Luis Alberiko Gil-Alana : Citation Profile


Are you Luis Alberiko Gil-Alana?

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

16

H index

26

i10 index

1177

Citations

RESEARCH PRODUCTION:

294

Articles

218

Papers

2

Chapters

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 56
   Journals where Luis Alberiko Gil-Alana has often published
   Relations with other researchers
   Recent citing documents: 190.    Total self citations: 264 (18.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi173
   Updated: 2018-11-17    RAS profile: 2018-11-09    
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Relations with other researchers


Works with:

Caporale, Guglielmo Maria (82)

GUPTA, RANGAN (50)

Plastun, Alex (22)

YAYA, OLAOLUWA (19)

Carcel, Hector (17)

Cuñado, Juncal (12)

Yaya, OlaOluwa (10)

Cuestas, Juan (9)

Pérez de Gracia, Fernando (8)

Makarenko, Inna (8)

André, Christophe (7)

Lovcha, Yuliya (7)

tansel, aysıt (6)

Chang, Tsangyao (5)

Barros, Carlos (4)

Ranjbar, Omid (4)

Balcilar, Mehmet (4)

Wohar, Mark (3)

Payne, James (3)

Olubusoye, Olusanya (3)

Faria, Joao (3)

Canarella, Giorgio (3)

Miller, Stephen (2)

Antonakakis, Nikolaos (2)

Regis, Paulo (2)

Perez-Laborda, Alejandro (2)

Singh, Prakarsh (2)

Ayala, Astrid (2)

Chen, Zhongfei (2)

Abbritti, Mirko (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:

Balcilar, Mehmet (59)

GUPTA, RANGAN (53)

Ozdemir, Zeynel (41)

tansel, aysıt (39)

Smyth, Russell (35)

Phiri, Andrew (34)

Cuestas, Juan (32)

Caporale, Guglielmo Maria (24)

PEGUIN-FEISSOLLE, Anne (23)

Apergis, Nicholas (23)

ALOY, Marcel (21)

Cites to:

Granger, Clive (227)

Diebold, Francis (173)

Robinson, Peter (170)

Perron, Pierre (131)

Phillips, Peter (114)

Schmidt, Peter (97)

Rudebusch, Glenn (93)

Lobato, Ignacio (88)

Baillie, Richard (81)

Campbell, John (80)

Hassler, Uwe (79)

Main data


Where Luis Alberiko Gil-Alana has published?


Journals with more than one article published# docs
Applied Economics24
Applied Economics Letters21
Empirical Economics11
Economics Letters10
Computational Economics9
Journal of Economics and Finance8
Economic Modelling8
Economics Bulletin6
Journal of Policy Modeling6
International Advances in Economic Research6
Defence and Peace Economics5
Journal of Applied Statistics5
Energy Economics5
Applied Stochastic Models in Business and Industry5
Empirica5
Applied Financial Economics5
International Journal of Finance & Economics4
International Journal of Theoretical and Applied Finance (IJTAF)4
South African Journal of Economics4
International Review of Financial Analysis4
Review of Quantitative Finance and Accounting4
Resources Policy4
Physica A: Statistical Mechanics and its Applications4
Energy4
Energy Policy3
Research in International Business and Finance3
Journal of Time Series Analysis3
Journal of Developing Areas3
Journal of Applied Economics3
International Journal of Business and Economics3
Journal of Forecasting3
Environmental & Resource Economics3
African Development Review3
Oxford Bulletin of Economics and Statistics3
Review of Financial Economics3
Review of International Economics3
Journal of Economic Studies2
Review of Economics & Finance2
Recherches conomiques de Louvain2
Journal of Banking & Finance2
Economia Internazionale / International Economics2
Annals of Economics and Statistics2
The Singapore Economic Review (SER)2
The Quarterly Review of Economics and Finance2
Journal of International Money and Finance2
International Economics2
Journal of Forecasting2
African Development Review2
The European Journal of Finance2
International Economics2
The Journal of International Trade & Economic Development2
European Research Studies Journal2
African Journal of Economic and Sustainable Development2
Applied Econometrics and International Development2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich37
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research36
Working Papers / University of Pretoria, Department of Economics28
MPRA Paper / University Library of Munich, Germany6
Economics Working Papers / European University Institute4
Working Papers / Nottingham Trent University, Nottingham Business School, Economics Division3
Working Papers / The University of Sheffield, Department of Economics3
IZA Discussion Papers / Institute for the Study of Labor (IZA)2
Discussion Papers (REL - Recherches Economiques de Louvain) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
Post-Print / HAL2
Working Papers / Asociacin Espaola de Economa y Finanzas Internacionales2

Recent works citing Luis Alberiko Gil-Alana (2018 and 2017)


YearTitle of citing document
2017Mitigating capital flight through military expenditure: insight from 37 African countries. (2017). Asongu, Simplice ; Amankwah-Amoah, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/029.

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2017Globalization and Terror in Africa. (2017). Biekpe, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/053.

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2017Long-memory, self-similarity and scaling of the long-term government bond yields: Evidence from Turkey and the USA. (2017). Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:71-82.

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2017Do Sunspots Matter for Cycles in Agricultural Lending: a VEC Approach to Russian Wheat Market. (2017). Burakov, D. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:262446.

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2018The effects of business cycle indicators on stock market indices of food industry in Iran. (2018). Mohammadi, H ; Shabanian, F ; Shahnoushi, N ; Abolhasani, L. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277425.

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2017Long memory features and relationship stability of Asia-Pacific currencies against USD. (2017). Sankarkumar, Amirdha Vasani ; Sigo, Marxia Oli ; Maniam, Balasundram ; Selvam, Murugesan. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264628.

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2017“Regional tourism demand forecasting with machine learning models: Gaussian process regression vs. neural network models in a multiple-input multiple-output setting”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201701.

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2017Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.07977.

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2017Optimal Purchasing Policy For Mean-Reverting Items in a Finite Horizon. (2017). Dourban, Alon ; Yedidsion, Liron . In: Papers. RePEc:arx:papers:1711.03188.

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2018Does 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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2018BETWEEN CASH, DEPOSIT AND BITCOIN: WOULD WE LIKE A CENTRAL BANK DIGITAL CURRENCY? MONEY DEMAND AND EXPERIMENTAL ECONOMICS. (2018). masciandaro, donato ; Cillo, Alessandra ; Caselli, Stefano ; Borgonovo, Emanuele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1875.

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2017Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data. (2017). Awad, Ibrahim M ; Al-Ewesat, Abdel-Rahman . In: Review of Economics & Finance. RePEc:bap:journl:170307.

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2018The Duration in the Market of New Housing in Mexico. (2018). Carolina, Rodriguez-Zamora ; Alejandro, Morales Ramirez. In: Working Papers. RePEc:bdm:wpaper:2018-08.

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2017Risk factors in Australian bond returns. (2017). Roca, Eduardo ; Drew, Michael ; Whittaker, Timothy ; Bianchi, Robert J. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:373-400.

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2017THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS. (2017). Suardi, Sandy ; Chua, Chew ; Nguyen, Thanh Dat. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:201-215.

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2017Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures. (2017). Perron, Pierre ; Estrada, Francisco ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:711-732.

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2017House price to income ratio and fundamentals: Evidence on long-horizon forecastability. (2017). Chen, Nan-Kuang ; Cheng, Han-Liang . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:293-311.

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2017Structural Break, Nonlinearity and the Hysteresis hypothesis: Evidence from new unit root tests.. (2017). Oflaz, Zarina. In: Econometrics Letters. RePEc:bmo:bmoart:v:4:y:2017:i:2:p:1-16.

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2017Extracting and analyzing the warming trend in global and hemispheric temperatures. (2017). Perron, Pierre ; Estrada, Francisco. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2017-008.

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2017The Day of the Week Effect in the Crypto Currency Market. (2017). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6716.

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2018Price Overreactions in the Cryptocurrency Market. (2018). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6861.

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2018On the Frequency of Price Overreactions. (2018). Caporale, Guglielmo Maria ; Plastun, Alex. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7011.

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2018Persistence in the Russian Stock Market Volatility Indices. (2018). Maria, Caporale Guglielmo ; Tripathy, Trilochan ; Gil-Alana, Luis A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7243.

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2018External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks. (2018). Delbianco, Fernando ; Fioriti, Andres. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:016022.

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2017The role of the education systems and the labour market institutions in enhancing youth employment: a cross-country analysis. (2017). Destefanis, Sergio ; Caroleo, Floro ; Floro Ernesto Caroleo , ; Ciociano, Elvira . In: Discussion Papers. RePEc:crj:dpaper:1_2017.

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2017Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence. (2017). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez, Carlos Vladimir ; Ergemen, Yunus Emre . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24614.

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2018You are what you eat: The role of oil price in Nigeria inflation forecast. (2018). tule, moses ; Salisu, Afees ; Chimeke, Charles. In: Working Papers. RePEc:cui:wpaper:0040.

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2018US shale oil and the behaviour of commodity prices. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0047.

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2017The Day of the Week Effect in the Crypto Currency Market. (2017). Plastun, Alex ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1694.

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2018Price Overreactions in the Cryptocurrency Market. (2018). Plastun, Alex ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1718.

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2017Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach. (2017). Dahiru, Bala A ; Nwonyuku, Kalu N ; Jim, Pam W. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00029.

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2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities. (2017). Roubaud, David ; Bouri, Elie ; Lien, Donald ; Kachacha, Imad . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00098.

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2017Does Labor Market Hysteresis Hold in Low Income Countries?. (2017). Bekun, Festus ; Akadiri, Seyi ; Olanipekun, Ifedolapo Olabisi ; Olawumi, Osundina . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-04.

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2017Simultaneous Equations Modeling for Terrorism, Poverty, and Economic Growth: Evidence from Pakistan. (2017). Shaheen, Kanwal ; Kousar, Rizwana ; Bibi, Nadia ; Akhter, Iram ; Naz, Asma ; Ul, Qurat ; Mushtaq, Hifza ; Zaman, Khalid. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-28.

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2017Oil Price and Employment Nexus in Saudi Arabia. (2017). Yousef, Tarek Tawfik ; Ahmad, Nawaz ; Sultan, Zafar Ahmad ; Mahmood, Haider. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-33.

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2017Oil Revenue, Public Spending, Gross Domestic Product and Employment in Saudi Arabia. (2017). Yousef, Tarek Tawfik ; Mahmood, Haider ; Sultan, Zafar Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-4.

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2017The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment. (2017). Zhang, Yuejun ; Ding, Zhihua ; Long, Ruyin ; Liu, Zhenhua . In: Applied Energy. RePEc:eee:appene:v:187:y:2017:i:c:p:27-36.

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2017Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:391-401.

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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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2018On the dynamics of sovereign debt in China: Sustainability and structural change. (2018). Regis, Paulo ; Cuestas, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:356-359.

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2017Testing the Marshall-Lerner condition between the U.S. and other G7 member countries. (2017). Dong, Fang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:30-40.

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2017Rationality and seasonality: Evidence from inflation forecasts. (2017). Goldstein, Nathan ; Zilberfarb, Ben-Zion . In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:86-90.

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2018Adaptive market hypothesis and evolving predictability of bitcoin. (2018). Khuntia, Sashikanta ; Pattanayak, J K. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:26-28.

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2017Estimation of fractionally integrated panels with fixed effects and cross-section dependence. (2017). Velasco, Carlos ; Ergemen, Yunus Emre . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:248-258.

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2017A strategy for optimal bandwidth selection in Local Whittle estimation. (2017). Arteche, Josu ; Orbe, Jesus. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:3-17.

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2018House price convergence in euro zone and non-euro zone countries. (2018). I-Chun Tsai, . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:269-281.

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2017Oil prices and stock markets: Does the effect of uncertainty change over time?. (2017). Park, Sung Y. ; Joo, Young C. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:42-51.

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2017Conditional convergence in Australias energy consumption at the sector level. (2017). Smyth, Russell ; Mishra, Vinod. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:396-403.

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2017Exploring the price dynamics of CO2 emissions allowances in Chinas emissions trading scheme pilots. (2017). Chang, Kai ; Pei, Ping ; Zhang, Chao ; Wu, Xin. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:213-223.

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2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

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2017The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective. (2017). Ji, Qiang ; Geng, Jiang-Bo ; Fan, Ying. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:98-110.

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2018Date stamping historical periods of oil price explosivity: 1876–2014. (2018). GUPTA, RANGAN ; Katzke, Nico ; Caspi, Itamar . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:582-587.

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2018Oil returns and volatility: The role of mergers and acquisitions. (2018). GUPTA, RANGAN ; Demirer, Riza ; Tiwari, Aviral Kumar ; Bos, Martijn. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69.

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2017Testing for convergence in electricity consumption across Croatian regions at the consumers sectoral level. (2017). Borozan, Djula. In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:145-153.

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2017Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

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2018Re-evaluating the energy consumption-economic growth nexus for the United States: An asymmetric threshold cointegration analysis. (2018). Tzeremes, Nickolaos ; Kourtzidis, Stavros. In: Energy. RePEc:eee:energy:v:148:y:2018:i:c:p:537-545.

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2018Time-varying effects of oil supply and demand shocks on Chinas macro-economy. (2018). Lin, Boqiang ; Gong, XU. In: Energy. RePEc:eee:energy:v:149:y:2018:i:c:p:424-437.

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2018The contagious effects on economic development after resuming construction policy for nuclear power plants in Coastal China. (2018). Hsiao, Cody Yu-Ling ; Chen, Hsing Hung. In: Energy. RePEc:eee:energy:v:152:y:2018:i:c:p:291-302.

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2018Impacts of supply and demand factors on declining oil prices. (2018). Kim, Myung Suk . In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:1059-1065.

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2018Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473.

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2018A randomized-algorithm-based decomposition-ensemble learning methodology for energy price forecasting. (2018). Tang, Ling ; Yu, Lean ; Wu, Yao . In: Energy. RePEc:eee:energy:v:157:y:2018:i:c:p:526-538.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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2018Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data. (2018). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:260-270.

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2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Roubaud, David ; Molnár, Peter ; Bouri, Elie ; Azzi, Georges ; Hagfors, Lars Ivar ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198.

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2017Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index. (2017). Luo, Xingguo ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:29-34.

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2017Oil price shocks and stock returns of oil and gas corporations. (2017). Pérez de Gracia, Fernando ; Diaz, Elena Maria . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:75-80.

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2017Geopolitical risks and the oil-stock nexus over 1899–2016. (2017). Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:165-173.

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2017Small Italian wine producers’ internationalization: The role of network relationships in the emergence of late starters. (2017). Vissak, Tiia ; Musso, Fabio ; Francioni, Barbara. In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:1:p:12-22.

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2017The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

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2017Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:833-847.

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2018What do professional forecasters actually predict?. (2018). van der Wel, Michel ; Paap, Richard ; Nibbering, Didier . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:288-311.

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2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

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2017The advantages of using excess returns to model the term structure. (2017). Golinski, Adam ; Spencer, Peter ; Goliski, Adam . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:163-181.

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2017House prices and capital inflows in Spain during the boom: Evidence from a cointegrated VAR and a structural Bayesian VAR. (2017). Cuestas, Juan. In: Journal of Housing Economics. RePEc:eee:jhouse:v:37:y:2017:i:c:p:22-28.

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2017Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:344-359.

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2017Economic evaluation of asymmetric and price range information in gold and general financial markets. (2017). Wu, Chih-Chiang ; Chiu, Junmao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:53-68.

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2017Sovereign tail risk. (2017). Moreno, Antonio ; Lopez-Espinosa, German ; Valderrama, Laura ; Rubia, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:174-188.

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2018Monetary policy shocks, inflation persistence, and long memory. (2018). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:117-127.

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2018Boom-and-bust cycles in emerging markets: How important is the exchange rate?. (2018). Siklos, Pierre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:172-187.

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2017Has global warming modified the relationship between sunspot numbers and global temperatures?. (2017). Krištoufek, Ladislav ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:351-358.

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2017The Sun–Earth connect 2: Modelling patterns of a fractal Sun in time and space using the fine structure constant. (2017). Robert, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:508-531.

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2017Do trend extraction approaches affect causality detection in climate change studies?. (2017). Mukherjee, Zinnia ; GUPTA, RANGAN ; Huang, XU ; Hassani, Hossein ; Ghodsi, Mansi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:604-624.

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2017Long-range dependence in returns and volatility of global gold market amid financial crises. (2017). Omane-Adjepong, Maurice ; Boako, Gideon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:188-202.

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2018Detrended fluctuation analysis based on higher-order moments of financial time series. (2018). Teng, Yue ; Shang, Pengjian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:311-322.

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2018Generalized AIC method based on higher-order moments and entropy of financial time series. (2018). Xu, Shiyun ; Shang, Pengjian ; Qiao, Wenxuan ; Shao, Menglin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:1127-1138.

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2018Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data. (2018). GUPTA, RANGAN ; Charfeddine, Lanouar ; Aye, Goodness C ; ben Khediri, Karim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:632-647.

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2018Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns. (2018). Fang, Sheng ; Qu, Ling ; Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:551-566.

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2018Oil prices and unemployment in the UK before and after the crisis: A Bayesian VAR approach. A note. (2018). Cuestas, Juan Carlos ; Ordoez, Javier . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:200-207.

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2018Market efficiency of Baltic stock markets: A fractional integration approach. (2018). GUPTA, RANGAN ; Yaya, Olaoluwa S ; Shittu, Olanrewaju I ; Gil-Alana, Luis A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:511:y:2018:i:c:p:251-262.

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2017Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704.

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2018Factors impacting diverging paths of renewable energy: A review. (2018). Can, Erife Elif ; Anctil, Annick ; Sharp, Julia L. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p2:p:2335-2342.

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2018A risk-hedging tool for hydro power plants. (2018). Fernandes, Glaucia ; Teixeira, Luiz Eduardo ; Gomes, Leonardo Lima . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:90:y:2018:i:c:p:370-378.

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2018U.S. state-level carbon dioxide emissions: Does it affect health care expenditure?. (2018). Mukherjee, Zinnia ; GUPTA, RANGAN ; Apergis, Nicholas ; Marco, Chi Keung. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:91:y:2018:i:c:p:521-530.

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2017Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354.

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2017Long memory or structural breaks: Some evidence for African stock markets. (2017). Ngene, Geoffrey ; Darrat, Ali F ; Tah, Kenneth A. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:61-73.

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2017Assessing financial and housing wealth effects through the lens of a nonlinear framework. (2017). Sousa, Ricardo ; JAWADI, Fredj ; Soparnot, Richard. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:840-850.

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2017How Germany benefits the most from its Eurozone membership. (2017). Juneja, Januj. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1074-1088.

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2017On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt. (2017). Ahmed, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:61-74.

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2018Modelling long memory in volatility in sub-Saharan African equity markets. (2018). Kuttu, Saint. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:176-185.

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

Works by Luis Alberiko Gil-Alana:


YearTitleTypeCited
2014Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour In: African Development Review.
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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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2006Testing Seasonality in the Context of Fractionally Integrated Processes In: Annals of Economics and Statistics.
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2012Inflation convergence in Central and Eastern Europe with a view to adopting the euro In: Working Papers.
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2012Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro.(2012) In: Working Papers.
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paper
2013A non-linear approach with long range dependence based on Chebyshev polynomials In: Working Papers.
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2012A non-linear approach with long range dependence based on Chebyshev polynomials.(2012) In: NCID Working Papers.
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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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paper
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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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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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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paper
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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paper0
2013The Housing Markets in Spain and Portugal: Evidence of Persistence In: Review of Economics & Finance.
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article0
2017Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India In: Review of Economics & Finance.
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article0
2015Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies In: African Development Review.
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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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article2
2004Testing for Seasonal Fractional Roots in German Real Output In: German Economic Review.
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article1
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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article39
2006Fractional integration and structural breaks at unknown periods of time.(2006) In: Faculty Working Papers.
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paper
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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paper
2012Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers.
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paper
2005FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS In: Manchester School.
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article8
2003Fractional Integration and the Dynamics of UK Unemployment In: Oxford Bulletin of Economics and Statistics.
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article5
2003Fractional Integration and the Dynamics of UK Unemployment.(2003) In: Faculty Working Papers.
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paper
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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paper
2007Nonlinearities and Fractional Integration in the US Unemployment Rate In: Oxford Bulletin of Economics and Statistics.
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article25
2006Nonlinearities and fractional integration in the US unemployment rate.(2006) In: Faculty Working Papers.
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paper
2004Non-linearities and fractional integration in the US unemployment rate.(2004) In: HWWA Discussion Papers.
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paper
2006Mean Reversion of Short-run Interest Rates in Emerging Countries In: Review of International Economics.
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article7
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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article1
2010INFLATION IN SOUTH AFRICA: A TIME‐SERIES VIEW ACROSS SECTORS USING LONG‐RANGE DEPENDENCE In: South African Journal of Economics.
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article0
2010Inflation in South Africa. A time series view across sectors using long range dependence..(2010) In: NCID Working Papers.
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paper
2011IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH In: South African Journal of Economics.
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article17
2015Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics.
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article2
2012Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin.
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paper
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
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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article1
2016Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB In: Research Discussion Papers.
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paper2
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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article
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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article1
2014Economic Growth and Recovery After Civil Wars In: Peace Economics, Peace Science, and Public Policy.
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article0
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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article0
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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article1
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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article0
2012Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics.
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article7
2016Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics.
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article1
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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2006Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series.
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paper1
2007A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series.
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paper1
2007Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series.
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paper4
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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article
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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2010US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2010) In: Discussion Papers of DIW Berlin.
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2011US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2011) In: Faculty Working Papers.
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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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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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2014Persistence and cycles in US hours worked.(2014) In: Economic Modelling.
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2012Long Memory in German Energy Price Indices In: CESifo Working Paper Series.
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2012Long Memory in German Energy Price Indices.(2012) In: Discussion Papers of DIW Berlin.
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2012Persistence in Youth Unemployment In: CESifo Working Paper Series.
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2012Persistence and Cycles in the US Federal Funds Rate In: CESifo Working Paper Series.
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2012Persistence and Cycles in the US Federal Funds Rate.(2012) In: Discussion Papers of DIW Berlin.
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2017Persistence and cycles in the us federal funds rate.(2017) In: International Review of Financial Analysis.
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2013Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate In: CESifo Working Paper Series.
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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.
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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.
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2014Youth Unemployment in Europe: Persistence and Macroeconomic Determinants In: CESifo Working Paper Series.
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2014Youth Unemployment in Europe: Persistence and Macroeconomic Determinants.(2014) In: Comparative Economic Studies.
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2014Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series.
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2014Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2014) In: Discussion Papers of DIW Berlin.
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2016Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2016) In: Computational Economics.
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2016Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2016) In: Computational Economics.
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2014The Weekend Effect: A Trading Robot and Fractional Integration Analysis In: CESifo Working Paper Series.
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2014The Weekend Effect: A Trading Robot and Fractional Integration Analysis.(2014) In: Discussion Papers of DIW Berlin.
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2014Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series.
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2018Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics.
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2014Short-Term Price Overreaction: Identification, Testing, Exploitation.(2014) In: Discussion Papers of DIW Berlin.
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2015The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis In: CESifo Working Paper Series.
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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.
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2015The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Working Papers.
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2015Linkages between the US and European Stock Markets: A Fractional Cointegration Approach In: CESifo Working Paper Series.
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2015Linkages between the US and European Stock Markets: A Fractional Cointegration Approach.(2015) In: Discussion Papers of DIW Berlin.
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2016Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach.(2016) In: International Journal of Finance & Economics.
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2015The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks In: CESifo Working Paper Series.
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2015The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks.(2015) In: Discussion Papers of DIW Berlin.
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2018The EMBI in Latin America: Fractional integration, non-linearities and breaks.(2018) In: Finance Research Letters.
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