25
H index
101
i10 index
3306
Citations
Luis Alberiko Gil-Alana : Citation Profile
Universidad de Navarra (50% share) | RESEARCH PRODUCTION: 514 Articles 329 Papers 7 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1996 - 2026). Relations with other researchers
Works with:
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:
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Main data
Where Luis Alberiko Gil-Alana has published?
Recent works citing Luis Alberiko Gil-Alana (2026 and 2025)
| Year | Title of citing document | |
|---|---|---|
| 2025 | Sectoral interdependence and causal dynamics in Jordanian financial markets: Evidence from benchmark and sectoral indices. (2025). Arafat, Mohd Yasir ; Othman, Mahdy ; Syed, Abdul Malik. In: International Journal of Innovative Research and Scientific Studies. RePEc:aac:ijirss:v:8:y:2025:i:4:p:447-459:id:7871. Full description at Econpapers || Download paper | |
| 2025 | Efficient mid-term forecasting of hourly electricity load using generalized additive models. (2025). Zimmermann, Monika ; Ziel, Florian. In: Papers. RePEc:arx:papers:2405.17070. Full description at Econpapers || Download paper | |
| 2025 | Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency. (2025). Wang, Wei. In: Papers. RePEc:arx:papers:2406.07641. Full description at Econpapers || Download paper | |
| 2025 | Long-range dependent mortality modeling with cointegration. (2025). Wong, Hoi Ying ; Wang, Ling ; Chiu, Mei Choi. In: Papers. RePEc:arx:papers:2503.09377. Full description at Econpapers || Download paper | |
| 2025 | Empowering Energy Resilience: Forecasting Romanian Electricity Market Amidst Geopolitical Shifts. (2025). Rotaru, Catalin-Laurentiu ; Timis, Diana ; Gradinaru, Giani-Ionel. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:4:p:166-180. Full description at Econpapers || Download paper | |
| 2025 | ESG Uncertainty and Volatility Spillovers among BRICS Markets. (2025). Hadjmohamed, Wafa. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:11:p:2104-2129. Full description at Econpapers || Download paper | |
| 2025 | Inflation volatility across advanced and emerging economies during the COVID-19 pandemic. (2025). Briseo, Regina ; Arango-Castillo, Lenin ; Orraca, Mara Jos. In: Working Papers. RePEc:bdm:wpaper:2025-13. Full description at Econpapers || Download paper | |
| 2025 | Asymmetric effects of global oil price on food insecurity in Nigeria: A NARDL approach. (2025). J. A. C. Ezihe, ; Ugwuh, M G ; Aye, G C. In: Journal of Economic Policy and Management Issues. RePEc:beg:journl:v:4:y:2025:i:1:p:49-64. Full description at Econpapers || Download paper | |
| 2024 | Euro area inflation in the era of COVIDâ€19: A permanent or a transitory phenomenon?. (2024). Apergis, Nicholas. In: Manchester School. RePEc:bla:manchs:v:92:y:2024:i:3:p:231-245. Full description at Econpapers || Download paper | |
| 2025 | Inflation Persistence in the G7: The Effects of the Covidâ€19 Pandemic and of the Russiaâ€Ukraine War. (2025). Usman, Nuruddeen ; Gilalana, Luis Alberiko. In: Manchester School. RePEc:bla:manchs:v:93:y:2025:i:3:p:281-288. Full description at Econpapers || Download paper | |
| 2025 | Fiscal and External Sustainability: A Two-Step Time-Varying Granger Causality Assessment. (2025). Saadaoui, Jamel ; Coelho, José ; Afonso, Antonio ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11694. Full description at Econpapers || Download paper | |
| 2025 | Climate Hazards Meet Overpriced Cities: Linking Environmental Risks to Real Estate Markets Across the Globe. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader ; Giraldo-Salazar, Iader. In: Documentos de trabajo. RePEc:col:000566:021689. Full description at Econpapers || Download paper | |
| 2025 | Estimating the natural rate of interest in a macro-finance yield curve model. (2025). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20253160. Full description at Econpapers || Download paper | |
| 2024 | Persistence of disaggregate energy RD&D expenditures in top-five economies: Evidence from artificial neural network approach. (2024). Avci, Salih Bortecine ; Datan, Muhammet ; Caglar, Abdullah Emre. In: Applied Energy. RePEc:eee:appene:v:365:y:2024:i:c:s0306261924005993. Full description at Econpapers || Download paper | |
| 2025 | How have the COVID pandemic and the war in Ukraine affected energy poverty?. (2025). Juez-Martel, Pedro ; del Ro, Pablo ; Burguillo, Mercedes. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pd:s0306261924020737. Full description at Econpapers || Download paper | |
| 2025 | Efficient mid-term forecasting of hourly electricity load using generalized additive models. (2025). Zimmermann, Monika ; Ziel, Florian. In: Applied Energy. RePEc:eee:appene:v:388:y:2025:i:c:s0306261925001746. Full description at Econpapers || Download paper | |
| 2025 | Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries. (2025). Zeng, Tian ; Zhu, Huiming ; Xia, Xiling ; Wang, Xinghui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001840. Full description at Econpapers || Download paper | |
| 2025 | Impact of COVID-19 on Taiwanese stock market. (2025). Chang, Hao-Wen ; Wang, Mei-Chih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002055. Full description at Econpapers || Download paper | |
| 2025 | Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States. (2025). Corbet, Shaen ; Akyildirim, Erdinc ; Ercan, Metin ; Coskun, Ali. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002699. Full description at Econpapers || Download paper | |
| 2025 | The role of ESG factor in stock clustering based on risk-return-liquidity dimensions. (2025). Horváth, Matúš ; Staek, Daniel ; Horvth, Mat ; Gynyr, Lucie Stank ; Stacho, Martin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002754. Full description at Econpapers || Download paper | |
| 2025 | Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452. Full description at Econpapers || Download paper | |
| 2025 | Geography of corporate networks and housing price spillovers: evidence from U.S. States. (2025). Song, Jeongseop. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001305. Full description at Econpapers || Download paper | |
| 2025 | Risk spillover and hedging effects between stock markets and cryptocurrency markets depending upon network analysis. (2025). Guo, Long ; Zhong, Li-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001640. Full description at Econpapers || Download paper | |
| 2024 | Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach. (2024). Su, Liangjun ; Phillips, Peter ; Ke, Shuyao. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001076. Full description at Econpapers || Download paper | |
| 2025 | Metals of the future in a world in crisis: Geopolitical disruptions and the cleantech metal industry. (2025). Hsu, Kuang-Chung ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007126. Full description at Econpapers || Download paper | |
| 2025 | Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement. (2025). Wojewodzki, Michal ; Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000659. Full description at Econpapers || Download paper | |
| 2025 | Does monetary policy fuel energy consumption across the world? Focus on inflation targeting. (2025). Zogo, Thrse Elomo ; Samba, Cyrille Michel ; Mbassi, Christophe Martial. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002415. Full description at Econpapers || Download paper | |
| 2025 | How do domestic solar PV users respond to price and temperature shocks? Evidence from Italy between 2021–2022. (2025). Pasut, Wilmer ; Piazza, Lucia ; Colelli, Francesco Pietro ; de Cian, Enrica. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325006401. Full description at Econpapers || Download paper | |
| 2025 | How do environmental concerns and global economic conditions affect energy prices?. (2025). ben Jabeur, Sami ; Boubaker, Sabri ; Carmona, Pedro ; Stef, Nicolae. In: Energy Policy. RePEc:eee:enepol:v:204:y:2025:i:c:s0301421525001879. Full description at Econpapers || Download paper | |
| 2025 | Between national trends and local realities: Spatializing energy vulnerability in 16 EU countries. (2025). Jnger, Stefan ; Lieth, Jonas ; Abel, Dennis. In: Energy Policy. RePEc:eee:enepol:v:206:y:2025:i:c:s0301421525002022. Full description at Econpapers || Download paper | |
| 2025 | Dynamic sustainability assessment of critical mineral resources for Chinas EV industry: A multi-national niche and grey model approach. (2025). Zou, Yihong ; Guo, Qing. In: Energy Policy. RePEc:eee:enepol:v:207:y:2025:i:c:s0301421525003441. Full description at Econpapers || Download paper | |
| 2025 | Towards the environmental sustainability path: the role of fintech, renewable energy consumption, and climate policy uncertainty. (2025). Zhao, Xiaomeng ; Xu, Shuanglei ; Taghizadeh-Hesary, Farhad. In: Energy Policy. RePEc:eee:enepol:v:207:y:2025:i:c:s0301421525003489. Full description at Econpapers || Download paper | |
| 2025 | A new frontier in understanding the dynamics of environmental sustainability in the context of finance and low carbon energy investment: Evidence from artificial intelligence and Fourier approach. (2025). Uche, Emmanuel ; Ahmed, Zahoor ; Erdas, Mehmet Levent ; Caglar, Abdullah Emre. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544225000611. Full description at Econpapers || Download paper | |
| 2025 | European industrial production in the face of energy dynamics and geopolitical shocks. (2025). Sohag, Kazi ; Karass, Vsevolod ; Alam, Khorshed. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225000933. Full description at Econpapers || Download paper | |
| 2025 | Maturity-dependent thermodynamic and flow characteristics in continental shale oils. (2025). Song, Zhaojie ; Meng, Yufan ; Mo, Yasi ; Chen, Zhangxin ; Tian, Shouceng ; Jing, Yahao ; Zhou, Qiancheng. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225005092. Full description at Econpapers || Download paper | |
| 2025 | Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308. Full description at Econpapers || Download paper | |
| 2025 | Revisiting oil and tanker shipping markets: The role of geopolitical risk in shaping spillover dynamics. (2025). Chen, Shuiyang ; Hao, Siting ; Meng, Bin ; Zhang, Yajing ; Kuang, Haibo. In: Energy. RePEc:eee:energy:v:321:y:2025:i:c:s0360544225011363. Full description at Econpapers || Download paper | |
| 2025 | Study on influencing factors and forecast of global crude oil prices based on the hybrid model. (2025). Fang, Tianhui ; Wang, Donghua. In: Energy. RePEc:eee:energy:v:328:y:2025:i:c:s0360544225022467. Full description at Econpapers || Download paper | |
| 2025 | Development of crude oil in Pakistan: The role of oil production, macroeconomic factors and environment. (2025). Lin, Boqiang ; Raza, Muhammad Yousaf. In: Energy. RePEc:eee:energy:v:329:y:2025:i:c:s0360544225024351. Full description at Econpapers || Download paper | |
| 2025 | A prospect-theory evolutionary game model to analyse cooperation of long-term energy contracts. (2025). Zhu, Lijun ; Luo, Kai ; Liu, Shi Qiang ; Lin, Minqing. In: Energy. RePEc:eee:energy:v:330:y:2025:i:c:s0360544225024971. Full description at Econpapers || Download paper | |
| 2025 | Structural dynamics and volatility channels in bulk shipping: A time and frequency domain connectedness analysis. (2025). Nilu, Tanzila Yeasmin ; Ahmed, Shek ; Wang, Chuanxu. In: Energy. RePEc:eee:energy:v:336:y:2025:i:c:s0360544225037922. Full description at Econpapers || Download paper | |
| 2025 | Managing extreme risks and interdependence between green cryptocurrencies and precious metals. (2025). Ur, Shafique ; Wu, Desheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925004946. Full description at Econpapers || Download paper | |
| 2024 | Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU. (2024). Ordóñez, Javier ; Cuestas, Juan ; Monfort, Mercedes ; Ordoez, Javier. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012126. Full description at Econpapers || Download paper | |
| 2025 | The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach. (2025). Hadad, Elroi ; Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015617. Full description at Econpapers || Download paper | |
| 2025 | Does continuous good news still mean good news for market volatility?. (2025). Wang, Hongju ; Ding, Shaobin ; Sun, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324016696. Full description at Econpapers || Download paper | |
| 2025 | Identification and pricing of labelled green bonds. (2025). Singh, Vikram ; Jain, Sonali. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324017203. Full description at Econpapers || Download paper | |
| 2025 | Management equity incentives, market dynamics, and corporate R&D investment. (2025). Hu, Chun ; Wang, Fei ; He, Haoyang ; Shin, Yeon-Soo. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002624. Full description at Econpapers || Download paper | |
| 2025 | Disentangling geopolitical risks: A quantile approach to geopolitical risk indices’ impacts on stock markets. (2025). Bulut, Emre ; Marangoz, Cumali ; Gerekan, Bekir ; Yilmaz, Erdal. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003769. Full description at Econpapers || Download paper | |
| 2025 | Uncovering nonlinear dependencies in the Treasury-funds rate spread: Quantile-based explanation. (2025). Meng, Fanyu. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004799. Full description at Econpapers || Download paper | |
| 2025 | Effects of oil shocks on global securitized real estate markets. (2025). Yunus, Nafeesa. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325001369. Full description at Econpapers || Download paper | |
| 2025 | Empirical analysis of income gap, financial deepening, and crime rate. (2025). Zheng, Yinglong ; Shi, Yali ; Chen, Kun ; Tu, Yongqian. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s154461232500683x. Full description at Econpapers || Download paper | |
| 2025 | Bitcoin-to-gold ratio and stock market returns. (2025). Demir, Ender ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007159. Full description at Econpapers || Download paper | |
| 2025 | Dual asymmetries in Bitcoin. (2025). Tsuji, Chikashi. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s154461232500710x. Full description at Econpapers || Download paper | |
| 2025 | Do geopolitical risks impede the global supply chain?. (2025). Dong, Rongrong ; Qin, Meng ; Su, Chiwei. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s1544612325010694. Full description at Econpapers || Download paper | |
| 2025 | Forecasting nonlinear green bond yields in China: Deep learning for improved accuracy and policy awareness. (2025). Wang, Yan ; Yu, Lean. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s154461232501147x. Full description at Econpapers || Download paper | |
| 2025 | The diminishing lustre: Golds market volatility and the fading safe haven effect. (2025). Faraj, Hussain ; Al-Sabah, Mariam ; McMillan, David. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000729. Full description at Econpapers || Download paper | |
| 2025 | Effects of domestic and foreign financial stress on stock returns in Asia-Pacific countries. (2025). Yoon, Seong-Min ; Ozcelebi, Oguzhan ; Gopinathan, R ; el Khoury, Rim. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s104402832500105x. Full description at Econpapers || Download paper | |
| 2025 | Unlocking potentials: The impact of human capital investment in youth informal employment in emerging markets and developing economies. (2025). Das, Papri. In: International Journal of Educational Development. RePEc:eee:injoed:v:116:y:2025:i:c:s0738059325001002. Full description at Econpapers || Download paper | |
| 2025 | Macroeconomic responses to financial stress shocks: Evidence from the US and the Eurozone. (2025). Giannellis, Nikolaos ; Tzanaki, Maria-Anna. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000969. Full description at Econpapers || Download paper | |
| 2025 | Multiscale foreign exchange dynamics in India: A wavelet approach. (2025). CHAUBAL, ADITI ; Padha, Vimarsh. In: International Economics. RePEc:eee:inteco:v:184:y:2025:i:c:s2110701725000757. Full description at Econpapers || Download paper | |
| 2025 | ESG incidents and corporate green bond market reaction. (2025). Cotugno, Matteo ; Fiorillo, Paolo ; Severini, Sabrina ; Monferr, Stefano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s104244312500068x. Full description at Econpapers || Download paper | |
| 2025 | How do emotions drive market dynamics? A tale of spillovers in cryptocurrency markets. (2025). Huang, Yingying ; Liang, Weizhong ; Ye, Qiang ; Duan, Kun ; Urquhart, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s1042443125000927. Full description at Econpapers || Download paper | |
| 2025 | Machine learning, memory and efficiency in cryptocurrency markets. (2025). Yarovaya, Larisa ; Mishra, Tapas ; Li, Shuyue. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:105:y:2025:i:c:s1042443125001003. Full description at Econpapers || Download paper | |
| 2025 | Risk and return spillovers among developed and emerging market currencies. (2025). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001525. Full description at Econpapers || Download paper | |
| 2025 | Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110. Full description at Econpapers || Download paper | |
| 2025 | On memory-augmented gated recurrent unit network. (2025). Yang, Maolin ; Li, Guodong. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:844-858. Full description at Econpapers || Download paper | |
| 2025 | Spillovers between cryptocurrencies and financial markets in a global framework. (2025). Frömmel, Michael ; Vukovi, Darko B ; Zinovev, Vyacheslav ; Vigne, Samuel A ; Frmmel, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002225. Full description at Econpapers || Download paper | |
| 2025 | The intersection of security attributes of national debt and socially responsible investment objectives. (2025). Liu, Yang ; Tan, Rong ; Wang, Aihua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560624002523. Full description at Econpapers || Download paper | |
| 2025 | Portfolio implications based on quantile connectedness among cryptocurrency, stock, energy, and safe-haven assets. (2025). Hamori, Shigeyuki ; Zhang, Yulian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000388. Full description at Econpapers || Download paper | |
| 2025 | Monetary alignment or divergence? - Exchange rates and economic dynamics in non-euro European countries. (2025). Stoupos, Nikolaos ; Kiohos, Apostolos. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:32:y:2025:i:c:s1703494925000210. Full description at Econpapers || Download paper | |
| 2025 | The macroeconomic effects of climate policy uncertainty: Evidence from Portugal. (2025). Morão, Hugo ; Morao, Hugo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:32:y:2025:i:c:s170349492500026x. Full description at Econpapers || Download paper | |
| 2025 | Green transitions and asymmetric volatility spillovers: A time-varying GAS copula analysis of clean and fossil energy markets. (2025). Hamza, Tahar ; Mili, Mehdi ; Sohrab, Ebrahim. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:32:y:2025:i:c:s1703494925000398. Full description at Econpapers || Download paper | |
| 2025 | Finding explanations for weak economic complexity in resource-rich African countries: Exploring the role of natural resource endowment and institutional quality. (2025). Olaniyi, Clement ; Odhiambo, Nicholas. In: Resources Policy. RePEc:eee:jrpoli:v:101:y:2025:i:c:s0301420724008225. Full description at Econpapers || Download paper | |
| 2025 | Gold and Bitcoin as hedgers and safe havens: Perspective from nonlinear dynamics. (2025). Acikgoz, Turker. In: Resources Policy. RePEc:eee:jrpoli:v:102:y:2025:i:c:s0301420725000315. Full description at Econpapers || Download paper | |
| 2025 | Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities. (2025). YAYA, OLAOLUWA ; Khan, Naveed ; Vo, Xuan Vinh ; Zada, Hassan. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000698. Full description at Econpapers || Download paper | |
| 2025 | The effects of global uncertainty and risks on metal prices: Evidence from frequency and time domain causality tests. (2025). Demir, Dris ; Aydin, Halil Brahim ; Erkal, Gkhan ; Yalinkaya, Mer. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000972. Full description at Econpapers || Download paper | |
| 2025 | Adding precious metals to a risk avert Investors portfolio – Is gold alone?. (2025). Chakrabarti, Gagari ; Saha, Madhurima ; Chattopadhyay, Dhriti. In: Resources Policy. RePEc:eee:jrpoli:v:106:y:2025:i:c:s0301420725001692. Full description at Econpapers || Download paper | |
| 2025 | The battle of informational efficiency: Cryptocurrencies vs. classical assets. (2025). , Jos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:664:y:2025:i:c:s0378437125000792. Full description at Econpapers || Download paper | |
| 2025 | From wars to dynamic waves: Scrutinizing connectedness between geopolitical risk index, green and non-green crypto volatility by quantile spillovers. (2025). Ha, Le Thanh. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:679:y:2025:i:c:s0378437125006533. Full description at Econpapers || Download paper | |
| 2025 | Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000158. Full description at Econpapers || Download paper | |
| 2025 | On the return distributions of a basket of cryptocurrencies and subsequent implications. (2025). Brner, Christoph J ; Schmitz, Tim ; Krzinger, Lars M ; Hoffmann, Ingo. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:1:s1090944325000055. Full description at Econpapers || Download paper | |
| 2026 | Anthropogenic black carbon as short-lived climate pollutants: Critical advancements in global-regional monitoring, characterization, emission inventory, and impact analysis. (2026). Wang, Ya-Fen ; You, Sheng-Jie. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:226:y:2026:i:pb:s1364032125009578. Full description at Econpapers || Download paper | |
| 2025 | How Brexit reshaped venture capitals market: An analysis of UK and EU investments. (2025). Bosio, Andrea Odille ; Buttic, Vicenzo ; Crisanti, Andrea ; Croce, Annalisa ; Signore, Simone. In: Research Policy. RePEc:eee:respol:v:54:y:2025:i:8:s0048733325001180. Full description at Econpapers || Download paper | |
| 2025 | Dynamic spillovers connectedness among carbon trading, shipping freight, bunker oil and crude oil market: Evidence from quantile-frequency analysis. (2025). Ahmed, Shek ; Wang, Chuanxu ; Nilu, Tanzila Yeasmin. In: Research in Transportation Economics. RePEc:eee:retrec:v:111:y:2025:i:c:s0739885925000277. Full description at Econpapers || Download paper | |
| 2025 | Green loans and bank risk: Navigating the path to sustainable finance. (2025). Povia, Maria Melania ; Pacelli, Vincenzo ; di Tommaso, Caterina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003016. Full description at Econpapers || Download paper | |
| 2025 | The impact of financial stress and equity market uncertainty on cryptocurrencies under structural breaks. (2025). Patra, Saswat ; Singh, Abhay Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003752. Full description at Econpapers || Download paper | |
| 2025 | Spillover dynamics between green and non-green cryptocurrencies: Unrevealing the role of geopolitical risk. (2025). Leccadito, Arturo ; Mejri, Sami ; Jareo, Francisco ; Khan, Nasir. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003879. Full description at Econpapers || Download paper | |
| 2025 | Analysis of the impact of macroeconomic factors on cryptocurrency returns - Based on quantile regression study. (2025). Liu, YE ; Lin, Minghui ; Ng, Vincent. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007494. Full description at Econpapers || Download paper | |
| 2025 | Liquidity spillover and investment strategy construction among Chinese green financial markets. (2025). Zhou, Yueyi ; Gao, Yang ; Zhao, Wandi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000061. Full description at Econpapers || Download paper | |
| 2025 | Decoding the nexus: How fintech and AI stocks drive the future of sustainable finance. (2025). Ren, Yi-Shuai ; Liu, Xukang ; Ma, Chao-Qun ; Klein, Tony. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000401. Full description at Econpapers || Download paper | |
| 2025 | Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies. (2025). Abedin, Mohammad Zoynul ; Isskandarani, Layal ; Sharif, Taimur ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001017. Full description at Econpapers || Download paper | |
| 2025 | Cryptocurrency research: Bibliometric review and content analysis. (2025). Tripathy, Naliniprava ; Atree, Manish Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001030. Full description at Econpapers || Download paper | |
| 2024 | Financial stress and realized volatility: The case of agricultural commodities. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002356. Full description at Econpapers || Download paper | |
| 2025 | Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises. (2025). Tang, Xuan ; Shah, Waheed Ullah ; Naeem, Muhammad Abubakr ; Younis, Ijaz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003416. Full description at Econpapers || Download paper | |
| 2025 | Connectedness across environmental, social, and governance (ESG) indices: evidence from emerging markets. (2025). Demir, Ender ; Assaf, Ata ; Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003891. Full description at Econpapers || Download paper | |
| 2025 | Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum. (2025). Ngoc, Dung Thi ; Quoc, Bao Khac. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003921. Full description at Econpapers || Download paper | |
| 2025 | Sustainability-linked bonds, corporate commitment and the cost of debt. (2025). Dercole, Francesco ; Mariani, Massimo ; Fraccalvieri, Giuseppe ; Frascati, Domenico. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004513. Full description at Econpapers || Download paper | |
| 2025 | Openness and the effect of business cycle synchronization on the equity risk premium. (2025). Gitelson, Natalia ; Manes, Eran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001539. Full description at Econpapers || Download paper | |
| 2025 | Financialization trends and climate policy uncertainty: Implications for China’s nonferrous metal market. (2025). Ren, Xiaohang ; Xu, Ziyue ; Yuan, LI ; Tao, Lizhu ; Fu, Chenjia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001783. Full description at Econpapers || Download paper | |
| 2025 | Systemic risk among China’s financial sectors: Novel evidence from trivariate CoVaR based on vine copulas. (2025). Chen, Zhenlong ; Liu, Junjie ; Zhou, Qingnan ; Hao, Xiaozhen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002247. Full description at Econpapers || Download paper | |
| 2026 | How do climate risk and geopolitical risk impact shipping markets?. (2026). Wu, Ruirui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004465. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Luis Alberiko Gil-Alana:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models In: American Journal of Economics and Business Administration. [Full Text][Citation analysis] | article | 0 |
| 2014 | Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour In: African Development Review. [Citation analysis] | article | 1 |
| 2014 | Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour.(2014) In: African Development Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2014 | Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour.(2014) In: NCID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Inflation Forecasting in Angola: A Fractional Approach In: African Development Review. [Citation analysis] | article | 3 |
| 2013 | Inflation Forecasting in Angola: A Fractional Approach.(2013) In: African Development Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2012 | Inflation forecasting in Angola: a fractional approach.(2012) In: CEsA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2001 | Estimation of Fractionally ARIMA Models for the UK Unemployment In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2006 | Testing Seasonality in the Context of Fractionally Integrated Processes In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2012 | Inflation convergence in Central and Eastern Europe with a view to adopting the euro In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | A non-linear approach with long range dependence based on Chebyshev polynomials In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | A non-linear approach with long range dependence based on Chebyshev polynomials.(2012) In: NCID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2020 | Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis In: Review of Development Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2021 | How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry In: Review of Development Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2023 | A Test for the Efficiency of Nigerian REITS Stocks In: Review of Development Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2025 | Persistence of Bond Yields: Evidence from BRICS Countries In: Review of Development Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2007 | International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications In: 105th Seminar, March 8-10, 2007, Bologna, Italy. [Full Text][Citation analysis] | paper | 1 |
| 2006 | The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine In: 98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece. [Full Text][Citation analysis] | paper | 13 |
| 2006 | The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine.(2006) In: 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2007 | The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2009 | The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine.(2009) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2004 | Non-Linearities and Fractional Integration in the US Unemployment Rate In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 42 |
| 2007 | Nonlinearities and Fractional Integration in the US Unemployment Rate*.(2007) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
| 2006 | Nonlinearities and fractional integration in the US unemployment rate.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2004 | Non-linearities and fractional integration in the US unemployment rate.(2004) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2022 | Persistence in Commodity Prices In: Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Long Memory in the Housing Price Indices in China In: Asian Journal of Empirical Research. [Full Text][Citation analysis] | article | 3 |
| 2021 | The COVID-19 impact on the Asian Stock Markets In: Asian Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2021 | Crude Oil Prices and COVID-19 - Persistence of the Shock In: Energy RESEARCH LETTERS. [Full Text][Citation analysis] | article | 4 |
| 2024 | Hourly Energy Prices in Spain - Evidence of Persistence Across Different Months In: Energy RESEARCH LETTERS. [Full Text][Citation analysis] | article | 0 |
| 2024 | Long Memory and Change in Persistence in the Rare Earth Market Index In: Energy RESEARCH LETTERS. [Full Text][Citation analysis] | article | 0 |
| 2013 | The Housing Markets in Spain and Portugal: Evidence of Persistence In: Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India In: Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2015 | Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies In: African Development Review. [Full Text][Citation analysis] | article | 3 |
| 2022 | Persistence analysis of research intensity in OECD countries since 1870 In: Australian Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2022 | Trends and cycles in macro series: The case of US real GDP In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2017 | Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Persistence, Long Memory, and Unit Roots in Commodity Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Full Text][Citation analysis] | article | 6 |
| 2008 | Trade Balance and Exchange Rate: Unit Roots, Coâ€integration and Long Memory in the US and the UK In: Economic Notes. [Full Text][Citation analysis] | article | 4 |
| 2020 | Fractional Integration and the Persistence of UK Inflation, 1210–2016 In: Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2004 | Testing for Seasonal Fractional Roots in German Real Output In: German Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2004 | Testing for Seasonal Fractional Roots in German Real Output.(2004) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | The behaviour of real interest rates: New evidence from a suprasecular perspective In: International Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | The Evolution of the Creditâ€toâ€GDP Ratio: An Empirical Analysis In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2001 | Testing Stochastic Cycles in Macroeconomic Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 11 |
| 2000 | Testing stochastic cycles in macroeconomic time series.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2004 | A joint test of fractional integration and structural breaks at a known period of time In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 7 |
| 2008 | Fractional integration and structural breaks at unknown periods of time In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 48 |
| 2006 | Fractional integration and structural breaks at unknown periods of time.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2013 | Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2008 | Modelling Long-Run Trends and Cycles in Financial Time Series Data.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2012 | Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2005 | FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS In: Manchester School. [Full Text][Citation analysis] | article | 14 |
| 2019 | Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data In: Manchester School. [Full Text][Citation analysis] | article | 2 |
| 2017 | Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2003 | Fractional Integration and the Dynamics of UK Unemployment In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
| 2003 | Fractional Integration and the Dynamics of UK Unemployment.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2000 | Fractional integration and the dynamics of UK unemployment.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2003 | Testing of Fractional Cointegration in Macroeconomic Time Series In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 15 |
| 2003 | Testing of Fractional Cointegration in Macroeconomic Time Series.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2000 | Testing of fractional cointegration in macroeconomic time series.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2021 | A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 2006 | Mean Reversion of Shortâ€run Interest Rates in Emerging Countries* In: Review of International Economics. [Full Text][Citation analysis] | article | 8 |
| 2011 | Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement In: Review of International Economics. [Citation analysis] | article | 4 |
| 2015 | The Sustainability of European External Debt: What have We Learned? In: Review of International Economics. [Full Text][Citation analysis] | article | 5 |
| 2010 | INFLATION IN SOUTH AFRICA: A TIMEâ€SERIES VIEW ACROSS SECTORS USING LONGâ€RANGE DEPENDENCE In: South African Journal of Economics. [Citation analysis] | article | 3 |
| 2010 | Inflation in South Africa. A time series view across sectors using long range dependence..(2010) In: NCID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2011 | IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NONâ€LINEAR APPROACH In: South African Journal of Economics. [Citation analysis] | article | 18 |
| 2011 | Is there asymmetric behaviour in African inflation? A non-linear approach..(2011) In: NCID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2015 | Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics. [Full Text][Citation analysis] | article | 7 |
| 2012 | Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | Testing the Marshall-Lerner condition in Kenya.(2012) In: NCID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2015 | Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates In: South African Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Unemployment in Africa: A Fractional Integration Approach In: South African Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence In: South African Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence.(2018) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 9 |
| 2003 | Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study In: Global Economy Journal. [Full Text][Citation analysis] | article | 4 |
| 2015 | Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study.(2015) In: Global Economy Journal (GEJ). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2014 | Economic Growth and Recovery After Civil Wars In: Peace Economics, Peace Science, and Public Policy. [Full Text][Citation analysis] | article | 0 |
| 2016 | Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2007 | Real convergence in some emerging countries: a fractionally integrated approach In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 1 |
| 2007 | Real convergence in some emerging countries : a fractionally integrated approach.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | AK growth models: new evidence based on fractional integration and breaking trends In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 4 |
| 2009 | AK growth models: new evidence based on fractional integration and breaking trends.(2009) In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2009 | New evidence on long-run monetary neutrality In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | New Evidence on Long-Run Monetary Neutrality.(2009) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2012 | Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 13 |
| 2012 | Unemployment Hysteresis: Empirical Evidence for Latin America.(2012) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2016 | Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 8 |
| 2014 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2013 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2016 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2016) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 1996 | Testing of Unit Root and Other Nonstationary Hypotheses in Macroeconomic Time Series - (Now published in Journal of Econometrics, 80, 1997, pp.241-268.) In: STICERD - Econometrics Paper Series. [Citation analysis] | paper | 0 |
| 2000 | Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 38 |
| 2000 | Testing of seasonal fractional integration in UK and Japanese consumption and income.(2000) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2001 | Testing of seasonal fractional integration in UK and Japanese consumption and income.(2001) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 1998 | Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income..(1998) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2001 | Testing of seasonal fractional integration in UK and Japanese consumption and income.(2001) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 2022 | Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Tourism persistence in the Southeastern European countries: The impact of covid-19.(2023) In: Cogent Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks.(2023) In: SN Business & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2023 | Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war.(2023) In: Economics Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2022 | Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Gold and silver as safe havens: A fractional integration and cointegration analysis.(2023) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | US House Prices by Census Division: Persistence, Trends and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks.(2023) In: International Advances in Economic Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Atmospheric Pollution in Chinese Cities: Trends and Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Measuring Persistence of the World Population: A Fractional Integration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Persistence in UK Historical Data on Life Expectancy In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Persistence in UK Historical Data on Life Expectancy.(2023) In: Population Research and Policy Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Trends and Persistence in the Greenland Ice Sheet Mass In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Persistence in Tax Revenues: Evidence from Some OECD Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Persistence in Tax Revenues: Evidence from Some OECD Countries.(2024) In: Journal of Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Long-Run Trends and Cycles in US House Prices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Long-Run Trends and Cycles in US House Prices.(2025) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Persistence and Seasonality in the US Industrial Production Index In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Exponential Time Trends in a Fractional Integration Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Exponential Time Trends in a Fractional Integration Model.(2024) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2024 | A Long-Memory Model for Multiple Cycles with an Application to the S&P500 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Polar Amplification: A Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Testing for Persistence in German Green and Brown Stock Market Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity.(2024) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2024 | Remittances in Latin America: Trends and Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Testing for Persistence in Real House Prices in 47 Countries from the OECD Database In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Persistence in Real GDP: Evidence from Europe and the US In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Persistence in real GDP: Evidence from Europe and the US.(2025) In: Economics Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2025 | Earthquakes and Stock Market Performance: Evidence from Japan In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Air Pollution in 88 US Metropolitan Areas: Trends and Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Persistence and Nonlinearities in the US Federal Funds Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Trends and Persistence in the Number of Hot Days: Some Multi-Country Evidence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Atmospheric Pollution in 10 US Cities: Trends and Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Energy Transition and Climate Policy Uncertainty in the US: Green Versus Polluting Firms In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle.(2025) In: Mathematics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2025 | A Fractional Integration Model with Autoregressive Processes In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | The COVID-19 Shock and Spanish Hotel Activity In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Travel Shocks to the Chinese Economy: A Fractional Integration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Tail Connectedness Between Robotics and AI ETFs and Traditional Us Assets Under Different Market Conditions: A Quantile Var Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Acidification in the Earth’s Oceans: Trends and Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Asset Returns and CO2 Emissions: Evidence on Contemporaneous and Lagged Connectedness In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2026 | Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2026 | Total Solar Irradiance: Evidence from a Long-Memory Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2007 | A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Long Run and Cyclical Dynamics in the US Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2004 | Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2004 | Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2014 | Longâ€Run and Cyclical Dynamics in the US Stock Market.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2007 | Identification of Segments of European Banks with a Latent Class Frontier Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Multi-Factor Gegenbauer Processes and European Inflation Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2009 | Multi-Factor Gegenbauer Processes and European Inflation Rates.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2009 | Long Memory in US Real Output per Capita In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Long Memory in US Real Output per Capita.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2013 | Long memory in US real output per capita.(2013) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis.(2015) In: Journal of Housing Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2011 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2011) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | The Weekly Structure of US Stock Prices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Weekly Structure of US Stock Prices.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | The weekly structure of US stock prices.(2011) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2011 | Fractional Integration and Cointegration in US Financial Time Series Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Fractional Integration and Cointegration in US Financial Time Series Data.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Fractional integration and cointegration in US financial time series data.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2012 | Fractional Integration and Cointegration in US Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Persistence and cyclical dependence in the monthly euribor rate.(2016) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2012 | Persistence and Cycles in US Hours Worked In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Persistence and Cycles in US Hours Worked.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2014 | Persistence and cycles in US hours worked.(2014) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2012 | Long Memory in German Energy Price Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Long Memory in German Energy Price Indices.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Persistence in Youth Unemployment In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Persistence and Cycles in the US Federal Funds Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Persistence and Cycles in the US Federal Funds Rate.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2017 | Persistence and cycles in the us federal funds rate.(2017) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2013 | Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
| 2013 | Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2013 | Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate.(2013) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants.(2014) In: Comparative Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2016 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2016) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2014 | Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2014 | Short-Term Price Overreaction: Identification, Testing, Exploitation.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2018 | Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2015 | The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2015 | The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2015 | The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2018 | The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2015 | Linkages between the US and European Stock Markets: A Fractional Cointegration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 2015 | Linkages between the US and European Stock Markets: A Fractional Cointegration Approach.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2016 | Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach.(2016) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2015 | The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2015 | The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | The EMBI in Latin America: Fractional integration, non-linearities and breaks.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2016 | Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2016 | Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2018 | Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2016 | Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB.(2016) In: Bank of Finland Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2017 | Central Bank Policy Rates: Are they Cointegrated? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2017 | Central bank policy rates: Are they cointegrated?.(2017) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2017 | Central Bank Policy Rates: Are They Cointegrated?.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2017 | Central bank policy rates: Are they cointegrated?.(2017) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2017 | Long Memory and Data Frequency in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Long Memory and Data Frequency in Financial Markets.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2017 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2021 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets.(2021) In: Journal of Economic Integration. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2017 | Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Testing the Fisher hypothesis in the G-7 countries using I(d) techniques.(2019) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2017 | Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2019 | Testing the Fisher hypothesis in the G-7 countries using I(d) techniques.(2019) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2017 | Is Market Fear Persistent? A Long-Memory Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2017 | Is Market Fear Persistent? A Long-Memory Analysis.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2018 | Is market fear persistent? A long-memory analysis.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2017 | Persistence in the Cryptocurrency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 123 |
| 2017 | Persistence in the Cryptocurrency Market.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | paper | |
| 2018 | Persistence in the cryptocurrency market.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | article | |
| 2018 | Brexit and Uncertainty in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2018 | Brexit and Uncertainty in Financial Markets.(2018) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2018 | Brexit and Uncertainty in Financial Markets.(2018) In: IJFS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2018 | On the Persistence of UK Inflation: A Long-Range Dependence Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2018 | On the Persistence of UK Inflation: A Long-Range Dependence Approach.(2018) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | On the persistence of UK inflation: A longâ€range dependence approach.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2018 | Persistence in the Russian Stock Market Volatility Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Energy Consumption in the GCC Countries: Evidence on Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2019 | High and low prices and the range in the European stock markets: a long-memory approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | High and low prices and the range in the European stock markets: A long-memory approach.(2020) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2019 | Persistence, non-linearities and structural breaks in European stock market indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Persistence, non-linearities and structural breaks in European stock market indices.(2020) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2019 | CO2 Emissions and GDP: Evidence from China In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Cycles and Long-Range Behaviour in the European Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Cycles and Long-Range Behaviour in the European Stock Markets.(2021) In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2020 | Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Persistence in the Market Risk Premium: Evidence across Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Persistence in the market risk premium: evidence across countries.(2021) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2020 | US Sea Level Data: Time Trends and Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Economic Policy Uncertainty: Persistence and Cross-Country Linkages In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2021 | Economic policy uncertainty: Persistence and cross-country linkages.(2021) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2020 | Inflation in the G7 Countries: Persistence and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2022 | Inflation in the G7 countries: persistence and structural breaks.(2022) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2020 | Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Persistence and Long Memory in Monetary Policy Spreads In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Persistence and long memory in monetary policy spreads.(2024) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Non-Linearities and Persistence in US Long-Run Interest Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Non-linearities and persistence in US long-run interest rates.(2022) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries.(2021) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | The Relationship between Prices and Output in the UK and the US In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2022 | The relationship between prices and output in the UK and the US.(2022) In: SN Business & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2022 | The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields.(2022) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2021 | Persistence in ESG and Conventional Stock Market Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2022 | Persistence in ESG and conventional stock market indices.(2022) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2021 | The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2021 | The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2023 | US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach.(2023) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2021 | Unemployment Persistence in Europe: Evidence from the 27 EU Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Modeling persistence and non-linearities in the US treasury 10-year bond yields.(2022) In: Economics Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Persistence in the Passion Investment Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Modelling Profitability of Private Equity: A Fractional Integration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Modelling profitability of private equity: A fractional integration approach.(2024) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis.(2024) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2017 | CPI and inflation in Kenya. Structural breaks, non-linearities and dependenceOriginal Research Article In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | An examination of trade-weighted real exchange rates based on fractional integration In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | An examination of trade-weighted real exchange rates based on fractional integration.(2019) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum In: International Economics. [Full Text][Citation analysis] | article | 8 |
| 2021 | Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum.(2021) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2009 | TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 10 |
| 2006 | Technology Shocks and Hours Worked: A Fractional Integration Perspective.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2010 | Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Estimating persistence in the volatility of asset returns with signal plus noise models.(2012) In: International Journal of Finance & Economics. [Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2010 | Long Memory and Fractional Integration in High Frequency Financial Time Series In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 1 |
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| 2021 | The Social Balance Sheet as Part of the Annual Report in Financial Institutions. A Case Study: Banco Bilbao Vizcaya Argentaria (BBVA) In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2011 | The Deaton paradox in a long memory context with structural breaks In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2012 | The Deaton paradox in a long memory context with structural breaks.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2009 | The Deaton paradox in a long memory context with structural breaks.(2009) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | HOUSING SALES IN URBAN BEIJING In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Housing sales in urban Beijing.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2011 | Housing Sales in Urban Beijing.(2011) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Persistence Characteristics of Nordic Tourist Arrivals in Madeira and their Forecasting In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | Seasonal Monthly Fractional Integration in the UK Unemployment In: The IUP Journal of Applied Economics. [Citation analysis] | article | 0 |
| 2005 | An I(d) Statistical Model for the Canadian Real Output In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 0 |
| 2014 | Fractional integration in the West African Economic and Monetary Union In: African Journal of Economic and Sustainable Development. [Full Text][Citation analysis] | article | 0 |
| 2015 | The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 In: African Journal of Economic and Sustainable Development. [Full Text][Citation analysis] | article | 3 |
| 2017 | The weekend effect: a fractional integration and trading robot analysis In: International Journal of Bonds and Derivatives. [Full Text][Citation analysis] | article | 3 |
| 2015 | The effect of intellectual capital on firms financial performance: an empirical investigation in India In: International Journal of Learning and Intellectual Capital. [Full Text][Citation analysis] | article | 5 |
| 2004 | Modelling the Japanese Exchange Rate in Terms of I(d) Statistical Models with Parametric and Semiparametric Techniques In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 1 |
| 2007 | A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | New Evidence on US Current Account Sustainability In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 1 |
| 2002 | Estimation and Testing of ARFIMA Models in the Real Exchange Rate. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 4 |
| 2017 | Long Memory in Turkish Unemployment Rates In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Long Memory in Turkish Unemployment Rates.(2017) In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2019 | Long Memory in Turkish Unemployment Rates.(2019) In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2017 | Long Memory in Turkish Unemployment Rates.(2017) In: ERC Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2017 | Long memory in Turkish Unemployment Rates.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2017 | Long memory in Turkish Unemployment Rates.(2017) In: GLO Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2008 | The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2009 | The nature of occupational unemployment rates in the United States: hysteresis or structural?.(2009) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2020 | Self-employment by gender in the EU: convergence and clusters In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Self-employment by gender in the EU: convergence and clusters.(2021) In: Empirica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2022 | Unemployment hysteresis by sex and education attainment in the EU In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Unemployment Hysteresis by Sex and Education Attainment in the EU.(2024) In: Journal of the Knowledge Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2016 | Long memory and ARFIMA modelling: The case of CPI inflation rate in Ghana In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 0 |
| 2017 | The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 2 |
| 2018 | NON-LINEARITIES, STRUCTURAL BREAKS AND FRACTIONAL INTEGRATION IN THE ANALYSIS OF THE GHANAIAN AND THE SOUTH AFRICAN CPI INFLATION RATES In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 0 |
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| 2010 | REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION In: Journal of Economic Development. [Full Text][Citation analysis] | article | 2 |
| 2001 | A Fractionally Integrated Exponential Model for UK Unemployment. In: Journal of Forecasting. [Citation analysis] | article | 8 |
| 2000 | A fractionally integrated exponential model for UK unemployment.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2005 | Testing and forecasting the degree of integration in the US inflation rate In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2008 | Tourism in the Canary Islands: forecasting using several seasonal time series models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
| 2007 | Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models.(2007) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2003 | Stochastic behavior of nominal exchange rates In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2002 | Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment. In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| 2003 | Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Structural Change and the Order of Integration in Univariate Time Series In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Structural Change and the Order of Integration in Univariate Time Series.(2005) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | The Stochastic Permanent Break Model and the Fractional Integration Hypothesis In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Searching for Inefficiencies in Exchange Rate Dynamics In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
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| 2017 | The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 5 |
| 2004 | Testing of Unit Root Cycles in the Swedish Economy In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2007 | Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2006 | Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | Testing for deterministic and stochastic cycles in macroeconomic time series In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2008 | Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2018 | Testing the great decoupling: a long memory approach In: Empirica. [Full Text][Citation analysis] | article | 1 |
| 2020 | Public finances in the EU-27: Are they sustainable? In: Empirica. [Full Text][Citation analysis] | article | 0 |
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| 2016 | Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 13 |
| 2017 | Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 5 |
| 2019 | Time Trends and Persistence in the Global CO2 Emissions Across Europe In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 6 |
| 2004 | The permanent income hypothesis: A new framework based on fractional integration and cointegration In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2005 | Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2009 | Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 7 |
| 2014 | Mean Reversion in Agricultural Commodity Prices in India In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 1 |
| 2020 | Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 2 |
| 2018 | Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2024 | Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2002 | Unit and fractional roots with deterministic trends in the UK output In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2003 | Long memory in the interest rates in some Asian countries In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 6 |
| 2006 | Testing of nonstationary cycles in financial time series data In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2003 | Testing of Nonstationary Cycles in Financial Time Series Data.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | The persistence of earnings per share In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 4 |
| 2008 | The Persistence of Earnings per Share.(2008) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2009 | US stock market volatility persistence: evidence before and after the burst of the IT bubble In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 5 |
| 2011 | Endogenous problems in cross-sectional valuation models based on accounting information In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 9 |
| 2018 | Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve In: Bank of Lithuania Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 9 |
| 2022 | The Impact of China’s FDI on Economic Growth: Evidence from Africa with a Long Memory Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
| 2024 | Stock Market Persistence in MENA and OIC Countries In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2005 | Fractional Integration and Cointegration in the Japanese Exchange Rate Market In: The Japanese Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2008 | Unemployment and entrepreneurship: a cyclical relationship? In: NBS Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe In: NBS Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Mean reversion and long memory in African stock market prices In: NCID Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2011 | Mean reversion and long memory in African stock market prices.(2011) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2010 | Mean reversion and long memory in African stock market prices.(2010) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2013 | Testing for persistence with breaks and outliers in South African house prices In: NCID Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Testing for Persistence with Breaks and Outliers in South African House Prices.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2012 | Testing for Persistence with Breaks and Outliers in South African House Prices.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2023 | Trends in Temperatures in Sub-Saharan Africa. Is There Climate Warming?. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | The persistence of air pollution in four mega-cities of China In: NCID Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2012 | Violence and the market for food. Evidence from Kenya. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Persistence, long memory and seasonality in Kenyan tourism series In: NCID Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament? In: NCID Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2011 | Interest rate dynamics in Kenya In: NCID Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Testing the PPP Hypothesis in the Sub-Saharan Countries In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | African Growth, Non-Linearities and Strong Dependence: An Empirical Study In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Impact of Ethnic Violence in Kenya on Wheat and Maize Markets In: Journal of African Economies. [Full Text][Citation analysis] | article | 0 |
| 2016 | Term Structure Persistence In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2012 | Term Structure Persistence.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2010 | European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 12 |
| 2019 | Inflation in Argentina: Analysis of Persistence Using Fractional Integration In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2009 | Fractional Integration and Cointegration: An Overview and an Empirical Application In: Palgrave Macmillan Books. [Citation analysis] | chapter | 19 |
| 2024 | A look at the Spanish film industry and its level of persistence In: Humanities and Social Sciences Communications. [Full Text][Citation analysis] | article | 1 |
| 2021 | Income inequality in China 1952–2017: persistence and main determinants In: Oeconomia Copernicana. [Full Text][Citation analysis] | article | 7 |
| 2023 | Us vehicles sales. Evidence of persistence after COVID-19 In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
| 2025 | Atmospheric pollution in Ulaanbaatar: Persistence and long-run trends In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
| 2021 | Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
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| 2024 | Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2026 | Convergence of gender unemployment gaps in Africa: new evidence from Fourier ADF and KPSS unit root tests with break.(2026) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2024 | Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
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| 2024 | The effect of the Covid-19 pandemic on tourism in Africa In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Long memory in the ukrainian stock market and financial crises In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2018 | How do Stocks in BRICS co-move with REITs? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Is there convergence between the BRICS and International REIT Markets? In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2014 | GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Testing fractional unit roots with non-linear smooth break approximations using Fourier functions.(2021) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2018 | High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2019 | A new unit root analysis for testing hysteresis in unemployment In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries In: Working Papers. [Citation analysis] | paper | 16 |
| 2014 | Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2013 | Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach In: Working Papers. [Citation analysis] | paper | 17 |
| 2015 | Comovement in Euro area housing prices: A fractional cointegration approach.(2015) In: Urban Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2013 | Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test In: Working Papers. [Citation analysis] | paper | 10 |
| 2015 | Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2014 | Testing for Multiple Bubbles in the BRICS Stock Markets In: Working Papers. [Citation analysis] | paper | 20 |
| 2014 | Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 In: Working Papers. [Citation analysis] | paper | 0 |
| 2016 | Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2015 | The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach In: Working Papers. [Citation analysis] | paper | 2 |
| 2016 | The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach.(2016) In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2015 | Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff In: Working Papers. [Citation analysis] | paper | 18 |
| 2015 | Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates In: Working Papers. [Citation analysis] | paper | 4 |
| 2017 | Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates.(2017) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2016 | Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers. [Citation analysis] | paper | 90 |
| 2019 | Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks.(2019) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | article | |
| 2016 | Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty In: Working Papers. [Citation analysis] | paper | 11 |
| 2019 | Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty.(2019) In: Journal of International Development. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2016 | Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches.(2017) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks In: Working Papers. [Citation analysis] | paper | 8 |
| 2018 | Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks.(2018) In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2018 | Are BRICS Exchange Rates Chaotic? In: Working Papers. [Citation analysis] | paper | 12 |
| 2019 | Are BRICS exchange rates chaotic?.(2019) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2018 | Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data In: Working Papers. [Citation analysis] | paper | 4 |
| 2021 | Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data.(2021) In: Urban Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2020 | Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective In: Working Papers. [Citation analysis] | paper | 0 |
| 2022 | Globalization, long memory, and real interest rate convergence: a historical perspective.(2022) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular Perspective In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data In: Working Papers. [Citation analysis] | paper | 1 |
| 2023 | Productivity and GDP: international evidence of persistence and trends over 130 years of data.(2023) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2025 | Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2006 | UK Unemployment Dynamics: a Fractionally Cointegrated Approach In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 3 |
| 2003 | The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
| 2010 | A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA In: Conflict Management and Peace Science. [Full Text][Citation analysis] | article | 8 |
| 2009 | A note on the effectiveness of national anti-terrorist policies. Evidence from ETA.(2009) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2004 | Modelling Monthly Spanish Tourism: A Seasonal Fractionally Integrated Approach In: Tourism Economics. [Full Text][Citation analysis] | article | 4 |
| 2005 | The Nature of Seasonality in Spanish Tourism Time Series In: Tourism Economics. [Full Text][Citation analysis] | article | 6 |
| 2008 | Persistence in International Monthly Arrivals in the Canary Islands In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Fractional Integration and Structural Breaks: Evidence from International Monthly Arrivals in the USA In: Tourism Economics. [Full Text][Citation analysis] | article | 6 |
| 2010 | International Arrivals in the Canary Islands: Persistence, Long Memory, Seasonality and other Implicit Dynamics In: Tourism Economics. [Full Text][Citation analysis] | article | 9 |
| 2016 | Modeling the degree of persistence in Croatian tourism In: Tourism Economics. [Full Text][Citation analysis] | article | 4 |
| 2018 | Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks In: Tourism Economics. [Full Text][Citation analysis] | article | 2 |
| 2019 | UK overseas visitors: Seasonality and persistence In: Tourism Economics. [Full Text][Citation analysis] | article | 2 |
| 2021 | Tourism persistence in Spain: National versus international visitors In: Tourism Economics. [Full Text][Citation analysis] | article | 2 |
| 2022 | The impact of COVID-19 on the Spanish tourism sector In: Tourism Economics. [Full Text][Citation analysis] | article | 4 |
| 2022 | Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens€™ overseas travel In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
| 2022 | Persistence in Croatian tourism: The impact of COVID-19 In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Tourist arrivals and overnight stays along the Croatian Adriatic Coast: Changes in persistence and seasonality from the COVID-19 disruption In: Tourism Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2016 | Currency Union in the East African Community: A Fractional Integration Approach In: Advances in African Economic, Social and Political Development. [Citation analysis] | chapter | 0 |
| 2022 | Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
| 2019 | Temperatures across Europe: evidence of time trends In: Climatic Change. [Full Text][Citation analysis] | article | 0 |
| 2018 | On the invertibility of seasonally adjusted series In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | On the invertibility of seasonally adjusted series.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2003 | Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks In: Empirical Economics. [Full Text][Citation analysis] | article | 16 |
| 2000 | Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2004 | Fractional integration and business cycle features In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
| 2004 | Fractional Integration and Business Cycles Features.(2004) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2001 | Fractional integration and business cycle features.(2001) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2005 | Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2001 | Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate.(2001) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2006 | Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2005 | Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994.(2005) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 2012 | Fractional integration and structural breaks in U.S. macro dynamics In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
| 2009 | Fractional Integration and Structural Breaks in U.S. Macro Dynamics.(2009) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2016 | Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Inflation analysis in the Central American Monetary Council In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Modeling US historical time-series prices and inflation using alternative long-memory approaches In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2024 | Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2024 | A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Testing persistence of ammonia emissions using historical data of more than two centuries in OECD countries In: Environment Systems and Decisions. [Full Text][Citation analysis] | article | 0 |
| 2019 | Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends In: European Journal of Population. [Full Text][Citation analysis] | article | 4 |
| 2026 | Evaluating the existence of a natural U.S. hate crime rate using a fractional integration approach In: International Review of Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Long memory and structural breaks in hyperinflation countries In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2009 | Multiple shifts and fractional integration in the US and UK unemployment rates In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | The fisher relationship in Nigeria In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | The demand for money in Angola In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Iranian inflation: peristence and structural breaks In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2023 | Profitability of private equity: mean reversion and transitory shocks In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2024 | Consumer sentiments across G7 and BRICS economies: Are they related? In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2025 | Persistence in China’s household consumption level: implications for the new growth model In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2025 | Persistence in the Unemployment and Inflation Relationship. Evidence from 38 OECD Countries In: Journal of the Knowledge Economy. [Full Text][Citation analysis] | article | 0 |
| 2021 | Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach In: Journal of Innovation and Entrepreneurship. [Full Text][Citation analysis] | article | 14 |
| 2025 | Mean reversion and long memory dynamics in the Shanghai Containerized Freight Index In: Journal of Shipping and Trade. [Full Text][Citation analysis] | article | 0 |
| 2016 | Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 1 |
| 2024 | All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2026 | Time series perspectives on North Atlantic tropical cyclones: a study of fractional integration patterns In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. [Full Text][Citation analysis] | article | 0 |
| 2023 | The unemployment hysteresis by territory, gender, and age groups in Iran In: SN Business & Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Persistence of the Misery Index in African Countries In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 3 |
| 2020 | Unemployment and Fertility: A Long Run Relationship In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 2 |
| 2021 | Fractional persistence in income poverty in Africa In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 1 |
| 2022 | Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 1 |
| 2023 | Measuring Persistence in the US Equity Gender Diversity Index In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 1 |
| 2006 | Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 13 |
| 2003 | Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2003 | Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2003 | Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | Empirical evidence on real convergence in some OECD countries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2003 | Unemployment and real oil prices in Australia: a fractionally cointegrated approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 2004 | The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2006 | Long memory at the long-run and the seasonal monthly frequencies in the US money stock In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2008 | Real GDP growth rates across countries: long memory and mean shifts In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | Stock market returns and terrorist violence: evidence from the Basque Country In: Applied Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 2010 | Multiple cyclical fractional structures in financial time series In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | Modelling African inflation rates: nonlinear deterministic terms and long-range dependence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2015 | A time-series analysis of US entrepreneurship: evidence from fractional integration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2016 | Fractional integration and cointegration in merger and acquisitions in the US petroleum industry In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2017 | Fractional integration and nonlinear deterministic trends in the analysis of time series data In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2017 | Unemployment rate cycles in Europe In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2018 | Application of local projections in the monetary policy in Brazil In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Measuring the degree of persistence in the U.S. economic policy uncertainty index In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2025 | The Euribor rate: a forecasting exercise based on fractional integration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2001 | Measuring unemployment persistence in terms of I(d) statistical models In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2001 | Seasonal long memory in the US monthly monetary aggregate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2002 | Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2002 | Unemployment and input prices: a fractional cointegration approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2000 | Unemployment and input prices: A fractional cointegration approach.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2002 | Confidence intervals for fractionally integrated hypotheses in the real output across Europe In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2004 | Long range dependence in daily stock returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 2007 | Testing for stock market bubbles using nonlinear models and fractional integration In: Applied Financial Economics. [Full Text][Citation analysis] | article | 14 |
| 2010 | Testing persistence in the context of conditional heteroscedasticity errors In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Real convergence in Latin America: a fractionally integrated approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2001 | The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models In: Applied Economics. [Full Text][Citation analysis] | article | 13 |
| 2003 | Strong dependence in the real interest rates In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Semiparametric estimation of the fractional differencing parameter in the UK industrial production index In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Seasonal fractional components in macroeconomic time series In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Forecasting the real output using fractionally integrated techniques In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2001 | Forecasting the real output using fractionally integrated techniques.(2001) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Modelling the US real GNP with fractionally integrated techniques In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2005 | Fractional integration in total factor productivity: evidence from US data In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2009 | New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
| 2010 | International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Real convergence: empirical evidence for Latin America In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2014 | Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Long memory and fractional integration in the housing price series of London and Paris In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2015 | The macroeconomy of Angola: breaks and persistence in Angolan macro data In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Investment and saving in Angola and the Feldstein-Horioka puzzle In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2016 | Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | A performance assessment of Mozambique banks: a Bayesian stochastic frontier In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2018 | Long memory and mean reversion in real exchange rates in Latin America In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Time series analysis of economic growth rate series in Nigeria: structural breaks, non-linearities and reasons behind the recent recession In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2020 | Exchange rate dynamics in South Africa In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | UK tourism arrivals and departures: seasonality, persistence and time trends In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2020 | Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2020 | Testing Okun’s law. Theoretical and empirical considerations using fractional integration In: Applied Economics. [Full Text][Citation analysis] | article | 10 |
| 2021 | Mean reversion in monetary aggregates in Chile In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2023 | The influence of economic policy uncertainty shocks on art market In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Persistence and trends in CO2 emissions in Africa: is Chinese FDI behind these features? In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Unemployment and COVID-19: an analysis of change in persistence In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2006 | ETA: A PERSISTENT PHENOMENON In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 6 |
| 2007 | ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE? In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 5 |
| 2009 | BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 7 |
| 2016 | Growth recovery after civil conflict: a fractional integration approach In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Carlos Pestana Barros In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Stochastic volatility in the Spanish stock market: a long memory model with a structural break In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Mean reversion of short-run interest rates: empirical evidence from new EU countries In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2009 | A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break In: International Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | Modelling the Persistence of Unemployment in Canada In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2003 | A fractional integration analysis of the population in some OECD countries In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 10 |
| 2003 | Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 2 |
| 2011 | Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Infant mortality rates: time trends and fractional integration In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Linear and segmented trends in sea surface temperature data In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2024 | Stock market indices and sustainability: A comparison between them In: Journal of Sustainable Finance & Investment. [Full Text][Citation analysis] | article | 0 |
| 2022 | The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis In: Cogent Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2024 | Persistence in Australian tourism employment industries In: Current Issues in Tourism. [Full Text][Citation analysis] | article | 0 |
| 2024 | Exogenous shocks and time-varying price persistence in the EU27 In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Is There Convergence Between BRICS Listed Property Stocks and International REITs? In: Journal of Real Estate Portfolio Management. [Full Text][Citation analysis] | article | 1 |
| 2013 | Testing for Persistence in South African House Prices In: Journal of Real Estate Literature. [Full Text][Citation analysis] | article | 0 |
| 2014 | Tests of Convergence and Long Memory Behavior in U.S. Housing Prices by State In: Journal of Housing Research. [Full Text][Citation analysis] | article | 0 |
| 2015 | Modeling the Long Memory Behavior in U.S. Housing Price Volatility In: Journal of Housing Research. [Full Text][Citation analysis] | article | 0 |
| 2020 | Persistence and Long Memory Behavior in Condominium Prices: Evidence from Major U.S. Metropolitan Areas In: Journal of Housing Research. [Full Text][Citation analysis] | article | 0 |
| 2015 | An empirical analysis of freight transport traffic modes in Brazil, 1996-2012 In: Transportation Planning and Technology. [Full Text][Citation analysis] | article | 3 |
| 2002 | Do Spanish Stock Market Prices Follow a Random Walk? In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Oil shocks on unemployment in Central and Eastern Europe In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2002 | Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Serial and cross-correlation in the Spanish Stock Market returns In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Persistence in the short and long term tourist arrivals to Australia In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A framework for Open Innovation practices: Typology and characterisation In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Stock Market Cycles and Stock Market Development in Spain In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2003 | The explaining role of the Earning-Price Ratio in the Spanish Stock Market In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Retail sales. Persistence in the short term and long term dynamics In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Exploring Survey-Based Inflation Forecasts In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2012 | Exploring Surveyâ€Based Inflation Forecasts.(2012) In: Journal of Forecasting. [Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2009 | Time series modelling of sunspot numbers using long range cyclical dependence In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Deterministic Seasonality versus Seasonal Fractional Integration In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Deterministic seasonality versus seasonal fractional integration.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Persistence on airline accidents In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Time trend estimation with breaks in temperature time series In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Warming break trends and fractional integration in the northern, southern and global temperature anomaly series In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Oil Prices: Persistence and Breaks In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | New Revelations about Unemployment Persistence in Spain In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Fractional integration and data frequency In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The Nature of the Relationship between International Tourism and International Trade: The Case of Ge In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Persistence in Consumption Across Europe: Evidence Using Fractional Integration In: Intereconomics: Review of European Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2005 | Modelling U.S. monthly inflation in terms of a jointly seasonal and nonâ€seasonal long memory process In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2006 | Measuring length of business cycles across countries using a new nonâ€stationary unitâ€root cyclical approach In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2007 | Strong dependence in the nominal exchange rates of the Polish zloty In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 8 |
| 2007 | The stochastic unit root model and fractional integration: An extension to the seasonal case In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2016 | Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 4 |
| 2013 | THE PURCHASING POWER PARITY HYPOTHESIS IN THE US–CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY In: International Journal of Finance & Economics. [Citation analysis] | article | 2 |
| 2015 | Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to Highâ€frequency Stock Data In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 11 |
| 2021 | Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Mapping US presidential terms with S&P500 index: Time series analysis approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2021 | What do productivity indices tell us? A case study of U.S. industries In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Persistence in some energy futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 17 |
| 2016 | Interest Rate Dynamics in Kenya: Commercial Banks Rates and the 91â€Day Treasury Bill Rate In: Journal of International Development. [Full Text][Citation analysis] | article | 1 |
| 2002 | MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 1 |
| 2002 | FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2003 | LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2005 | MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2005 | TESTING OF REAL CONVERGENCE IN GERMANY IN THE PRESENCE OF STRUCTURAL BREAKS In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
| 2005 | FRACTIONAL INTEGRATION AT ZERO AND THE CYCLICAL FREQUENCIES IN THE SPECIFICATION OF US PRICES In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
| 2020 | ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2024 | Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Method In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2007 | Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2000 | A generalized fractional time series model In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Modelling seasonality with fractionally integrated processes In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | A joint test of fractional cyclic integration and a linear time trend In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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