Luis Alberiko Gil-Alana : Citation Profile


Are you Luis Alberiko Gil-Alana?

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

19

H index

58

i10 index

1921

Citations

RESEARCH PRODUCTION:

382

Articles

248

Papers

6

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 80
   Journals where Luis Alberiko Gil-Alana has often published
   Relations with other researchers
   Recent citing documents: 309.    Total self citations: 346 (15.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi173
   Updated: 2021-10-16    RAS profile: 2021-10-04    
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Relations with other researchers


Works with:

Caporale, Guglielmo Maria (75)

GUPTA, RANGAN (39)

YAYA, OLAOLUWA (19)

Plastun, Alex (15)

Carcel, Hector (14)

Cuestas, Juan (9)

Mudida, Robert (8)

Cuñado, Juncal (8)

Miller, Stephen (7)

Monge, Manuel (7)

tansel, aysıt (6)

Ozdemir, Zeynel (6)

Canarella, Giorgio (5)

Lovcha, Yuliya (4)

Payne, James (4)

Pérez de Gracia, Fernando (4)

Chang, Tsangyao (4)

solarin, sakiru (4)

Wohar, Mark (4)

Ogbonna, Ahamuefula (3)

André, Christophe (3)

Skare, Marinko (3)

coskun, yener (3)

Mervar, Andrea (2)

Moreno, Antonio (2)

Madigu, Godfrey (2)

Antonakakis, Nikolaos (2)

Ranjbar, Omid (2)

Faria, Joao (2)

Olubusoye, Olusanya (2)

Perez-Laborda, Alejandro (2)

Roubaud, David (2)

Abbritti, Mirko (2)

Bouri, Elie (2)

Plakandaras, Vasilios (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 (99)

Balcilar, Mehmet (61)

YAYA, OLAOLUWA (60)

Cuestas, Juan (53)

Ogbonna, Ahamuefula (45)

Ozdemir, Zeynel (40)

Caporale, Guglielmo Maria (39)

Smyth, Russell (38)

Plastun, Alex (33)

Phiri, Andrew (33)

tansel, aysıt (32)

Cites to:

Granger, Clive (318)

Diebold, Francis (214)

Robinson, Peter (204)

Perron, Pierre (182)

Phillips, Peter (140)

Schmidt, Peter (121)

Caporale, Guglielmo Maria (113)

Rudebusch, Glenn (109)

Nielsen, Morten (107)

Baillie, Richard (106)

Hassler, Uwe (103)

Main data


Where Luis Alberiko Gil-Alana has published?


Journals with more than one article published# docs
Applied Economics31
Applied Economics Letters23
Empirical Economics12
Economics Letters11
Tourism Economics9
Journal of Economics and Finance9
Physica A: Statistical Mechanics and its Applications9
Economic Modelling8
Research in International Business and Finance8
Computational Economics8
Resources Policy7
Energy7
Empirica7
International Advances in Economic Research7
International Journal of Finance & Economics7
South African Journal of Economics6
Journal of Policy Modeling6
Economics Bulletin6
International Review of Financial Analysis5
Journal of Applied Statistics5
International Review of Economics & Finance5
Defence and Peace Economics5
Applied Stochastic Models in Business and Industry5
Applied Financial Economics5
Energy Economics5
International Journal of Theoretical and Applied Finance (IJTAF)4
Finance Research Letters4
Review of Quantitative Finance and Accounting4
Journal of Time Series Analysis4
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement4
The Quarterly Review of Economics and Finance4
International Economics4
Energy Policy3
Environmental & Resource Economics3
International Journal of Business and Economics3
African Development Review3
Journal of Developing Areas3
Review of International Economics3
Journal of Forecasting3
Journal of Applied Economics3
Oxford Bulletin of Economics and Statistics3
Review of Financial Economics3
International Economics3
Manchester School2
Recherches conomiques de Louvain2
Annals of Economics and Statistics2
Journal of International Development2
Applied Econometrics and International Development2
European Research Studies Journal2
Economia Internazionale / International Economics2
Review of Economics & Finance2
African Development Review2
Eastern Economic Journal2
African Journal of Economic and Sustainable Development2
Review of Development Finance Journal2
Journal of Banking & Finance2
The Singapore Economic Review (SER)2
The European Journal of Finance2
Journal of International Money and Finance2
Journal of Economic Studies2
The Journal of International Trade & Economic Development2
Journal of Forecasting2
Urban Studies2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo57
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research36
Working Papers / University of Pretoria, Department of Economics31
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 / The University of Sheffield, Department of Economics3
Discussion Papers (REL - Recherches Economiques de Louvain) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Working Papers / Asociacin Espaola de Economa y Finanzas Internacionales2
Post-Print / HAL2
Working Papers / Economics Department, Universitat Jaume I, Castelln (Spain)2

Recent works citing Luis Alberiko Gil-Alana (2021 and 2020)


YearTitle of citing document
2020Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability. (2020). Asongu, Simplice ; Singh, Pritam ; le Roux, Sara. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/004.

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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.

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

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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.

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2020Bitcoins as a determinant of stock market movements: A comparison of Indian and Chinese Stock Markets. (2020). Bhatnagar, Dyal ; Bhullar, Pritpal Singh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:193-202.

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

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

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

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2021Cryptocurrency 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.

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

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2020Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies. (2020). Reule, Raphael ; Hardle, Wolfgang Karl ; Raphael, ; Petukhina, Alla A. In: Papers. RePEc:arx:papers:2009.04200.

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2020Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2020). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Papers. RePEc:arx:papers:2009.09572.

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2020Knowledge Discovery in Cryptocurrency Transactions: A Survey. (2020). Liu, Si-Hao ; Jiang, Xin-Jian ; Tse, Chi Kong. In: Papers. RePEc:arx:papers:2010.01031.

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2020The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool. (2020). Brandi, Giuseppe ; Antoniades, Ioannis P ; di Matteo, T ; Magafas, L G. In: Papers. RePEc:arx:papers:2010.08890.

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2020Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741.

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

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2020Transmission of International Financial Shocks: A Cross Country Analysis. (2020). MALLICK, HRUSHIKESH ; Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:236-259.

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2020The Impact of Economic Events on Stock Market Returns: Evidence from India. (2020). Naik, Ramashanti ; Parab, Narayan ; Reddy, Y V. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1232-1247.

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2020Calendar Effect and Returns of Listed Companies on the Ghana Stock Exchange: A DOLS and GARCH Modelling. (2020). Asare-Adu, Anthony ; Atuah, Theophilus Sakyiamah ; Agyapong, Daniel. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:920-935.

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2020International Spillovers of Interest Rate Shocks: An Empirical Analysis. (2020). Mallick, Hrushikesh ; Rout, Sanjay Kumar. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2020:p:215-222.

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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.

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2020An empirical assessment of proposed solutions for resolving scale problems in value relevance accounting research. (2020). Garcia, Juan Manuel ; Martinez, Juana Aledo ; Grambovas, Christos A ; Gonzalez, Maria T. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3905-3933.

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2020Fourier nonlinear quantile unit root test and PPP in Africa. (2020). Bahmani-Oskooee, Mohsen ; Chang, Tsang Yao ; Bahmanioskooee, Mohsen ; Ranjbar, Omid ; Niroomand, Farhang. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:4:p:451-481.

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2020Redistributive innovation policy, inequality, and efficiency. (2020). Getachew, Yoseph ; Basu, Parantap. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:22:y:2020:i:3:p:532-554.

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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.

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2020The welfare effects of infrastructure investment in a heterogeneous agents economy. (2020). Rioja, Felix ; Felix, Rioja ; John, Gibson. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:1:p:17:n:26.

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2020Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates. (2020). McAleer, Michael ; Allen, David ; David, Allen ; Shelton, Peiris ; Manabu, Asai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:18:n:2.

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2020The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit. (2020). Kadiric, Samir. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei271.

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

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

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2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324.

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2020Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8445.

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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.

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

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2020A Proposed System for Securing Cryptocurrency Via the Integration of Internet of Things with Blockchain. (2020). Sayed, Amr ; Ouf, Shimaa ; Ghalwesh, Atef. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-21.

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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.

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2020Impact of Oil Price Shocks on Sectoral Returns in Nigeria Stock Market. (2020). NWAKOBY, Ifeoma ; Onyeke, Chibueze E ; Nnamani, Chidiebere ; Ihegboro, Ifeoma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-27.

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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.

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2020A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices. (2020). Annamalai, Balamurugan ; Chandrasekaran, Shabana ; Aggarwal, Divya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302266.

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2020A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets. (2020). Gubareva, Mariya ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303312.

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2020High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s096007791930520x.

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2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350.

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2020Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933.

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2020The time-varying diversifiability of corporate foreign exchange exposure. (2020). Krapl, Alain A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119918300038.

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

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2020Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Alqahtani, Abdullah. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:239-249.

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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.

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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.

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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.

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

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

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2020Redistribution, inequality, and efficiency with credit constraints: Implications for South Africa. (2020). Turnovsky, Stephen J ; Getachew, Yoseph Y. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:259-277.

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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.

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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.

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

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

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

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

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

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

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2020Forecast on silver futures linked with structural breaks and day-of-the-week effect. (2020). Fang, Qiang ; Cheng, Yuxiang ; Li, Wenlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300899.

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2020“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716.

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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.

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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.

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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.

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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.

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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.

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

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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.

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

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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.

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

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

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

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

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2020House price convergence in the euro zone: A pairwise approach. (2020). Miles, William. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362520300893.

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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.

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

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

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2020Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy. (2020). Lin, Boqiang ; Okorie, David. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300426.

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2020How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks. (2020). Xiao, Helu ; Lin, Ling ; Liu, Qing ; Zhou, Zhongbao ; Jiang, Yong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300761.

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2020Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300876.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2020Stationarity properties of per capita CO2 emissions in the OECD in the very long-run: A replication and extension analysis. (2020). Smyth, Russell ; Inekwe, John ; Ivanovski, Kris ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302085.

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2020Persistence in per capita energy consumption: A fractional integration approach with a Fourier function. (2020). yilanci, Veli ; Görüş, Muhammed ; Gorus, Muhammed Sehid ; Bozoklu, Seref. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302668.

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2020Convergence and determinants of greenhouse gas emissions in Australia: A regional analysis. (2020). Churchill, Sefa Awaworyi ; Ivanovski, Kris. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030311x.

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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.

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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.

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2020Reference forecasts for CO2 emissions from fossil-fuel combustion and cement production in Portugal. (2020). Pereira, Alfredo ; Belbute, Jose M. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303761.

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

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2020Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes. (2020). Ghosh, Sajal ; Uddin, Gazi Salah ; Dutta, Anupam ; Kanjilal, Kakali ; Yahya, Muhammad. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308847.

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2020A multiscale approach for simulation of shale gas transport in organic nanopores. (2020). Zhou, Wenning ; Yang, XU ; Liu, Xunliang. In: Energy. RePEc:eee:energy:v:210:y:2020:i:c:s0360544220316558.

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2020Self-similar behaviors in the crude oil market. (2020). Wen, Shaobo ; An, Feng ; Wang, ZE ; Gao, Xiangyun ; Fang, Wei ; Liu, Siyao. In: Energy. RePEc:eee:energy:v:211:y:2020:i:c:s0360544220317904.

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2020The time-varying causal relationship between oil price and unemployment: Evidence from the U.S. and China (EGY 118745). (2020). Liu, LU ; Zhang, Xi-Xi. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318521.

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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.

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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.

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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.

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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.

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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.

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2020Exchange-rate exposure and Brexit: The case of FTSE, DAX and IBEX. (2020). DASSIOU, XENI ; Zheng, Min ; Andrikopoulos, Athanasios. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304703.

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2020Asymmetric mean reversion of Bitcoin price returns. (2020). Corbet, Shaen ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306136.

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

Works by Luis Alberiko Gil-Alana:


YearTitleTypeCited
2011Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models In: American Journal of Economics and Business Administration.
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2014Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour In: African Development Review.
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article1
2014Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour.(2014) In: African Development Review.
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2014Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour.(2014) In: NCID Working Papers.
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2013Inflation Forecasting in Angola: A Fractional Approach In: African Development Review.
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2013Inflation Forecasting in Angola: A Fractional Approach.(2013) In: African Development Review.
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2012Inflation forecasting in Angola: a fractional approach.(2012) In: CEsA Working Papers.
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2001Estimation of Fractionally ARIMA Models for the UK Unemployment In: Annals of Economics and Statistics.
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article1
2006Testing Seasonality in the Context of Fractionally Integrated Processes In: Annals of Economics and Statistics.
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article1
2012Inflation convergence in Central and Eastern Europe with a view to adopting the euro In: Working Papers.
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paper3
2012Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro.(2012) In: Working Papers.
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2013A non-linear approach with long range dependence based on Chebyshev polynomials In: Working Papers.
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paper8
2012A non-linear approach with long range dependence based on Chebyshev polynomials.(2012) In: NCID Working Papers.
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paper
2012A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials.(2012) In: Working Papers.
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paper
2012A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials.(2012) In: Faculty Working Papers.
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2020Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis In: Review of Development Finance Journal.
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article0
2021How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry In: Review of Development Finance Journal.
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2007International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications In: 105th Seminar, March 8-10, 2007, Bologna, Italy.
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paper0
2006The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine In: 98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece.
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paper6
2006The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine.(2006) In: 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia.
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2007The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine.(2007) In: Discussion Papers.
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2009The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine.(2009) In: Applied Economics.
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article
2004Non-Linearities and Fractional Integration in the US Unemployment Rate In: Discussion Paper Series.
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2007Nonlinearities and Fractional Integration in the US Unemployment Rate*.(2007) In: Oxford Bulletin of Economics and Statistics.
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2006Nonlinearities and fractional integration in the US unemployment rate.(2006) In: Faculty Working Papers.
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2004Non-linearities and fractional integration in the US unemployment rate.(2004) In: HWWA Discussion Papers.
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2021Persistence in Commodity Prices In: Journal of Agricultural and Resource Economics.
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2013Long Memory in the Housing Price Indices in China In: Asian Journal of Empirical Research.
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2021The COVID-19 impact on the Asian Stock Markets In: Asian Economics Letters.
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2021Crude Oil Prices and COVID-19 - Persistence of the Shock In: Energy RESEARCH LETTERS.
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2013The Housing Markets in Spain and Portugal: Evidence of Persistence In: Review of Economics & Finance.
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2017Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India In: Review of Economics & Finance.
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2015Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies In: African Development Review.
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article1
2012Persistence, Long Memory, and Unit Roots in Commodity Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
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2008Trade Balance and Exchange Rate: Unit Roots, Co?integration and Long Memory in the US and the UK In: Economic Notes.
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article3
2020Fractional Integration and the Persistence of UK Inflation, 1210–2016 In: Economic Papers.
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2004Testing for Seasonal Fractional Roots in German Real Output In: German Economic Review.
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article1
2004Testing for Seasonal Fractional Roots in German Real Output.(2004) In: German Economic Review.
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article
2019The Evolution of the Credit?to?GDP Ratio: An Empirical Analysis In: International Review of Finance.
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article0
2001Testing Stochastic Cycles in Macroeconomic Time Series In: Journal of Time Series Analysis.
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article2
2004A joint test of fractional integration and structural breaks at a known period of time In: Journal of Time Series Analysis.
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article7
2008Fractional integration and structural breaks at unknown periods of time In: Journal of Time Series Analysis.
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article44
2006Fractional integration and structural breaks at unknown periods of time.(2006) In: Faculty Working Papers.
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2013Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis.
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article2
2008Modelling Long-Run Trends and Cycles in Financial Time Series Data.(2008) In: CESifo Working Paper Series.
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2012Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers.
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2005FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS In: Manchester School.
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article10
2019Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data In: Manchester School.
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2017Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data.(2017) In: Working Papers.
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2003Fractional Integration and the Dynamics of UK Unemployment In: Oxford Bulletin of Economics and Statistics.
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2003Fractional Integration and the Dynamics of UK Unemployment.(2003) In: Faculty Working Papers.
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2003Testing of Fractional Cointegration in Macroeconomic Time Series In: Oxford Bulletin of Economics and Statistics.
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article14
2003Testing of Fractional Cointegration in Macroeconomic Time Series.(2003) In: Faculty Working Papers.
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2006Mean Reversion of Short?run Interest Rates in Emerging Countries* In: Review of International Economics.
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2011Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement In: Review of International Economics.
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article2
2015The Sustainability of European External Debt: What have We Learned? In: Review of International Economics.
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article2
2010INFLATION IN SOUTH AFRICA: A TIME?SERIES VIEW ACROSS SECTORS USING LONG?RANGE DEPENDENCE In: South African Journal of Economics.
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article2
2010Inflation in South Africa. A time series view across sectors using long range dependence..(2010) In: NCID Working Papers.
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2011IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON?LINEAR APPROACH In: South African Journal of Economics.
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article16
2011Is there asymmetric behaviour in African inflation? A non-linear approach..(2011) In: NCID Working Papers.
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paper
2015Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics.
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2012Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin.
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2012Testing the Marshall-Lerner condition in Kenya.(2012) In: NCID Working Papers.
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2015Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates In: South African Journal of Economics.
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article0
2018Unemployment in Africa: A Fractional Integration Approach In: South African Journal of Economics.
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article3
2020Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence In: South African Journal of Economics.
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2018Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence.(2018) In: CESifo Working Paper Series.
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2016Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory In: Scottish Journal of Political Economy.
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2016Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB In: Research Discussion Papers.
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2016Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: CESifo Working Paper Series.
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2016Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: Discussion Papers of DIW Berlin.
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2018Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB.(2018) In: Research in International Business and Finance.
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2003Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries In: The B.E. Journal of Macroeconomics.
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article1
2015Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study In: Global Economy Journal.
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article2
2015Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study.(2015) In: Global Economy Journal (GEJ).
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2014Economic Growth and Recovery After Civil Wars In: Peace Economics, Peace Science, and Public Policy.
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2016Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials In: Studies in Nonlinear Dynamics & Econometrics.
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article5
2007Real convergence in some emerging countries: a fractionally integrated approach In: Recherches économiques de Louvain.
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2007Real convergence in some emerging countries : a fractionally integrated approach.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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2009AK growth models: new evidence based on fractional integration and breaking trends In: Recherches économiques de Louvain.
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2009AK growth models: new evidence based on fractional integration and breaking trends.(2009) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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2009New evidence on long-run monetary neutrality In: Journal of Applied Economics.
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2009New Evidence on Long-Run Monetary Neutrality.(2009) In: Journal of Applied Economics.
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2012Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics.
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2012Unemployment Hysteresis: Empirical Evidence for Latin America.(2012) In: Journal of Applied Economics.
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2016Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics.
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article5
2014Testing Unemployment Theories: A Multivariate Long Memory Approach.(2014) In: CESifo Working Paper Series.
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2013Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin.
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2016Testing Unemployment Theories: A Multivariate Long Memory Approach.(2016) In: Journal of Applied Economics.
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2006Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series.
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2007A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series.
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2007Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series.
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2007Long Run and Cyclical Dynamics in the US Stock Market In: CESifo Working Paper Series.
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2004Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Econometric Society 2004 Latin American Meetings.
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2004Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Economics Series.
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2014Long‐Run and Cyclical Dynamics in the US Stock Market.(2014) In: Journal of Forecasting.
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2007Identification of Segments of European Banks with a Latent Class Frontier Model In: CESifo Working Paper Series.
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2009Multi-Factor Gegenbauer Processes and European Inflation Rates In: CESifo Working Paper Series.
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2009Multi-Factor Gegenbauer Processes and European Inflation Rates.(2009) In: Discussion Papers of DIW Berlin.
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2009Long Memory in US Real Output per Capita In: CESifo Working Paper Series.
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2009Long Memory in US Real Output per Capita.(2009) In: Discussion Papers of DIW Berlin.
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2013Long memory in US real output per capita.(2013) In: Empirical Economics.
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2010US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis In: CESifo Working Paper Series.
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2010The Weekly Structure of US Stock Prices In: CESifo Working Paper Series.
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2010The Weekly Structure of US Stock Prices.(2010) In: Discussion Papers of DIW Berlin.
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2011The weekly structure of US stock prices.(2011) In: Applied Financial Economics.
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2011Fractional Integration and Cointegration in US Financial Time Series Data In: CESifo Working Paper Series.
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2011Fractional Integration and Cointegration in US Financial Time Series Data.(2011) In: Discussion Papers of DIW Berlin.
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2014Fractional integration and cointegration in US financial time series data.(2014) In: Empirical Economics.
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2012Fractional Integration and Cointegration in US Financial Time Series Data.(2012) In: Faculty Working Papers.
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2011Persistence and Cyclical Dependence in the Monthly Euribor Rate In: CESifo Working Paper Series.
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2011Persistence and Cyclical Dependence in the Monthly Euribor Rate.(2011) In: Discussion Papers of DIW Berlin.
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2016Persistence and cyclical dependence in the monthly euribor rate.(2016) In: Journal of Economics and Finance.
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2012Persistence and Cycles in US Hours Worked In: CESifo Working Paper Series.
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2012Persistence and Cycles in US Hours Worked.(2012) In: Discussion Papers of DIW Berlin.
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