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Publications

by members of

Facultad de Ciencias Económicas y Empresariales
Universidad de Navarra
Pamplona, Spain

(School of Economics and Business Administration, )

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

Undated material is listed at the end

    2009

  1. Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2009. "The Deaton paradox in a long memory context with structural breaks," Faculty Working Papers 03/09, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  2. Juan Carlos Cuestas & Luís A. Gil-Alana, 2009. "Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes," Working Papers 2009/3, Nottingham Trent University, Nottingham Business School, Economics Division. [Downloadable!]
  3. Luis A. Gil-Alana & Antonio Moreno, 2009. "Fractional Integration and Structural Breaks in U.S. Macro Dynamics," Faculty Working Papers 02/09, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Multi-Factor Gegenbauer Processes and European Inflation Rates," Discussion Papers of DIW Berlin 879, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Multi-Factor Gegenbauer Processes and European Inflation Rates," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," Discussion Papers of DIW Berlin 891, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  8. Francesc Pujol, 2009. "Measuring US Presidents Political Commitment for Fiscal Discipline between 1920 and 2008," Faculty Working Papers 01/09, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  9. Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009. "Wage Stickiness and Unemployment Fluctuations: An Alternative Approach," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0902, Departamento de Economía - Universidad Pública de Navarra. [Downloadable!]
  10. Markus Kinateder, 2009. "Team Formation in a Network," Working Papers 2009.36, Fondazione Eni Enrico Mattei. [Downloadable!]
  11. Markus Kinateder, 2009. "Team Formation in a Network," Working Papers 2009.37, Fondazione Eni Enrico Mattei. [Downloadable!]

    2008

  1. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  2. Carlos P. Barros & Luis A. Gil-Alana & Carlos M. Santos, 2008. "Tourism in Azores Islands: Persistence in the Monthly Arrivals," Working Papers 2008/09, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
  3. Luis A. Gil-Alana & Guglielmo M. Caporale, 2008. "Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks," Faculty Working Papers 11/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  4. Luis A. Gil-Alana, 2008. "Time trend estimation with breaks in temperature time series," Faculty Working Papers 09/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  5. Luis A. Gil-Alana & Rolando Pelaez, 2008. "The Persistence of Earnings per Share," Faculty Working Papers 08/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  6. Luis A. Gil-Alana & Guglielmo M. Caporale, 2008. "Fractional integration and data frequency," Faculty Working Papers 10/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  7. Carlos Pestana Barros & João Ricardo Faria & Luis A. Gil-Alana, 2008. "Persistence in Airline Accidents," Working Papers 2008/18, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
  8. Candelon, Bertrand & Dupuy, Arnaud & Gil-Alana, Luis A., 2008. "The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?," IZA Discussion Papers 3571, Institute for the Study of Labor (IZA). [Downloadable!]
  9. Joao Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana, 2008. "Unemployment and entrepreneurship: a cyclical relationship?," Working Papers 2008/2, Nottingham Trent University, Nottingham Business School, Economics Division. [Downloadable!]
  10. Francesc Pujol & Pedro Garcia-del-Barrio, 2008. "Economic Valuation of Football Players through Media Value," IASE Conference Papers 0826, International Association of Sports Economists.
  11. Francesc Pujol & Pedro Garcia-del-Barrio, 2008. "Money Prizes and Media Value in Tennis: Who Leads the Spectacle?," IASE Conference Papers 0828, International Association of Sports Economists.
  12. Mirko Abbritti; Sebastian Weber, 2008. "Labor Market Rigidities and the Business Cycle: Price vs. Quantity Restricting Institutions," HEI Working Papers 01-2008, Economics Section, The Graduate Institute of International Studies, revised Jan 2008. [Downloadable!]
  13. Mirko Abbritti & Andrea Boitani & Mirella Damiani, 2008. "Labour market imperfections, "divine coincidence" and the volatility of employment and inflation," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0078, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE). [Downloadable!]
  14. Javier Gómez & Antonio Moreno & Fernando Pérez de Gracia, 2008. "Money Demand Accommodation in the U.S," Faculty Working Papers 07/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  15. Markus Kinateder, 2008. "Repeated Games Played in a Network," Working Papers 2008.22, Fondazione Eni Enrico Mattei. [Downloadable!]
  16. Szabolcs Blazsek & Anna Downarowicz, 2008. "Regime switching models of hedge fund returns," Faculty Working Papers 12/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]

    2007

  1. Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Identification of Segments of European Banks with a Latent Class Frontier Model," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  2. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2007. "Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  3. Carlos Pestana Barros & Luis A. Gil-Alana & Pedro Leão, 2007. "The Expenditure Composition Hypothesis: Empirical Evidence and Implications for Monetary Policy," Working Papers 2007/10, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "A Multivariate Long-Memory Model with Structural Breaks," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  6. Gil-Alana, Luis A. & Fischer, Christian, 2007. "International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications," 105th Seminar, March 8-10, 2007, Bologna, Italy 7859, European Association of Agricultural Economists. [Downloadable!]
  7. J. Cunado & L.A. Gil-Alana & F. Perez De Gracia, 2007. "Real convergence in some emerging countries : a fractionally integrated approach," Discussion Papers (REL - Recherches Economiques de Louvain) 2007034, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
  8. José Alfaro & Josep A. Tribo, 2007. "Impact of the Operations Manager's dual role on inventory policy," Business Economics Working Papers wb076612, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
  9. Irene Crimanldi & Fabrizio Leisen, 2007. "Asymptotic results for a generalized Pòlya urn with delay and an applications to clinical trials," Economics and Quantitative Methods qf0704, Department of Economics, University of Insubria. [Downloadable!]
  10. Federico Bassetti & Fabrizio Leisen, 2007. "Metropolis Algorithm and equienergy sampling for two mean field spin systems," Economics and Quantitative Methods qf0703, Department of Economics, University of Insubria. [Downloadable!]
  11. Mirko Abbritti, 2007. "A "Simple" Currency Union Model with Labor Market Frictions, Real Wage Rigidities and Equilibrium Unemployment," HEI Working Papers 09-2007, Economics Section, The Graduate Institute of International Studies. [Downloadable!]
  12. Mirko Abbritti, 2007. "Unemployment, Inflation and Monetary Policy in a Dynamic New Keynesian Model with Hiring Costs," HEI Working Papers 07-2007, Economics Section, The Graduate Institute of International Studies. [Downloadable!]
  13. Mirko Abbritti & Andreas Mueller, 2007. "Asymmetric Labor Market Institutions in the EMU: positive and normative implications," Economics wp37, Department of Economics, Central bank of Iceland. [Downloadable!]
  14. Mirko Abbritti & Andreas Mueller, 2007. "Asymmetric Labor Market Institutions in the EMU: Positive and Normative Implications," HEI Working Papers 02-2009, Economics Section, The Graduate Institute of International Studies, revised Apr 2009. [Downloadable!]
  15. Brice Corgnet & Praveen Kujal & Dave Porter, 2007. "Uninformative announcements and asset trading behavior," Economics Working Papers we078350, Universidad Carlos III, Departamento de Economía. [Downloadable!]
  16. Brice Corgnet, 2007. "A Model For Team Managers In The Presence Of Self-Serving Workers," Working Papers. Serie AD 2007-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

    2006

  1. Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Eta Terrorism:Police Action, Political Measures And The Influence Of Violence On Economic Activity In The Basque Country," Economics and Finance Discussion Papers 06-03, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Modelling Structural Breaks In The Us, Uk And Japanese Unemployment Rates," Economics and Finance Discussion Papers 06-10, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Testing For Unit And Fractional Orders Of Integration In The Trend And Seasonal Components Of Us Monetary Aggregates," Economics and Finance Discussion Papers 06-13, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Fractional Integration And Impulse Responses: A Bivariate Application To Real Output In The Us And The Scandinavian Countries," Economics and Finance Discussion Papers 06-25, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  6. Fischer, Christian & Gil-Alana, Luis A., 2006. "The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25341, International Association of Agricultural Economists. [Downloadable!]
  7. Fischer, Christian & Gil-Alana, Luis A., 2006. "The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine," 98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece 10049, European Association of Agricultural Economists. [Downloadable!]
  8. Maria Jose Álvarez & Jose Antonio Alfaro & Luis Arturo Rabade, 2006. "Buyer-Supplier Relationships Influence On Traceability Implementation In The Vegetable Industry," Business Economics Working Papers wb060502, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
  9. Leisen Fabrizio & Mira Antonietta, 2006. "An extension of Peskun ordering to continuous time Markov chains," Economics and Quantitative Methods qf0609, Department of Economics, University of Insubria. [Downloadable!]
  10. Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006. "Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L," Faculty Working Papers 01/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  11. Abbritti, Mirko & Boitani, Andrea & Damiani, Mirella, 2006. "Unemployment, Inflation and Monetary Policy in a Dynamic New Keynesian Model with Hiring Costs," MPRA Paper 2252, University Library of Munich, Germany, revised Jan 2007. [Downloadable!]
  12. Mirko ABBRITTI & Andrea BOITANI & Mirella DAMIANI, 2006. "Unemployment, inflation and monetary policy in a dynamic New Keynesian model with hiring costs," Quaderni del Dipartimento di Economia, Finanza e Statistica 22/2006, Università di Perugia, Dipartimento Economia, Finanza e Statistica. [Downloadable!]
  13. Corgnet Bruce & Angela Sutan & Arvin Aashta, 2006. "The power of words in financial markets: soft versus hard communication,a strategy method experiment," Labsi Experimental Economics Laboratory University of Siena 006, University of Siena. [Downloadable!]
  14. Seonghoon Cho & Antonio Moreno, 2006. "Expectational Stability in Multivariate Models," Faculty Working Papers WP06/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  15. Seonghoon Cho & Antonio Moreno, 2006. "Expectational Stability in Multivariate Models," Faculty Working Papers 06/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  16. Bekaert, Geert & Cho, Seonghoon & Moreno, Antonio, 2006. "New-Keynesian Macroeconomics and the Term Structure," CEPR Discussion Papers 5956, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  17. Markus Kinateder, 2006. "Repeated Games Played in a Network," UFAE and IAE Working Papers 674.06, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]

    2005

  1. Christian Fischer & Luis Alberiko Gil-Alana, 2005. "The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine," Faculty Working Papers 15/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers 05-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers 05-09, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock," Economics and Finance Discussion Papers 05-16, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series," Economics and Finance Discussion Papers 05-11, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Fractional Cointegration And Aggregate Money Demand Functions," Public Policy Discussion Papers 05-01, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques," Economics and Finance Discussion Papers 05-10, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Fractional Cointegration And Aggregate Money Demand Functions," Economics and Finance Discussion Papers 05-01, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  9. Juan Carlos Molero & Francesc Pujol, 2005. "Walking inside the Potential Tax Evader's Mind," Faculty Working Papers 01/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  10. Pedro Mendi, 2005. "Vertical Integration, Collusion Downstream, and Partial Market Foreclosure," Faculty Working Papers 17/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  11. Mendi, Pedro, 2005. "Contracting for the transfer of technology within multinational corporations: Empirical evidence from Spain," IESE Research Papers D/607, IESE Business School. [Downloadable!]
  12. Manuel Vega-Gordillo & José Luis Álvarez-Arce, 2005. "Heterogeneity In Economic Freedom: Free Clusters Or Free Countries," Faculty Working Papers 08/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  13. Brice Corgnet, 2005. "Team Formation And Biased Self-Attribution," Business Economics Working Papers wb055214, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
  14. Seonghoon Cho & Antonio Moreno & Geert Bekaert, 2005. "New-Keynesian Macroeconomics and the Term Structure," Faculty Working Papers 04/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  15. Seonghoon Cho & Antonio Moreno, 2005. "A Small-Sample Study of the New-Keynesian Macro Model," Faculty Working Papers 03/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  16. Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2005. "New-Keynesian Macroeconomics and the Term Structure," NBER Working Papers 11340, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  17. Juan Carlos Gómez Sala & Germán López Espinosa, 2005. "El Valor De Las Recomendaciones De Consenso De Los Analistas Financieros En El Mercado De Capitales Español," Working Papers. Serie EC 2005-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  18. Reyes Calderon Cuadrado, 2005. "Corruption: A Corporate Perspective," Faculty Working Papers 11/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]

    2004

  1. Luis A. Gil-Alana & Bertrand Candelon, 2004. "Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin American Countries," Faculty Working Papers 08/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  2. Luis A. Gil-Alana, 2004. "Deterministic Seasonality versus Seasonal Fractional Integration," Faculty Working Papers 07/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  3. Luis A. Gil-Alana & Bertrand Candelon, 2004. "Fractional Integration and Business Cycles Features," Faculty Working Papers 09/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Public Policy Discussion Papers 04-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004. "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Economics and Finance Discussion Papers 04-20, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers 04-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Nelson And Plosser Revisited: Evidence From Fractional Arima Models," Public Policy Discussion Papers 04-16, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case," Public Policy Discussion Papers 04-15, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  9. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case," Economics and Finance Discussion Papers 04-15, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  10. Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004. "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Public Policy Discussion Papers 04-20, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  11. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994," Economics and Finance Discussion Papers 04-21, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  12. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994," Public Policy Discussion Papers 04-21, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  13. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Nelson And Plosser Revisited: Evidence From Fractional Arima Models," Economics and Finance Discussion Papers 04-16, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  14. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Non-Linearities and Fractional Integration in the US Unemployment Rate," Discussion Paper Series 26232, Hamburg Institute of International Economics. [Downloadable!]
  15. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Economics Series 155, Institute for Advanced Studies. [Downloadable!]
  16. L.A. Gil-Alana & G.M. caporale, 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Econometric Society 2004 Latin American Meetings 344, Econometric Society. [Downloadable!]
  17. Molero, Juan Carlos & Pujol, Francesc, 2004. "The Culture of The Economist. A Further Evidence of “The Economist” Index," MPRA Paper 8073, University Library of Munich, Germany. [Downloadable!]
  18. Molero, Juan Carlos & Pujol, Francesc, 2004. "Ranking Italian Universities and Other Research Institutions Taking Into Account Public Economics Publications," MPRA Paper 8055, University Library of Munich, Germany. [Downloadable!]
  19. Pedro Mendi, 2004. "Contractual Implications of International Trade in Tacit Knowledge," Faculty Working Papers 11/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  20. Pedro Garcia-del-Barrio & Francesc Pujol, 2004. "Pay and Performance in the Spanish Soccer League: Who Gets the Expected Monopsony Rents?," Faculty Working Papers 05/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  21. Juncal Cunado & Fernando Pérez de Gracia, 2004. "Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries," Faculty Working Papers 06/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  22. Antonio Moreno & Geert Bekaert & Seonghoon Cho, 2004. "New-Keynesian Macroeconomics and the Term Structure," 2004 Meeting Papers 388, Society for Economic Dynamics. [Downloadable!]
  23. Antonio Moreno, 2004. "Reaching Inflation Stability," Econometric Society 2004 North American Summer Meetings 269, Econometric Society. [Downloadable!]
  24. Antonio Moreno, 2004. "The Feds Monetary Policy Rule: Past, Present and Future," Faculty Working Papers 02/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  25. Rafael Torres Sánchez & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2004. "Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help," Faculty Working Papers 12/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  26. Belén Nieto & Germán López Espinosa & Joaquín Marhuenda, 2004. "La Relación Rentabilidad-Riesgo En Un Contexto De Información Asimétrica: Una Aplicación Al Mercado Español," Working Papers. Serie EC 2004-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  27. Reyes Calderón, 2004. "Fron Neo-classical Entrepreneur to Socio-economic Organization," Faculty Working Papers 01/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]

    2003

  1. Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2003. "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Faculty Working Papers 01/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  2. Javier DePeña & Luis A. Gil-Alana, 2003. "Serial and cross-correlation in the Spanish Stock Market returns," Faculty Working Papers 02/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  3. Luis A. Gil-Alana & S.G. Brian Henry, 2003. "Fractional Integration and the Dynamics of UK Unemployment," Faculty Working Papers 10/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  4. Javier DePeña & Luis A. Gil-Alana, 2003. "The explaining role of the Earning-Price Ratio in the Spanish Stock Market," Faculty Working Papers 03/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  5. Javier De Peña & Luis A. Gil-Alana, 2003. "Testing of Nonstationary Cycles in Financial Time Series Data," Faculty Working Papers 15/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  6. Luis A. Gil-Alana, 2003. "Testing of Fractional Cointegration in Macroeconomic Time Series," Faculty Working Papers 09/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  7. Molero, Juan Carlos, 2003. "La Posición De Los Distintos Partidos Políticos Respecto A La Nueva Ley General De Estabilidad Presupuestaria: Su Influjo En Los Niveles Subcentrales De Gobierno
    [The Position Of Different Politi    ," MPRA Paper 8072, University Library of Munich, Germany. [Downloadable!]
  8. José Antonio Alfaro & Josep Tribó, 2003. "Monitoring, Operational Manager Efforts and Inventory Policy," Faculty Working Papers 11/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  9. Pedro Mendi, 2003. "The Structure of Payments in Technology Transfer Contracts: Evidence from Spain," Faculty Working Papers 05/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  10. Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003. "Structural Changes in Volatility and Stock Market Development: Evidence for Spain," Faculty Working Papers 06/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  11. Seonghoon Cho & Antonio Moreno, 2003. "A Structural Estimation and Interpretation of the New Keynesian Macro Model," Faculty Working Papers 14/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  12. Antonio Moreno, 2003. "Reaching Inflation Stability," Faculty Working Papers 13/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  13. Sebastian Edwards & Javier Gomez Biscarri & Fernando Perez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," NBER Working Papers 9817, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  14. Sebastian Edwards & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," Faculty Working Papers 08/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  15. Germán López Espinosa & Raúl Iñiguez, 2003. "Valoración De Los Activos Intangibles En El Mercado De Capitales Español," Working Papers. Serie EC 2003-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  16. Germán López Espinosa & Joaquín Marhuenda, 2003. "¿Cómo Afectan Cambios En El Consenso Y La Dispersion En La Valoración De Activos?," Working Papers. Serie EC 2003-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

    2002

  1. Luis Alberiko Gil-Alana, 2002. "Multivariate Tests of Fractionally Integrated Hypotheses," Faculty Working Papers 09/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  2. Javier De Peña & Luis A. Gil-Alana, 2002. "Do Spanish Stock Market Prices Follow a Random Walk?," Faculty Working Papers 02/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  3. Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2002. "Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach," Faculty Working Papers 03/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  4. Molero, Juan Carlos, 2002. "Gasto Público y Federalismo Fiscal en España. Período 1984-1998
    [Public Spending and Fiscal Federalism in Spain. Period 1984-1998]    ," MPRA Paper 8098, University Library of Munich, Germany. [Downloadable!]
  5. José Antonio Alfaro & María José Álvarez & María José Montes, 2002. "Lagging Behind Versus Advancing Too Fast? Identifying Gaps Research In Supply Chain," Business Economics Working Papers wb021409, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
  6. Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002. "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers 01/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  7. Biscarri, Javier GÛmez & Fernando PÈrez de Gracia, 2002. "Bulls and Bears: Lessons from some European Countries," Royal Economic Society Annual Conference 2002 28, Royal Economic Society. [Downloadable!]
  8. Germán López Espinosa, 2002. "Análisis De La Sensibilidad A Las Variaciones En Los Tipos De Interés De Las Acciones Bancarias," Working Papers. Serie EC 2002-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

    2001

  1. Molero, Juan Carlos, 2001. "Analysis Of The Decentralization Of Public Spending In Spain," MPRA Paper 8056, University Library of Munich, Germany. [Downloadable!]
  2. José A. Alfaro & Josep A. Tribó, 2001. "Managerial Turnover And Worker Turnover," Business Economics Working Papers wb011304, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
  3. Christine Choirat ; Raffaello Seri, 2001. "Estimation in Discrete Parameter Models," Working Papers 2001-38, Centre de Recherche en Economie et Statistique. [Downloadable!]

    1999

  1. Dafflon, B. & Pujol, F., 1999. "Fiscal Preferences and Fiscal Performance. Swiss Cantonal Evidence," University of Geneva Economics Working Papers 99.05, University of Geneva, Department of Political Economy.

    1998

  1. Gil-Alana, L., 1998. "Fractional Integration in the Purchasing Power Parity," Economics Working Papers eco98/18, European University Institute.
  2. Gil-Alana, L. & Robinson, P.M., 1998. "Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income," Economics Working Papers eco98/20, European University Institute.
  3. Gil-Alana, L., 1998. "Nelson and Plosser Revisited: Evidence from Fractional Arima Models," Economics Working Papers eco98/21, European University Institute.
  4. Gil-Alana, L., 1998. "Multivariate Tests of Fractionally Integrated Hypotheses," Economics Working Papers eco98/19, European University Institute.

    Undated

  1. Luis Alberiko Gil-Alana & Antonio Moreno, . "Technology Shocks and Hours Worked: A Fractional Integration Perspective," Faculty Working Papers 03/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  2. Luis Alberiko Gil-Alana & Pedro Garcia-del-Barrio, . "New Revelations about Unemployment Persistence in Spain," Faculty Working Papers 10/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  3. Luis Alberiko Gil-Alana, . "Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf," Faculty Working Papers 19/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  4. Luis Alberiko Gil-Alana, . "Structural Change and the Order of Integration in Univariate Time Series," Faculty Working Papers 20/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  5. Juncal Cuñado & Luis A. Gil-Alaña, . "Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models," Faculty Working Papers 02/07, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  6. Luis Alberiko Gil-Alana & Guglielmo M.Caporale, . "Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994," Faculty Working Papers 18/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  7. L. Gil-Alana, . "The Power of the Tests of Robinson (1994) in the Context of Fractionally Integrated Moving Average Models," Sonderforschungsbereich 373 2001-66, Humboldt Universitaet Berlin.
  8. G. Caporale & L. Gil-Alana, . "Fractional Cointegration and Tests of Present Value Models," Sonderforschungsbereich 373 2000-15, Humboldt Universitaet Berlin.
  9. L. Gil-Alana, . "Testing of Unit Roots and other Fractionally Integrated Hypotheses in the Presence of Structural Breaks," Sonderforschungsbereich 373 2000-13, Humboldt Universitaet Berlin.
  10. L. Gil-Alana, . "Modelling Seasonality with Fractionally Integrated Processes," Sonderforschungsbereich 373 2000-16, Humboldt Universitaet Berlin.
  11. G. Caporale & L. Gil-Alana, . "Unemployment and Input Prices: A Fractional Cointegration Approach," Sonderforschungsbereich 373 2001-56, Humboldt Universitaet Berlin.
  12. L. Gil-Alana, . "Testing Stochastic Cycles in Macroeconomic Time Series," Sonderforschungsbereich 373 2000-70, Humboldt Universitaet Berlin.
  13. L. Gil-Alana, . "A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices," Sonderforschungsbereich 373 2000-68, Humboldt Universitaet Berlin.
  14. L. Gil-Alana & B. Henry, . "Fractional Integration and the Dynamics of UK Unemployment," Sonderforschungsbereich 373 2000-14, Humboldt Universitaet Berlin.
  15. L. Gil-Alana, . "A Fractionally Integrated Exponential Model for U.K. Unemployment," Sonderforschungsbereich 373 2000-67, Humboldt Universitaet Berlin.
  16. L. Gil-Alana, . "Testing of Fractional Cointegration in Macroeconomic Time Series," Sonderforschungsbereich 373 2000-105, Humboldt Universitaet Berlin.
  17. L. Gil-Alana, . "Forecasting the Real Output Using Fractionally Integrated Techniques," Sonderforschungsbereich 373 2001-27, Humboldt Universitaet Berlin.
  18. L. Gil-Alana, . "Deterministic Seasonality Versus Seasonal Fractional Integration," Sonderforschungsbereich 373 2000-106, Humboldt Universitaet Berlin.
  19. L. Gil-Alana, . "A Generalized Fractional Time Series Model," Sonderforschungsbereich 373 2000-107, Humboldt Universitaet Berlin.
  20. B. Candelon & L. Gil-Alana, . "Fractional Integration and Business Cycle Features," Sonderforschungsbereich 373 2001-46, Humboldt Universitaet Berlin.
  21. L. Gil-Alana, . "A Joint Test of Fractional Cyclic Integration and a Linear Time Trend," Sonderforschungsbereich 373 2001-26, Humboldt Universitaet Berlin.
  22. L. Gil-Alana, . "Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inflation Rate," Sonderforschungsbereich 373 2001-67, Humboldt Universitaet Berlin.
  23. G. Caporale & L. Gil-Alana, . "Fractional Cointegration and Real Exchange Rates," Sonderforschungsbereich 373 2000-69, Humboldt Universitaet Berlin.
  24. Juan Carlos Molero & Isabel Rodriguez-Tejedo, . "An index of political support for decentralization: the Spanish case," Faculty Working Papers 05/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  25. Pedro Mendi & Róbert F. Veszteg, . "Sustainability of Collusion: Evidence from the Late 19th Century Basque Iron and Steel Industry," Faculty Working Papers 04/07, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  26. Francesc Pujol, . "Ranking Journals Following a Matching Model Approach. An Application to Public Economics Journals," Faculty Working Papers 12/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  27. Francesc Pujol, . "Measuring US Presidents Political Commitment for Fiscal Discipline between 1920 and 2008," Faculty Working Papers wp, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  28. Fernando Pérez de Gracia & Juncal Cuñado, . "Intertemporal Current Account and Productivity Shocks: Evidence for Some European Countries," Working Papers on International Economics and Finance 01-05, FEDEA. [Downloadable!]
  29. Juncal Cuñado & Fernando Pérez de Gracia, . "Do Oil Price Shocks Matter? Evidence For Some Europesan Countries," Working Papers on International Economics and Finance 01-02, FEDEA. [Downloadable!]
  30. Juncal Cuñado, . "Convergencia real o acercamiento cíclico? España y la Unión Europea," Studies on the Spanish Economy 57, FEDEA. [Downloadable!]
  31. Fernando Pérez de Gracía & Juncal Cuñado, . "Inflación y rendimientos bursátiles en el caso español, 1941-1999," Studies on the Spanish Economy 65, FEDEA. [Downloadable!]
  32. Juncal Cuñado Eizaguirre & Fernando Pérez de Gracía Hidalgo, . "Tasa de sacrificio en la UEM: Un análisis empírico," Studies on the Spanish Economy 70, FEDEA. [Downloadable!]
  33. Reyes Calderón & José Luis Alvarez, . "The Complexity of Corruption: Nature and Ethical Suggestions," Faculty Working Papers 05/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  34. Javier Gómez Biscarri & Germán López Espinosa, . "The accounting dimension in financial integration: International pricing under different accounting standards," Faculty Working Papers 03/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  35. Javier Gómez Biscarri & Germán López Espinosa, . "Fundamentals and the accruals puzzle," Faculty Working Papers 02/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  36. F. Javier De Peña & Carlos Forner-Rodríguez & Germán López-Espinosa, . "Fundamentals and the origin of Fama-French factors," Faculty Working Papers 04/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]

Journal articles

    2009

  1. Luis A Gil-Alana, 2009. "Seasonal Monthly Fractional Integration in the UK Unemployment," Icfai University Journal of Applied Economics, Icfai Press, vol. 0(1), pages 81-96, January.
  2. P. Garcia-del-Barrio & L. A. Gil-Alana, 2009. "New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data," Applied Economics, Taylor and Francis Journals, vol. 41(2), pages 219-236. [Downloadable!] (restricted)
  3. Luis Gil-Alana, 2009. "Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling," International Advances in Economic Research, Springer, vol. 15(2), pages 143-155, May. [Downloadable!] (restricted)
  4. Christian Fischer & Luis Gil-Alana, 2009. "The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine," Applied Economics, Taylor and Francis Journals, vol. 41(11), pages 1345-1359. [Downloadable!] (restricted)
  5. J. Cunado & L.A. Gil-Alana & F. Pérez de Gracia, 2009. "AK growth models: new evidence based on fractional integration and breaking trends," Recherches économiques de Louvain, De Boeck Université, vol. 75(2), pages 131-149. [Downloadable!] (restricted)
  6. Luis Gil-Alana & Carlos Pestana Barros, 2009. "A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break," International Economic Journal, Korean International Economic Association, vol. 23(2), pages 259-279. [Downloadable!] (restricted)
  7. B. Candelon & A. Dupuy & L. Gil-Alana, 2009. "The nature of occupational unemployment rates in the United States: hysteresis or structural?," Applied Economics, Taylor and Francis Journals, vol. 41(19), pages 2483-2493. [Downloadable!] (restricted)
  8. J. Cuñado & L. Gil-Alana & F. Gracia, 2009. "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 233-252, October. [Downloadable!] (restricted)
  9. Barros, Carlos Pestana & Gil-Alana, Luis & Faria, João Ricardo, 2009. "Introduction to the special issue on: Understanding, quantifying and modelling the terrorist threat," Journal of Policy Modeling, Elsevier, vol. 31(5), pages 737-738, September. [Downloadable!] (restricted)
  10. Alfaro, Jos A. & Rbade, Luis A., 2009. "Traceability as a strategic tool to improve inventory management: A case study in the food industry," International Journal of Production Economics, Elsevier, vol. 118(1), pages 104-110, March. [Downloadable!] (restricted)
  11. Pedro Mendi, 2009. "Backward integration and collusion in a duopoly model with asymmetric costs," Journal of Economics, Springer, vol. 96(2), pages 95-112, March. [Downloadable!] (restricted)
  12. Juncal Cunado Eizaguirre & Javier Gomez Biscarri & Fernando Perez de Gracia Hidalgo, 2009. "Financial liberalization, stock market volatility and outliers in emerging economies," Applied Financial Economics, Taylor and Francis Journals, vol. 19(10), pages 809-823. [Downloadable!] (restricted)
  13. Reyes Calderón & José Álvarez-Arce & Silvia Mayoral, 2009. "Corporation as a Crucial Ally Against Corruption," Journal of Business Ethics, Springer, vol. 87(1), pages 319-332, April. [Downloadable!] (restricted)
  14. Reyes Calderón-Cuadrado & José Álvarez-Arce & Isabel Rodríguez-Tejedo & Stella Salvatierra, 2009. "“Ethics Hotlines” in Transnational Companies: A Comparative Study," Journal of Business Ethics, Springer, vol. 88(1), pages 199-210, August. [Downloadable!] (restricted)
  15. Marina Balboa & J. Carlos Gómez-Sala & Germán López-Espinosa, 2009. "The Value of Adjusting the Bias in Recommendations: International Evidence," European Financial Management, Blackwell Publishing Ltd, vol. 15(1), pages 208-230. [Downloadable!] (restricted)
  16. Germán López & Joaquín Marhuenda & Belén Nieto, 2009. "The relationship between risk and expected returns with incomplete information," Investigaciones Economicas, Fundación SEPI, vol. 33(1), pages 69-96, January. [Downloadable!]
  17. Christine Choirat & Raffello Seri, 2009. "Econometrics with Python," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 698-704. [Downloadable!]

    2008

  1. Luis A. Gil-Alana, 2008. "Fractional integration and structural breaks at unknown periods of time," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(1), pages 163-185, 01. [Downloadable!] (restricted)
  2. Luis A. Gil-Alana & Juncal Cunado & Fernando Perez de Gracia, 2008. "Tourism in the Canary Islands: forecasting using several seasonal time series models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 621-636. [Downloadable!]
  3. Luis A. Gil-Alana & Natalia Luqui & Juncal Cunado, 2008. "Trade Balance and Exchange Rate: Unit Roots, Co-integration and Long Memory in the US and the UK," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 37(1), pages 59-74, 02. [Downloadable!] (restricted)
  4. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2008. "Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 52(11), pages 4998-5013, July. [Downloadable!] (restricted)
  5. Gil-Alana, Luis A., 2008. "A simple non-linear model with fractional integration for financial time series data," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 838-848, December. [Downloadable!] (restricted)
  6. Barros, Carlos Pestana & Faria, Joao Ricardo & Gil-Alana, Luis A., 2008. "Terrorism against American citizens in Africa: Related to poverty," Journal of Policy Modeling, Elsevier, vol. 30(1), pages 55-69. [Downloadable!] (restricted)
  7. Gil-Alana, L.A., 2008. "Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand," Economic Modelling, Elsevier, vol. 25(2), pages 326-339, March. [Downloadable!] (restricted)
  8. Luis Gil-Alana & Juncal Cunado & Fernando Perez De Gracia, 2008. "Stochastic volatility in the Spanish stock market: a long memory model with a structural break," European Journal of Finance, Taylor and Francis Journals, vol. 14(1), pages 23-31. [Downloadable!] (restricted)
  9. Guglielmo Caporale & Luis Gil-Alana, 2008. "Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates," Empirica, Springer, vol. 35(3), pages 241-253, July. [Downloadable!] (restricted)
  10. Luis Gil-Alana & Rolando Peláez, 2008. "The persistence of earnings per share," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 425-439, November. [Downloadable!] (restricted)
  11. Luis Gil-Alana, 2008. "Real GDP growth rates across countries: long memory and mean shifts," Applied Economics Letters, Taylor and Francis Journals, vol. 15(6), pages 449-455. [Downloadable!] (restricted)
  12. Francesc Pujol, 2008. "Ranking Journals Following a Matching Model Approach: An Application to Public Economics Journals," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 10(1), pages 55-76, 02. [Downloadable!] (restricted)
  13. Gomez Biscarri, Javier & Lopez Espinosa, German, 2008. "The influence of differences in accounting standards on empirical pricing models: An application to the Fama-French model," Journal of Multinational Financial Management, Elsevier, vol. 18(4), pages 369-388, October. [Downloadable!] (restricted)
  14. Balboa, Marina & Gomez-Sala, Juan Carlos & Lopez-Espinosa, German, 2008. "Does the value of recommendations depend on the level of optimism? A country-based analysis," Journal of Multinational Financial Management, Elsevier, vol. 18(4), pages 405-426, October. [Downloadable!] (restricted)
  15. Gómez-Biscarri, Javier & López-Espinosa, Germán, 2008. "Accounting measures and international pricing models: Justifying accounting homogeneity," Journal of Accounting and Public Policy, Elsevier, vol. 27(4), pages 339-354. [Downloadable!] (restricted)

    2007

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Nonlinearities and Fractional Integration in the US Unemployment Rate," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(4), pages 521-544, 08. [Downloadable!] (restricted)
  2. Luis A. Gil-Alana, 2007. "Investigating the seasonal structure in the German economy using fractional integration with structural breaks," Studies in Economics and Finance, Emerald Group Publishing, vol. 24(2), pages 96-114, June. [Downloadable!] (restricted)
  3. DePenya, Francisco J. & Gil-Alana, Luis A., 2007. "Serial correlation in the Spanish Stock Market," Global Finance Journal, Elsevier, vol. 18(1), pages 84-103. [Downloadable!] (restricted)
  4. J. Cunado & L.A. Gil-Alana & F. Pérez de Gracia,, 2007. "Real convergence in some emerging countries: a fractionally integrated approach," Recherches économiques de Louvain, De Boeck Université, vol. 73(3), pages 293-310. [Downloadable!] (restricted)
  5. J. Cuñado & L. A. Gil-Alana & F. Perez de Gracia, 2007. "Testing for stock market bubbles using nonlinear models and fractional integration," Applied Financial Economics, Taylor and Francis Journals, vol. 17(16), pages 1313-1321. [Downloadable!] (restricted)
  6. Luis Gil-Alana, 2007. "Seasonal fractional integration with structural break. An application to the German GNP data," Economics Bulletin, Economics Bulletin, vol. 3(32), pages 1-6. [Downloadable!]
  7. Carlos Pestana Barros & Isabel Proença & João Ricardo Faria & Luis Gil-Alana, 2007. "Are Usa Citizens At Risk Of Terrorism In Europe?," Defence and Peace Economics, Taylor and Francis Journals, vol. 18(6), pages 495-507. [Downloadable!] (restricted)
  8. Guglielmo Caporale & Luis Gil-Alana, 2007. "Testing for deterministic and stochastic cycles in macroeconomic time series," Empirica, Springer, vol. 34(2), pages 155-169, April. [Downloadable!] (restricted)
  9. L. Gil-Alana, 2007. "Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited," Empirica, Springer, vol. 34(2), pages 139-154, April. [Downloadable!] (restricted)
  10. Mendi, Pedro, 2007. "Trade in disembodied technology and total factor productivity in OECD countries," Research Policy, Elsevier, vol. 36(1), pages 121-133, February. [Downloadable!] (restricted)
  11. Pedro Mendi & Róbert Veszteg, 2007. "Profitable mergers with endogenous tariffs," Economics Bulletin, Economics Bulletin, vol. 12(23), pages 1-8. [Downloadable!]
  12. Pedro Mendi, 2007. "Contractual implications of international trade in tacit knowledge," Applied Economics, Taylor and Francis Journals, vol. 39(9), pages 1173-1183. [Downloadable!] (restricted)
  13. Pedro Garcia-del-Barrio & Francesc Pujol, 2007. "Hidden monopsony rents in winner-take-all markets-sport and economic contribution of Spanish soccer players," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 57-70. [Downloadable!]

    2006

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(1), pages 9-12, January. [Downloadable!] (restricted)
  2. Bertrand Candelon & Luis A. Gil-Alana, 2006. "Mean Reversion of Short-run Interest Rates in Emerging Countries," Review of International Economics, Blackwell Publishing, vol. 14(1), pages 119-135, 02. [Downloadable!] (restricted)
  3. Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2006. "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 142(1), pages 67-91, April. [Downloadable!] (restricted)
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Long memory at the long-run and the seasonal monthly frequencies in the US money stock," Applied Economics Letters, Taylor and Francis Journals, vol. 13(15), pages 965-968, December. [Downloadable!] (restricted)
  5. Luis A. Gil-alana, 2006. "Testing Seasonality in the Context of Fractionally Integrated Processes," Annales d'Economie et de Statistique, ADRES, issue 81, pages 03, Janvier-M. [Downloadable!]
  6. Barros, Carlos Pestana & Passos, Jose & Gil-Alana, Luis A., 2006. "The timing of ETA terrorist attacks," Journal of Policy Modeling, Elsevier, vol. 28(3), pages 335-346, April. [Downloadable!] (restricted)
  7. Gil-Alana, L.A., 2006. "Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 87-98, March. [Downloadable!] (restricted)
  8. Gil-Alana, L.A., 2006. "Fractional integration in daily stock market indexes," Review of Financial Economics, Elsevier, vol. 15(1), pages 28-48. [Downloadable!] (restricted)
  9. Guglielmo Caporale & Luis Gil-Alana, 2006. "Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994," Empirical Economics, Springer, vol. 31(1), pages 83-93, March. [Downloadable!] (restricted)
  10. Carlos Pestana Barros & Luis Gil-Alana, 2006. "Eta: A Persistent Phenomenon," Defence and Peace Economics, Taylor and Francis Journals, vol. 17(2), pages 95-116, April. [Downloadable!] (restricted)
  11. F. DePenya & L. Gil-Alana, 2006. "Testing of nonstationary cycles in financial time series data," Review of Quantitative Finance and Accounting, Springer, vol. 27(1), pages 47-65, August. [Downloadable!] (restricted)
  12. Gil-Alana, Luis A., 2006. "UK Unemployment Dynamics: a Fractionally Cointegrated Approach," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 59(1), pages 33-50.
  13. Cunado, J. & Perez de Gracia, F., 2006. "Real convergence in Africa in the second-half of the 20th century," Journal of Economics and Business, Elsevier, vol. 58(2), pages 153-167. [Downloadable!] (restricted)
  14. Cunado, Juncal & Gomez Biscarri, Javier & Perez de Gracia, Fernando, 2006. "Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization," Emerging Markets Review, Elsevier, vol. 7(3), pages 261-278, September. [Downloadable!] (restricted)
  15. Juncal Cuñado & Fernando Perez de Gracia, 2006. "Real convergence in some Central and Eastern European countries," Applied Economics, Taylor and Francis Journals, vol. 38(20), pages 2433-2441, November. [Downloadable!] (restricted)
  16. Antonio Moreno & Luis Rey, 2006. "Inflation Targeting in Western Europe," Topics in Macroeconomics, Berkeley Electronic Press, vol. 6(2), pages 1455-1455. [Downloadable!] (restricted)
  17. Cho, Seonghoon & Moreno, Antonio, 2006. "A Small-Sample Study of the New-Keynesian Macro Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1461-1481, September. [Downloadable!] (restricted)

    2005

  1. Luis A. Gil-Alana & Pedro Mendi, 2005. "Fractional integration in total factor productivity: evidence from US data," Applied Economics, Taylor and Francis Journals, vol. 37(12), pages 1369-1383, July. [Downloadable!] (restricted)
  2. Luis A. Gil-Alanaa, 2005. "Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate," Empirical Economics, Springer, vol. 30(1), pages 193-207, January. [Downloadable!] (restricted)
  3. Luis A. Gil-Alana, 2005. "Testing and forecasting the degree of integration in the US inflation rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(3), pages 173-187. [Downloadable!]
  4. Luis A. Gil-Alana, 2005. "Fractional Integration and Cointegration in the Japanese Exchange Rate Market," Japanese Economy, M.E. Sharpe, Inc., vol. 32(4), pages 12-35, January. [Downloadable!] (restricted)
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Fractional Cointegration And Aggregate Money Demand Functions," Manchester School, University of Manchester, vol. 73(6), pages 737-753, December. [Downloadable!] (restricted)
  6. Luis A Gil-Alana, 2005. "An I(d) Statistical Model for the Canadian Real Output," Icfai University Journal of Monetary Economics, Icfai Press, vol. 0(1), pages 79 - 93, February.
  7. Cunado, J. & Gil-Alana, L.A. & de Gracia, F. Perez, 2005. "A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2633-2654, October. [Downloadable!] (restricted)
  8. L. A. Gil-Alana, 2005. "Testing Of Real Convergence In Germany In The Presence Of Structural Breaks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 50(01), pages 93-101. [Downloadable!] (restricted)
  9. Gil-Alana, L.A., 2005. "A re-examination of historical real daily wages in England: 1260-1994," Journal of Policy Modeling, Elsevier, vol. 27(7), pages 829-838, October. [Downloadable!] (restricted)
  10. L. A. Gil-Alana, 2005. "Measuring The Memory Parameter On Several Transformations Of Asset Returns," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(06), pages 675-691. [Downloadable!] (restricted)
  11. L. A. Gil-Alana, 2005. "Fractional Integration At Zero And The Cyclical Frequencies In The Specification Of Us Prices," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 50(02), pages 169-173. [Downloadable!] (restricted)
  12. Luis Gil-Alana, 2005. "Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series," International Advances in Economic Research, Springer, vol. 11(3), pages 257-266, August. [Downloadable!] (restricted)
  13. Santiago Fernandez de Córdoba & Sam Laird & David Vanzetti, 2005. "Trick or Treat? Development Opportunities and Challenges in the WTO Negotiations on Industrial Tariffs," The World Economy, Blackwell Publishing, vol. 28(10), pages 1375-1400, October. [Downloadable!] (restricted)
  14. Pedro Mendi, 2005. "The Structure of Payments in Technology Transfer Contracts: Evidence from Spain," Journal of Economics & Management Strategy, Blackwell Publishing, vol. 14(2), pages 403-429, 06. [Downloadable!] (restricted)
  15. Cunado, Juncal & Gracia, Fernando Perez de, 2005. "Current account and productivity: evidence for some European countries," Journal of Policy Modeling, Elsevier, vol. 27(1), pages 75-89, February. [Downloadable!] (restricted)
  16. Cunado, J. & Perez de Gracia, F., 2005. "Oil prices, economic activity and inflation: evidence for some Asian countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(1), pages 65-83, February. [Downloadable!] (restricted)

    2004

  1. Luis Alberiko Gil-Alana, 2004. "A fractionally integrated model for the Spanish real GDP," Economics Bulletin, Economics Bulletin, vol. 3(8), pages 1-6. [Downloadable!]
  2. Luis A. Gil-Alana, 2004. "Fractional cointegration in the consumption and income relationship using semiparametric techniques," Economics Bulletin, Economics Bulletin, vol. 3(47), pages 1-8. [Downloadable!]
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Long range dependence in daily stock returns," Applied Financial Economics, Taylor and Francis Journals, vol. 14(6), pages 375-383, March. [Downloadable!] (restricted)
  4. Luis A. Gil-Alana, 2004. "Seasonal fractional components in macroeconomic time series," Applied Economics, Taylor and Francis Journals, vol. 36(12), pages 1265-1279, July. [Downloadable!] (restricted)
  5. Luis A. Gil-Alana, 2004. "Forecasting the real output using fractionally integrated techniques," Applied Economics, Taylor and Francis Journals, vol. 36(14), pages 1583-1589, August. [Downloadable!] (restricted)
  6. Luis A. Gil-Alana, 2004. "Semiparametric estimation of the fractional differencing parameter in the UK industrial production index," Applied Economics, Taylor and Francis Journals, vol. 36(11), pages 1205-1217, June. [Downloadable!] (restricted)
  7. Luis A. Gil-Alana, 2004. "Unit root cycles in the US unemployment rate," Economics Bulletin, Economics Bulletin, vol. 3(7), pages 1-10. [Downloadable!]
  8. Luis A. Gil-Alana, 2004. "Structural Change and the Order of Integration in Univariate Time Series," Computational Economics, Springer, vol. 23(3), pages 239-254, 04. [Downloadable!]
  9. Luis A. Gil-Alana, 2004. "Modelling the US real GNP with fractionally integrated techniques," Applied Economics, Taylor and Francis Journals, vol. 36(8), pages 873-879, May. [Downloadable!] (restricted)
  10. Luis A. Gil-Alana, 2004. "Testing of I(d) processes in the real output," Economics Bulletin, Economics Bulletin, vol. 3(32), pages 1-6. [Downloadable!]
  11. Guglielmo M. Caporale & Luis A. Gil-Alana, 2004. "Testing for Seasonal Fractional Roots in German Real Output," German Economic Review, Blackwell Publishing, vol. 5(3), pages 319-333, 08. [Downloadable!] (restricted)
  12. Luis A. Gil-Alana, 2004. "A joint test of fractional integration and structural breaks at a known period of time," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(5), pages 691-700, 09. [Downloadable!] (restricted)
  13. Bertrand Candelon & Luis A. Gil-Alana, 2004. "Fractional integration and business cycle features," Empirical Economics, Springer, vol. 29(2), pages 343-359, 05. [Downloadable!] (restricted)
  14. Luis A. Gil-Alana, 2004. "The Stochastic Permanent Break Model and the Fractional Integration Hypothesis," Computational Economics, Springer, vol. 23(4), pages 315-324, 06. [Downloadable!]
  15. Luis A. Gil-Alana, 2004. "The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration," Applied Economics Letters, Taylor and Francis Journals, vol. 11(7), pages 429-432, June. [Downloadable!] (restricted)
  16. Gil-Alana, Luis A., 2004. "Long memory in the U.S. interest rate," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 265-276. [Downloadable!] (restricted)
  17. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, vol. 13(3), pages 245-258. [Downloadable!] (restricted)
  18. Gil-Alana, Luis A., 2004. "Modelling the U.S. interest rate in terms of I(d) statistical models," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(4), pages 475-486, September. [Downloadable!] (restricted)
  19. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and real exchange rates," Review of Financial Economics, Elsevier, vol. 13(4), pages 327-340. [Downloadable!] (restricted)
  20. Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004. "Is the US fiscal deficit sustainable?: A fractionally integrated approach," Journal of Economics and Business, Elsevier, vol. 56(6), pages 501-526. [Downloadable!] (restricted)
  21. Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004. "Real convergence in Taiwan: a fractionally integrated approach," Journal of Asian Economics, Elsevier, vol. 15(3), pages 529-547, June. [Downloadable!] (restricted)
  22. Candelon, B. & Gil-Alana, L. A., 2004. "Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 301-313, April. [Downloadable!] (restricted)
  23. Luis Gil-alana, 2004. "Testing of Unit Root Cycles in the Swedish Economy," Empirica, Springer, vol. 31(4), pages 333-344, December. [Downloadable!] (restricted)
  24. Cunado Eizaguirre, Juncal & Biscarri, Javier Gomez & Hidalgo, Fernando Perez de Gracia, 2004. "Structural changes in volatility and stock market development: Evidence for Spain," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1745-1773, July. [Downloadable!] (restricted)
  25. Javier Biscarri & Fernando Gracia, 2004. "Stock market cycles and stock market development in Spain," Spanish Economic Review, Springer, vol. 6(2), pages 127-151, 07. [Downloadable!] (restricted)

    2003

  1. Luis A. Gil-Alana & S. G. Brian Henry, 2003. "Fractional Integration and the Dynamics of UK Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(2), pages 221-239, 05. [Downloadable!] (restricted)
  2. Luis A. Gil-Alana, 2003. "Testing of Fractional Cointegration in Macroeconomic Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(4), pages 517-529, 09. [Downloadable!] (restricted)
  3. Luis A. Gil-Alana, 2003. "Strong dependence in the real interest rates," Applied Economics, Taylor and Francis Journals, vol. 35(2), pages 119-124, January. [Downloadable!] (restricted)
  4. Luis A. Gil-Alana, 2003. "Unemployment and real oil prices in Australia: a fractionally cointegrated approach," Applied Economics Letters, Taylor and Francis Journals, vol. 10(4), pages 201-204, March. [Downloadable!] (restricted)
  5. Luis A Gil-Alana, 2003. "Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances," Applied Economics Letters, Taylor and Francis Journals, vol. 10(1), pages 33-37, January. [Downloadable!] (restricted)
  6. Luis A. Gil-Alana, 2003. "Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks," Empirical Economics, Springer, vol. 28(1), pages 101-113, January. [Downloadable!] (restricted)
  7. Gil-Alana, Luis A., 2003. "Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 3(1). [Downloadable!]
  8. Gil-Alana, L. A., 2003. "A fractional multivariate long memory model for the US and the Canadian real output," Economics Letters, Elsevier, vol. 81(3), pages 355-359, December. [Downloadable!] (restricted)
  9. Gil-Alana, L. A., 2003. "A Generalized Fractional Time Series Model: Testing the Order of Integration of Trend Seasonal and Cyclical components," Review on Economic Cycles, International Association of Economic Cycles, vol. 7(1), December. [Downloadable!]
  10. L.A. Gil-Alana, 2003. "Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses," Computational Economics, Springer, vol. 22(1), pages 23-38, August. [Downloadable!] (restricted)
  11. J. Cunado & L. A. Gil-Alana & F. PÉrez de Gracia, 2003. "Empirical evidence on real convergence in some OECD countries," Applied Economics Letters, Taylor and Francis Journals, vol. 10(3), pages 173-176, February. [Downloadable!] (restricted)
  12. L. A. Gil-Alana, 2003. "Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate," Applied Economics Letters, Taylor and Francis Journals, vol. 10(2), pages 103-105, February. [Downloadable!] (restricted)
  13. L. A. Gil-Alana, 2003. "A fractional integration analysis of the population in some OECD countries," Journal of Applied Statistics, Taylor and Francis Journals, vol. 30(10), pages 1147-1159, December. [Downloadable!] (restricted)
  14. Luis Gil-Alana, 2003. "Stochastic behavior of nominal exchange rates," Atlantic Economic Journal, International Atlantic Economic Society, vol. 31(2), pages 159-173, June. [Downloadable!] (restricted)
  15. Luis Gil-Alana, 2003. "Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series," Computational Economics, Springer, vol. 22(1), pages 65-74, August. [Downloadable!] (restricted)
  16. Guglielmo Caporale & Luis Gil-Alana, 2003. "Long memory and structural breaks in hyperinflation countries," Journal of Economics and Finance, Springer, vol. 27(2), pages 136-152, June. [Downloadable!] (restricted)
  17. Luis Gil-Alana, 2003. "Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques," Journal of Applied Statistics, Taylor and Francis Journals, vol. 30(9), pages 1021-1031, November. [Downloadable!] (restricted)
  18. Luis Gil-Alana, 2003. "Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries," Topics in Macroeconomics, Berkeley Electronic Press, vol. 3(1), pages 1139-1139. [Downloadable!] (restricted)
  19. Gil-Alana, Luis A., 2003. "The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 56(3), pages 323-335.
  20. Alfaro, Jose A. & Tribo, Josep A., 2003. "Operations manager turnover and inventory fluctuations," International Journal of Production Economics, Elsevier, vol. 81(1), pages 51-58, January. [Downloadable!] (restricted)
  21. Pujol, Francesc & Weber, Luc, 2003. " Are Preferences for Fiscal Discipline Endogenous," Public Choice, Springer, vol. 114(3-4), pages 421-44, March. [Downloadable!] (restricted)
  22. Cunado, Juncal & Perez de Gracia, Fernando, 2003. "Do oil price shocks matter? Evidence for some European countries," Energy Economics, Elsevier, vol. 25(2), pages 137-154, March. [Downloadable!] (restricted)
  23. Antonio Moreno-Jiménez & Robert Lindsay Hodgart, 2003. "Modelling a single type of environmental impact from an obnoxious transport activity: implementing locational analysis with GIS," Environment and Planning A, Pion Ltd, London, vol. 35(5), pages 931-946, May. [Downloadable!] (restricted)
  24. Edwards, Sebastian & Biscarri, Javier Gomez & Perez de Gracia, Fernando, 2003. "Stock market cycles, financial liberalization and volatility," Journal of International Money and Finance, Elsevier, vol. 22(7), pages 925-955, December. [Downloadable!] (restricted)

    2002

  1. Luis A. Gil-Alana, 2002. "Modelling the Persistence of Unemployment in Canada," International Review of Applied Economics, Taylor and Francis Journals, vol. 16(4), pages 465-477, October. [Downloadable!] (restricted)
  2. Gil-Alana, Luis A, 2002. "Confidence Intervals for Fractionally Integrated Hypotheses in the Real Output across Europe," Applied Economics Letters, Taylor and Francis Journals, vol. 9(6), pages 407-09, May. [Downloadable!] (restricted)
  3. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2002. "Fractional integration and mean reversion in stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(3), pages 599-609. [Downloadable!] (restricted)
  4. Gil-Alana, Luis A, 2002. "Real Exchange Rates: Evidence from Black Markets Using Fractionally Integrated Semiparametric Techniques," Applied Economics Letters, Taylor and Francis Journals, vol. 9(12), pages 787-90, October. [Downloadable!] (restricted)
  5. Gil-Alana, Luis A., 2002. "Empirical evidence of the spot and the forward exchange rates in Canada," Economics Letters, Elsevier, vol. 77(3), pages 405-409, November. [Downloadable!] (restricted)
  6. Gil-Alana, Luis A., 2002. "A mean shift break in the US interest rate," Economics Letters, Elsevier, vol. 77(3), pages 357-363, November. [Downloadable!] (restricted)
  7. Gil-Alana, Luis A, 2002. "Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment," Computational Economics, Springer, vol. 19(3), pages 323-39, June. [Downloadable!]
  8. Gil-Alana, Luis A., 2002. "Seasonal long memory in the aggregate output," Economics Letters, Elsevier, vol. 74(3), pages 333-337, February. [Downloadable!] (restricted)
  9. Gil-Alana, Luis A., 2002. "Structural breaks and fractional integration in the US output and unemployment rate," Economics Letters, Elsevier, vol. 77(1), pages 79-84, September. [Downloadable!] (restricted)
  10. Gil-Alana, Luis A, 2002. "Testing the order of integration of the UK Unemployment," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 2(1). [Downloadable!]
  11. Caporale, Guglielmo Maria & Gil-Alana, Luis A, 2002. "Unemployment and Input Prices: A Fractional Cointegration Approach," Applied Economics Letters, Taylor and Francis Journals, vol. 9(6), pages 347-51, May. [Downloadable!] (restricted)
  12. Gil-Alana, L A & Toro, J, 2002. "Estimation and Testing of ARFIMA Models in the Real Exchange Rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(4), pages 279-92, October. [Downloadable!] (restricted)
  13. Abel A. Moreno & Raghu Tadepalli, 2002. "Assessing academic department efficiency at a public university," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 23(7), pages 385-397. [Downloadable!]

    2001

  1. Luis A. Gil-alana, 2001. "Estimation of Fractionally ARIMA Models for the UK Unemployment," Annales d'Economie et de Statistique, ADRES, issue 62, pages 07, Avril-Jui. [Downloadable!]
  2. Gil-Alana, Luis A., 2001. "A fractionally integrated model with a mean shift for the US and the UK real oil prices," Economic Modelling, Elsevier, vol. 18(4), pages 643-658, December. [Downloadable!] (restricted)
  3. Gil-Alana, Luis A, 2001. "The Persistence of Unemployment in the USA and Europe in Terms of Fractionally ARIMA Models," Applied Economics, Taylor and Francis Journals, vol. 33(10), pages 1263-69, August. [Downloadable!] (restricted)
  4. Gil-Alana, Luis A, 2001. "A Fractionally Integrated Exponential Model for UK Unemployment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(5), pages 329-40, August.
  5. Gil-Alana, Luis A, 2001. "Seasonal Long Memory in the US Monthly Monetary Aggregate," Applied Economics Letters, Taylor and Francis Journals, vol. 8(9), pages 573-75, September. [Downloadable!] (restricted)
  6. Gil-Alana, Luis A, 2001. "Measuring Unemployment Persistence in Terms of I(d) Statistical Models," Applied Economics Letters, Taylor and Francis Journals, vol. 8(12), pages 761-63, December. [Downloadable!] (restricted)
  7. L. A. Gil-Alana & P. M. Robinson, 2001. "Testing of seasonal fractional integration in UK and Japanese consumption and income," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 95-114. [Downloadable!]

    2000

  1. Gil-Alana, Luis A., 2000. "Mean reversion in the real exchange rates," Economics Letters, Elsevier, vol. 69(3), pages 285-288, December. [Downloadable!] (restricted)

    1999

  1. Gil-Alana, Luis A., 1999. "Testing fractional integration with monthly data," Economic Modelling, Elsevier, vol. 16(4), pages 613-629, December. [Downloadable!] (restricted)

    1997

  1. Gil-Alana, L. A. & Robinson, P. M., 1997. "Testing of unit root and other nonstationary hypotheses in macroeconomic time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 241-268, October. [Downloadable!] (restricted)

Chapters

Undated material is listed at the end

    Undated

  1. Christine Choirat & Raffaello Seri, . "On Embedding Gretl in a Python Module," EHUCHAPS, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
Did you know? A few items listed on IDEAS are over 2000 years old!

This page was last updated on 2009-11-1.

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