Luis Alberiko Gil-Alana : Citation Profile


Are you Luis Alberiko Gil-Alana?

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

21

H index

78

i10 index

2485

Citations

RESEARCH PRODUCTION:

415

Articles

262

Papers

6

Chapters

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 99
   Journals where Luis Alberiko Gil-Alana has often published
   Relations with other researchers
   Recent citing documents: 388.    Total self citations: 396 (13.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi173
   Updated: 2023-01-28    RAS profile: 2023-01-23    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Caporale, Guglielmo Maria (86)

GUPTA, RANGAN (29)

YAYA, OLAOLUWA (20)

Abakah, Emmanuel (16)

Plastun, Alex (15)

Carcel, Hector (14)

Mudida, Robert (8)

Cuestas, Juan (7)

Miller, Stephen (7)

tansel, aysıt (6)

Monge, Manuel (6)

solarin, sakiru (6)

Ozdemir, Zeynel (6)

Cuñado, Juncal (5)

Canarella, Giorgio (4)

Tiwari, Aviral (4)

Ogbonna, Ahamuefula (4)

Payne, James (4)

Wohar, Mark (3)

Skare, Marinko (3)

coskun, yener (3)

Madigu, Godfrey (2)

André, Christophe (2)

Chang, Tsangyao (2)

Plakandaras, Vasilios (2)

Pérez de Gracia, Fernando (2)

Adekoya, Oluwasegun (2)

Furuoka, Fumitaka (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luis Alberiko Gil-Alana.

Is cited by:

GUPTA, RANGAN (137)

YAYA, OLAOLUWA (77)

Balcilar, Mehmet (70)

Cuestas, Juan (63)

Ogbonna, Ahamuefula (62)

Caporale, Guglielmo Maria (59)

Smyth, Russell (45)

Ozdemir, Zeynel (41)

Plastun, Alex (41)

Salisu, Afees (40)

PEGUIN-FEISSOLLE, Anne (34)

Cites to:

Granger, Clive (353)

Diebold, Francis (235)

Robinson, Peter (226)

Perron, Pierre (222)

Phillips, Peter (161)

Caporale, Guglielmo Maria (144)

GUPTA, RANGAN (138)

Schmidt, Peter (130)

Campbell, John (126)

Nielsen, Morten (124)

Hassler, Uwe (124)

Main data


Where Luis Alberiko Gil-Alana has published?


Journals with more than one article published# docs
Applied Economics33
Applied Economics Letters24
Empirical Economics13
Tourism Economics11
Journal of Economics and Finance11
Economics Letters11
Physica A: Statistical Mechanics and its Applications10
International Journal of Finance & Economics9
Resources Policy9
Economic Modelling8
Computational Economics8
Research in International Business and Finance8
Energy7
Empirica7
International Advances in Economic Research7
Journal of Applied Statistics6
Economics Bulletin6
Journal of Policy Modeling6
Finance Research Letters6
South African Journal of Economics6
International Review of Economics & Finance6
Energy Economics5
Applied Stochastic Models in Business and Industry5
Applied Financial Economics5
International Review of Financial Analysis5
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement5
Defence and Peace Economics5
The Quarterly Review of Economics and Finance4
International Journal of Theoretical and Applied Finance (IJTAF)4
Oxford Bulletin of Economics and Statistics4
International Economics4
Journal of Time Series Analysis4
Review of Quantitative Finance and Accounting4
Journal of Applied Economics3
African Development Review3
Energy Policy3
Review of Financial Economics3
International Economics3
Emerging Markets Finance and Trade3
International Journal of Business and Economics3
Review of Financial Economics3
Journal of Forecasting3
Review of International Economics3
Journal of Developing Areas3
Journal of Applied Economics3
Environmental & Resource Economics3
Journal of Forecasting2
Manchester School2
European Research Studies Journal2
Urban Studies2
Eastern Economic Journal2
African Journal of Economic and Sustainable Development2
African Development Review2
The North American Journal of Economics and Finance2
Review of Development Finance Journal2
Journal of International Money and Finance2
Journal of International Development2
The Singapore Economic Review (SER)2
The Journal of International Trade & Economic Development2
Economia Internazionale / International Economics2
Applied Econometrics and International Development2
Recherches conomiques de Louvain2
Journal of Banking & Finance2
The European Journal of Finance2
Annals of Economics and Statistics2
Review of Economics & Finance2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo70
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research36
Working Papers / University of Pretoria, Department of Economics32
MPRA Paper / University Library of Munich, Germany12
Economics Working Papers / European University Institute4
NBS Discussion Papers in Economics / Economics, Nottingham Business School, Nottingham Trent University3
Working Papers / Economics Department, Universitat Jaume I, Castelln (Spain)3
Working Papers / The University of Sheffield, Department of Economics3
Post-Print / HAL2
Discussion Papers (REL - Recherches Economiques de Louvain) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
Working Papers / Asociacin Espaola de Economa y Finanzas Internacionales2
IZA Discussion Papers / Institute of Labor Economics (IZA)2

Recent works citing Luis Alberiko Gil-Alana (2023 and 2022)


YearTitle of citing document
2021Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Adam, Anokye M ; Oyedokun, Tunbosun ; Tweneboah, George ; Junior, Peterson Owusu ; Ijasan, Kola. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:58-91.

Full description at Econpapers || Download paper

2021Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15.

Full description at Econpapers || Download paper

2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

Full description at Econpapers || Download paper

2021A bad turn deserves another: linkages between terrorism, capital flight and industrialisation. (2021). Nting, Rexon ; Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/011.

Full description at Econpapers || Download paper

2021A bad turn deserves another: linkages between terrorism, capital flight and industrialisation. (2021). Asongu, Simplice ; Nting, Rexon T ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/011.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021IMPACT OF COVID-19 ON FINANCIAL MARKETS: CASE OF THE ITALIAN STOCK EXCHANGE. (2021). Merimet, Adila ; Djebbar, Mahfoud. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2021:j:27:djebbarm.

Full description at Econpapers || Download paper

2022Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

Full description at Econpapers || Download paper

2021A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction. (2020). Rugamer, David ; Stocker, Almond ; Berninger, Christoph. In: Papers. RePEc:arx:papers:2006.05750.

Full description at Econpapers || Download paper

2021Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices. (2021). Zhao, Theodore ; Leung, Tim. In: Papers. RePEc:arx:papers:2105.08133.

Full description at Econpapers || Download paper

2021On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12334.

Full description at Econpapers || Download paper

2021Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12336.

Full description at Econpapers || Download paper

2022Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

Full description at Econpapers || Download paper

2022Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760.

Full description at Econpapers || Download paper

2022A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.08289.

Full description at Econpapers || Download paper

2022Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.09568.

Full description at Econpapers || Download paper

2022Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130.

Full description at Econpapers || Download paper

2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

Full description at Econpapers || Download paper

2021Web Scraping Housing Prices in Real-time: the Covid-19 Crisis in the UK. (2021). Meunier, Baptiste ; Pouget, Sylvain ; Bricongne, Jean-Charles. In: Working papers. RePEc:bfr:banfra:827.

Full description at Econpapers || Download paper

2022Administrative Division Adjustment and Housing Price Comovement: Evidence from City?County Mergers in China. (2022). Sun, Weizeng ; Zhang, Mingang. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:4:p:149-173.

Full description at Econpapers || Download paper

2021Cyclicality of commodity markets with respect to the U.S. economic policy uncertainty based on granger causality in quantiles. (2021). Apergis, Nicholas ; Saeed, Tareq ; Hayat, Tasawar. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12179.

Full description at Econpapers || Download paper

2022Did cryptocurrencies exhibit log?periodic power law signature during the second wave of COVID?19?. (2022). Papathanasiou, Spyros ; Ghosh, Bikramaditya ; Pergeris, Georgios. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:3:n:e12207.

Full description at Econpapers || Download paper

2021Expectations and financial markets: Lessons from Brexit. (2021). Hibbert, Ann Marie ; Gu, Chen. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:279-299.

Full description at Econpapers || Download paper

2022Inflation convergence over time: Sector?level evidence within Europe. (2022). YILMAZKUDAY, HAKAN. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:183-217.

Full description at Econpapers || Download paper

2022Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:4:p:1019-1046.

Full description at Econpapers || Download paper

2022Is autonomous demand really autonomous in the United States? An asymmetric frequency?domain Granger causality approach. (2022). Manera, Carles ; Perezmontiel, Jose A. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:1:p:78-92.

Full description at Econpapers || Download paper

2021Regional economic growth and convergence: The role of institutions and spillover effects in Colombia. (2021). García Cruz, Gustavo ; García Cruz, Gustavo ; García Cruz, Gustavo ; Aristizabal, Juan Manuel ; García Cruz, Gustavo. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:4:p:1146-1161.

Full description at Econpapers || Download paper

2021Impact of Covid?19 on the convergence of GDP per capita in OECD countries. (2021). Pereira, Vitor Joo. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:s1:p:55-72.

Full description at Econpapers || Download paper

2021OPECs crude game: Strategic Competition and Regime-switching in Global Oil Markets. (2021). Gundersen, Thomas ; Hvinden, Even Soltvedt. In: Working Papers. RePEc:bny:wpaper:0096.

Full description at Econpapers || Download paper

2022The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299.

Full description at Econpapers || Download paper

2021A Practitioner’s Guide to Handling Irregularities Resulting from the 2014 Revisions to the Turkish Household Labor Force Survey. (2021). Demirci, Murat ; Poyraz, Meltem. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:35:y:2021:i:1:p:1-25.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Modeling House Price Synchronization across the U.S. States and their Time-Varying Macroeconomic Linkages. (2021). Hardik, Marfatia. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:73-117:n:1.

Full description at Econpapers || Download paper

2021Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China. (2021). Zhou, Peng ; Guo, Dong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/28.

Full description at Econpapers || Download paper

2022Persistence in High Frequency Financial Data. (2022). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10045.

Full description at Econpapers || Download paper

2022Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis. (2022). Caporale, Guglielmo Maria ; Gil-Alana, Luis A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10084.

Full description at Econpapers || Download paper

2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017.

Full description at Econpapers || Download paper

2021Testing hysteresis in unemployment using artificial network (ANN) unit root test. (2021). Furuoka, Fumitaka. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00382.

Full description at Econpapers || Download paper

2022The northern ireland housing market: would unification with the south be problematic?. (2022). Miles, William R. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00714.

Full description at Econpapers || Download paper

2021Real Exchange Rate and Trade Balance Dynamics in Cote d’Ivoire. (2021). Keho, Yaya. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-01-6.

Full description at Econpapers || Download paper

2021The Response of Hotel Room Occupancy Rate in Fiji to Shocks: Empirical Evidence from Unit Root Tests with Endogenous Multiple Structural Breaks. (2021). Sami, Janesh. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-05-2.

Full description at Econpapers || Download paper

2021Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach. (2021). Raju, Guntur Anjana ; Manohar, Jambotkar Mrunali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-29.

Full description at Econpapers || Download paper

2022Can a country borrow forever? The unsustainable trajectory of international debt: the case of Spain. (2022). Prats, Maria ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2202.

Full description at Econpapers || Download paper

2021The effect of tourism activity on housing affordability. (2021). Vizek, Maruška ; Stojcic, Nebojsa ; Mikulic, Josip ; Barbic, Tajana ; Payne, James E ; Stoji, Neboja ; Eh, Anita. In: Annals of Tourism Research. RePEc:eee:anture:v:90:y:2021:i:c:s0160738321001420.

Full description at Econpapers || Download paper

2022Thermodynamic and economic analysis of a directly solar-driven power-to-methane system by detailed distributed parameter method. (2022). , Guang ; Zou, Hansen ; Yao, Erren ; Zhong, Like. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922001362.

Full description at Econpapers || Download paper

2021Higher moment connectedness in cryptocurrency market. (2021). Yarovaya, Larisa ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001064.

Full description at Econpapers || Download paper

2021The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets. (2021). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:151:y:2021:i:c:s0960077921005750.

Full description at Econpapers || Download paper

2021Multifractal behavior relationship between crypto markets and Wikipedia-Reddit online platforms. (2021). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921006858.

Full description at Econpapers || Download paper

2021Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275.

Full description at Econpapers || Download paper

2021Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608.

Full description at Econpapers || Download paper

2022Examining the overconfidence and overreaction in China’s carbon markets. (2022). Zhu, Bangzhu ; Wang, Ping ; Gao, Yan ; Zhou, Xinxing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:472-489.

Full description at Econpapers || Download paper

2021Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks. (2021). Payne, James E ; Nazlioglu, Saban ; Karul, Cagin ; Rayos-Velazquez, Marco ; Lee, Jun Soo. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000870.

Full description at Econpapers || Download paper

2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

Full description at Econpapers || Download paper

2021Club convergence in European housing prices: The role of macroeconomic and housing market fundamentals. (2021). Ordóñez, Javier ; Ordoez, Javier ; Morley, Bruce ; Monfort, Mercedes ; Maynou, Laia. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s026499932100184x.

Full description at Econpapers || Download paper

2021The rise of a new anchor currency in RCEP? A tale of three currencies. (2021). Zhou, Peng ; Guo, Dong. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002364.

Full description at Econpapers || Download paper

2021Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

Full description at Econpapers || Download paper

2021Disagreement on sunspots and soybeans futures price. (2021). Yu, Xiaohua ; Feil, Jan-Henning ; Wang, Hanjie. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:385-393.

Full description at Econpapers || Download paper

2021A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x.

Full description at Econpapers || Download paper

2021Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960.

Full description at Econpapers || Download paper

2021Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. (2021). Ng, Kooi-Huat ; Koh, You-Beng ; Tan, Chia-Yen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000164.

Full description at Econpapers || Download paper

2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

Full description at Econpapers || Download paper

2021Evolution of price effects after one-day abnormal returns in the US stock market. (2021). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000383.

Full description at Econpapers || Download paper

2021Regime switches and commonalities of the cryptocurrencies asset class. (2021). Figà-Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577.

Full description at Econpapers || Download paper

2021Dynamic time series momentum of cryptocurrencies. (2021). Borgards, Oliver. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000590.

Full description at Econpapers || Download paper

2021Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Sheu, Chwen ; Hsu, Shu-Han ; Yoon, Jiho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711.

Full description at Econpapers || Download paper

2021Are Google searches making the Bitcoin market run amok? A tail event analysis. (2021). Neto, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000796.

Full description at Econpapers || Download paper

2022Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices. (2022). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Plastun, Alex. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001789.

Full description at Econpapers || Download paper

2022Economic uncertainty and national bitcoin trading activity. (2022). Geldner, Teo ; Wustenfeld, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002199.

Full description at Econpapers || Download paper

2022Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. (2022). Ye, Fangyu ; Wu, Hao ; Hau, Liya ; Yu, Dongwei ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000602.

Full description at Econpapers || Download paper

2021Market efficiency in foreign exchange market. (2021). Pae, Yuntaek ; Choi, Wonseok ; Lee, Namhoon. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002081.

Full description at Econpapers || Download paper

2022Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story. (2022). Neto, David. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522001033.

Full description at Econpapers || Download paper

2022Persistence of state-level uncertainty of the United States: The role of climate risks. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001276.

Full description at Econpapers || Download paper

2021Cyclical fractional cointegration. (2021). Sibbertsen, Philipp ; Voges, Michelle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:114-129.

Full description at Econpapers || Download paper

2021Panel cointegration, quantile regressions, asymmetric adjustments and crises: The case of EU current accounts. (2021). Cuestas, Juan ; Coleman, Simeon. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:4:s0939362521000182.

Full description at Econpapers || Download paper

2021Trading activity and price discovery in Bitcoin futures markets. (2021). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120.

Full description at Econpapers || Download paper

2021Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices. (2021). Yoon, Seong-Min ; Uddin, Gazi Salah ; Kang, Sang Hoon ; Mensi, Walid ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003066.

Full description at Econpapers || Download paper

2021Terrorist attacks and energy firms crash risk in stock markets: Evidence from China. (2021). Xiang, Junyi ; Xiong, Mengxu ; Kong, Dongmin. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003601.

Full description at Econpapers || Download paper

2021Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis. (2021). Tiwari, Aviral ; Shahbaz, Muhammad ; Jiao, Zhilun ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005120.

Full description at Econpapers || Download paper

2021Green bonds as hedging assets before and after COVID: A comparative study between the US and China. (2021). Zhou, Peng ; Guo, Dong. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100548x.

Full description at Econpapers || Download paper

2022Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731.

Full description at Econpapers || Download paper

2022Dynamic dependence between main-byproduct metals and the role of clean energy market. (2022). Zhang, Hongwei ; Lei, Xiaojie ; Wang, Chang ; Song, Huiling. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000858.

Full description at Econpapers || Download paper

2022Breaks, trends and correlations in commodity prices in the very long-run. (2022). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi-Churchill, Sefa. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001116.

Full description at Econpapers || Download paper

2022Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic. (2022). Gabauer, David ; de Gracia, Fernando Perez ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002195.

Full description at Econpapers || Download paper

2022Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002730.

Full description at Econpapers || Download paper

2022Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. (2022). Yuan, DI ; Gong, Chenggang ; Zeng, Yan ; Tu, Dalun ; Li, Sufang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003413.

Full description at Econpapers || Download paper

2022Multiple price bubbles in global major emission trading schemes: Evidence from European Union, New Zealand, South Korea and China. (2022). Wang, Zhicheng ; Li, Yan ; Wei, Yigang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003760.

Full description at Econpapers || Download paper

2021The skewness of oil price returns and equity premium predictability. (2021). Wen, Fenghua ; Kang, Jie ; Zhou, Huiting ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304096.

Full description at Econpapers || Download paper

2021Oil shocks and stock market: Revisiting the dynamics. (2021). B, Anand ; Paul, Sunil ; Anand, . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000165.

Full description at Econpapers || Download paper

2022Geopolitical risk and Chinas oil security. (2022). Du, Zhili ; Sun, YI ; Gong, XU. In: Energy Policy. RePEc:eee:enepol:v:163:y:2022:i:c:s0301421522000817.

Full description at Econpapers || Download paper

2021Is there a bubble in the shale gas market?. (2021). Wang, LI ; Han, Xin ; Yang, Haijun. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pa:s0360544220322088.

Full description at Econpapers || Download paper

2021Testing the persistence of shocks on renewable energy consumption: Evidence from a quantile unit-root test with smooth breaks. (2021). Lee, Chien-Chiang ; Ranjbar, Omid. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pb:s0360544220322970.

Full description at Econpapers || Download paper

2021Optimal design, exergy and economic analyses of coal-to-ethylene glycol process coupling different shale gas reforming technologies. (2021). Liu, Chengling ; Zhang, Dawei ; Xu, Simin ; Yang, Qing ; Zhou, Huairong. In: Energy. RePEc:eee:energy:v:228:y:2021:i:c:s0360544221007842.

Full description at Econpapers || Download paper

2021Contribution quantification of nanoscale gas transport in shale based on strongly inhomogeneous kinetic model. (2021). Wang, Peng ; Guo, Zhaoli ; Shan, Baochao. In: Energy. RePEc:eee:energy:v:228:y:2021:i:c:s0360544221007945.

Full description at Econpapers || Download paper

2021Experimental verification of a flexible vehicle-to-grid charger for power grid load variance reduction. (2021). Tariq, Mohd ; Yong, Jia Ying ; Ramachandaramurthy, Vigna K ; Tan, Kang Miao. In: Energy. RePEc:eee:energy:v:228:y:2021:i:c:s0360544221008094.

Full description at Econpapers || Download paper

2021A novel Monte Carlo simulation on gas flow in fractal shale reservoir. (2021). Liu, Yanwei ; Wu, Lei ; Wang, Min ; Yang, Jinghua ; Xu, Peng ; Qiu, Shuxia . In: Energy. RePEc:eee:energy:v:236:y:2021:i:c:s0360544221017618.

Full description at Econpapers || Download paper

2022Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Suleman, Muhammad Tahir ; Niu, Zibo ; Liu, Yuanyuan ; Zhang, Hongwei ; Yin, Libo. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272.

Full description at Econpapers || Download paper

2022Detrended cross-correlation analysis in quantiles between oil price and the US stock market. (2022). Mokni, Khaled ; Ben-Salha, Ousama. In: Energy. RePEc:eee:energy:v:242:y:2022:i:c:s0360544221031674.

Full description at Econpapers || Download paper

2022Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996.

Full description at Econpapers || Download paper

2022Terrorist attacks and oil prices: A time-varying causal relationship analysis. (2022). Yang, YI ; Hou, NA ; Chen, BO ; Song, YU. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002432.

Full description at Econpapers || Download paper

2022Do oil price shocks drive unemployment? Evidence from Russia and Canada. (2022). Oana-Ramona, Lobon ; Li, Xin ; Liu, LU ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:253:y:2022:i:c:s0360544222010106.

Full description at Econpapers || Download paper

2022Grid Stability Improvement Using Synthetic Inertia by Battery Energy Storage Systems in Small Islands. (2022). Curto, Domenico ; Navarro, Milagros Amparo ; Guercio, Andrea ; Telaretti, Enrico ; Zizzo, Gaetano ; Favuzza, Salvatore ; Franzitta, Vincenzo. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pc:s0360544222013597.

Full description at Econpapers || Download paper

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

Works by Luis Alberiko Gil-Alana:


YearTitleTypeCited
2011Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models In: American Journal of Economics and Business Administration.
[Full Text][Citation analysis]
article0
2014Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour In: African Development Review.
[Citation analysis]
article1
2014Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour.(2014) In: African Development Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2014Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour.(2014) In: NCID Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Inflation Forecasting in Angola: A Fractional Approach In: African Development Review.
[Citation analysis]
article2
2013Inflation Forecasting in Angola: A Fractional Approach.(2013) In: African Development Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2012Inflation forecasting in Angola: a fractional approach.(2012) In: CEsA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2001Estimation of Fractionally ARIMA Models for the UK Unemployment In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
article1
2006Testing Seasonality in the Context of Fractionally Integrated Processes In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
article7
2012Inflation convergence in Central and Eastern Europe with a view to adopting the euro In: Working Papers.
[Full Text][Citation analysis]
paper3
2012Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2013A non-linear approach with long range dependence based on Chebyshev polynomials In: Working Papers.
[Full Text][Citation analysis]
paper7
2012A non-linear approach with long range dependence based on Chebyshev polynomials.(2012) In: NCID Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2012A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2012A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials.(2012) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2020Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis In: Review of Development Finance Journal.
[Full Text][Citation analysis]
article0
2021How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry In: Review of Development Finance Journal.
[Full Text][Citation analysis]
article0
2007International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications In: 105th Seminar, March 8-10, 2007, Bologna, Italy.
[Full Text][Citation analysis]
paper1
2006The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine In: 98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece.
[Full Text][Citation analysis]
paper9
2006The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine.(2006) In: 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2007The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2009The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine.(2009) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2004Non-Linearities and Fractional Integration in the US Unemployment Rate In: Discussion Paper Series.
[Full Text][Citation analysis]
paper37
2007Nonlinearities and Fractional Integration in the US Unemployment Rate*.(2007) In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
article
2006Nonlinearities and fractional integration in the US unemployment rate.(2006) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2004Non-linearities and fractional integration in the US unemployment rate.(2004) In: HWWA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2022Persistence in Commodity Prices In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
article0
2013Long Memory in the Housing Price Indices in China In: Asian Journal of Empirical Research.
[Full Text][Citation analysis]
article3
2021The COVID-19 impact on the Asian Stock Markets In: Asian Economics Letters.
[Full Text][Citation analysis]
article1
2021Crude Oil Prices and COVID-19 - Persistence of the Shock In: Energy RESEARCH LETTERS.
[Full Text][Citation analysis]
article2
2013The Housing Markets in Spain and Portugal: Evidence of Persistence In: Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2017Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India In: Review of Economics & Finance.
[Full Text][Citation analysis]
article1
2015Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies In: African Development Review.
[Full Text][Citation analysis]
article4
2022Persistence analysis of research intensity in OECD countries since 1870 In: Australian Economic Papers.
[Full Text][Citation analysis]
article0
2022Trends and cycles in macro series: The case of US real GDP In: Bulletin of Economic Research.
[Full Text][Citation analysis]
article0
2017Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Trends 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
2012Persistence, Long Memory, and Unit Roots in Commodity Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
[Full Text][Citation analysis]
article1
2008Trade Balance and Exchange Rate: Unit Roots, Co?integration and Long Memory in the US and the UK In: Economic Notes.
[Full Text][Citation analysis]
article3
2020Fractional Integration and the Persistence of UK Inflation, 1210–2016 In: Economic Papers.
[Full Text][Citation analysis]
article0
2004Testing for Seasonal Fractional Roots in German Real Output In: German Economic Review.
[Full Text][Citation analysis]
article1
2004Testing for Seasonal Fractional Roots in German Real Output.(2004) In: German Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2022The behaviour of real interest rates: New evidence from a suprasecular perspective In: International Finance.
[Full Text][Citation analysis]
article0
2019The Evolution of the Credit?to?GDP Ratio: An Empirical Analysis In: International Review of Finance.
[Full Text][Citation analysis]
article0
2001Testing Stochastic Cycles in Macroeconomic Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article13
2004A joint test of fractional integration and structural breaks at a known period of time In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article7
2008Fractional integration and structural breaks at unknown periods of time In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article47
2006Fractional integration and structural breaks at unknown periods of time.(2006) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2013Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article4
2008Modelling Long-Run Trends and Cycles in Financial Time Series Data.(2008) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2012Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2005FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS In: Manchester School.
[Full Text][Citation analysis]
article11
2019Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data In: Manchester School.
[Full Text][Citation analysis]
article0
2017Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2003Fractional Integration and the Dynamics of UK Unemployment In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article8
2003Fractional Integration and the Dynamics of UK Unemployment.(2003) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2003Testing of Fractional Cointegration in Macroeconomic Time Series In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article16
2003Testing of Fractional Cointegration in Macroeconomic Time Series.(2003) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2021A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article3
2006Mean Reversion of Short?run Interest Rates in Emerging Countries* In: Review of International Economics.
[Full Text][Citation analysis]
article8
2011Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement In: Review of International Economics.
[Citation analysis]
article2
2015The Sustainability of European External Debt: What have We Learned? In: Review of International Economics.
[Full Text][Citation analysis]
article4
2010INFLATION IN SOUTH AFRICA: A TIME?SERIES VIEW ACROSS SECTORS USING LONG?RANGE DEPENDENCE In: South African Journal of Economics.
[Citation analysis]
article2
2010Inflation in South Africa. A time series view across sectors using long range dependence..(2010) In: NCID Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2011IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON?LINEAR APPROACH In: South African Journal of Economics.
[Citation analysis]
article18
2011Is there asymmetric behaviour in African inflation? A non-linear approach..(2011) In: NCID Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2015Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics.
[Full Text][Citation analysis]
article6
2012Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2012Testing the Marshall-Lerner condition in Kenya.(2012) In: NCID Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2015Mozambique 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]
article0
2018Unemployment in Africa: A Fractional Integration Approach In: South African Journal of Economics.
[Full Text][Citation analysis]
article4
2020Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence In: South African Journal of Economics.
[Full Text][Citation analysis]
article2
2018Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence.(2018) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]
article9
2003Fractional 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]
article1
2015Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study In: Global Economy Journal.
[Full Text][Citation analysis]
article2
2015Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study.(2015) In: Global Economy Journal (GEJ).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2014Economic Growth and Recovery After Civil Wars In: Peace Economics, Peace Science, and Public Policy.
[Full Text][Citation analysis]
article0
2016Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article8
2007Real convergence in some emerging countries: a fractionally integrated approach In: Recherches économiques de Louvain.
[Full Text][Citation analysis]
article1
2007Real convergence in some emerging countries : a fractionally integrated approach.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009AK growth models: new evidence based on fractional integration and breaking trends In: Recherches économiques de Louvain.
[Full Text][Citation analysis]
article3
2009AK growth models: new evidence based on fractional integration and breaking trends.(2009) In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2009New evidence on long-run monetary neutrality In: Journal of Applied Economics.
[Full Text][Citation analysis]
article0
2009New Evidence on Long-Run Monetary Neutrality.(2009) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2012Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics.
[Full Text][Citation analysis]
article12
2012Unemployment Hysteresis: Empirical Evidence for Latin America.(2012) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2016Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics.
[Full Text][Citation analysis]
article6
2014Testing Unemployment Theories: A Multivariate Long Memory Approach.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2013Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2016Testing Unemployment Theories: A Multivariate Long Memory Approach.(2016) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2022Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2022Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2022Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2022US House Prices by Census Division: Persistence, Trends and Structural Breaks In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2022Atmospheric Pollution in Chinese Cities: Trends and Persistence In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2006Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper5
2007A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2007Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper4
2007Long Run and Cyclical Dynamics in the US Stock Market In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper8
2004Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Econometric Society 2004 Latin American Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2004Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2014Long?Run and Cyclical Dynamics in the US Stock Market.(2014) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2007Identification of Segments of European Banks with a Latent Class Frontier Model In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2009Multi-Factor Gegenbauer Processes and European Inflation Rates In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper8
2009Multi-Factor Gegenbauer Processes and European Inflation Rates.(2009) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2009Long Memory in US Real Output per Capita In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper7
2009Long Memory in US Real Output per Capita.(2009) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2013Long memory in US real output per capita.(2013) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2010US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2010US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2010) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2011US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2011) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010The Weekly Structure of US Stock Prices In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2010The 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
2011The weekly structure of US stock prices.(2011) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2011Fractional Integration and Cointegration in US Financial Time Series Data In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2011Fractional Integration and Cointegration in US Financial Time Series Data.(2011) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2014Fractional integration and cointegration in US financial time series data.(2014) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2012Fractional Integration and Cointegration in US Financial Time Series Data.(2012) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2011Persistence and Cyclical Dependence in the Monthly Euribor Rate In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2011Persistence 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
2016Persistence 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
2012Persistence and Cycles in US Hours Worked In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper2
2012Persistence 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
2014Persistence and cycles in US hours worked.(2014) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2012Long Memory in German Energy Price Indices In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2012Long 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
2012Persistence in Youth Unemployment In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2012Persistence and Cycles in the US Federal Funds Rate In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2012Persistence and Cycles in the US Federal Funds Rate.(2012) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Persistence and cycles in the us federal funds rate.(2017) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2013Long 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]
paper16
2013Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate.(2013) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2013Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate.(2013) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2014Youth Unemployment in Europe: Persistence and Macroeconomic Determinants In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper23
2014Youth Unemployment in Europe: Persistence and Macroeconomic Determinants.(2014) In: Comparative Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
2014Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper12
2014Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2016Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2016) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2014The Weekend Effect: A Trading Robot and Fractional Integration Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper8
2014The Weekend Effect: A Trading Robot and Fractional Integration Analysis.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2014Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper15
2014Short-Term Price Overreaction: Identification, Testing, Exploitation.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2018Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2015The 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]
paper7
2015The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2015The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2018The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis.(2018) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2015Linkages between the US and European Stock Markets: A Fractional Cointegration Approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper12
2015Linkages between the US and European Stock Markets: A Fractional Cointegration Approach.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2016Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach.(2016) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2015The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper2
2015The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2018The EMBI in Latin America: Fractional integration, non-linearities and breaks.(2018) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2016Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper7
2016Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2018Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB.(2018) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2017Central Bank Policy Rates: Are they Cointegrated? In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper5
2017Central bank policy rates: Are they cointegrated?.(2017) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2017Central Bank Policy Rates: Are They Cointegrated?.(2017) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2017Central bank policy rates: Are they cointegrated?.(2017) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2017Long Memory and Data Frequency in Financial Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper5
2017Long Memory and Data Frequency in Financial Markets.(2017) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2017Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2017Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets.(2017) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2021Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets.(2021) In: Journal of Economic Integration.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques.(2017) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Is Market Fear Persistent? A Long-Memory Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper11
2017Is Market Fear Persistent? A Long-Memory Analysis.(2017) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2018Is market fear persistent? A long-memory analysis.(2018) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2017Persistence in the Cryptocurrency Market In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper87
2017Persistence in the Cryptocurrency Market.(2017) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
paper
2018Persistence in the cryptocurrency market.(2018) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
article
2018Brexit and Uncertainty in Financial Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper10
2018Brexit and Uncertainty in Financial Markets.(2018) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2018Brexit and Uncertainty in Financial Markets.(2018) In: IJFS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2018On the Persistence of UK Inflation: A Long-Range Dependence Approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2018On the Persistence of UK Inflation: A Long-Range Dependence Approach.(2018) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2022On the persistence of UK inflation: A long?range dependence approach.(2022) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2018Persistence in the Russian Stock Market Volatility Indices In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2019Energy Consumption in the GCC Countries: Evidence on Persistence In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2019Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2019High and low prices and the range in the European stock markets: a long-memory approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2020High and low prices and the range in the European stock markets: A long-memory approach.(2020) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019Persistence, non-linearities and structural breaks in European stock market indices In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper3
2020Persistence, non-linearities and structural breaks in European stock market indices.(2020) In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2019CO2 Emissions and GDP: Evidence from China In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2019Cycles and Long-Range Behaviour in the European Stock Market In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2021Cycles and Long-Range Behaviour in the European Stock Markets.(2021) In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 0
chapter
2020Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2020Persistence in the Market Risk Premium: Evidence across Countries In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2021Persistence in the market risk premium: evidence across countries.(2021) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2020US Sea Level Data: Time Trends and Persistence In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2020Economic Policy Uncertainty: Persistence and Cross-Country Linkages In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper5
2021Economic policy uncertainty: Persistence and cross-country linkages.(2021) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2020Inflation in the G7 Countries: Persistence and Structural Breaks In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2022Inflation in the G7 countries: persistence and structural breaks.(2022) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2020Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2020Persistence and Long Memory in Monetary Policy Spreads In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2020Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2020Non-Linearities and Persistence in US Long-Run Interest Rates In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2022Non-linearities and persistence in US long-run interest rates.(2022) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2021Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2021Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries.(2021) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2021The Relationship between Prices and Output in the UK and the US In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2022The relationship between prices and output in the UK and the US.(2022) In: SN Business & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2021The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2021Persistence in ESG and Conventional Stock Market Indices In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2022Persistence in ESG and conventional stock market indices.(2022) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2021The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2021The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2021US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2021Unemployment Persistence in Europe: Evidence from the 27 EU Countries In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2022Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2022Persistence in the Passion Investment Market In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2022Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2022Modelling Profitability of Private Equity: A Fractional Integration Approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2022Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2017CPI and inflation in Kenya. Structural breaks, non-linearities and dependenceOriginal Research Article In: International Economics.
[Full Text][Citation analysis]
article0
2019An examination of trade-weighted real exchange rates based on fractional integration In: International Economics.
[Full Text][Citation analysis]
article0
2019An examination of trade-weighted real exchange rates based on fractional integration.(2019) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2009TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article10
2006Technology Shocks and Hours Worked: A Fractional Integration Perspective.(2006) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2010Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
paper2
2012Estimating persistence in the volatility of asset returns with signal plus noise models.(2012) In: International Journal of Finance & Economics.
[Citation analysis]
This paper has another version. Agregated cites: 2
article
2010Long Memory and Fractional Integration in High Frequency Financial Time Series In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
paper1
2013Long Memory in the Ukrainian Stock Market In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
paper3
2013The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
paper2
2015Long-Term Price Overreactions: Are Markets Inefficient? In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
paper8
2019Long-term price overreactions: are markets inefficient?.(2019) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2015The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
paper6
2016The weekend effect: an exploitable anomaly in the Ukrainian stock market?.(2016) In: Journal of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2010Long Memory and Volatility Dynamics in the US Dollar Exchange Rate In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
paper4
2012Long Memory and Volatility Dynamics in the US Dollar Exchange Rate.(2012) In: Multinational Finance Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2011Long Memory and Volatility Dynamics in the US Dollar Exchange Rate.(2011) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2010Fractional Cointegration in US Term Spreads In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
paper0
2012Fractional cointegration in US term spreads.(2012) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2002Testing the order of integration of the UK Unemployment In: Applied Econometrics and International Development.
[Full Text][Citation analysis]
article1
2003Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK. In: Applied Econometrics and International Development.
[Full Text][Citation analysis]
article0
2004A fractionally integrated model for the Spanish real GDP In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2004Fractional cointegration in the consumption and income relationship using semiparametric techniques In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2004Testing of I(d) processes in the real output In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2007Seasonal fractional integration with structural break. An application to the German GNP data In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2013Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2018The asymmetric behaviour of spanish unemployment persistence In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2014On the changes in the sustainability of European external debt: what have we learned In: Bank of Estonia Working Papers.
[Full Text][Citation analysis]
paper0
2018Tourism in Iceland: Persistence and seasonality In: Annals of Tourism Research.
[Full Text][Citation analysis]
article2
2004Real convergence in Taiwan: a fractionally integrated approach In: Journal of Asian Economics.
[Full Text][Citation analysis]
article2
2008Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article18
2008Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks.(2008) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
1999Testing fractional integration with monthly data In: Economic Modelling.
[Full Text][Citation analysis]
article18
2001A fractionally integrated model with a mean shift for the US and the UK real oil prices In: Economic Modelling.
[Full Text][Citation analysis]
article10
2008Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand In: Economic Modelling.
[Full Text][Citation analysis]
article3
2009Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes In: Economic Modelling.
[Full Text][Citation analysis]
article7
2009Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes.(2009) In: NBS Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2009Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change.(2009) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2012Comovements among U.S. state housing prices: Evidence from fractional cointegration In: Economic Modelling.
[Full Text][Citation analysis]
article15
2014The persistence and asymmetric volatility in the Nigerian stock bull and bear markets In: Economic Modelling.
[Full Text][Citation analysis]
article8
2014The housing market in Beijing and delays in sales: A fractional polynomial survival model In: Economic Modelling.
[Full Text][Citation analysis]
article2
2020A fractional cointegration var analysis of exchange rate dynamics In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article9
2022The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2009Unemployment and entrepreneurship: A cyclical relation? In: Economics Letters.
[Full Text][Citation analysis]
article17
2011Inflation in South Africa. A long memory approach In: Economics Letters.
[Full Text][Citation analysis]
article6
2014Government debt dynamics and the global financial crisis: Has anything changed in the EA12? In: Economics Letters.
[Full Text][Citation analysis]
article14
2016Is inflation persistence different in reality? In: Economics Letters.
[Full Text][Citation analysis]
article8
2016Is Inflation Persistence Different in Reality?.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
2019The cyclical structure of the UK inflation rate: 1210–2016 In: Economics Letters.
[Full Text][Citation analysis]
article0
2000Mean reversion in the real exchange rates In: Economics Letters.
[Full Text][Citation analysis]
article26
2002Seasonal long memory in the aggregate output In: Economics Letters.
[Full Text][Citation analysis]
article8
2002Structural breaks and fractional integration in the US output and unemployment rate In: Economics Letters.
[Full Text][Citation analysis]
article37
2002A mean shift break in the US interest rate In: Economics Letters.
[Full Text][Citation analysis]
article3
2002Empirical evidence of the spot and the forward exchange rates in Canada In: Economics Letters.
[Full Text][Citation analysis]
article4
2003A fractional multivariate long memory model for the US and the Canadian real output In: Economics Letters.
[Full Text][Citation analysis]
article4
1997Testing of unit root and other nonstationary hypotheses in macroeconomic time series In: Journal of Econometrics.
[Full Text][Citation analysis]
article106
2018Oil price shocks and unemployment in Central and Eastern Europe In: Economic Systems.
[Full Text][Citation analysis]
article16
2013U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior In: Energy Economics.
[Full Text][Citation analysis]
article14
2014Persistence and cycles in historical oil price data In: Energy Economics.
[Full Text][Citation analysis]
article9
2013Persistence and Cycles in Historical Oil Prices Data.(2013) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 9
paper
2014The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration In: Energy Economics.
[Full Text][Citation analysis]
article17
2014The 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: 17
paper
2015Testing 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]
article4
2016Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks In: Energy Economics.
[Full Text][Citation analysis]
article6
2010Does energy consumption by the US electric power sector exhibit long memory behavior? In: Energy Policy.
[Full Text][Citation analysis]
article41
2010Does 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: 41
paper
2011An analysis of oil production by OPEC countries: Persistence, breaks, and outliers In: Energy Policy.
[Full Text][Citation analysis]
article34
2011An 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: 34
paper
2012Evidence of long memory behavior in U.S. renewable energy consumption In: Energy Policy.
[Full Text][Citation analysis]
article30
2016Time series analysis of persistence in crude oil price volatility across bull and bear regimes In: Energy.
[Full Text][Citation analysis]
article30
2015Time 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: 30
paper
2017Crude oil price behaviour before and after military conflicts and geopolitical events In: Energy.
[Full Text][Citation analysis]
article18
2017Shocks affecting electricity prices in Kenya, a fractional integration study In: Energy.
[Full Text][Citation analysis]
article2
2017U.S. shale oil production and WTI prices behaviour In: Energy.
[Full Text][Citation analysis]
article13
2019Automobile components: Lithium and cobalt. Evidence of persistence In: Energy.
[Full Text][Citation analysis]
article2
2020An investigation of long range reliance on shale oil and shale gas production in the U.S. market In: Energy.
[Full Text][Citation analysis]
article5
2021Spatial crude oil production divergence and crude oil price behaviour in the United States In: Energy.
[Full Text][Citation analysis]
article2
2004Long memory in the U.S. interest rate In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article10
2008A simple non-linear model with fractional integration for financial time series data In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article1
2021Re-examination of international bond market dependence: Evidence from a pair copula approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article9
2020Volatility persistence in the Russian stock market In: Finance Research Letters.
[Full Text][Citation analysis]
article3
2021Modelling stock market data in China: Crisis and Coronavirus In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2022Persistence in US Treasury bonds In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2022Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2007Serial correlation in the Spanish Stock Market In: Global Finance Journal.
[Full Text][Citation analysis]
article11
2017CPI and inflation in Kenya. Structural breaks, non-linearities and dependence In: International Economics.
[Full Text][Citation analysis]
article0
2021Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum In: International Economics.
[Full Text][Citation analysis]
article2
2005A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article58
2012Uncovering the US term premium: An alternative route In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article14
2007Uncovering the U.S. Term Premium: An Alternative Route.(2007) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2011A further investigation of unemployment persistence in European transition economies In: Journal of Comparative Economics.
[Full Text][Citation analysis]
article23
2004Is the US fiscal deficit sustainable?: A fractionally integrated approach In: Journal of Economics and Business.
[Full Text][Citation analysis]
article31
2014On 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]
article16
2015Trends and cycles in historical gold and silver prices In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article7
2015Trends and Cycles in Historical Gold and Silver Prices.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2006Seasonal 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]
article2
2004Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article1
2005A re-examination of historical real daily wages in England: 1260-1994 In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article0
2006The timing of ETA terrorist attacks In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article9
2008Terrorism against American citizens in Africa: Related to poverty In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article38
2009Introduction to the special issue on: Understanding, quantifying and modelling the terrorist threat In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article0
2017Evidence of persistence in U.S. short and long-term interest rates In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article1
2014Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets In: Resources Policy.
[Full Text][Citation analysis]
article15
2015Persistence of precious metal prices: A fractional integration approach with structural breaks In: Resources Policy.
[Full Text][Citation analysis]
article26
2015Persistence 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: 26
paper
2014Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks.(2014) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 26
paper
2017Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach In: Resources Policy.
[Full Text][Citation analysis]
article14
2017Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016 In: Resources Policy.
[Full Text][Citation analysis]
article26
2017Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 26
paper
2019Lithium: Production and estimated consumption. Evidence of persistence In: Resources Policy.
[Full Text][Citation analysis]
article1
2020Persistence in silver prices and the influence of solar energy In: Resources Policy.
[Full Text][Citation analysis]
article3
2021Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis In: Resources Policy.
[Full Text][Citation analysis]
article3
2021How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses In: Resources Policy.
[Full Text][Citation analysis]
article3
2021How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses.(2021) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2022Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks In: Resources Policy.
[Full Text][Citation analysis]
article0
2012Testing for persistent deviations of stock prices to dividends in the Nasdaq index In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2013Salient features of dependence in daily US stock market indices In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2014Global temperatures and sunspot numbers. Are they related? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article4
2018Market efficiency of Baltic stock markets: A fractional integration approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article10
2016Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article4
2018Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2019Gold prices and the cryptocurrencies: Evidence of convergence and cointegration In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article9
2020Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article21
2019Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data.(2019) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 21
paper
2020An analysis of the OPEC and non-OPEC position in the World Oil Market: A fractionally integrated approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2021The persistence of economic policy uncertainty: Evidence of long range dependence In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2022Persistence of economic complexity in OECD countries In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2002Fractional integration and mean reversion in stock prices In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article10
2004Modelling the U.S. interest rate in terms of I(d) statistical models In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article7
2019Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article2
2016Modeling persistence of carbon emission allowance prices In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]
article12
2015Modeling Persistence of Carbon Emission Allowance Prices.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
2017The 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]
article9
2016The 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: 9
paper
2019Long-term interest rates in Europe: A fractional cointegration analysis In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article3
2020Volatility persistence in cryptocurrency markets under structural breaks In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article6
2020How do stocks in BRICS co-move with real estate stocks? In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2021GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2022Measuring volatility persistence in leveraged loan markets in the presence of structural breaks In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2004Fractional cointegration and tests of present value models In: Review of Financial Economics.
[Full Text][Citation analysis]
article38
2004Fractional cointegration and tests of present value models.(2004) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
article
2004Fractional cointegration and real exchange rates In: Review of Financial Economics.
[Full Text][Citation analysis]
article8
2004Fractional cointegration and real exchange rates.(2004) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2006Fractional integration in daily stock market indexes In: Review of Financial Economics.
[Full Text][Citation analysis]
article18
2006Fractional integration in daily stock market indexes.(2006) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2010Mean reversion in stock market prices: New evidence based on bull and bear markets In: Research in International Business and Finance.
[Full Text][Citation analysis]
article7
2019Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile In: Research in International Business and Finance.
[Full Text][Citation analysis]
article2
2020Cryptocurrencies and stock market indices. Are they related? In: Research in International Business and Finance.
[Full Text][Citation analysis]
article37
2021Gender Diversity Index. Measuring persistence In: Research in International Business and Finance.
[Full Text][Citation analysis]
article0
2000Testing of seasonal fractional integration in UK and Japanese consumption and income In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper36
1998Testing 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: 36
paper
2001Testing of seasonal fractional integration in UK and Japanese consumption and income.(2001) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
article
2011Terrorism: The Case of ETA In: Chapters.
[Full Text][Citation analysis]
chapter0
In: .
[Full Text][Citation analysis]
article0
2016Testing for bubbles in the BRICS stock markets In: Journal of Economic Studies.
[Full Text][Citation analysis]
article11
In: .
[Full Text][Citation analysis]
article0
2007Investigating the seasonal structure in the German economy using fractional integration with structural breaks In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article0
2004Estimation 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]
article2
2005Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output In: European Research Studies Journal.
[Full Text][Citation analysis]
article0
1998Fractional Integration in the Purchasing Power Parity. In: Economics Working Papers.
[Citation analysis]
paper0
1998Multivariate Tests of Fractionally Integrated Hypotheses. In: Economics Working Papers.
[Citation analysis]
paper1
2002Multivariate Tests of Fractionally Integrated Hypotheses.(2002) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1998Nelson and Plosser Revisited: Evidence from Fractional Arima Models. In: Economics Working Papers.
[Citation analysis]
paper0
2021Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach In: JRFM.
[Full Text][Citation analysis]
article0
2020The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies In: Risks.
[Full Text][Citation analysis]
article1
2021The Social Balance Sheet as Part of the Annual Report in Financial Institutions. A Case Study: Banco Bilbao Vizcaya Argentaria (BBVA) In: Sustainability.
[Full Text][Citation analysis]
article0
2011The Deaton paradox in a long memory context with structural breaks In: Post-Print.
[Full Text][Citation analysis]
paper0
2012The Deaton paradox in a long memory context with structural breaks.(2012) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2009The 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
2011HOUSING SALES IN URBAN BEIJING In: Post-Print.
[Full Text][Citation analysis]
paper1
2012Housing sales in urban Beijing.(2012) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2011Housing Sales in Urban Beijing.(2011) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009Seasonal Monthly Fractional Integration in the UK Unemployment In: The IUP Journal of Applied Economics.
[Citation analysis]
article0
2005An I(d) Statistical Model for the Canadian Real Output In: The IUP Journal of Monetary Economics.
[Citation analysis]
article0
2014Fractional integration in the West African Economic and Monetary Union In: African Journal of Economic and Sustainable Development.
[Full Text][Citation analysis]
article0
2015The 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]
article3
2017The weekend effect: a fractional integration and trading robot analysis In: International Journal of Bonds and Derivatives.
[Full Text][Citation analysis]
article3
2015The 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]
article4
2004Modelling 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]
article1
2007A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada In: International Journal of Business and Economics.
[Full Text][Citation analysis]
article1
2008New Evidence on US Current Account Sustainability In: International Journal of Business and Economics.
[Full Text][Citation analysis]
article1
2002Estimation and Testing of ARFIMA Models in the Real Exchange Rate. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article3
2017Long Memory in Turkish Unemployment Rates In: IZA Discussion Papers.
[Full Text][Citation analysis]
paper3
2017Long 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: 3
paper
2019Long Memory in Turkish Unemployment Rates.(2019) In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2017Long Memory in Turkish Unemployment Rates.(2017) In: ERC Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2017Long memory in Turkish Unemployment Rates.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2017Long memory in Turkish Unemployment Rates.(2017) In: GLO Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2008The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? In: IZA Discussion Papers.
[Full Text][Citation analysis]
paper4
2009The 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: 4
article
2020Self-employment by gender in the EU: convergence and clusters In: Working Papers.
[Full Text][Citation analysis]
paper2
2021Self-employment by gender in the EU: convergence and clusters.(2021) In: Empirica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2021Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies In: Working Papers.
[Full Text][Citation analysis]
paper0
2022Unemployment hysteresis by sex and education attainment in the EU In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Long memory and ARFIMA modelling: The case of CPI inflation rate in Ghana In: Journal of Developing Areas.
[Full Text][Citation analysis]
article0
2017The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets In: Journal of Developing Areas.
[Full Text][Citation analysis]
article2
2018NON-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]
article0
2010REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION In: Journal of Economic Development.
[Full Text][Citation analysis]
article3
2001A Fractionally Integrated Exponential Model for UK Unemployment. In: Journal of Forecasting.
[Citation analysis]
article8
2005Testing and forecasting the degree of integration in the US inflation rate In: Journal of Forecasting.
[Full Text][Citation analysis]
article4
2008Tourism in the Canary Islands: forecasting using several seasonal time series models In: Journal of Forecasting.
[Full Text][Citation analysis]
article15
2007Tourism 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: 15
paper
2003Stochastic behavior of nominal exchange rates In: Atlantic Economic Journal.
[Full Text][Citation analysis]
article3
2002Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment. In: Computational Economics.
[Full Text][Citation analysis]
article0
2003Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses In: Computational Economics.
[Full Text][Citation analysis]
article1
2003Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series In: Computational Economics.
[Full Text][Citation analysis]
article0
2004Structural Change and the Order of Integration in Univariate Time Series In: Computational Economics.
[Full Text][Citation analysis]
article0
2005Structural Change and the Order of Integration in Univariate Time Series.(2005) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2004The Stochastic Permanent Break Model and the Fractional Integration Hypothesis In: Computational Economics.
[Full Text][Citation analysis]
article0
2017Searching for Inefficiencies in Exchange Rate Dynamics In: Computational Economics.
[Full Text][Citation analysis]
article2
2017The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article5
2004Testing of Unit Root Cycles in the Swedish Economy In: Empirica.
[Full Text][Citation analysis]
article0
2007Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited In: Empirica.
[Full Text][Citation analysis]
article0
2006Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited.(2006) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2007Testing for deterministic and stochastic cycles in macroeconomic time series In: Empirica.
[Full Text][Citation analysis]
article0
2008Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates In: Empirica.
[Full Text][Citation analysis]
article0
2018Testing the great decoupling: a long memory approach In: Empirica.
[Full Text][Citation analysis]
article1
2020Public finances in the EU-27: Are they sustainable? In: Empirica.
[Full Text][Citation analysis]
article0
2016Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data In: Environmental & Resource Economics.
[Full Text][Citation analysis]
article9
2017Persistence, 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]
article4
2019Time Trends and Persistence in the Global CO2 Emissions Across Europe In: Environmental & Resource Economics.
[Full Text][Citation analysis]
article4
2004The permanent income hypothesis: A new framework based on fractional integration and cointegration In: International Advances in Economic Research.
[Full Text][Citation analysis]
article0
2005Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series In: International Advances in Economic Research.
[Full Text][Citation analysis]
article0
2009Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling In: International Advances in Economic Research.
[Full Text][Citation analysis]
article6
2014Mean Reversion in Agricultural Commodity Prices in India In: International Advances in Economic Research.
[Full Text][Citation analysis]
article1
2020Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries In: International Advances in Economic Research.
[Full Text][Citation analysis]
article0
2018Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2002Unit and fractional roots with deterministic trends in the UK output In: International Advances in Economic Research.
[Full Text][Citation analysis]
article0
2003Long memory in the interest rates in some Asian countries In: International Advances in Economic Research.
[Full Text][Citation analysis]
article6
2006Testing of nonstationary cycles in financial time series data In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article0
2003Testing of Nonstationary Cycles in Financial Time Series Data.(2003) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2008The persistence of earnings per share In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article4
2008The Persistence of Earnings per Share.(2008) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2009US 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]
article5
2011Endogenous problems in cross-sectional valuation models based on accounting information In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article8
2018Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]
paper1
2022Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article0
2022The Impact of China’s FDI on Economic Growth: Evidence from Africa with a Long Memory Approach In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article0
2005Fractional Integration and Cointegration in the Japanese Exchange Rate Market In: Japanese Economy.
[Full Text][Citation analysis]
article0
2008Unemployment and entrepreneurship: a cyclical relationship? In: NBS Discussion Papers in Economics.
[Full Text][Citation analysis]
paper0
2009Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe In: NBS Discussion Papers in Economics.
[Full Text][Citation analysis]
paper1
2010Mean reversion and long memory in African stock market prices In: NCID Working Papers.
[Full Text][Citation analysis]
paper13
2011Mean reversion and long memory in African stock market prices.(2011) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2010Mean reversion and long memory in African stock market prices.(2010) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2013Testing for persistence with breaks and outliers in South African house prices In: NCID Working Papers.
[Full Text][Citation analysis]
paper4
2012Testing for Persistence with Breaks and Outliers in South African House Prices.(2012) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2012Testing for Persistence with Breaks and Outliers in South African House Prices.(2012) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2011Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria. In: NCID Working Papers.
[Full Text][Citation analysis]
paper3
2012Violence and the market for food. Evidence from Kenya. In: NCID Working Papers.
[Full Text][Citation analysis]
paper0
2013Persistence, long memory and seasonality in Kenyan tourism series In: NCID Working Papers.
[Full Text][Citation analysis]
paper1
2010Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament? In: NCID Working Papers.
[Full Text][Citation analysis]
paper0
2012Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration In: NCID Working Papers.
[Full Text][Citation analysis]
paper0
2015Fractional 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]
paper11
2011Interest rate dynamics in Kenya In: NCID Working Papers.
[Full Text][Citation analysis]
paper1
2012Testing the PPP Hypothesis in the Sub-Saharan Countries In: NCID Working Papers.
[Full Text][Citation analysis]
paper0
2015Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis In: NCID Working Papers.
[Full Text][Citation analysis]
paper0
2015African Growth, Non-Linearities and Strong Dependence: An Empirical Study In: NCID Working Papers.
[Full Text][Citation analysis]
paper0
2015The Impact of Ethnic Violence in Kenya on Wheat and Maize Markets In: Journal of African Economies.
[Full Text][Citation analysis]
article0
2016Term Structure Persistence In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]
article17
2012Term Structure Persistence.(2012) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2010European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration In: Eastern Economic Journal.
[Full Text][Citation analysis]
article9
2019Inflation in Argentina: Analysis of Persistence Using Fractional Integration In: Eastern Economic Journal.
[Full Text][Citation analysis]
article0
2009Fractional Integration and Cointegration: An Overview and an Empirical Application In: Palgrave Macmillan Books.
[Citation analysis]
chapter17
2021Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013Long memory in the ukrainian stock market and financial crises In: MPRA Paper.
[Full Text][Citation analysis]
paper4
2018How do Stocks in BRICS co-move with REITs? In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2018Is there convergence between the BRICS and International REIT Markets? In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2014GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2018Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions In: MPRA Paper.
[Full Text][Citation analysis]
paper4
2021Testing fractional unit roots with non-linear smooth break approximations using Fourier functions.(2021) In: Journal of Applied Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2018High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2019Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2019A new unit root analysis for testing hysteresis in unemployment In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries In: Working Papers.
[Citation analysis]
paper13
2014Testing 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: 13
article
2013Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach In: Working Papers.
[Citation analysis]
paper15
2015Comovement in Euro area housing prices: A fractional cointegration approach.(2015) In: Urban Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2013Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test In: Working Papers.
[Citation analysis]
paper7
2015Do 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: 7
article
2014Testing for Multiple Bubbles in the BRICS Stock Markets In: Working Papers.
[Citation analysis]
paper19
2014Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 In: Working Papers.
[Citation analysis]
paper0
2016Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach In: Working Papers.
[Citation analysis]
paper2
2016The 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: 2
article
2015Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff In: Working Papers.
[Citation analysis]
paper15
2015Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data In: Working Papers.
[Citation analysis]
paper0
2015Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates In: Working Papers.
[Citation analysis]
paper4
2017Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates.(2017) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2016Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers.
[Citation analysis]
paper49
2019Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks.(2019) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
article
2016Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty In: Working Papers.
[Citation analysis]
paper10
2019Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty.(2019) In: Journal of International Development.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2016Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches In: Working Papers.
[Citation analysis]
paper0
2017Modeling 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
2017Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks In: Working Papers.
[Citation analysis]
paper5
2018Current 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: 5
article
2018Are BRICS Exchange Rates Chaotic? In: Working Papers.
[Citation analysis]
paper10
2019Are BRICS exchange rates chaotic?.(2019) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2018Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data In: Working Papers.
[Citation analysis]
paper1
2021Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data.(2021) In: Urban Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2020Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective In: Working Papers.
[Citation analysis]
paper0
2020The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular Perspective In: Working Papers.
[Citation analysis]
paper0
2021Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data In: Working Papers.
[Citation analysis]
paper0
2006UK Unemployment Dynamics: a Fractionally Cointegrated Approach In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]
article3
2003The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics In: Economia Internazionale / International Economics.
[Citation analysis]
article0
2010A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA In: Conflict Management and Peace Science.
[Full Text][Citation analysis]
article8
2009A note on the effectiveness of national anti-terrorist policies. Evidence from ETA.(2009) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2004Modelling Monthly Spanish Tourism: A Seasonal Fractionally Integrated Approach In: Tourism Economics.
[Full Text][Citation analysis]
article3
2005The Nature of Seasonality in Spanish Tourism Time Series In: Tourism Economics.
[Full Text][Citation analysis]
article4
2008Persistence in International Monthly Arrivals in the Canary Islands In: Tourism Economics.
[Full Text][Citation analysis]
article0
2008Fractional Integration and Structural Breaks: Evidence from International Monthly Arrivals in the USA In: Tourism Economics.
[Full Text][Citation analysis]
article5
2010International Arrivals in the Canary Islands: Persistence, Long Memory, Seasonality and other Implicit Dynamics In: Tourism Economics.
[Full Text][Citation analysis]
article6
2016Modeling the degree of persistence in Croatian tourism In: Tourism Economics.
[Full Text][Citation analysis]
article2
2018Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks In: Tourism Economics.
[Full Text][Citation analysis]
article1
2019UK overseas visitors: Seasonality and persistence In: Tourism Economics.
[Full Text][Citation analysis]
article0
2021Tourism persistence in Spain: National versus international visitors In: Tourism Economics.
[Full Text][Citation analysis]
article0
2022The impact of COVID-19 on the Spanish tourism sector In: Tourism Economics.
[Full Text][Citation analysis]
article0
2022Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel In: Tourism Economics.
[Full Text][Citation analysis]
article0
2003A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]
article0
2011Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies In: Working Papers.
[Full Text][Citation analysis]
paper8
2016Currency Union in the East African Community: A Fractional Integration Approach In: Advances in African Economic, Social and Political Development.
[Citation analysis]
chapter0
2022Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach In: Annals of Operations Research.
[Full Text][Citation analysis]
article0
2019Temperatures across Europe: evidence of time trends In: Climatic Change.
[Full Text][Citation analysis]
article0
2018On the invertibility of seasonally adjusted series In: Computational Statistics.
[Full Text][Citation analysis]
article0
2016On the invertibility of seasonally adjusted series.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2003Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks In: Empirical Economics.
[Full Text][Citation analysis]
article11
2004Fractional integration and business cycle features In: Empirical Economics.
[Full Text][Citation analysis]
article4
2004Fractional Integration and Business Cycles Features.(2004) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2005Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate In: Empirical Economics.
[Full Text][Citation analysis]
article1
2006Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 In: Empirical Economics.
[Full Text][Citation analysis]
article1
2005Long 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
2010A 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]
article3
2012Fractional integration and structural breaks in U.S. macro dynamics In: Empirical Economics.
[Full Text][Citation analysis]
article5
2009Fractional Integration and Structural Breaks in U.S. Macro Dynamics.(2009) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2016Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market In: Empirical Economics.
[Full Text][Citation analysis]
article1
2018Inflation analysis in the Central American Monetary Council In: Empirical Economics.
[Full Text][Citation analysis]
article0
2020Modeling US historical time-series prices and inflation using alternative long-memory approaches In: Empirical Economics.
[Full Text][Citation analysis]
article0
2022True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods In: Empirical Economics.
[Full Text][Citation analysis]
article0
2019Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends In: European Journal of Population.
[Full Text][Citation analysis]
article3
2003Long memory and structural breaks in hyperinflation countries In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article2
2009Multiple shifts and fractional integration in the US and UK unemployment rates In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article3
2017The fisher relationship in Nigeria In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2017The demand for money in Angola In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2019Iranian inflation: peristence and structural breaks In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2021Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach In: Journal of Innovation and Entrepreneurship.
[Full Text][Citation analysis]
article2
2016Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks In: Journal of Quantitative Economics.
[Full Text][Citation analysis]
article0
2020Persistence of the Misery Index in African Countries In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
article0
2020Unemployment and Fertility: A Long Run Relationship In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
article1
2021Fractional persistence in income poverty in Africa In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
article0
2022Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
article0
2006Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
article13
2003Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach.(2003) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2003Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2003Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2003Empirical evidence on real convergence in some OECD countries In: Applied Economics Letters.
[Full Text][Citation analysis]
article9
2003Unemployment and real oil prices in Australia: a fractionally cointegrated approach In: Applied Economics Letters.
[Full Text][Citation analysis]
article12
2004The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2006Long memory at the long-run and the seasonal monthly frequencies in the US money stock In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
2008Real GDP growth rates across countries: long memory and mean shifts In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2009Stock market returns and terrorist violence: evidence from the Basque Country In: Applied Economics Letters.
[Full Text][Citation analysis]
article10
2010Multiple cyclical fractional structures in financial time series In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2015Modelling African inflation rates: nonlinear deterministic terms and long-range dependence In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
2015A time-series analysis of US entrepreneurship: evidence from fractional integration In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2016Fractional integration and cointegration in merger and acquisitions in the US petroleum industry In: Applied Economics Letters.
[Full Text][Citation analysis]
article4
2017Fractional integration and nonlinear deterministic trends in the analysis of time series data In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2017Unemployment rate cycles in Europe In: Applied Economics Letters.
[Full Text][Citation analysis]
article2
2018Application of local projections in the monetary policy in Brazil In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2020Measuring the degree of persistence in the U.S. economic policy uncertainty index In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2001Measuring unemployment persistence in terms of I(d) statistical models In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
2001Seasonal long memory in the US monthly monetary aggregate In: Applied Economics Letters.
[Full Text][Citation analysis]
article6
2002Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
2002Unemployment and input prices: a fractional cointegration approach In: Applied Economics Letters.
[Full Text][Citation analysis]
article11
2002Confidence intervals for fractionally integrated hypotheses in the real output across Europe In: Applied Economics Letters.
[Full Text][Citation analysis]
article2
2006Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques In: Applied Financial Economics Letters.
[Full Text][Citation analysis]
article3
2004Long range dependence in daily stock returns In: Applied Financial Economics.
[Full Text][Citation analysis]
article5
2007Testing for stock market bubbles using nonlinear models and fractional integration In: Applied Financial Economics.
[Full Text][Citation analysis]
article13
2010Testing persistence in the context of conditional heteroscedasticity errors In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2012Real convergence in Latin America: a fractionally integrated approach In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2001The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models In: Applied Economics.
[Full Text][Citation analysis]
article11
2003Strong dependence in the real interest rates In: Applied Economics.
[Full Text][Citation analysis]
article0
2004Semiparametric estimation of the fractional differencing parameter in the UK industrial production index In: Applied Economics.
[Full Text][Citation analysis]
article0
2004Seasonal fractional components in macroeconomic time series In: Applied Economics.
[Full Text][Citation analysis]
article0
2004Forecasting the real output using fractionally integrated techniques In: Applied Economics.
[Full Text][Citation analysis]
article0
2004Modelling the US real GNP with fractionally integrated techniques In: Applied Economics.
[Full Text][Citation analysis]
article2
2005Fractional integration in total factor productivity: evidence from US data In: Applied Economics.
[Full Text][Citation analysis]
article2
2009New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data In: Applied Economics.
[Full Text][Citation analysis]
article8
2010International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications In: Applied Economics.
[Full Text][Citation analysis]
article1
2013Real convergence: empirical evidence for Latin America In: Applied Economics.
[Full Text][Citation analysis]
article4
2014Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks In: Applied Economics.
[Full Text][Citation analysis]
article0
2014Long memory and fractional integration in the housing price series of London and Paris In: Applied Economics.
[Full Text][Citation analysis]
article3
2015The macroeconomy of Angola: breaks and persistence in Angolan macro data In: Applied Economics.
[Full Text][Citation analysis]
article2
2015Investment and saving in Angola and the Feldstein-Horioka puzzle In: Applied Economics.
[Full Text][Citation analysis]
article6
2016Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score In: Applied Economics.
[Full Text][Citation analysis]
article0
2017A performance assessment of Mozambique banks: a Bayesian stochastic frontier In: Applied Economics.
[Full Text][Citation analysis]
article2
2018Long memory and mean reversion in real exchange rates in Latin America In: Applied Economics.
[Full Text][Citation analysis]
article0
2019Time series analysis of economic growth rate series in Nigeria: structural breaks, non-linearities and reasons behind the recent recession In: Applied Economics.
[Full Text][Citation analysis]
article1
2020Exchange rate dynamics in South Africa In: Applied Economics.
[Full Text][Citation analysis]
article0
2020UK tourism arrivals and departures: seasonality, persistence and time trends In: Applied Economics.
[Full Text][Citation analysis]
article0
2020Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach In: Applied Economics.
[Full Text][Citation analysis]
article1
2020Testing Okun’s law. Theoretical and empirical considerations using fractional integration In: Applied Economics.
[Full Text][Citation analysis]
article5
2021Mean reversion in monetary aggregates in Chile In: Applied Economics.
[Full Text][Citation analysis]
article0
2022The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach In: Applied Economics.
[Full Text][Citation analysis]
article0
2023US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach In: Applied Economics.
[Full Text][Citation analysis]
article0
2006ETA: A PERSISTENT PHENOMENON In: Defence and Peace Economics.
[Full Text][Citation analysis]
article6
2007ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE? In: Defence and Peace Economics.
[Full Text][Citation analysis]
article5
2009BASQUE 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]
article6
2016Growth recovery after civil conflict: a fractional integration approach In: Defence and Peace Economics.
[Full Text][Citation analysis]
article1
2017Carlos Pestana Barros In: Defence and Peace Economics.
[Full Text][Citation analysis]
article0
2008Stochastic volatility in the Spanish stock market: a long memory model with a structural break In: The European Journal of Finance.
[Full Text][Citation analysis]
article0
2012Mean reversion of short-run interest rates: empirical evidence from new EU countries In: The European Journal of Finance.
[Full Text][Citation analysis]
article5
2009A 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]
article0
2002Modelling the Persistence of Unemployment in Canada In: International Review of Applied Economics.
[Full Text][Citation analysis]
article5
2003A fractional integration analysis of the population in some OECD countries In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article10
2003Estimation 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]
article1
2011Fractional 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]
article3
2015Infant mortality rates: time trends and fractional integration In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article3
2015Linear and segmented trends in sea surface temperature data In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article1
2015An empirical analysis of freight transport traffic modes in Brazil, 1996-2012 In: Transportation Planning and Technology.
[Full Text][Citation analysis]
article3
2002Do Spanish Stock Market Prices Follow a Random Walk? In: Faculty Working Papers.
[Full Text][Citation analysis]
paper3
2016Oil shocks on unemployment in Central and Eastern Europe In: Faculty Working Papers.
[Full Text][Citation analysis]
paper10
2002Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2003Serial and cross-correlation in the Spanish Stock Market returns In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2010Persistence in the short and long term tourist arrivals to Australia In: Faculty Working Papers.
[Full Text][Citation analysis]
paper3
2011Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2016A framework for Open Innovation practices: Typology and characterisation In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2002Stock Market Cycles and Stock Market Development in Spain In: Faculty Working Papers.
[Full Text][Citation analysis]
paper9
2003The explaining role of the Earning-Price Ratio in the Spanish Stock Market In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2010Retail sales. Persistence in the short term and long term dynamics In: Faculty Working Papers.
[Full Text][Citation analysis]
paper3
2011Exploring Survey-Based Inflation Forecasts In: Faculty Working Papers.
[Full Text][Citation analysis]
paper12
2012Exploring Survey?Based Inflation Forecasts.(2012) In: Journal of Forecasting.
[Citation analysis]
This paper has another version. Agregated cites: 12
article
2009Time series modelling of sunspot numbers using long range cyclical dependence In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2004Deterministic Seasonality versus Seasonal Fractional Integration In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2004Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ In: Faculty Working Papers.
[Full Text][Citation analysis]
paper1
2009Persistence on airline accidents In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2008Time trend estimation with breaks in temperature time series In: Faculty Working Papers.
[Full Text][Citation analysis]
paper7
2009Warming break trends and fractional integration in the northern, southern and global temperature anomaly series In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2011Oil Prices: Persistence and Breaks In: Faculty Working Papers.
[Full Text][Citation analysis]
paper1
2006New Revelations about Unemployment Persistence in Spain In: Faculty Working Papers.
[Full Text][Citation analysis]
paper2
2008Fractional integration and data frequency In: Faculty Working Papers.
[Full Text][Citation analysis]
paper2
2011Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2011The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2005The Nature of the Relationship between International Tourism and International Trade: The Case of Ge In: Faculty Working Papers.
[Full Text][Citation analysis]
paper1
2005Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2005Modelling 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]
article0
2006Measuring 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]
article0
2007Strong dependence in the nominal exchange rates of the Polish zloty In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]
article8
2007The 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]
article0
2016Testing 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]
article4
2013THE PURCHASING POWER PARITY HYPOTHESIS IN THE US–CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY In: International Journal of Finance & Economics.
[Citation analysis]
article0
2015Fractional 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]
article7
2021Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0
2021Mapping US presidential terms with S&P500 index: Time series analysis approach In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article1
2021What do productivity indices tell us? A case study of U.S. industries In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0
2010Persistence in some energy futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]
article15
2016Interest Rate Dynamics in Kenya: Commercial Banks Rates and the 91?Day Treasury Bill Rate In: Journal of International Development.
[Full Text][Citation analysis]
article1
2002MEAN 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]
article0
2002FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
article0
2003LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
article0
2005MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
article0
2005TESTING OF REAL CONVERGENCE IN GERMANY IN THE PRESENCE OF STRUCTURAL BREAKS In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
article0
2005FRACTIONAL INTEGRATION AT ZERO AND THE CYCLICAL FREQUENCIES IN THE SPECIFICATION OF US PRICES In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
article0
2020ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2007Testing 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]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team