conditional heteroscedasticity errors In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Real convergence in Latin America: a fractionally integrated approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2001 | The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 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 | 0 |
| 2005 | Fractional integration in total factor productivity: evidence from US data In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2010 | International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Real convergence: empirical evidence for Latin America In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Long memory and fractional integration in the housing price series of London and Paris In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2015 | The macroeconomy of Angola: breaks and persistence in Angolan macro data In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Investment and saving in Angola and the Feldstein-Horioka puzzle In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2016 | Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013 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 | 1 |
| 2018 | Long memory and mean reversion in real exchange rates in Latin America In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | ETA: A PERSISTENT PHENOMENON In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 5 |
| 2007 | ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE? In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 2 |
| 2016 | Growth recovery after civil conflict: a fractional integration approach In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Carlos Pestana Barros In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Stochastic volatility in the Spanish stock market: a long memory model with a structural break In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Mean reversion of short-run interest rates: empirical evidence from new EU countries In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2009 | A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break In: International Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | Modelling the Persistence of Unemployment in Canada In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2003 | A fractional integration analysis of the population in some OECD countries In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 9 |
| 2003 | Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Infant mortality rates: time trends and fractional integration In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Linear and segmented trends in sea surface temperature data In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2015 | An empirical analysis of freight transport traffic modes in Brazil, 1996-2012 In: Transportation Planning and Technology. [Full Text][Citation analysis] | article | 1 |
| 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 | 9 |
| 2002 | Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Serial and cross-correlation in the Spanish Stock Market returns In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Persistence in the short and long term tourist arrivals to Australia In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A framework for Open Innovation practices: Typology and characterisation In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Stock Market Cycles and Stock Market Development in Spain In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2003 | The explaining role of the Earning-Price Ratio in the Spanish Stock Market In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Retail sales. Persistence in the short term and long term dynamics In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Exploring Survey-Based Inflation Forecasts In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Exploring Survey‐Based Inflation Forecasts.(2012) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2009 | Time series modelling of sunspot numbers using long range cyclical dependence In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Deterministic Seasonality versus Seasonal Fractional Integration In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Persistence on airline accidents In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Time trend estimation with breaks in temperature time series In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 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 | 1 |
| 2008 | Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2011 | Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The Nature of the Relationship between International Tourism and International Trade: The Case of Ge In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Modelling U.S. monthly inflation in terms of a jointly seasonal and non‐seasonal long memory process In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2006 | Measuring length of business cycles across countries using a new non‐stationary unit‐root cyclical approach In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2007 | Strong dependence in the nominal exchange rates of the Polish zloty In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2007 | The stochastic unit root model and fractional integration: An extension to the seasonal case In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2016 | Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 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 | 1 |
| 2010 | Persistence in some energy futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 7 |
| 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 | 0 |
| 2002 | MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2002 | FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2003 | LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2005 | MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2005 | TESTING OF REAL CONVERGENCE IN GERMANY IN THE PRESENCE OF STRUCTURAL BREAKS In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
| 2005 | FRACTIONAL INTEGRATION AT ZERO AND THE CYCLICAL FREQUENCIES IN THE SPECIFICATION OF US PRICES In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
| 2007 | Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team