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Publications

by members of

Universidad de Navarra → Navarra Center for International Development

University of Navarra

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
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Working papers

2026

  1. Federico M. Accursi & Raul Bajo-Buenestado, 2026, "Household Effects of Electrification Through Mini-Grids: Evidence from Tanzania," CESifo Working Paper Series, CESifo, number 12453.
  2. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Modupe I. Omotosho, 2026, "Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 12406.
  3. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Maria Fatima Romero-Rojo, 2026, "Total Solar Irradiance: Evidence from a Long-Memory Model," CESifo Working Paper Series, CESifo, number 12408.
  4. Guglielmo Maria Caporale & Antonio Fons Palomares & Luis Alberiko Gil-Alana, 2026, "Long-Run Linkages and Parameter Instability in the Gold–Silver Relationship, 2010–2025," CESifo Working Paper Series, CESifo, number 12559.
  5. Guglielmo Maria Caporale & Mwangi Victor Njoroge & Luis Alberiko Gil-Alana, 2026, "Long Memory in Kenyan Commodity Prices," CESifo Working Paper Series, CESifo, number 12560.
  6. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo, 2026, "Trump Tariffs and Persistence in Crude Oil Prices: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 12562.
  7. Guglielmo Maria Caporale & Samuel Chibuzor Umeh & Faith Ani James & Luis Alberiko Gil-Alana, 2026, "Climate Change, Macroeconomic Factors and the Nigerian Indigenous Meat and Milk Industry: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 12566.
  8. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Ruka O. Jimoh, 2026, "Inflation Persistence in the SCO Countries: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12578.
  9. Juan Diego Cafferata Salazar & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Persistence and Long-Run Linkages Between US Stock Market Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 12649.
  10. Luis Rodrigo Asturias Schaub & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Long Memory in Latin American Sovereign Risk: Daily Evidence on the EMBI," CESifo Working Paper Series, CESifo, number 12731.
  11. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Guillermo Perez Tellechea, 2026, "Persistence in Real GDP Growth Rates: Univariate and Multivariate Evidence for the US, UK and Japan," CESifo Working Paper Series, CESifo, number 12781.
  12. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & León Bertram von Ondarza de Miquel, 2026, "Anchored to the Floor: Persistence and Liquidity Regimes in the €STR – DFR Spread," CESifo Working Paper Series, CESifo, number 12782.
  13. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Jesus Pantoja Cárdenas, 2026, "Long Memory and Asymmetric Uncertainty Effects on Stock Returns and Volatility: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12806.

2025

  1. Guglielmo Maria Caporale & Alfonso Dominguez & Luis Alberiko Gil-Alana, 2025, "Testing for Persistence in Real House Prices in 47 Countries from the OECD Database," CESifo Working Paper Series, CESifo, number 11662.
  2. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Real GDP: Evidence from Europe and the US," CESifo Working Paper Series, CESifo, number 11764.
  3. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Leyre Muñoz, 2025, "Earthquakes and Stock Market Performance: Evidence from Japan," CESifo Working Paper Series, CESifo, number 11822.
  4. Guglielmo Maria Caporale & Nieves Carmona-González & Luis Alberiko Gil-Alana & María Fátima Romero Rojo, 2025, "Air Pollution in 88 US Metropolitan Areas: Trends and Persistence," CESifo Working Paper Series, CESifo, number 11827.
  5. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence and Nonlinearities in the US Federal Funds Rate," CESifo Working Paper Series, CESifo, number 11913.
  6. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2025, "Trends and Persistence in the Number of Hot Days: Some Multi-Country Evidence," CESifo Working Paper Series, CESifo, number 11925.
  7. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2025, "Atmospheric Pollution in 10 US Cities: Trends and Persistence," CESifo Working Paper Series, CESifo, number 11957.
  8. Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Energy Transition and Climate Policy Uncertainty in the US: Green Versus Polluting Firms," CESifo Working Paper Series, CESifo, number 11959.
  9. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle," CESifo Working Paper Series, CESifo, number 11983.
  10. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model with Autoregressive Processes," CESifo Working Paper Series, CESifo, number 11984.
  11. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & José L. Ruiz-Alba, 2025, "The COVID-19 Shock and Spanish Hotel Activity," CESifo Working Paper Series, CESifo, number 11985.
  12. Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana & Andoni Maiza-Larrarte, 2025, "Travel Shocks to the Chinese Economy: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12142.
  13. Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Tail Connectedness Between Robotics and AI ETFs and Traditional Us Assets Under Different Market Conditions: A Quantile Var Approach," CESifo Working Paper Series, CESifo, number 12143.
  14. Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets," CESifo Working Paper Series, CESifo, number 12171.
  15. Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Contemporaneous and Lagged 𝑅2 Decomposed Connectedness: Evidence for Stock Market Indices, Thematic ETFs, Bitcoin, Brent Crude Oil and Geopolitical Risks," CESifo Working Paper Series, CESifo, number 12225.
  16. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González & Maria Fatima Romero-Rojo, 2025, "Acidification in the Earth’s Oceans: Trends and Persistence," CESifo Working Paper Series, CESifo, number 12281.
  17. Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Asset Returns and CO2 Emissions: Evidence on Contemporaneous and Lagged Connectedness," CESifo Working Paper Series, CESifo, number 12333.
  18. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Luis A. Gil-Alana, 2025, "Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202502, Feb.

2024

  1. Federico M. Accursi & Raúl Bajo-Buenestado & Raul Bajo-Buenestado, 2024, "Do Cooperatives Exercise Market Power? Evidence from Pass-Through to Retail Prices," CESifo Working Paper Series, CESifo, number 11473.
  2. Federico M. Accursi, Raul Bajo-Buenestado, 2024, "Do Cooperatives Exercise Market Power?," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 02/2024, Feb.
  3. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "A Long-Memory Model for Multiple Cycles with an Application to the S&P500," CESifo Working Paper Series, CESifo, number 10947.
  4. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2024, "Polar Amplification: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 11073.
  5. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru A. Solarin & OlaOluwa S. Yaya, 2024, "Testing for Persistence in German Green and Brown Stock Market Indices," CESifo Working Paper Series, CESifo, number 11207.
  6. Guglielmo Maria Caporale & Miguel A. Martin-Valmayor & Luis A. Gil-Alana & Nieves Carmona-González, 2024, "Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe," CESifo Working Paper Series, CESifo, number 11409.
  7. Guglielmo Maria Caporale & Maria Fatima Romero-Rojo & Luis Alberiko Gil-Alana, 2024, "Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 11475.
  8. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro José Piqueras Martínez, 2024, "Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity," CESifo Working Paper Series, CESifo, number 11486.
  9. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Karen Roxana Quinatoa Narváez, 2024, "Remittances in Latin America: Trends and Persistence," CESifo Working Paper Series, CESifo, number 11505.
  10. Furuoka, Fumitaka & Gil-Alana, Luis A. & Yaya, OlaOluwa S & Vo, Xuan Vinh, 2024, "Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break," MPRA Paper, University Library of Munich, Germany, number 122476, Oct.
  11. Gil-Alana, Luis A. & Yaya, OlaOluwa S & Adesina, Oluwaseun A. & Vo, Xuan Vinh, 2024, "Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations," MPRA Paper, University Library of Munich, Germany, number 123108, Dec.
  12. Mudida, Robert & Gil-Alana, Luis, 2024, "The effect of the Covid-19 pandemic on tourism in Africa," MPRA Paper, University Library of Munich, Germany, number 123141, Dec.
  13. Oguzhan Cepni & Luis A. Gil-Alana & Rangan Gupta & Onur Polat, 2024, "Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202446, Oct.
  14. Arpita Ghosh & Brendon McConnell & Jaime Millán-Quijano, 2024, "Do Homebuyers Value Energy Efficiency? Evidence From an Information Shock," Discussion Papers, University of Exeter, Department of Economics, number 2402, Jan.

2023

  1. Raúl Bajo-Buenestado & Markus Kinateder & Raul Bajo-Buenestado, 2023, "Prices and Mergers in a General Model of Multi-Sided Markets," CESifo Working Paper Series, CESifo, number 10818.
  2. Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana, 2023, "Measuring Persistence of the World Population: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 10286.
  3. Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana, 2023, "Persistence in UK Historical Data on Life Expectancy," CESifo Working Paper Series, CESifo, number 10287.
  4. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Laura Sauci, 2023, "Trends and Persistence in the Greenland Ice Sheet Mass," CESifo Working Paper Series, CESifo, number 10556.
  5. Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2023, "Persistence in Tax Revenues: Evidence from Some OECD Countries," CESifo Working Paper Series, CESifo, number 10682.
  6. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Long-Run Trends and Cycles in US House Prices," CESifo Working Paper Series, CESifo, number 10751.
  7. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Alvaro Baños Izquierdo, 2023, "Persistence and Seasonality in the US Industrial Production Index," CESifo Working Paper Series, CESifo, number 10756.
  8. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Exponential Time Trends in a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 10774.
  9. Agnese, Pablo & Garcia-del-Barrio, Pedro & Gil-Alana, Luis A. & de Gracia, Fernando Perez, 2023, "Precious Metal Prices: A Tale of Four U.S. Recessions," IZA Discussion Papers, IZA Network @ LISER, number 16012, Mar.
  10. Luis Alberiko Gil-Alana, 2023, "Trends in Temperatures in Sub-Saharan Africa. Is There Climate Warming?," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 03/2022, Nov.
  11. Yener, Coskun & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2023, "Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence," MPRA Paper, University Library of Munich, Germany, number 117002, Apr.

2022

  1. Ignacio Campomanes, 2022, "Inequality and Growth: How Social Mobility Reshapes The Main Theoretical Channels," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 599, Jan.
  2. Guglielmo Maria Caporale & Amir Imeri & Luis A. Gil-Alana, 2022, "Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19," CESifo Working Paper Series, CESifo, number 10006.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks," CESifo Working Paper Series, CESifo, number 10018.
  4. Guglielmo Maria Caporale & Juan Infante & Luis A. Gil-Alana & Raquel Ayestaran, 2022, "Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War," CESifo Working Paper Series, CESifo, number 10071.
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 10084.
  6. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2022, "US House Prices by Census Division: Persistence, Trends and Structural Breaks," CESifo Working Paper Series, CESifo, number 10143.
  7. Guglielmo Maria Caporale & Nieves Carmona-González & Luis Alberiko Gil-Alana, 2022, "Atmospheric Pollution in Chinese Cities: Trends and Persistence," CESifo Working Paper Series, CESifo, number 10161.
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana & OlaOluwa Simon Yaya, 2022, "Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields," CESifo Working Paper Series, CESifo, number 9554.
  9. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Ahniia Havrylina, 2022, "Persistence in the Passion Investment Market," CESifo Working Paper Series, CESifo, number 9586.
  10. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 9624.
  11. Guglielmo Maria Caporale & Luis A. Gil-Alana & Francisco Puertolas, 2022, "Modelling Profitability of Private Equity: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9843.
  12. Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022, "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series, CESifo, number 9950.
  13. Juan Carlos Cuestas & Luis A. Gil-Alana, 2022, "Unemployment hysteresis by sex and education attainment in the EU," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/06.
  14. Luis A. Gil-Alana & Rangan Gupta & Laura Sauci & Nieves Carmona-Gonzalez, 2022, "Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend," Working Papers, University of Pretoria, Department of Economics, number 202209, Feb.

2021

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana & Maria Malmierca, 2021, "Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries," CESifo Working Paper Series, CESifo, number 8889.
  2. Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021, "The Relationship between Prices and Output in the UK and the US," CESifo Working Paper Series, CESifo, number 8970.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021, "The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 8976.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2021, "Persistence in ESG and Conventional Stock Market Indices," CESifo Working Paper Series, CESifo, number 9098.
  5. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2021, "The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic," CESifo Working Paper Series, CESifo, number 9163.
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana & Isabel Arrese Lasaosa, 2021, "The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets," CESifo Working Paper Series, CESifo, number 9382.
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah, 2021, "US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9386.
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana & Pablo Vicente Trejo, 2021, "Unemployment Persistence in Europe: Evidence from the 27 EU Countries," CESifo Working Paper Series, CESifo, number 9392.
  9. Juan Carlos Cuestas & Luis A. Gil-Alana & Maria Malmierca, 2021, "Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2021/05.
  10. Coskun, Yener & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOIuwa S., 2021, "Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours," MPRA Paper, University Library of Munich, Germany, number 109827, Sep.
  11. Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021, "How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses," MPRA Paper, University Library of Munich, Germany, number 109829, Jun.
  12. Luis A. Gil-Alana & Sakiru Adebola Solarin & Rangan Gupta, 2021, "Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202170, Oct.
  13. Markus Kinateder & Luca Paolo Merlino, 2021, "Free Riding in Networks," Papers, arXiv.org, number 2110.11651, Oct.

2020

  1. Raul Bajo-Buenestado, 2020, "The Effect of Blackouts on Households’ Electrification Status: evidence from Kenya," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 02/2020.
  2. Raul Bajo Buenestado, 2020, "The Effect of Blackouts on Households Electrification Status: evidence from Kenya," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/20, Apr.
  3. Ignacio P. Campomanes, 2020, "The Political Economy of Inequality, Mobility and Redistribution," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2020, Sep.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market," CESifo Working Paper Series, CESifo, number 8171.
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Market Risk Premium: Evidence across Countries," CESifo Working Paper Series, CESifo, number 8211.
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana & Laura Sauci, 2020, "US Sea Level Data: Time Trends and Persistence," CESifo Working Paper Series, CESifo, number 8274.
  7. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series, CESifo, number 8289.
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2020, "Inflation in the G7 Countries: Persistence and Structural Breaks," CESifo Working Paper Series, CESifo, number 8349.
  9. Guglielmo Maria Caporale & Luis A. Gil-Alana & Nieves Carmona-González, 2020, "Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals," CESifo Working Paper Series, CESifo, number 8402.
  10. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Persistence and Long Memory in Monetary Policy Spreads," CESifo Working Paper Series, CESifo, number 8664.
  11. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 8674.
  12. Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Non-Linearities and Persistence in US Long-Run Interest Rates," CESifo Working Paper Series, CESifo, number 8744.
  13. João Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana & Estefania Mourelle, 2020, "Self-employment by gender in the EU: convergence and clusters," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/22.
  14. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers, University of Pretoria, Department of Economics, number 2020106, Dec.
  15. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective," Working Papers, University of Pretoria, Department of Economics, number 202093, Oct.
  16. Jaime Millan-Quijano, Sebastian Pulgarin, 2020, "Oiling up the field. Forced internal displacement and the expansion of palm oil in Colombia," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2020, Jan.

2019

  1. Raúl Bajo Buenestado & Miguel Angel Borrella-Mas, 2019, "Vertical Market Structure and Tax Pass-through: Evidence from the Spanish Gasoline Market," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/19, Jan.
  2. Raúl Bajo Buenestado, 2019, "Market prices, spatial distribution of consumers and firms' optimal locations in a linear city," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/19, Mar.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana & Manuel Monge, 2019, "Energy Consumption in the GCC Countries: Evidence on Persistence," CESifo Working Paper Series, CESifo, number 7470.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019, "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series, CESifo, number 7537.
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "High and low prices and the range in the European stock markets: a long-memory approach," CESifo Working Paper Series, CESifo, number 7652.
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "Persistence, non-linearities and structural breaks in European stock market indices," CESifo Working Paper Series, CESifo, number 7667.
  7. Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2019, "CO2 Emissions and GDP: Evidence from China," CESifo Working Paper Series, CESifo, number 7881.
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "Cycles and Long-Range Behaviour in the European Stock Market," CESifo Working Paper Series, CESifo, number 7943.
  9. Gil-Alana, Luis A. & Mudida, Robert & Yaya, OlaOluwa S & Osuolale, Kazeem & Ogbonna, Ephraim A, 2019, "Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach," MPRA Paper, University Library of Munich, Germany, number 93941, Mar.
  10. Yaya, OlaOluwa S & Ogbonna, Ephraim A & Furuoka, Fumitaka & Gil-Alana, Luis A., 2019, "A new unit root analysis for testing hysteresis in unemployment," MPRA Paper, University Library of Munich, Germany, number 96621, Oct.
  11. Heni Boubaker & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2019, "Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201941, May.

2018

  1. Raúl Bajo-Buenestado, 2018, "Relationship-specificity, incomplete contracts, and the pattern of trade: a comment on the role of natural resources," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2018, Feb.
  2. O. Akinsomi & Y. Coskun & L. A. Gil-Alana & O. S. Yaya, 2018, "Is there Convergence between the Brics and International Securitized Property Markets?," AfRES, African Real Estate Society (AfRES), number afres2018_113, Sep.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "Brexit and Uncertainty in Financial Markets," CESifo Working Paper Series, CESifo, number 6874.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "On the Persistence of UK Inflation: A Long-Range Dependence Approach," CESifo Working Paper Series, CESifo, number 6968.
  5. Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2018, "Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence," CESifo Working Paper Series, CESifo, number 7073.
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana & Trilochan Tripathy, 2018, "Persistence in the Russian Stock Market Volatility Indices," CESifo Working Paper Series, CESifo, number 7243.
  7. Mirko Abbritti & Hector Carcel & Luis Gil-Alana & Antonio Moreno, 2018, "Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 50, Jul.
  8. Yaya, OlaOluwa A & Gil-Alana, Luis A., 2018, "Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries," MPRA Paper, University Library of Munich, Germany, number 88752, Apr.
  9. Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "How do Stocks in BRICS co-move with REITs?," MPRA Paper, University Library of Munich, Germany, number 88753, Mar.
  10. Akinsomi, Omokolade & Coskun, Yener & Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "Is there convergence between the BRICS and International REIT Markets?," MPRA Paper, University Library of Munich, Germany, number 88756.
  11. Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions," MPRA Paper, University Library of Munich, Germany, number 90516, Nov.
  12. Yaya, OlaOluwa S & Gil-Alana, Luis A., 2018, "High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach," MPRA Paper, University Library of Munich, Germany, number 90518, Dec.
  13. Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201816, Feb.
  14. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018, "Are BRICS Exchange Rates Chaotic?," Working Papers, University of Pretoria, Department of Economics, number 201822, Mar.
  15. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2018, "Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201838, Jun.
  16. Gamboa, Luis Fernando & Millán Quijano, Jaime, 2018, "Liquidity constraints, opportunity cost and post-secondary education. Evidence from Colombia," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 26290, Nov.

2017

  1. Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017, "Central Bank Policy Rates: Are they Cointegrated?," CESifo Working Paper Series, CESifo, number 6389.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Long Memory and Data Frequency in Financial Markets," CESifo Working Paper Series, CESifo, number 6396.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," CESifo Working Paper Series, CESifo, number 6477.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," CESifo Working Paper Series, CESifo, number 6482.
  5. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017, "Is Market Fear Persistent? A Long-Memory Analysis," CESifo Working Paper Series, CESifo, number 6534.
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Trends and Cycles in Macro Series: The Case of US Real GDP," CESifo Working Paper Series, CESifo, number 6728.
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Persistence in the Cryptocurrency Market," CESifo Working Paper Series, CESifo, number 6811.
  8. Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017, "Long Memory in Turkish Unemployment Rates," IZA Discussion Papers, IZA Network @ LISER, number 11053, Sep.
  9. Christophe André & Tsangyao Chang & Luis A. Gil-Alana & Rangan Gupta, 2017, "Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201705, Jan.
  10. Luis A. Gil-Alana & Rangan Gupta, 2017, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201713, Mar.
  11. Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017, "Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016," Working Papers, University of Pretoria, Department of Economics, number 201753, Jul.

2016

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016, "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," CESifo Working Paper Series, CESifo, number 5995.
  2. Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Zhongfei Chen, 2016, "The persistence of air pollution in four mega-cities of China," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2016, Feb.
  3. Luis Alberiko Gil-Alaña & Rangan Gupta, 2016, "Trends and Cycles in Historical Gold and Silver Prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2016, Feb.
  4. Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016, "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers, University of Pretoria, Department of Economics, number 201610, Feb.
  5. Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya, 2016, "Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach," Working Papers, University of Pretoria, Department of Economics, number 201617, Mar.
  6. Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud, 2016, "Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201654, Jun.
  7. Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016, "Is Inflation Persistence Different in Reality?," Working Papers, University of Pretoria, Department of Economics, number 201663, Aug.
  8. Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2016, "Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201680, Nov.
  9. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2016, "Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches," Working Papers, University of Pretoria, Department of Economics, number 201683, Nov.
  10. Juan Carlos Cuestas & Luis A. Gil-Alana, 2016, "Oil shocks on unemployment in Central and Eastern Europe," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/16, Jan.
  11. María Isabel Rodríguez-Ferradas & José A. Alfaro-Tanco & Francesco Sandulli, 2016, "A framework for Open Innovation practices: Typology and characterisation," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/16, Jun.
  12. Gil-Alana, Luis & Lovcha, Yuliya & Pérez Laborda, Àlex, 2016, "On the invertibility of seasonally adjusted series," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/261539.
  13. Sandra Polania-Reyes, 2016, "Disentangling Social Capital: Lab-in-the-Field Evidence on Coordination, Networks, and Cooperation," Artefactual Field Experiments, The Field Experiments Website, number 00565.

2015

  1. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 5407.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015, "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," CESifo Working Paper Series, CESifo, number 5523.
  3. Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015, "The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks," CESifo Working Paper Series, CESifo, number 5630.
  4. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015, "Long-Term Price Overreactions: Are Markets Inefficient?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1444.
  5. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015, "The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1458.
  6. Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015, "Persistence of precious metal prices: a fractional integration approach with structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2015, Apr.
  7. Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu, 2015, "Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 07/2015, Apr.
  8. Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale & Hector Carcel, 2015, "Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 11/2015, Sep.
  9. Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale, 2015, "African Growth, Non-Linearities and Strong Dependence: An Empirical Study," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 12/2015, May.
  10. Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2015, "The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201501, Jan.
  11. Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015, "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers, University of Pretoria, Department of Economics, number 201515, Mar.
  12. Yoseph Getachew & Stephen Turnovsky, 2015, "Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff," Working Papers, University of Pretoria, Department of Economics, number 201520, Apr.
  13. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015, "Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data," Working Papers, University of Pretoria, Department of Economics, number 201553, Jul.
  14. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015, "Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates," Working Papers, University of Pretoria, Department of Economics, number 201574, Oct.
  15. Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015, "Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes," Working Papers, University of Pretoria, Department of Economics, number 201580, Oct.
  16. Markus Kinateder & Hubert Janos Kiss & Agnes Pinter, 2015, "Would depositors like to show others that they do not withdraw? Theory and Experiment," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1553, Oct.
  17. Markus Kinateder & Luca Paolo Merlino, 2015, "Public Goods in Endogenous Networks," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/15, Oct.
  18. Millán-Quijano, Jaime, 2015, "Internal cocaine trafficking and armed violence in Colombia," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1508, Mar.
  19. Millán-Quijano, Jaime, 2015, "Drugs, guns and early motherhood in Colombia," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1509, Nov.

2014

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2014, "Testing Unemployment Theories: A Multivariate Long Memory Approach," CESifo Working Paper Series, CESifo, number 4570.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2014, "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," CESifo Working Paper Series, CESifo, number 4696.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014, "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," CESifo Working Paper Series, CESifo, number 4752.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014, "The Weekend Effect: A Trading Robot and Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 4849.
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2014, "Short-Term Price Overreactions: Identification, Testing, Exploitation," CESifo Working Paper Series, CESifo, number 5066.
  6. Juan Carlos Cuestas & Luis A. Gil-Alana & Paolo Jose Regis, 2014, "On the changes in the sustainability of European external debt: what have we learned," Bank of Estonia Working Papers, Bank of Estonia, number wp2014-3, Oct, revised 10 Oct 2014.
  7. Vera Barros & Luis Gil-Alana & Olga Gonçalves, 2014, "Persistence Characteristics of Nordic Tourist Arrivals in Madeira and their Forecasting," Post-Print, HAL, number hal-04705702, Oct, DOI: 10.1080/15022250.2014.959804.
  8. Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Guglielmo Maria Caporale, 2014, "Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2014, Feb.
  9. Luis A. Gil-Alana & OlaOluwa Simon Yaya, 2014, "The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2014, Jul.
  10. Gil-Alana, Luis A. & Yaya, OlaOluwa S & Shittu, Olanrewaju I, 2014, "GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features," MPRA Paper, University Library of Munich, Germany, number 88758.
  11. Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2014, "Testing for Multiple Bubbles in the BRICS Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201407, Feb.
  12. Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia, 2014, "Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013," Working Papers, University of Pretoria, Department of Economics, number 201450, Oct.
  13. Javier Elizalde & Markus Kinateder & Ignacio Rodríguez-Carreño, 2014, "Entry Regulation in a Linear Market with Elastic Demand," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/14, Feb.
  14. Godfrey Madigu, 2014, "The influence of services on firm productivity in Sub-saharan Africa," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 02/2014, Feb.

2013

  1. Juan Carlos Cuestas & Luis A. Gil-Alana, 2013, "A non-linear approach with long range dependence based on Chebyshev polynomials," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 13-01, Feb.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013, "Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate," CESifo Working Paper Series, CESifo, number 4224.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013, "Long Memory in the Ukrainian Stock Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1279.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2013, "The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1288.
  5. Luis Alberiko Gil-Alaña & Goodness C. Aye & Rangan Gupta, 2013, "Testing for persistence with breaks and outliers in South African house prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2013, Feb.
  6. Luis Alberiko Gil-Alaña & Fernando Pérez de Gracia & Robert Mudida, 2013, "Persistence, long memory and seasonality in Kenyan tourism series," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2013, Aug.
  7. Luis Alberiko Gil-Alaña & Trilochan Tripathy, 2013, "Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 11/2013, Dec.
  8. Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2013, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 12/2013, Dec.
  9. Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna, 2013, "Long memory in the ukrainian stock market and financial crises," MPRA Paper, University Library of Munich, Germany, number 59061, Oct.
  10. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013, "Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 201321, May.
  11. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013, "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201359, Sep.
  12. Luis A. Gil-Alana & Rangan Gupta, 2013, "Persistence and Cycles in Historical Oil Prices Data," Working Papers, University of Pretoria, Department of Economics, number 201375, Nov.
  13. Rangan Gupta & Luis A. Gil-Alana & OlaOluwa S. Yaya, 2013, "Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201382, Dec.
  14. Markus Kinateder & Hubert Janos Kiss, 2013, "Sequential decisions in the Diamond-Dybvig banking model," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1345, Dec.

2012

  1. Juan Carlos Cuestas & Luis A. Gil-Alana & Karl Taylor, 2012, "Inflation convergence in Central and Eastern Europe with a view to adopting the euro," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 12-01, Jan.
  2. Carlos Barros & Luis Gil-Alana, 2012, "Inflation forecasting in Angola: a fractional approach," CEsA Working Papers, CEsA - Centre for African and Development Studies, number 103, Feb.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in US Hours Worked," CESifo Working Paper Series, CESifo, number 3767.
  4. Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Long Memory in German Energy Price Indices," CESifo Working Paper Series, CESifo, number 3935.
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence in Youth Unemployment," CESifo Working Paper Series, CESifo, number 3961.
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in the US Federal Funds Rate," CESifo Working Paper Series, CESifo, number 4035.
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida, 2012, "Testing the Marshall-Lerner Condition in Kenya," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1247.
  8. Luis Alberiko Gil-Alaña & Prakarsh Singh, 2012, "Violence and the market for food. Evidence from Kenya," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2012, May.
  9. Luis Alberiko Gil-Alaña & Robert Mudida, 2012, "Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2012, Jun.
  10. Luis Alberiko Gil-Alaña & Guiglielmo Maria Caporale, 2012, "Testing the PPP Hypothesis in the Sub-Saharan Countries," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 10/2012, Dec.
  11. Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2012, "Term Structure Persistence," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 26/12, Dec.

2011

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series, CESifo, number 3416.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Persistence and Cyclical Dependence in the Monthly Euribor Rate," CESifo Working Paper Series, CESifo, number 3653.
  3. Luis Alberiko Gil-Alana & Antonio Moreno & Seonghoon Cho, 2011, "The Deaton paradox in a long memory context with structural breaks," Post-Print, HAL, number hal-00711450, Jun, DOI: 10.1080/00036846.2011.572857.
  4. Luis Alberiko Gil-Alana & Carlos Pestana Barros, 2011, "Housing Sales In Urban Beijing," Post-Print, HAL, number hal-00719480, Jul, DOI: 10.1080/00036846.2011.591736.
  5. Luis Alberiko Gil-Alaña & Juan C. Cuestas & Estefania Mourelle, 2011, "Is there asymmetric behaviour in African inflation? A non-linear approach," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 03/2011, Apr.
  6. Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2011, "Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2011, May.
  7. Guglielmo Maria Caporale & Luis Alberiko Gil-Alaña, 2011, "Interest rate dynamics in Kenya," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 10/2011, Dec.
  8. Juan Carlos Cuestas & Luis A. Gil-Alana, 2011, "Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies," Working Papers, The University of Sheffield, Department of Economics, number 2011005, Feb, revised Feb 2011.
  9. Carlos Pestana Barros & Luis A. Gil-Alana & James E. Payne, 2011, "An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/11, Jan.
  10. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/11, Jan.
  11. Luis Gil-Alana & Antonio Moreno & Fernando Pérez de Gracia, 2011, "Exploring Survey-Based Inflation Forecasts," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/11, Jan.
  12. Carlos Pestana Barros & Luis A. Gil-Alana, 2011, "Oil Prices: Persistence and Breaks," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/11, Jun.
  13. Luis A. Gil-Alana & Yun Cao, 2011, "Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/11, Nov.
  14. Luis A. Gil-Alana & Jiang Liang, 2011, "The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 13/11, Nov.

2010

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 3208.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "The Weekly Structure of US Stock Prices," CESifo Working Paper Series, CESifo, number 3245.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1006.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Long Memory and Fractional Integration in High Frequency Financial Time Series," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1016.
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 975.
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Fractional Cointegration in US Term Spreads," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 981.
  7. Emmanuel Anoruo & Luis Alberiko Gil-Alaña, 2010, "Mean reversion and long memory in African stock market prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2011, May.
  8. Luis Alberiko Gil-Alaña, 2010, "Inflation in South Africa. A time series view across sectors using long range dependence," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2011, Oct.
  9. Luis Alberiko Gil-Alaña, 2010, "Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament?," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2011, Oct.
  10. Luis A. Gil-Alana & Carlos P. Barros & Albert Assaf, 2010, "Persistence in the short and long term tourist arrivals to Australia," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/10, Feb.
  11. Luis A. Gil-Alana & Carlos P. Barros & Albert Assaf, 2010, "Retail sales. Persistence in the short term and long term dynamics," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/10, Feb.
  12. Luis A. Gil-Alana & James Payne & David Loomis, 2010, "Does energy consumption by the US electric power secto exhibit long memory behaviour?," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 04/10, Feb.
  13. Kinateder, Markus, 2010, "The Repeated Prisoner’s Dilemma in a Network," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 96669, Nov, DOI: 10.22004/ag.econ.96669.

2009

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Multi-Factor Gegenbauer Processes and European Inflation Rates," CESifo Working Paper Series, CESifo, number 2648.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Long Memory in US Real Output per Capita," CESifo Working Paper Series, CESifo, number 2671.
  3. Juncal Cunado & Luis A. Gil-Alana & Fernando Perez de Garcia, 2009, "AK growth models: new evidence based on fractional integration and breaking trends," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2009021, Jun.
  4. 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," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2009/3, Feb.
  5. Juan Carlos Cuestas & Luis A. Gil-Alana, 2009, "Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2009/6, Nov.
  6. Luis A. Gil-Alana & Antonio Moreno, 2009, "Fractional Integration and Structural Breaks in U.S. Macro Dynamics," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/09, Jan.
  7. Luis A. Gil-Alana, 2009, "Time series modelling of sunspot numbers using long range cyclical dependence," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/09, Nov.
  8. Carlos P. Barros & Joao R. Faria & Luis A. Gil-Alana, 2009, "Persistence on airline accidents," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/09, Nov.
  9. Luis A. Gil-Alana, 2009, "Warming break trends and fractional integration in the northern, southern and global temperature anomaly series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/09, Nov.
  10. Carlos P. Barros & Luis A. Gil-Alana, 2009, "A note on the effectiveness of national anti-terrorist policies. Evidence from ETA," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/09, Nov.
  11. Kinateder, Markus, 2009, "Team Formation in a Network," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 50722, DOI: 10.22004/ag.econ.50722.
  12. Kinateder, Markus, 2009, "Delayed Perfect Monitoring in Repeated Games," MPRA Paper, University Library of Munich, Germany, number 20443, Dec.
  13. Juan-Camilo C√°rdenas & Miguel AndrÔøΩs Espinosa & Sandra PolanÔøΩa Reyes, 2009, "Helping the Helpers: Altruism As A Rational Choice of Donors to A Students Voluntary Organization," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 6149, Nov.

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, number 2330.
  2. 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, IZA Network @ LISER, number 3571, Jun.
  3. Joao Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana, 2008, "Unemployment and entrepreneurship: a cyclical relationship?," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2008/2, Feb.
  4. Luis A. Gil-Alana & Rolando Pelaez, 2008, "The Persistence of Earnings per Share," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/08, Nov.
  5. Luis A. Gil-Alana, 2008, "Time trend estimation with breaks in temperature time series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/08, Nov.
  6. Luis A. Gil-Alana & Guglielmo M. Caporale, 2008, "Fractional integration and data frequency," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/08, Nov.
  7. Luis A. Gil-Alana & Guglielmo M. Caporale, 2008, "Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/08, Nov.
  8. Kinateder, Markus, 2008, "Repeated Games Played in a Network," Coalition Theory Network Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 6377, DOI: 10.22004/ag.econ.6377.
  9. Natalia Candelo Londono & Sandra PolanÔøΩa Reyes, 2008, "Pasos metodol√≥gicos de un diseno experimental para medir capital social y acci√≥n colectiva en seis ciudades latinoamericanas," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 5104, Sep.

2007

  1. 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, European Association of Agricultural Economists, number 7859, DOI: 10.22004/ag.econ.7859.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007, "A Multivariate Long-Memory Model with Structural Breaks," CESifo Working Paper Series, CESifo, number 1950.
  3. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2007, "Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks," CESifo Working Paper Series, CESifo, number 1989.
  4. 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, number 2110.
  5. 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), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2007034, Sep.
  6. Juncal Cuñado & Luis A. Gil-Alaña, 2007, "Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/07, Jan.
  7. Luis Gil-Alana & Antonio Moreno, 2007, "Uncovering the U.S. Term Premium: An Alternative Route," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/07, Oct.
  8. Juan Camilo C√°rdenas & Natalia Candelo & Alejandro Gaviria & Sandra Polania, 2007, "Discrimination in the provision of social services to the poor: a field experimental study," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3885, Jul.

2006

  1. 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, European Association of Agricultural Economists, number 10049, DOI: 10.22004/ag.econ.10049.
  2. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-03, Feb.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006, "Modelling Structural Breaks In The Us, Uk And Japanese Unemployment Rates," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-10, Apr.
  4. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-13, Apr.
  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, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-25, Oct.
  6. Luis Alberiko Gil-Alana & Antonio Moreno, 2006, "Technology Shocks and Hours Worked: A Fractional Integration Perspective," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/06, Feb.
  7. Luis Alberiko Gil-Alana & Pedro Garcia-del-Barrio, 2006, "New Revelations about Unemployment Persistence in Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/06, Sep.
  8. Luis A. Gil-Alana, 2006, "Fractional integration and structural breaks at unknown periods of time," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 16/06, Dec.
  9. Luis A. Gil-Alana, 2006, "Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 17/06, Dec.

2005

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Fractional Cointegration And Aggregate Money Demand Functions," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-01, Jan.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-09, Jun.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-10, Jun.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-11, Jun.
  5. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-16, Sep.
  6. Christian Fischer & Luis Alberiko Gil-Alana, 2005, "The Nature of the Relationship between International Tourism and International Trade: The Case of Ge," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 15/05, Oct.
  7. Luis Alberiko Gil-Alana, 2005, "Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 19/05, Nov.
  8. Luis Alberiko Gil-Alana, 2005, "Structural Change and the Order of Integration in Univariate Time Series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 20/05, Nov.

2004

  1. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Non-Linearities and Fractional Integration in the US Unemployment Rate," Discussion Paper Series, Hamburg Institute of International Economics, number 26232, DOI: 10.22004/ag.econ.26232.
  2. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-15, Oct.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Nelson And Plosser Revisited: Evidence From Fractional Arima Models," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-16, Oct.
  4. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-20, Oct.
  5. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-21, Oct.
  6. Luis A. Gil-Alana, 2004, "Deterministic Seasonality versus Seasonal Fractional Integration," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/04, Apr.
  7. Luis A. Gil-Alana & Bertrand Candelon, 2004, "Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/04, Apr.
  8. Luis A. Gil-Alana & Bertrand Candelon, 2004, "Fractional Integration and Business Cycles Features," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/04, Apr.

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, School of Economics and Business Administration, University of Navarra, number 01/03, Jan.
  2. Javier DePeña & Luis A. Gil-Alana, 2003, "Serial and cross-correlation in the Spanish Stock Market returns," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/03, Jan.
  3. Javier DePeña & Luis A. Gil-Alana, 2003, "The explaining role of the Earning-Price Ratio in the Spanish Stock Market," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/03, Jan.
  4. Luis A. Gil-Alana, 2003, "Testing of Fractional Cointegration in Macroeconomic Time Series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/03, May.
  5. Luis A. Gil-Alana & S.G. Brian Henry, 2003, "Fractional Integration and the Dynamics of UK Unemployment," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/03, May.
  6. Javier De Peña & Luis A. Gil-Alana, 2003, "Testing of Nonstationary Cycles in Financial Time Series Data," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 15/03, Dec.

2002

  1. Javier De Peña & Luis A. Gil-Alana, 2002, "Do Spanish Stock Market Prices Follow a Random Walk?," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/02, Apr.
  2. 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, School of Economics and Business Administration, University of Navarra, number 02/02, May.
  3. Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002, "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/02, Jun.

2001

  1. Gil-Alaña, Luis A., 2001, "A joint test of fractional cyclic integration and a linear time trend," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,26.
  2. Gil-Alaña, Luis A., 2001, "Forecasting the real output using fractionally integrated techniques," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,27.
  3. Gil-Alaña, Luis A., 2001, "The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,66.
  4. Gil-Alaña, Luis A., 2001, "Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,67.

2000

  1. L A Gil-Alaña & Peter M Robinson, 2000, "Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 402, Nov.
  2. Gil-Alaña, Luis A., 2000, "A generalized fractional time series model," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,107.
  3. Gil-Alaña, Luis A., 2000, "Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,13.
  4. Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,15.
  5. Gil-Alaña, Luis A., 2000, "Modelling seasonality with fractionally integrated processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,16.
  6. Gil-Alaña, Luis A., 2000, "A fractionally integrated exponential model for UK unemployment," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,67.
  7. Gil-Alaña, Luis A., 2000, "A fractionally integrated model with a mean shift for the US and the UK real oil prices," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,68.
  8. Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and real exchange rates," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,69.
  9. Gil-Alaña, Luis A., 2000, "Testing stochastic cycles in macroeconomic time series," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,70.
  10. Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Unemployment and input prices: A fractional cointegration approach," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,56.

1998

  1. Gil-Alana, L., 1998, "Fractional Integration in the Purchasing Power Parity," Economics Working Papers, European University Institute, number eco98/18.
  2. Gil-Alana, L., 1998, "Multivariate Tests of Fractionally Integrated Hypotheses," Economics Working Papers, European University Institute, number eco98/19.

1996

  1. L A Gil-Alaña & Peter M Robinson, 1996, "Testing of Unit Root and Other Nonstationary Hypotheses in Macroeconomic Time Series - (Now published in 'Journal of Econometrics', 80, 1997, pp.241-268.)," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 317, Dec.

Undated

  1. Luis A. Gil-Alana & Mike Nazarski & Guglielmo M. Caporale, undated, "Testing of nonstationarities in the unit circle, long memory processes and the day of the week effects in financial data," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 19/06.

Journal articles

2026

  1. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Jose L. Ruiz-Alba, 2026, "Short-Term Disruptions and Recovery Patterns in Spanish Hotel Activity: Insights from Quantitative and Qualitative Evidence," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 332-355.
  2. Maria Pia Sangiovanni & Elvira Di Nardo & Luis Alberiko Gil-Alana, 2026, "Fractional Integration and Structural Breaks in Italian Real House Prices," Mathematics, MDPI, volume 14, issue 11, pages 1-19, June.
  3. Robert Mudida & Luis A Gil-Alana, 2026, "The effect of the COVID-19 pandemic on tourism in Africa," Tourism Economics, , volume 32, issue 3, pages 638-652, May, DOI: 10.1177/13548166251367779.
  4. Sakiru Adebola Solarin & Luis Alberiko Gil-Alana & Chris Stewart, 2026, "Evaluating the existence of a natural U.S. hate crime rate using a fractional integration approach," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 73, issue 1, pages 1-23, June, DOI: 10.1007/s12232-026-00522-4.
  5. Luis Rodrigo Asturias Schaub & Luis Alberiko Gil-Alana, 2026, "Time series perspectives on North Atlantic tropical cyclones: a study of fractional integration patterns," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 122, issue 2, pages 1-25, January, DOI: 10.1007/s11069-025-07793-0.
  6. Fumitaka Furuoka & Luis Gil-Alana & OlaOluwa S. Yaya & Xuan Vinh Vo, 2026, "Convergence of gender unemployment gaps in Africa: new evidence from Fourier ADF and KPSS unit root tests with break," Applied Economics, Taylor & Francis Journals, volume 58, issue 1, pages 19-37, January, DOI: 10.1080/00036846.2024.2448610.
  7. Sakiru Adebola Solarin & Gloria Claudio & Luis Alberiko Gil-Alana, 2026, "Persistence of International Renewable Commodity Prices: Accounting for the Impact of the COVID-19 Pandemic and Russia–Ukraine War," The International Trade Journal, Taylor & Francis Journals, volume 40, issue 2, pages 157-175, March, DOI: 10.1080/08853908.2025.2560405.

2025

  1. Bajo-Buenestado, Raúl & Borrella-Mas, Miguel Ángel, 2025, "Market competition and the adoption of clean technology: Evidence from the taxi industry," European Economic Review, Elsevier, volume 174, issue C, DOI: 10.1016/j.euroecorev.2025.104967.
  2. Raul Bajo-Buenestado & Antonio M. Bento & Daniel Kaffine & Zissis E. Marmarelis, 2025, "Decarbonization and electricity price vulnerability," Nature Sustainability, Nature, volume 8, issue 2, pages 170-181, February, DOI: 10.1038/s41893-024-01502-8.
  3. Amir Imeri & Carlos Poza & Luis Alberiko Gil-Alana, 2025, "Persistence of Bond Yields: Evidence from BRICS Countries," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 15, issue 1, pages 20-25.
  4. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in real GDP: Evidence from Europe and the US," Economics Bulletin, AccessEcon, volume 45, issue 3, pages 1376-1388.
  5. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru Solarin, 2025, "Persistence in US real personal consumption expenditure: durable versus non-durable goods," Economics Bulletin, AccessEcon, volume 45, issue 2, pages 1100-1106.
  6. Dettoni, Robinson & Gil-Alana, Luis A. & Bahamondes, Cliff, 2025, "Analyzing rational speculative bubbles in S&P 500 index sectors through fractional integration and generalized link-based additive survival models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107759.
  7. Cepni, Oguzhan & Gil-Alana, Luis A. & Gupta, Rangan & Polat, Onur, 2025, "Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102004.
  8. Solarin, Sakiru & Gil-Alana, Luis A. & Goenechea, Maria & Martín-Valmayor, Miguel A., 2025, "Black carbon emissions persistence: Evidence from 27 European Union countries using fractional integration," Renewable and Sustainable Energy Reviews, Elsevier, volume 212, issue C, DOI: 10.1016/j.rser.2024.115327.
  9. Gyamerah, Samuel Asante & Blekor, Kenneth Sena & Gil-Alana, Luis Alberiko, 2025, "Time-varying bidirectional causality between climate policy uncertainty and renewable energy investments," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104727.
  10. Skare, Marinko & Gil-Alana, Luis A. & Porada-Rochon, Małgorzata, 2025, "Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019," Structural Change and Economic Dynamics, Elsevier, volume 72, issue C, pages 67-77, DOI: 10.1016/j.strueco.2024.10.001.
  11. Luis Alberiko Gil-Alana & Robert Mudida & Caroline Wanjiru Kariuki, 2025, "Stock market price dynamics in Africa: evidence from 14 countries," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 9, pages 146-160, July, DOI: 10.1108/JES-04-2022-0238.
  12. Luis Alberiko Gil-Alana & Carlos Poza, 2025, "Daily Emissions of CO 2 in the World: A Fractional Integration Approach," Econometrics, MDPI, volume 13, issue 3, pages 1-11, July.
  13. Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets," JRFM, MDPI, volume 18, issue 11, pages 1-13, November.
  14. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle," Mathematics, MDPI, volume 13, issue 18, pages 1-21, September.
  15. C. Flores Komatsu & L. A. Gil-Alana, 2025, "Analyzing Stationarity in World Coffee Prices," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 4, pages 2115-2131, April, DOI: 10.1007/s10614-024-10630-4.
  16. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Long-Run Trends and Cycles in US House Prices," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 6, pages 5017-5031, December, DOI: 10.1007/s10614-025-10882-8.
  17. Ariundelger Ariunsaikhan & Chultem Batbold & Sonomdagva Chonokhuu & Luis Alberiko Gil-Alana, 2025, "Atmospheric pollution in Ulaanbaatar: Persistence and long-run trends," PLOS ONE, Public Library of Science, volume 20, issue 6, pages 1-12, June, DOI: 10.1371/journal.pone.0322991.
  18. Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana & Andoni Maiza Larrarte, 2025, "Persistence in China’s household consumption level: implications for the new growth model," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 1, pages 283-298, March, DOI: 10.1007/s12197-025-09709-x.
  19. Sakiru Adebola Solarin & Carmen Lafuente & Luis A. Gil-Alana & María Jesús González-Blanch, 2025, "Persistence in the Unemployment and Inflation Relationship. Evidence from 38 OECD Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 16, issue 1, pages 1236-1257, March, DOI: 10.1007/s13132-024-02034-4.
  20. Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana & Andoni Maiza-Larrarte, 2025, "Mean reversion and long memory dynamics in the Shanghai Containerized Freight Index," Journal of Shipping and Trade, Springer, volume 10, issue 1, pages 1-17, December, DOI: 10.1186/s41072-025-00211-5.
  21. Luis A. Gil-Alana & OlaOluwa S. Yaya & Oluwaseun A. Adesina & Xuan Vinh Vo, 2025, "Model-free and model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations," Quality & Quantity: International Journal of Methodology, Springer, volume 59, issue 2, pages 1807-1832, April, DOI: 10.1007/s11135-024-02038-x.
  22. Juan Carlos Cuestas & Luis Alberiko Gil-Alana, 2025, "The Euribor rate: a forecasting exercise based on fractional integration," Applied Economics Letters, Taylor & Francis Journals, volume 32, issue 2, pages 179-182, January, DOI: 10.1080/13504851.2023.2259592.
  23. Lopez Gema & Gil-Alana Luis A., 2025, "Persistence in Consumption Across Europe: Evidence Using Fractional Integration," Intereconomics: Review of European Economic Policy, Paradigm, volume 60, issue 2, pages 119-125, DOI: 10.2478/ie-2025-0023.

2024

  1. Miguel Angel Martin-Valmayor & Luis Alberiko Gil-Alaña, 2024, "Hourly Energy Prices in Spain - Evidence of Persistence Across Different Months," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 3, pages 1-6, DOI: 2024/07/09.
  2. Ata Assaf & Khaled Mokni & Luis Alberiko Gil-Alana, 2024, "Long Memory and Change in Persistence in the Rare Earth Market Index," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 4, pages 1-7, DOI: 2024/07/09.
  3. Martin-Valmayor, Miguel A. & Carmona-González, Nieves & Sánchez-Martín, María-Pilar & Gil-Alana, Luis A., 2024, "Persistence in sovereign debt during the past two centuries: Evidence for the US and the largest European economies," Economic Analysis and Policy, Elsevier, volume 83, issue C, pages 390-403, DOI: 10.1016/j.eap.2024.06.012.
  4. Solarin, Sakiru Adebola & Gil-Alana, Luis A. & Hernández-Herrera, María, 2024, "Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods," Economic Systems, Elsevier, volume 48, issue 3, DOI: 10.1016/j.ecosys.2024.101215.
  5. Dettoni, Robinson & Gil-Alana, Luis A. & Yaya, OlaOluwa S., 2024, "Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103319.
  6. Gyamerah, Samuel Asante & Agbi-Kaiser, Henry Ofoe & Gil-Alana, Luis Alberiko, 2024, "Do climate policy uncertainty and geopolitical risk transmit opportunity or threat to the green market? Evidence from non-linear ARDL," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00379.
  7. Gil-Alana, Luis Alberiko & Poza, Carlos, 2024, "Volatility persistence in metal prices," Resources Policy, Elsevier, volume 88, issue C, DOI: 10.1016/j.resourpol.2023.104487.
  8. Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Puertolas, Francisco, 2024, "Modelling profitability of private equity: A fractional integration approach," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102087.
  9. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Eduard Melnicenco, 2024, "Stock market indices and interest rates in the US and Europe: persistence and long-run linkages," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 5, pages 1044-1056, February, DOI: 10.1108/SEF-06-2023-0304.
  10. Pablo Agnese & Pedro Garcia del Barrio & Luis Alberiko Gil-Alana & Fernando Perez de Gracia, 2024, "Precious metal prices: a tale of four US recessions," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 5, pages 1012-1022, March, DOI: 10.1108/SEF-09-2023-0550.
  11. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "Exponential Time Trends in a Fractional Integration Model," Econometrics, MDPI, volume 12, issue 2, pages 1-14, May.
  12. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro Jose Piqueras Martinez, 2024, "Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity," Econometrics, MDPI, volume 12, issue 4, pages 1-14, December.
  13. Juan Infante & Marta del Rio & Luis Alberiko Gil-Alana, 2024, "Persistent and Long-Term Co-Movements between Gender Equality and Global Prices," Economies, MDPI, volume 12, issue 7, pages 1-15, July.
  14. Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2024, "Persistence in the Realized Betas: Some Evidence from the Stock Market," JRFM, MDPI, volume 17, issue 4, pages 1-28, April.
  15. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market," Mathematics, MDPI, volume 12, issue 22, pages 1-12, November.
  16. Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2024, "Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3543-3553, December, DOI: 10.1007/s10614-023-10510-3.
  17. Maria Malmierca-Ordoqui & Luis A. Gil-Alana & Lorenzo Bermejo, 2024, "Private and public debt convergence: a fractional cointegration approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 1, pages 161-183, February, DOI: 10.1007/s10663-023-09594-9.
  18. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nicola Rubino & Inmaculada Vilchez, 2024, "Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 30, issue 3, pages 231-254, August, DOI: 10.1007/s11294-024-09909-x.
  19. Amir Imeri & Luis A. Gil-Alana & Manuel Monge, 2024, "Stock Market Persistence in MENA and OIC Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 60, issue 13, pages 3084-3097, October, DOI: 10.1080/1540496X.2024.2336080.
  20. Francisco José Gil-Ruiz & Luis Alberiko Gil-Alana & María Hernández-Herrera & Raquel Ayestarán-Crespo, 2024, "A look at the Spanish film industry and its level of persistence," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 11, issue 1, pages 1-11, December, DOI: 10.1057/s41599-023-02563-4.
  21. Maria Malmierca-Ordoqui & Luis A. Gil-Alana & Manuel Monge, 2024, "Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar," Empirical Economics, Springer, volume 66, issue 2, pages 859-882, February, DOI: 10.1007/s00181-023-02468-w.
  22. Fumitaka Furuoka & Luis A. Gil-Alana & OlaOluwa S. Yaya & Elayaraja Aruchunan & Ahamuefula E. Ogbonna, 2024, "A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis," Empirical Economics, Springer, volume 66, issue 6, pages 2471-2499, June, DOI: 10.1007/s00181-023-02540-5.
  23. Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah & Nieves Carmona-González & Aviral Kumar Tiwari, 2024, "Consumer sentiments across G7 and BRICS economies: Are they related?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 323-344, June, DOI: 10.1007/s12197-023-09657-4.
  24. Juan Carlos Cuestas & Luis Gil-Alana, 2024, "Unemployment Hysteresis by Sex and Education Attainment in the EU," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 1, pages 801-827, March, DOI: 10.1007/s13132-023-01106-1.
  25. Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2024, "Persistence in Tax Revenues: Evidence from Some OECD Countries," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 2, pages 475-491, June, DOI: 10.1007/s40953-024-00386-x.
  26. Luis Alberiko Gil-Alana, 2024, "All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 3, pages 631-640, September, DOI: 10.1007/s40953-024-00398-7.
  27. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "Persistence and long memory in monetary policy spreads," Applied Economics, Taylor & Francis Journals, volume 56, issue 20, pages 2422-2433, April, DOI: 10.1080/00036846.2023.2186371.
  28. Teresa de Dios-Alija & Marta del Río Caballero & Luis Alberiko Gil-Alana & Miguel Martin-Valmayor, 2024, "Stock market indices and sustainability: A comparison between them," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, volume 14, issue 3, pages 642-657, July, DOI: 10.1080/20430795.2021.1896988.
  29. Sakiru Adebola Solarin & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2024, "Persistence in Australian tourism employment industries," Current Issues in Tourism, Taylor & Francis Journals, volume 27, issue 5, pages 754-767, March, DOI: 10.1080/13683500.2023.2181149.
  30. Guglielmo Maria Caporale & Luis A. Gil-Alana & Amir Imeri, 2024, "Exogenous shocks and time-varying price persistence in the EU27," Journal of Applied Economics, Taylor & Francis Journals, volume 27, issue 1, pages 2329857-232, December, DOI: 10.1080/15140326.2024.2329857.

2023

  1. Raúl Bajo‐Buenestado, 2023, "Efficient regulated entry in competitive markets with demand uncertainty," International Journal of Economic Theory, The International Society for Economic Theory, volume 19, issue 2, pages 413-422, June, DOI: 10.1111/ijet.12359.
  2. Luis Alberiko Gil-Alana & Hassana Babangida Umar & Nuruddeen Usman, 2023, "A Test for the Efficiency of Nigerian REITS Stocks," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 13, issue 2, pages 35-43.
  3. Guglielmo Maria Caporale & Juan Infante & Luis Gil-Alana & Raquel Ayestaran, 2023, "Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war," Economics Bulletin, AccessEcon, volume 43, issue 1, pages 137-145.
  4. Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Martín, Asís Pardo, 2023, "US biofuel market persistence and mean reversion properties," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 648-660, DOI: 10.1016/j.eap.2023.04.008.
  5. Monge, Manuel & Romero Rojo, María Fátima & Gil-Alana, Luis Alberiko, 2023, "The impact of geopolitical risk on the behavior of oil prices and freight rates," Energy, Elsevier, volume 269, issue C, DOI: 10.1016/j.energy.2023.126779.
  6. Dettoni, Robinson & Gil-Alana, Luis Alberiko, 2023, "Testing the hypothesis of duration dependence in the U.S. housing market," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104642.
  7. Abbritti, Mirko & Carcel, Hector & Gil-Alana, Luis & Moreno, Antonio, 2023, "Term premium in a fractionally cointegrated yield curve," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106777.
  8. Claudio-Quiroga, Gloria & Gil-Alana, Luis A. & Maiza-Larrarte, Andoni, 2023, "Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103433.
  9. Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Infante, Juan, 2023, "Energy prices in Europe. Evidence of persistence across markets," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103546.
  10. Gil-Alana, Luis A. & Infante, Juan & Martín-Valmayor, Miguel Angel, 2023, "Persistence and long run co-movements across stock market prices," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 347-357, DOI: 10.1016/j.qref.2022.10.001.
  11. Adekoya, Oluwasegun B. & Abakah, Emmanuel J.A. & Oliyide, Johnson A. & Luis A, Gil-Alana, 2023, "Factors behind the performance of green bond markets," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 92-106, DOI: 10.1016/j.iref.2023.06.015.
  12. Raquel Ayestarán & Juan Infante & Juan José Tenorio & Luis Alberiko Gil-Alana, 2023, "Evidence of Inflation Using Harmonized Consumer Price Indices in Some Euro Countries: France, Germany, Italy, and Spain, along with the Euro Zone," Mathematics, MDPI, volume 11, issue 10, pages 1-12, May.
  13. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 29, issue 1, pages 79-90, May, DOI: 10.1007/s11294-023-09868-9.
  14. Guglielmo Maria Caporale & Juan Infante & Marta Rio & Luis A. Gil-Alana, 2023, "Persistence in UK Historical Data on Life Expectancy," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), volume 42, issue 4, pages 1-11, August, DOI: 10.1007/s11113-023-09813-y.
  15. Gema Lopez & Luis Alberiko Gil-Alana, 2023, "Us vehicles sales. Evidence of persistence after COVID-19," PLOS ONE, Public Library of Science, volume 18, issue 2, pages 1-11, February, DOI: 10.1371/journal.pone.0281906.
  16. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Gold and silver as safe havens: A fractional integration and cointegration analysis," PLOS ONE, Public Library of Science, volume 18, issue 3, pages 1-9, March, DOI: 10.1371/journal.pone.0282631.
  17. James E Payne & Luis A Gil-Alana & Andrea Mervar & Maria Goenechea, 2023, "Tourist arrivals and overnight stays along the Croatian Adriatic Coast: Changes in persistence and seasonality from the COVID-19 disruption," Tourism Economics, , volume 29, issue 6, pages 1679-1693, September, DOI: 10.1177/13548166221110528.
  18. Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta, 2023, "Productivity and GDP: international evidence of persistence and trends over 130 years of data," Empirical Economics, Springer, volume 64, issue 3, pages 1219-1246, March, DOI: 10.1007/s00181-022-02281-x.
  19. Sakiru Adebola Solarin & Lorenzo Bermejo & Luis Gil-Alana, 2023, "Testing persistence of ammonia emissions using historical data of more than two centuries in OECD countries," Environment Systems and Decisions, Springer, volume 43, issue 3, pages 379-392, September, DOI: 10.1007/s10669-023-09897-z.
  20. Luis Alberiko Gil-Alana & Francisco Puertolas-Montanes, 2023, "Profitability of private equity: mean reversion and transitory shocks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 2, pages 458-471, June, DOI: 10.1007/s12197-022-09606-7.
  21. Iman Cheratian & Saleh Goltabar & Luis A. Gil-Alaña, 2023, "The unemployment hysteresis by territory, gender, and age groups in Iran," SN Business & Economics, Springer, volume 3, issue 2, pages 1-18, February, DOI: 10.1007/s43546-023-00424-5.
  22. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2023, "Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks," SN Business & Economics, Springer, volume 3, issue 8, pages 1-10, August, DOI: 10.1007/s43546-023-00516-2.
  23. Juan Infante & Marta Rio & Luis A. Gil-Alana, 2023, "Measuring Persistence in the US Equity Gender Diversity Index," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 167, issue 1, pages 175-182, June, DOI: 10.1007/s11205-023-03104-x.
  24. Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Emmanuel Kwesi Arthur & Luis Alberiko Gil-Alana, 2023, "The influence of economic policy uncertainty shocks on art market," Applied Economics, Taylor & Francis Journals, volume 55, issue 29, pages 3404-3421, June, DOI: 10.1080/00036846.2022.2114999.
  25. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Emmanuel Joel Aikins Abakah, 2023, "US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach," Applied Economics, Taylor & Francis Journals, volume 55, issue 3, pages 283-292, January, DOI: 10.1080/00036846.2022.2086686.
  26. Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana & Andoni Maiza-Larrarte, 2023, "Persistence and trends in CO2 emissions in Africa: is Chinese FDI behind these features?," Applied Economics, Taylor & Francis Journals, volume 55, issue 30, pages 3498-3513, June, DOI: 10.1080/00036846.2022.2115452.
  27. Lorenzo Bermejo & Maria Malmierca-Ordoqui & Luis Alberiko Gil-Alana, 2023, "Unemployment and COVID-19: an analysis of change in persistence," Applied Economics, Taylor & Francis Journals, volume 55, issue 39, pages 4511-4521, August, DOI: 10.1080/00036846.2022.2129574.
  28. Guglielmo Maria Caporale & Luis A. Gil-Alana & Amir Imeri, 2023, "Tourism persistence in the Southeastern European countries: The impact of covid-19," Cogent Economics & Finance, Taylor & Francis Journals, volume 11, issue 2, pages 2280349-228, October, DOI: 10.1080/23322039.2023.2280349.
  29. Kinateder, Markus & Merlino, Luca Paolo, 2023, "Free riding in networks," European Economic Review, Elsevier, volume 152, issue C, DOI: 10.1016/j.euroecorev.2023.104378.
  30. Gamboa, Luis Fernando & Millán-Quijano, Jaime, 2023, "Liquidity constraints in free post-secondary education: Evidence from Colombia," Economics of Education Review, Elsevier, volume 95, issue C, DOI: 10.1016/j.econedurev.2023.102433.
  31. Millán-Quijano, Jaime & Pulgarín, Sebastián, 2023, "Oiling up the field. Forced internal displacement and the expansion of palm oil in Colombia," World Development, Elsevier, volume 162, issue C, DOI: 10.1016/j.worlddev.2022.106130.
  32. Jaime Millán-Quijano, 2023, "Notes on Optimal Reintegration Contracts," Defence and Peace Economics, Taylor & Francis Journals, volume 34, issue 1, pages 36-58, January, DOI: 10.1080/10242694.2021.1928850.

2022

  1. Raúl Bajo-Buenestado & Miguel Ángel Borrella-Mas, 2022, "The Heterogeneous Tax Pass-Through Under Different Vertical Relationships," The Economic Journal, Royal Economic Society, volume 132, issue 645, pages 1684-1708.
  2. Sergio Daga & Pedro Mendi, 2022, "Informal input suppliers, quality choice and welfare," Journal of Economics, Springer, volume 136, issue 2, pages 149-176, July, DOI: 10.1007/s00712-021-00773-5.
  3. Gil-Alana, Luis A. & Font de Villanueva, Cecilia, 2022, "Persistence in Commodity Prices," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, volume 47, issue 2, May, DOI: 10.22004/ag.econ.310529.
  4. Sakiru Adebola Solarin & Gema Lopez & Luis A. Gil‐Alana, 2022, "Persistence analysis of research intensity in OECD countries since 1870," Australian Economic Papers, Wiley Blackwell, volume 61, issue 4, pages 738-750, December, DOI: 10.1111/1467-8454.12271.
  5. Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana, 2022, "Trends and cycles in macro series: The case of US real GDP," Bulletin of Economic Research, Wiley Blackwell, volume 74, issue 1, pages 123-134, January, DOI: 10.1111/boer.12278.
  6. Giorgio Canarella & Luis A. Gil‐Alana & Rangan Gupta & Stephen M. Miller, 2022, "The behaviour of real interest rates: New evidence from a 'suprasecular' perspective," International Finance, Wiley Blackwell, volume 25, issue 1, pages 46-64, April, DOI: 10.1111/infi.12402.
  7. Guglielmo Maria Caporale & Luis A Gil-Alana & Olaoluwa Simon Yaya, 2022, "Modeling persistence and non-linearities in the US treasury 10-year bond yields," Economics Bulletin, AccessEcon, volume 42, issue 3, pages 1221-1229.
  8. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Gil-Alana, Luis Alberiko, 2022, "The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101735.
  9. Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis A., 2022, "Persistence in US Treasury bonds," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102189.
  10. Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Alagidede, Imhotep Paul & Gil-Alana, Luis Alberiko, 2022, "Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102535.
  11. Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Tripathy, Trilochan, 2022, "Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102910.
  12. Sakiru, Solarin Adebola & Gil-Alana, Luis A. & Gonzalez-Blanch, Maria Jesus, 2022, "Persistence of economic complexity in OECD countries," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 603, issue C, DOI: 10.1016/j.physa.2022.127860.
  13. Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Poza, Carlos, 2022, "The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 118-123, DOI: 10.1016/j.qref.2022.06.007.
  14. Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Arthur, Emmanuel Kwesi & Tiwari, Aviral Kumar, 2022, "Measuring volatility persistence in leveraged loan markets in the presence of structural breaks," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 141-152, DOI: 10.1016/j.iref.2021.11.016.
  15. Juan Carlos Cuestas & Luis A. Gil-Alana & María Malmierca, 2022, "Credit-to-GDP ratios – non-linear trends and persistence: evidence from 44 OECD economies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 3, pages 448-463, March, DOI: 10.1108/JES-12-2021-0637.
  16. Almas Heshmati & Luis A. Gil-Alana & Masoomeh Rashidghalam, 2022, "Population Growth Similarity in North and East Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 4, pages 151-167, October–D.
  17. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2022, "Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 5, pages 1502-1514, April, DOI: 10.1080/1540496X.2021.1898366.
  18. Gloria Claudio-Quiroga & Luis A. Gil-Alana & Andoni Maiza-Larrarte, 2022, "The Impact of China’s FDI on Economic Growth: Evidence from Africa with a Long Memory Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 6, pages 1753-1770, May, DOI: 10.1080/1540496X.2021.1926233.
  19. Luis Alberiko Gil-Alana & Carlos Poza, 2022, "The impact of COVID-19 on the Spanish tourism sector," Tourism Economics, , volume 28, issue 3, pages 646-653, May, DOI: 10.1177/1354816620959914.
  20. Luis A Gil-Alana & James E Payne, 2022, "Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel," Tourism Economics, , volume 28, issue 3, pages 654-660, May, DOI: 10.1177/1354816620962428.
  21. James E Payne & Luis A Gil-Alana & Andrea Mervar, 2022, "Persistence in Croatian tourism: The impact of COVID-19," Tourism Economics, , volume 28, issue 6, pages 1676-1682, September, DOI: 10.1177/1354816621999969.
  22. Jorge Antunes & Luis Alberiko Gil-Alana & Rossana Riccardi & Yong Tan & Peter Wanke, 2022, "Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach," Annals of Operations Research, Springer, volume 313, issue 1, pages 191-229, June, DOI: 10.1007/s10479-021-04211-z.
  23. Ata Assaf & Luis Alberiko Gil-Alana & Khaled Mokni, 2022, "True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods," Empirical Economics, Springer, volume 63, issue 3, pages 1543-1570, September, DOI: 10.1007/s00181-021-02165-6.
  24. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022, "Globalization, long memory, and real interest rate convergence: a historical perspective," Empirical Economics, Springer, volume 63, issue 5, pages 2331-2355, November, DOI: 10.1007/s00181-022-02206-8.
  25. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza, 2022, "Inflation in the G7 countries: persistence and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 493-506, July, DOI: 10.1007/s12197-022-09576-w.
  26. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2022, "Persistence in ESG and conventional stock market indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 678-703, October, DOI: 10.1007/s12197-022-09580-0.
  27. Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana, 2022, "The relationship between prices and output in the UK and the US," SN Business & Economics, Springer, volume 2, issue 6, pages 1-13, June, DOI: 10.1007/s43546-022-00231-4.
  28. Sakiru Adebola Solarin & Carmen Lafuente & Luis A. Gil-Alana & Maria Jesus Gonzalez Blanch, 2022, "Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 164, issue 2, pages 711-725, November, DOI: 10.1007/s11205-022-02982-x.
  29. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Miguel Ángel Martin-Valmayor, 2022, "Non-linearities and persistence in US long-run interest rates," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 4, pages 366-370, February, DOI: 10.1080/13504851.2021.1897511.
  30. Ali Gokhan Yucel & Cihat Koksal & Sevil Acar & Luis Alberiko Gil-Alana, 2022, "The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach," Applied Economics, Taylor & Francis Journals, volume 54, issue 27, pages 3074-3087, June, DOI: 10.1080/00036846.2022.2047602.
  31. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2022, "The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis," Cogent Economics & Finance, Taylor & Francis Journals, volume 10, issue 1, pages 2159736-215, December, DOI: 10.1080/23322039.2022.2159736.
  32. Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana & Tommaso Trani, 2022, "On the persistence of UK inflation: A long‐range dependence approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 439-454, January, DOI: 10.1002/ijfe.2161.
  33. Kinateder, Markus & Merlino, Luca Paolo, 2022, "Local public goods with weighted link formation," Games and Economic Behavior, Elsevier, volume 132, issue C, pages 316-327, DOI: 10.1016/j.geb.2022.01.014.

2021

  1. Bajo-Buenestado, Raúl, 2021, "The effect of blackouts on household electrification status: Evidence from Kenya," Energy Economics, Elsevier, volume 94, issue C, DOI: 10.1016/j.eneco.2020.105067.
  2. Bajo-Buenestado, Raúl, 2021, "Operating reserve demand curve, scarcity pricing and intermittent generation: Lessons from the Texas ERCOT experience," Energy Policy, Elsevier, volume 149, issue C, DOI: 10.1016/j.enpol.2020.112057.
  3. Raúl Bajo-Buenestado, 2021, "Market prices, spatial distribution of consumers and firms’ optimal locations in a linear city," Empirical Economics, Springer, volume 61, issue 1, pages 443-467, July, DOI: 10.1007/s00181-020-01871-x.
  4. Manuel Monge & Enrique Cristobal & Luis A. Gil-Alana, 2021, "How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 11, issue 1, pages 26-34.
  5. Luis A. Gil-Alana & Gloria Claudio-Quiroga, 2021, "The COVID-19 impact on the Asian Stock Markets," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 1, issue 2, pages 1-4, DOI: 2021/06/27.
  6. Luis A. Gil-Alana & Manuel Monge, 2021, "Crude Oil Prices and COVID-19 - Persistence of the Shock," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 1, issue 1, pages 1-4, DOI: 2021/06/16.
  7. OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Fumitaka Furuoka & Luis A. Gil‐Alana, 2021, "A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 4, pages 960-981, August, DOI: 10.1111/obes.12422.
  8. Nikolaos Antonakakis & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2021, "Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum," International Economics, CEPII research center, issue 167, pages 29-38.
  9. Monge, Manuel & Gil-Alana, Luis Alberiko, 2021, "Spatial crude oil production divergence and crude oil price behaviour in the United States," Energy, Elsevier, volume 232, issue C, DOI: 10.1016/j.energy.2021.121034.
  10. Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021, "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101678.
  11. Cristofaro, Lorenzo & Gil-Alana, Luis A. & Chen, Zhongfei & Wanke, Peter, 2021, "Modelling stock market data in China: Crisis and Coronavirus," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101865.
  12. Monge, Manuel & Gil-Alana, Luis A., 2021, "Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102040.
  13. Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021, "How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102273.
  14. Solarin, Sakiru Adebola & Gil-Alana, Luis A., 2021, "The persistence of economic policy uncertainty: Evidence of long range dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 568, issue C, DOI: 10.1016/j.physa.2020.125698.
  15. Gil-Alana, Luis A. & Mudida, Robert & Zerbo, Eleazar, 2021, "GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 175-190, DOI: 10.1016/j.iref.2020.12.008.
  16. Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021, "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101442.
  17. del Rio, Marta & Infante, Juan & Gil-Alana, Luis A., 2021, "Gender Diversity Index. Measuring persistence," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101474.
  18. Luis Gil-Alana & Cecilia Font & Águeda Gil-López, 2021, "GDP and population growth: Evidence of fractional cointegration with historical data from 1820 onwards," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 2, pages 379-393, March, DOI: 10.1108/JES-06-2020-0307.
  19. Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Luis A. Gil-Alana & Moses Kenneth Abakah, 2021, "Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach," JRFM, MDPI, volume 14, issue 12, pages 1-43, December.
  20. Miguel Ángel Martín Valmayor & Beatriz Duarte Monedero & Luis A. Gil-Alana, 2021, "The Social Balance Sheet as Part of the Annual Report in Financial Institutions. A Case Study: Banco Bilbao Vizcaya Argentaria (BBVA)," Sustainability, MDPI, volume 13, issue 6, pages 1-14, March.
  21. João Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana & Estefania Mourelle, 2021, "Self-employment by gender in the EU: convergence and clusters," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 3, pages 717-741, August, DOI: 10.1007/s10663-020-09494-2.
  22. Marinko Skare & Luis A. Gil-Alana & Gloria Claudio-Quiroga & Romina Pržiklas Družeta, 2021, "Income inequality in China 1952–2017: persistence and main determinants," Oeconomia Copernicana, Institute of Economic Research, volume 12, issue 4, pages 863-888, December, DOI: 10.24136/oc.2021.028.
  23. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2021, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 36, issue 2, pages 185-202.
  24. Luis A Gil-Alana & à gueda Gil-López & Elena San Román, 2021, "Tourism persistence in Spain: National versus international visitors," Tourism Economics, , volume 27, issue 4, pages 614-625, June, DOI: 10.1177/1354816619891349.
  25. Giorgio Canarella & Luis Gil-Alana & Rangan Gupta & Stephen M Miller, 2021, "Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data," Urban Studies, Urban Studies Journal Limited, volume 58, issue 1, pages 53-72, January, DOI: 10.1177/0042098019872691.
  26. Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2021, "Persistence in the market risk premium: evidence across countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 3, pages 413-427, July, DOI: 10.1007/s12197-020-09519-3.
  27. Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021, "Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach," Journal of Innovation and Entrepreneurship, Springer, volume 10, issue 1, pages 1-16, December, DOI: 10.1186/s13731-021-00173-5.
  28. Sakiru Adebola Solarin & Luis A. Gil-Alana & Maria Jesus Gonzalez-Blanch, 2021, "Fractional persistence in income poverty in Africa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 155, issue 2, pages 563-581, June, DOI: 10.1007/s11205-021-02614-w.
  29. Miguel Angel Martin-Valmayor & Luis Alberiko Gil-Alana & Manuel Monge Moreno & Luis Madariaga Becerra, 2021, "Mean reversion in monetary aggregates in Chile," Applied Economics, Taylor & Francis Journals, volume 53, issue 13, pages 1572-1584, March, DOI: 10.1080/00036846.2020.1838433.
  30. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Maria Malmierca, 2021, "Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries," Applied Economics, Taylor & Francis Journals, volume 53, issue 43, pages 5018-5027, September, DOI: 10.1080/00036846.2021.1912700.
  31. Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021, "Testing fractional unit roots with non-linear smooth break approximations using Fourier functions," Journal of Applied Statistics, Taylor & Francis Journals, volume 48, issue 13-15, pages 2542-2559, November, DOI: 10.1080/02664763.2020.1757047.
  32. Omokolade Akinsomi & Yener Coskun & Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021, "Is There Convergence Between BRICS Listed Property Stocks and International REITs?," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 27, issue 1, pages 29-42, January, DOI: 10.1080/10835547.2021.1967675.
  33. Olushina O Awe & Robert Mudida & Luis A. Gil‐Alana, 2021, "Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 1197-1205, January, DOI: 10.1002/ijfe.1845.
  34. Luis A. Gil‐Alana & Robert Mudida & OlaOluwa S. Yaya & Kazeem A. Osuolale & Ahamuefula E. Ogbonna, 2021, "Mapping US presidential terms with S&P500 index: Time series analysis approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 1938-1954, April, DOI: 10.1002/ijfe.1887.
  35. Godfrey Madigu & Luis A. Gil‐Alana, 2021, "What do productivity indices tell us? A case study of U.S. industries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 4, pages 4946-4978, October, DOI: 10.1002/ijfe.2048.
  36. Markus Kinateder & Luca Paolo Merlino, 2021, "The Evolution of Networks and Local Public Good Provision: A Potential Approach," Games, MDPI, volume 12, issue 3, pages 1-12, July.

2020

  1. Manuel Monge & Luis A. Gil-Alana & Enrique Cristobal, 2020, "Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 10, issue 2, pages 31-37.
  2. Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana, 2020, "Fractional Integration and the Persistence of UK Inflation, 1210–2016," Economic Papers, The Economic Society of Australia, volume 39, issue 2, pages 162-166, June, DOI: 10.1111/1759-3441.12275.
  3. Guglielmo Maria Caporale & Luis Gil‐Alana, 2020, "Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence," South African Journal of Economics, Economic Society of South Africa, volume 88, issue 2, pages 174-185, June, DOI: 10.1111/saje.12247.
  4. Gil-Alana, Luis A. & Carcel, Hector, 2020, "A fractional cointegration var analysis of exchange rate dynamics," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.006.
  5. Solarin, Sakiru Adebola & Gil-Alana, Luis A. & Lafuente, Carmen, 2020, "An investigation of long range reliance on shale oil and shale gas production in the U.S. market," Energy, Elsevier, volume 195, issue C, DOI: 10.1016/j.energy.2020.116933.
  6. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Tripathy, Trilochan, 2020, "Volatility persistence in the Russian stock market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.06.014.
  7. Apergis, Nicholas & Carmona-González, Nieves & Gil-Alana, Luis Alberiko, 2020, "Persistence in silver prices and the influence of solar energy," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101857.
  8. Boubaker, Heni & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2020, "Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123093.
  9. Gil-Alana, Luis A. & Dadgar, Yadollah & Nazari, Rouhollah, 2020, "An analysis of the OPEC and non-OPEC position in the World Oil Market: A fractionally integrated approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 541, issue C, DOI: 10.1016/j.physa.2019.123705.
  10. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos, 2020, "Persistence, non-linearities and structural breaks in European stock market indices," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 50-61, DOI: 10.1016/j.qref.2020.01.007.
  11. Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis Alberiko & Madigu, Godfrey & Romero-Rojo, Fatima, 2020, "Volatility persistence in cryptocurrency markets under structural breaks," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 680-691, DOI: 10.1016/j.iref.2020.06.035.
  12. Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Akinsomi, Omokolade & Coskun, Yener, 2020, "How do stocks in BRICS co-move with real estate stocks?," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 93-101, DOI: 10.1016/j.iref.2020.04.014.
  13. Gil-Alana, Luis Alberiko & Abakah, Emmanuel Joel Aikins & Rojo, María Fátima Romero, 2020, "Cryptocurrencies and stock market indices. Are they related?," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101063.
  14. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos, 2020, "High and low prices and the range in the European stock markets: A long-memory approach," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101126.
  15. Manuel Monge & Luis A. Gil-Alana, 2020, "The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies," Risks, MDPI, volume 8, issue 4, pages 1-17, December.
  16. Juan Carlos Cuestas & Luis A. Gil-Alana & Laura Sauci, 2020, "Public finances in the EU-27: Are they sustainable?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 47, issue 1, pages 181-204, February, DOI: 10.1007/s10663-018-9411-0.
  17. OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana, 2020, "Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 26, issue 3, pages 303-315, August, DOI: 10.1007/s11294-020-09796-y.
  18. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Modeling US historical time-series prices and inflation using alternative long-memory approaches," Empirical Economics, Springer, volume 58, issue 4, pages 1491-1511, April, DOI: 10.1007/s00181-018-1597-2.
  19. Sakiru Adebola Solarin & Luis A. Gil-Alana & Carmen Lafuente, 2020, "Persistence of the Misery Index in African Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 147, issue 3, pages 825-841, February, DOI: 10.1007/s11205-019-02184-y.
  20. Jose Maria Fernandez-Crehuet & Luis Alberiko Gil-Alana & Cristina Martí Barco, 2020, "Unemployment and Fertility: A Long Run Relationship," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 152, issue 3, pages 1177-1196, December, DOI: 10.1007/s11205-020-02468-8.
  21. Luis A. Gil-Alana & James E. Payne, 2020, "Measuring the degree of persistence in the U.S. economic policy uncertainty index," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 10, pages 831-835, June, DOI: 10.1080/13504851.2019.1646398.
  22. Alexander Boateng & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2020, "Exchange rate dynamics in South Africa," Applied Economics, Taylor & Francis Journals, volume 52, issue 22, pages 2339-2352, May, DOI: 10.1080/00036846.2019.1688245.
  23. Luis Alberiko Gil-Alana & José L. Ruiz-Alba & Raquel Ayestarán, 2020, "UK tourism arrivals and departures: seasonality, persistence and time trends," Applied Economics, Taylor & Francis Journals, volume 52, issue 46, pages 5077-5087, October, DOI: 10.1080/00036846.2020.1752904.
  24. Luis A. Gil-Alana & Marinko Skare & Sanja Blazevic Buric, 2020, "Testing Okun’s law. Theoretical and empirical considerations using fractional integration," Applied Economics, Taylor & Francis Journals, volume 52, issue 5, pages 459-474, January, DOI: 10.1080/00036846.2019.1646407.
  25. Luis Alberiko Gil-Alana & Robert Mudida & Emmanuel Joel Aikins Abakah, 2020, "Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 57, pages 6171-6182, December, DOI: 10.1080/00036846.2020.1785619.
  26. James E. Payne & Luis A. Gil-Alana, 2020, "Persistence and Long Memory Behavior in Condominium Prices: Evidence from Major U.S. Metropolitan Areas," Journal of Housing Research, Taylor & Francis Journals, volume 29, issue 1, pages 54-67, October, DOI: 10.1080/10527001.2020.1826663.
  27. Markus Kinateder & Hubert János Kiss & Ágnes Pintér, 2020, "Would depositors pay to show that they do not withdraw? Theory and experiment," Experimental Economics, Springer;Economic Science Association, volume 23, issue 3, pages 873-894, September, DOI: 10.1007/s10683-020-09646-y.
  28. Jaime Millán‐Quijano, 2020, "Internal Cocaine Trafficking And Armed Violence In Colombia," Economic Inquiry, Western Economic Association International, volume 58, issue 2, pages 624-641, April, DOI: 10.1111/ecin.12771.
  29. Jaime Millán-Quijano, 2020, "Fuzzy difference in discontinuities," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 19, pages 1552-1555, November, DOI: 10.1080/13504851.2019.1696930.

2019

  1. Bajo-Buenestado, Raúl & Kinateder, Markus, 2019, "Armstrong meets Rochet–Tirole: On the equivalence of different pricing structures in two-sided markets," Economics Letters, Elsevier, volume 177, issue C, pages 43-46, DOI: 10.1016/j.econlet.2019.01.022.
  2. Bajo-Buenestado, Raúl & Borrella-Mas, Miguel Ángel, 2019, "Passing-through taxes beyond borders with a cobra effect," Journal of Public Economics, Elsevier, volume 177, issue C, pages 1-1, DOI: 10.1016/j.jpubeco.2019.06.008.
  3. Luis Alberiko Gil‐Alana & Tommaso Trani, 2019, "The Evolution of the Credit‐to‐GDP Ratio: An Empirical Analysis," International Review of Finance, International Review of Finance Ltd., volume 19, issue 1, pages 237-244, March, DOI: 10.1111/irfi.12165.
  4. Luis Alberiko Gil‐Alana & Rangan Gupta, 2019, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Manchester School, University of Manchester, volume 87, issue 1, pages 24-36, January, DOI: 10.1111/manc.12213.
  5. Luis Alberiko Gil-Alana & Tommaso Trani, 2019, "An examination of trade-weighted real exchange rates based on fractional integration," International Economics, CEPII research center, issue 158, pages 64-76.
  6. Guglielmo Maria Caporale & Luis Gil-Alaña, 2019, "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, CEPII research center, issue 159, pages 140-150.
  7. Gil-Alana, Luis A. & Trani, Tommaso, 2019, "The cyclical structure of the UK inflation rate: 1210–2016," Economics Letters, Elsevier, volume 181, issue C, pages 182-185, DOI: 10.1016/j.econlet.2019.05.032.
  8. Monge, Manuel & Gil-Alana, Luis A., 2019, "Automobile components: Lithium and cobalt. Evidence of persistence," Energy, Elsevier, volume 169, issue C, pages 489-495, DOI: 10.1016/j.energy.2018.12.068.
  9. Gil-Alana, Luis A. & Monge, Manuel, 2019, "Lithium: Production and estimated consumption. Evidence of persistence," Resources Policy, Elsevier, volume 60, issue C, pages 198-202, DOI: 10.1016/j.resourpol.2019.01.006.
  10. Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2019, "Persistence in trends and cycles of gold and silver prices: Evidence from historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 345-354, DOI: 10.1016/j.physa.2018.09.081.
  11. Adebola, Solarin Sakiru & Gil-Alana, Luis A. & Madigu, Godfrey, 2019, "Gold prices and the cryptocurrencies: Evidence of convergence and cointegration," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 523, issue C, pages 1227-1236, DOI: 10.1016/j.physa.2019.04.123.
  12. Gil-Alana, Luis A. & Škare, Marinko & Pržiklas-Družeta, Romina, 2019, "Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 65-72, DOI: 10.1016/j.qref.2018.12.006.
  13. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2019, "Long-term interest rates in Europe: A fractional cointegration analysis," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 170-178, DOI: 10.1016/j.iref.2019.02.004.
  14. Gil-Alana, Luis Alberiko & Dettoni, Robinson & Costamagna, Rodrigo & Valenzuela, Mario, 2019, "Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 269-281, DOI: 10.1016/j.ribaf.2019.03.010.
  15. Luis A. Gil-Alana & Tommaso Trani, 2019, "Time Trends and Persistence in the Global CO2 Emissions Across Europe," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 73, issue 1, pages 213-228, May, DOI: 10.1007/s10640-018-0257-5.
  16. Luis Alberiko Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2019, "Long Memory in Turkish Unemployment Rates," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 1, pages 201-217, January, DOI: 10.1080/1540496X.2018.1425837.
  17. Mateo Isoardi & Luis A. Gil-Alana, 2019, "Inflation in Argentina: Analysis of Persistence Using Fractional Integration," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 45, issue 2, pages 204-223, April, DOI: 10.1057/s41302-019-00133-8.
  18. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2019, "UK overseas visitors: Seasonality and persistence," Tourism Economics, , volume 25, issue 5, pages 827-831, August, DOI: 10.1177/1354816618817884.
  19. Luis A. Gil-Alana & Laura Sauci, 2019, "Temperatures across Europe: evidence of time trends," Climatic Change, Springer, volume 157, issue 3, pages 355-364, December, DOI: 10.1007/s10584-019-02568-6.
  20. OlaOluwa S. Yaya & Luis A. Gil-Alana & Acheampong Y. Amoateng, 2019, "Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends," European Journal of Population, Springer;European Association for Population Studies, volume 35, issue 4, pages 675-694, October, DOI: 10.1007/s10680-018-9499-8.
  21. Luis A. Gil-Alana & Yadollah Dadgar & Rouhollah Nazari, 2019, "Iranian inflation: peristence and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 398-408, April, DOI: 10.1007/s12197-018-9446-x.
  22. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2019, "Long-term price overreactions: are markets inefficient?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 657-680, October, DOI: 10.1007/s12197-018-9464-8.
  23. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2019, "Are BRICS exchange rates chaotic?," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 13, pages 1104-1110, July, DOI: 10.1080/13504851.2018.1537473.
  24. Olushina Olawale Awe & Luis Alberiko Gil-Alana, 2019, "Time series analysis of economic growth rate series in Nigeria: structural breaks, non-linearities and reasons behind the recent recession," Applied Economics, Taylor & Francis Journals, volume 51, issue 50, pages 5482-5489, October, DOI: 10.1080/00036846.2019.1613513.
  25. Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019, "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 412-426, January, DOI: 10.1002/ijfe.1670.
  26. Goodness C. Aye & Christina Christou & Luis A. Gil‐Alana & Rangan Gupta, 2019, "Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty," Journal of International Development, John Wiley & Sons, Ltd., volume 31, issue 1, pages 101-116, January, DOI: 10.1002/jid.3395.

2018

  1. Bajo-Buenestado, Raúl, 2018, "Relationship-specificity, incomplete contracts, and the pattern of trade: A comment on the role of natural resources," Energy Economics, Elsevier, volume 75, issue C, pages 410-422, DOI: 10.1016/j.eneco.2018.08.032.
  2. Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana, 2018, "Unemployment in Africa: A Fractional Integration Approach," South African Journal of Economics, Economic Society of South Africa, volume 86, issue 1, pages 76-81, March, DOI: 10.1111/saje.12178.
  3. Guglielmo Maria Caporale & Luis Gil-Alana, 2018, "The asymmetric behaviour of spanish unemployment persistence," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 98-104.
  4. Gil-Alana, Luis A. & Huijbens, Edward H., 2018, "Tourism in Iceland: Persistence and seasonality," Annals of Tourism Research, Elsevier, volume 68, issue C, pages 20-29, DOI: 10.1016/j.annals.2017.11.002.
  5. Cuestas, Juan Carlos & Gil-Alana, Luis A., 2018, "Oil price shocks and unemployment in Central and Eastern Europe," Economic Systems, Elsevier, volume 42, issue 1, pages 164-173, DOI: 10.1016/j.ecosys.2017.05.005.
  6. Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis, 2018, "The EMBI in Latin America: Fractional integration, non-linearities and breaks," Finance Research Letters, Elsevier, volume 24, issue C, pages 34-41, DOI: 10.1016/j.frl.2017.06.014.
  7. Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018, "Is market fear persistent? A long-memory analysis," Finance Research Letters, Elsevier, volume 27, issue C, pages 140-147, DOI: 10.1016/j.frl.2018.02.007.
  8. Gil-Alana, Luis A. & Gupta, Rangan & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2018, "Market efficiency of Baltic stock markets: A fractional integration approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 511, issue C, pages 251-262, DOI: 10.1016/j.physa.2018.07.029.
  9. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2018, "Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 227-238, DOI: 10.1016/j.ribaf.2017.07.091.
  10. Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018, "Persistence in the cryptocurrency market," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 141-148, DOI: 10.1016/j.ribaf.2018.01.002.
  11. Guglielmo Maria Caporale & Luis Gil-Alana & Tommaso Trani, 2018, "Brexit and Uncertainty in Financial Markets," IJFS, MDPI, volume 6, issue 1, pages 1-9, February.
  12. Alexander Boateng & ‘Maseka Lesaoana & Hlengani Siweya & Abenet Belete & Luis A. Gil-Alana, 2018, "Non-Linearities, Structural Breaks And Fractional Integration In The Analysis Of The Ghanaian And The South African Cpi Inflation Rates," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 157-168, January-M.
  13. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2018, "Short-Term Price Overreactions: Identification, Testing, Exploitation," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 4, pages 913-940, April, DOI: 10.1007/s10614-017-9651-2.
  14. Luis A. Gil-Alana & Marinko Skare, 2018, "Testing the great decoupling: a long memory approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 4, pages 801-820, November, DOI: 10.1007/s10663-017-9390-6.
  15. James E Payne & Luis A Gil-Alana, 2018, "Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks," Tourism Economics, , volume 24, issue 1, pages 41-50, February, DOI: 10.1177/1354816617719161.
  16. Yuliya Lovcha & Alejandro Perez-Laborda & Luis Gil-Alana, 2018, "On the invertibility of seasonally adjusted series," Computational Statistics, Springer, volume 33, issue 1, pages 443-465, March, DOI: 10.1007/s00180-017-0715-5.
  17. Hector Carcel & Luis A. Gil-Alana, 2018, "Inflation analysis in the Central American Monetary Council," Empirical Economics, Springer, volume 54, issue 2, pages 547-565, March, DOI: 10.1007/s00181-016-1223-0.
  18. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis," Empirical Economics, Springer, volume 55, issue 3, pages 913-935, November, DOI: 10.1007/s00181-017-1297-3.
  19. Hector Carcel & Luis A. Gil-Alana & Peter Wanke, 2018, "Application of local projections in the monetary policy in Brazil," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 13, pages 941-944, July, DOI: 10.1080/13504851.2017.1386276.
  20. Luis A. Gil-Alana & Laura Sauci, 2018, "Long memory and mean reversion in real exchange rates in Latin America," Applied Economics, Taylor & Francis Journals, volume 50, issue 29, pages 3148-3155, June, DOI: 10.1080/00036846.2017.1418076.
  21. Christophe Andre & Mehmet Balcilar & Tsangyao Chang & Luis Alberiko Gil-Alana & Rangan Gupta, 2018, "Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 27, issue 6, pages 638-654, August, DOI: 10.1080/09638199.2017.1410853.
  22. Sandra Polania Reyes, 2018, "Social Innovation and Teamwork Within Organizations: Lab-in-the-Field Evidence on Recognition and Cooperation," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-38.
  23. Sandra Polania Reyes, 2018, "Coordination as an Unintended Benefit: Lab-in-the-Field Evidence from a Conditional Cash Transfer Program," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-43.

2017

  1. Bajo-Buenestado, Raúl, 2017, "Welfare implications of capacity payments in a price-capped electricity sector: A case study of the Texas market (ERCOT)," Energy Economics, Elsevier, volume 64, issue C, pages 272-285, DOI: 10.1016/j.eneco.2017.03.026.
  2. Raúl Bajo-Buenestado, 2017, "Does a Gas Tax Cut Reduce Retail Fuel Prices?," Journal of Transport Economics and Policy, University of Bath, volume 51, issue 3, pages 157-15-172.
  3. Sergio Daga, 2017, "Demostración de equilibrio competitivo con short-sale hipotecario," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 28, pages 165-202.
  4. Trilochan Tripathy & Luis A. Gil-Alana & Debadutta Sahoo, 2017, "Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India," Review of Economics & Finance, Better Advances Press, Canada, volume 8, pages 61-78, May.
  5. Luis A. Gil-Alana & Robert Mudida, 2017, "CPI and inflation in Kenya. Structural breaks, non-linearities and dependenceOriginal Research Article," International Economics, CEPII research center, issue 150, pages 72-79.
  6. Guglielmo Maria Caporale & Hector Carcel & Luis Gil-Alana, 2017, "Central bank policy rates: Are they cointegrated?," International Economics, CEPII research center, issue 152, pages 116-123.
  7. Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando, 2017, "Crude oil price behaviour before and after military conflicts and geopolitical events," Energy, Elsevier, volume 120, issue C, pages 79-91, DOI: 10.1016/j.energy.2016.12.102.
  8. Gil-Alana, Luis A. & Mudida, Robert & Carcel, Hector, 2017, "Shocks affecting electricity prices in Kenya, a fractional integration study," Energy, Elsevier, volume 124, issue C, pages 521-530, DOI: 10.1016/j.energy.2017.02.092.
  9. Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando, 2017, "U.S. shale oil production and WTI prices behaviour," Energy, Elsevier, volume 141, issue C, pages 12-19, DOI: 10.1016/j.energy.2017.09.055.
  10. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2017, "Persistence and cycles in the us federal funds rate," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 1-8, DOI: 10.1016/j.irfa.2017.04.007.
  11. Gil-Alana, Luis A. & Mudida, Robert, 2017, "CPI and inflation in Kenya. Structural breaks, non-linearities and dependence," International Economics, Elsevier, volume 150, issue C, pages 72-79, DOI: 10.1016/j.inteco.2016.12.003.
  12. Gil-Alana, Luis A. & Cunado, Juncal & Gupta, Rangan, 2017, "Evidence of persistence in U.S. short and long-term interest rates," Journal of Policy Modeling, Elsevier, volume 39, issue 5, pages 775-789, DOI: 10.1016/j.jpolmod.2017.04.005.
  13. Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Awe, Olushina O., 2017, "Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach," Resources Policy, Elsevier, volume 53, issue C, pages 117-124, DOI: 10.1016/j.resourpol.2017.06.006.
  14. Aye, Goodness C. & Carcel, Hector & Gil-Alana, Luis A. & Gupta, Rangan, 2017, "Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016," Resources Policy, Elsevier, volume 54, issue C, pages 53-57, DOI: 10.1016/j.resourpol.2017.09.001.
  15. Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017, "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 283-294, DOI: 10.1016/j.iref.2017.06.003.
  16. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2017, "The weekend effect: a fractional integration and trading robot analysis," International Journal of Bonds and Derivatives, Inderscience Enterprises Ltd, volume 3, issue 2, pages 114-131.
  17. OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana & Olusanya Elisa Olubusoye, 2017, "The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 29-47, October-D.
  18. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017, "Searching for Inefficiencies in Exchange Rate Dynamics," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 3, pages 405-432, March, DOI: 10.1007/s10614-016-9567-2.
  19. Luis A. Gil-Alana & Andrea Mervar & James E. Payne, 2017, "The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence," Economic Change and Restructuring, Springer, volume 50, issue 1, pages 45-58, February, DOI: 10.1007/s10644-016-9181-2.
  20. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017, "Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 67, issue 4, pages 869-883, August, DOI: 10.1007/s10640-016-0009-3.
  21. Borja Balparda & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2017, "The fisher relationship in Nigeria," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 2, pages 343-353, April, DOI: 10.1007/s12197-016-9355-9.
  22. C. P. Barros & João Ricardo Faria & Luis A. Gil-Alana, 2017, "The demand for money in Angola," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 2, pages 408-420, April, DOI: 10.1007/s12197-016-9358-6.
  23. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017, "Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 1, pages 393-405, March, DOI: 10.1007/s11205-016-1253-1.
  24. Luis A. Gil-Alana & Hector Carcel, 2017, "Fractional integration and nonlinear deterministic trends in the analysis of time series data," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 14, pages 991-994, August, DOI: 10.1080/13504851.2016.1245832.
  25. Juan Carlos Cuestas & Luis Alberiko Gil-Alana, 2017, "Unemployment rate cycles in Europe," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 2, pages 136-139, January, DOI: 10.1080/13504851.2016.1170926.
  26. Luis Alberiko Gil-Alana & Carlos Barros & Dercio Mandlaze, 2017, "A performance assessment of Mozambique banks: a Bayesian stochastic frontier," Applied Economics, Taylor & Francis Journals, volume 49, issue 45, pages 4579-4587, September, DOI: 10.1080/00036846.2017.1287857.
  27. Luis Alberiko Gil-Alana & Joao Ricardo Faria, 2017, "Carlos Pestana Barros," Defence and Peace Economics, Taylor & Francis Journals, volume 28, issue 3, pages 271-271, May, DOI: 10.1080/10242694.2017.1303897.
  28. Markus Kinateder & Luca Paolo Merlino, 2017, "Public Goods in Endogenous Networks," American Economic Journal: Microeconomics, American Economic Association, volume 9, issue 3, pages 187-212, August.

2016

  1. Bajo-Buenestado, Raúl, 2016, "Evidence of asymmetric behavioral responses to changes in gasoline prices and taxes for different fuel types," Energy Policy, Elsevier, volume 96, issue C, pages 119-130, DOI: 10.1016/j.enpol.2016.05.028.
  2. Juan Carlos Cuestas & Luis A. Gil-Alana & Karl Taylor, 2016, "Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory," Scottish Journal of Political Economy, Scottish Economic Society, volume 63, issue 5, pages 519-538, November.
  3. Cuestas Juan Carlos & Gil-Alana Luis Alberiko, 2016, "Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 1, pages 57-74, February, DOI: 10.1515/snde-2014-0005.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2016, "Testing unemployment theories: A multivariate long memory approach," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 95-112, May.
  5. Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016, "Is inflation persistence different in reality?," Economics Letters, Elsevier, volume 148, issue C, pages 55-58, DOI: 10.1016/j.econlet.2016.09.003.
  6. Barros, Carlos P. & Gil-Alana, Luis A. & Wanke, Peter, 2016, "Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks," Energy Economics, Elsevier, volume 54, issue C, pages 88-95, DOI: 10.1016/j.eneco.2015.11.002.
  7. Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016, "Time series analysis of persistence in crude oil price volatility across bull and bear regimes," Energy, Elsevier, volume 109, issue C, pages 29-37, DOI: 10.1016/j.energy.2016.04.082.
  8. Gil-Alana, Luis A. & Gupta, Rangan & de Gracia, Fernando Perez, 2016, "Modeling persistence of carbon emission allowance prices," Renewable and Sustainable Energy Reviews, Elsevier, volume 55, issue C, pages 221-226, DOI: 10.1016/j.rser.2015.10.056.
  9. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Alex Plastun, 2016, "The weekend effect: an exploitable anomaly in the Ukrainian stock market?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 6, pages 954-965, November, DOI: 10.1108/JES-09-2015-0167.
  10. Tsangyao Chang & Luis Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2016, "Testing for bubbles in the BRICS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 646-660, September, DOI: 10.1108/JES-07-2014-0128.
  11. Luis Alberiko Gil-Alana & Alexander Boateng & Lesaoana ‘Maseka & Hlengani Siweya & Abene Belete, 2016, "Long memory and ARFIMA modelling: The case of CPI inflation rate in Ghana," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 3, pages 287-304, July-Sept.
  12. Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2016, "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Computational Economics, Springer;Society for Computational Economics, volume 47, issue 2, pages 275-295, February, DOI: 10.1007/s10614-015-9484-9.
  13. Carlos Barros & Luis Gil-Alana & Fernando Perez de Gracia, 2016, "Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 63, issue 1, pages 45-56, January, DOI: 10.1007/s10640-014-9835-3.
  14. Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016, "Term Structure Persistence," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 2, pages 331-352.
  15. Luis A. Gil-Alana & Andrea Mervar & James E. Payne, 2016, "Modeling the degree of persistence in Croatian tourism," Tourism Economics, , volume 22, issue 3, pages 655-664, June, DOI: 10.5367/te.2014.0457.
  16. Carlos P. Barros & Luis A. Gil-Alana & Zhongfei Chen, 2016, "Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market," Empirical Economics, Springer, volume 51, issue 4, pages 1399-1414, December, DOI: 10.1007/s00181-015-1063-3.
  17. Guglielmo Caporale & Luis Gil-Alana, 2016, "Persistence and cyclical dependence in the monthly euribor rate," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 40, issue 1, pages 157-171, January, DOI: 10.1007/s12197-014-9296-0.
  18. Luis A. Gil-Alana & Trilochan Tripathy, 2016, "Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 14, issue 2, pages 199-215, December, DOI: 10.1007/s40953-016-0029-4.
  19. Manuel Monge & Luís Alberiko Gil-Alana, 2016, "Fractional integration and cointegration in merger and acquisitions in the US petroleum industry," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 10, pages 701-704, July, DOI: 10.1080/13504851.2015.1100245.
  20. Astrid Ayala & Szabolcs Blazsek & Juncal Cuñado & Luis Albériko Gil-Alana, 2016, "Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score," Applied Economics, Taylor & Francis Journals, volume 48, issue 29, pages 2675-2696, June, DOI: 10.1080/00036846.2015.1128076.
  21. Luis A. Gil-Alana & Rangan Gupta & Fernando Perez de Gracia, 2016, "Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013," Applied Economics, Taylor & Francis Journals, volume 48, issue 34, pages 3244-3252, July, DOI: 10.1080/00036846.2015.1136402.
  22. Luis A. Gil-Alana & Prakarsh Singh, 2016, "Growth recovery after civil conflict: a fractional integration approach," Defence and Peace Economics, Taylor & Francis Journals, volume 27, issue 4, pages 453-479, August, DOI: 10.1080/10242694.2015.1072375.
  23. Luis A. Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2016, "The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 25, issue 7, pages 978-991, October, DOI: 10.1080/09638199.2016.1151545.
  24. Luis A. Gil‐Alana & OlaOluwa S. Yaya & Enitan A. Solademi, 2016, "Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 32, issue 5, pages 711-724, September, DOI: 10.1002/asmb.2189.
  25. Guglielmo Maria Caporale & Luis A. Gil‐Alana & James C. Orlando, 2016, "Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 2, pages 143-153, April.
  26. Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2016, "Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate," Journal of International Development, John Wiley & Sons, Ltd., volume 28, issue 2, pages 214-232, March.

2015

  1. Raul Bajo-Buenestado, 2015, "Discount Factor for Durable Goods: Evidence from the Spanish Automobile Market," International Journal of Applied Behavioral Economics (IJABE), IGI Global Scientific Publishing, volume 4, issue 3, pages 1-21, July.
  2. Raúl Bajo-Buenestado & Dodge Cahan, 2015, "Unification of Oligopolistic Markets for a Homogeneous Good in the Presence of an Antitrust Commission," Journal of Industry, Competition and Trade, Springer, volume 15, issue 3, pages 239-256, September, DOI: 10.1007/s10842-014-0186-0.
  3. Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2015, "Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies," African Development Review, African Development Bank, volume 27, issue 2, pages 161-170, June, DOI: 10.1111/1467-8268.12131.
  4. Juan Carlos Cuestas & Luis A. Gil-Alana & Paulo José Regis, 2015, "The Sustainability of European External Debt: What have We Learned?," Review of International Economics, Wiley Blackwell, volume 23, issue 3, pages 445-468, August.
  5. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Robert Mudida, 2015, "Testing the Marshall–Lerner Condition in Kenya," South African Journal of Economics, Economic Society of South Africa, volume 83, issue 2, pages 253-268, June.
  6. Carlos P. Barros & Luis Alberiko Gil-Alana & João Faria, 2015, "Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates," South African Journal of Economics, Economic Society of South Africa, volume 83, issue 4, pages 569-575, December.
  7. Carcel Hector & Gil-Alana Luis A. & Madigu Godfrey, 2015, "Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study," Global Economy Journal, De Gruyter, volume 15, issue 4, pages 507-524, December, DOI: 10.1515/gej-2015-0002.
  8. Yaya, OlaOluwa Simon & Gil-Alana, Luis Alberiko & Carcel, Hector, 2015, "Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time," Energy Economics, Elsevier, volume 52, issue PA, pages 240-245, DOI: 10.1016/j.eneco.2015.10.011.
  9. Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan, 2015, "Trends and cycles in historical gold and silver prices," Journal of International Money and Finance, Elsevier, volume 58, issue C, pages 98-109, DOI: 10.1016/j.jimonfin.2015.08.003.
  10. Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan, 2015, "Persistence of precious metal prices: A fractional integration approach with structural breaks," Resources Policy, Elsevier, volume 44, issue C, pages 57-64, DOI: 10.1016/j.resourpol.2014.12.004.
  11. Borja Balparda & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015, "The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20," African Journal of Economic and Sustainable Development, Inderscience Enterprises Ltd, volume 4, issue 3, pages 254-277.
  12. Trilochan Tripathy & Luis A. Gil-Alana & Debadutta Sahoo, 2015, "The effect of intellectual capital on firms' financial performance: an empirical investigation in India," International Journal of Learning and Intellectual Capital, Inderscience Enterprises Ltd, volume 12, issue 4, pages 342-371.
  13. Luis Gil-Alana & Prakarsh Singh, 2015, "The Impact of Ethnic Violence in Kenya on Wheat and Maize Markets," Journal of African Economies, Centre for the Study of African Economies, volume 24, issue 4, pages 502-529.
  14. Rangan Gupta & Christophe André & Luis Gil-Alana, 2015, "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, volume 52, issue 16, pages 3123-3143, December, DOI: 10.1177/0042098014555629.
  15. Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015, "Modelling African inflation rates: nonlinear deterministic terms and long-range dependence," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 5, pages 421-424, March, DOI: 10.1080/13504851.2014.946181.
  16. Luis A. Gil-Alana & James E. Payne, 2015, "A time-series analysis of US entrepreneurship: evidence from fractional integration," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 7, pages 521-524, May, DOI: 10.1080/13504851.2014.955165.
  17. Carlos P. Barros & Luis A. Gil-Alana & João Ricardo Faria, 2015, "The macroeconomy of Angola: breaks and persistence in Angolan macro data," Applied Economics, Taylor & Francis Journals, volume 47, issue 27, pages 2783-2802, June, DOI: 10.1080/00036846.2014.997928.
  18. C. P. Barros & Luis A. Gil-Alana, 2015, "Investment and saving in Angola and the Feldstein-Horioka puzzle," Applied Economics, Taylor & Francis Journals, volume 47, issue 44, pages 4793-4800, March, DOI: 10.1080/00036846.2015.1034844.
  19. Rangan Gupta & Luis A. Gil-Alana & Olaoluwa S. Yaya, 2015, "Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test," Applied Economics, Taylor & Francis Journals, volume 47, issue 8, pages 798-808, February, DOI: 10.1080/00036846.2014.980575.
  20. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015, "Infant mortality rates: time trends and fractional integration," Journal of Applied Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 589-602, March, DOI: 10.1080/02664763.2014.980785.
  21. Luis A. Gil-Alana, 2015, "Linear and segmented trends in sea surface temperature data," Journal of Applied Statistics, Taylor & Francis Journals, volume 42, issue 7, pages 1531-1546, July, DOI: 10.1080/02664763.2014.1001328.
  22. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015, "U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis," Journal of Housing Research, Taylor & Francis Journals, volume 24, issue 1, pages 73-86, January, DOI: 10.1080/10835547.2015.12092098.
  23. Carlos Pestana Barros & Luis A. Gil-Alana & James E. Payne, 2015, "Modeling the Long Memory Behavior in U.S. Housing Price Volatility," Journal of Housing Research, Taylor & Francis Journals, volume 24, issue 1, pages 87-106, January, DOI: 10.1080/10835547.2015.12092099.
  24. Carlos P. Barros & Luis A. Gil-Alana & Peter Wanke, 2015, "An empirical analysis of freight transport traffic modes in Brazil, 1996-2012," Transportation Planning and Technology, Taylor & Francis Journals, volume 38, issue 3, pages 305-319, April, DOI: 10.1080/03081060.2014.997452.
  25. Ola Oluwa S. Yaya & Luis A. Gil‐Alana & Olanrewaju I. Shittu, 2015, "Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 20, issue 3, pages 276-290, July.
  26. Javier Elizalde & Markus Kinateder & Ignacio Rodríguez-Carreño, 2015, "Entry regulation, firm’s behaviour and social welfare," European Journal of Law and Economics, Springer, volume 40, issue 1, pages 13-31, August, DOI: 10.1007/s10657-014-9471-y.
  27. Attanasio, Orazio & Polania-Reyes, Sandra & Pellerano, Luca, 2015, "Building social capital: Conditional cash transfers and cooperation," Journal of Economic Behavior & Organization, Elsevier, volume 118, issue C, pages 22-39, DOI: 10.1016/j.jebo.2015.04.004.

2014

  1. Carlos Barros & Guglielmo Maria Caporale & Luis Gil-Alana, 2014, "Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour," African Development Review, African Development Bank, volume 26, issue 1, pages 59-73.
  2. Gil-Alana Luis A. & Singh Prakarsh, 2014, "Economic Growth and Recovery After Civil Wars," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 20, issue 4, pages 565-574, December, DOI: 10.1515/peps-2014-0023.
  3. Yaya, OlaOluwa S. & Gil-Alana, Luis A., 2014, "The persistence and asymmetric volatility in the Nigerian stock bull and bear markets," Economic Modelling, Elsevier, volume 38, issue C, pages 463-469, DOI: 10.1016/j.econmod.2014.01.004.
  4. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2014, "Persistence and cycles in US hours worked," Economic Modelling, Elsevier, volume 38, issue C, pages 504-511, DOI: 10.1016/j.econmod.2014.01.026.
  5. Barros, Carlos Pestana & Gil-Alana, Luis A. & Chen, Zhongfei, 2014, "The housing market in Beijing and delays in sales: A fractional polynomial survival model," Economic Modelling, Elsevier, volume 42, issue C, pages 296-300, DOI: 10.1016/j.econmod.2014.07.004.
  6. Cuestas, Juan Carlos & Gil-Alana, Luis A. & Staehr, Karsten, 2014, "Government debt dynamics and the global financial crisis: Has anything changed in the EA12?," Economics Letters, Elsevier, volume 124, issue 1, pages 64-66, DOI: 10.1016/j.econlet.2014.04.014.
  7. Gil-Alana, Luis A. & Gupta, Rangan, 2014, "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, volume 45, issue C, pages 511-516, DOI: 10.1016/j.eneco.2014.08.018.
  8. Gil-Alana, Luis A. & Yaya, OlaOluwa S., 2014, "The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration," Energy Economics, Elsevier, volume 46, issue C, pages 328-333, DOI: 10.1016/j.eneco.2014.10.001.
  9. Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2014, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 149-162, DOI: 10.1016/j.jimonfin.2012.12.002.
  10. Gil-Alana, Luis A. & Tripathy, Trilochan, 2014, "Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets," Resources Policy, Elsevier, volume 41, issue C, pages 31-39, DOI: 10.1016/j.resourpol.2014.02.004.
  11. Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Shittu, Olanrewaju I., 2014, "Global temperatures and sunspot numbers. Are they related?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 396, issue C, pages 42-50, DOI: 10.1016/j.physa.2013.10.043.
  12. Héctor Cárcel & Luis A. Gil-Alana, 2014, "Fractional integration in the West African Economic and Monetary Union," African Journal of Economic and Sustainable Development, Inderscience Enterprises Ltd, volume 3, issue 3, pages 179-199.
  13. Luis Gil-Alana & Trilochan Tripathy, 2014, "Mean Reversion in Agricultural Commodity Prices in India," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 4, pages 385-398, November, DOI: 10.1007/s11294-014-9489-5.
  14. Guglielmo Maria Caporale & Luis Gil-alana, 2014, "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 56, issue 4, pages 581-591, December.
  15. Guglielmo Caporale & Luis Gil-Alana, 2014, "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, volume 47, issue 4, pages 1389-1410, December, DOI: 10.1007/s00181-013-0780-8.
  16. Christophe Andr頍 & Luis A. Gil-Alana & Rangan Gupta, 2014, "Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries," Applied Economics, Taylor & Francis Journals, volume 46, issue 18, pages 2127-2138, June, DOI: 10.1080/00036846.2014.896988.
  17. Luis Alberiko Gil-Alana & Carlos Barros & Joao Ricardo Faria, 2014, "Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks," Applied Economics, Taylor & Francis Journals, volume 46, issue 21, pages 2545-2555, July, DOI: 10.1080/00036846.2014.907482.
  18. Luis Alberiko Gil-Alana & Carlos Barros & Nicolas Peypoch, 2014, "Long memory and fractional integration in the housing price series of London and Paris," Applied Economics, Taylor & Francis Journals, volume 46, issue 27, pages 3377-3388, September, DOI: 10.1080/00036846.2014.929630.
  19. Carlos Barros & Luis Gil-Alana & James Payne, 2014, "Tests of Convergence and Long Memory Behavior in U.S. Housing Prices by State," Journal of Housing Research, Taylor & Francis Journals, volume 23, issue 1, pages 73-87, January, DOI: 10.1080/10835547.2013.12092085.
  20. Guglielmo Maria Caporale & Luis Gil‐Alana, 2014, "Long‐Run and Cyclical Dynamics in the US Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 2, pages 147-161, March.
  21. Kinateder, Markus & Kiss, Hubert János, 2014, "Sequential decisions in the Diamond–Dybvig banking model," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 149-160, DOI: 10.1016/j.jfs.2014.09.004.
  22. Francisco Galera & Markus Kinateder & Pedro Mendi, 2014, "The cost effect in third-degree price discrimination," Journal of Economics, Springer, volume 113, issue 2, pages 175-186, October, DOI: 10.1007/s00712-013-0368-y.

2013

  1. Carlos Barros & Luis Gil-Alana, 2013, "Inflation Forecasting in Angola: A Fractional Approach," African Development Review, African Development Bank, volume 25, issue 1, pages 91-104.
  2. BARROS , Carlos Pestana & CHEN , Zhongfei & GIL-ALANA , Luis A, 2013, "Long Memory in the Housing Price Indices in China," Asian Journal of Empirical Research, Asian Economic and Social Society, volume 3, issue 7, pages 785-807.
  3. Carlos P. Barros & Luis A. Gil-Alana, 2013, "The Housing Markets in Spain and Portugal: Evidence of Persistence," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 19-32, November.
  4. Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013, "Modelling long-run trends and cycles in financial time series data," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 3, pages 405-421, May, DOI: 10.1111/(ISSN)1467-9892.
  5. Luis a. Gil-alana & Liang Jiang, 2013, "Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 1978-1982.
  6. Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2013, "U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior," Energy Economics, Elsevier, volume 40, issue C, pages 425-432, DOI: 10.1016/j.eneco.2013.07.018.
  7. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2013, "Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 1-9, DOI: 10.1016/j.irfa.2013.03.011.
  8. Gil-Alana, Luis A. & Cunado, Juncal & de Gracia, Fernando Perez, 2013, "Salient features of dependence in daily US stock market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 392, issue 15, pages 3198-3212, DOI: 10.1016/j.physa.2013.03.040.
  9. Guglielmo Caporale & Luis Gil-Alana, 2013, "Long memory in US real output per capita," Empirical Economics, Springer, volume 44, issue 2, pages 591-611, April, DOI: 10.1007/s00181-012-0559-3.
  10. Astrid Ayala & Juncal Cunado & Luis Alberiko Gil-Alana, 2013, "Real convergence: empirical evidence for Latin America," Applied Economics, Taylor & Francis Journals, volume 45, issue 22, pages 3220-3229, August, DOI: 10.1080/00036846.2012.703317.
  11. Luis Gil-Alana & Goodness Ave & Rangan Gupta, 2013, "Testing for Persistence in South African House Prices," Journal of Real Estate Literature, Taylor & Francis Journals, volume 21, issue 2, pages 293-314, January, DOI: 10.1080/10835547.2013.12090367.
  12. Luis Alberiko Gil‐Alana & Liang Jiang, 2013, "The Purchasing Power Parity Hypothesis In The Us–China Relationship: Fractional Integration, Time Variation And Data Frequency," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 18, issue 1, pages 82-92, January.
  13. Markus Kinateder, 2013, "Delayed perfect monitoring in repeated games," International Journal of Game Theory, Springer;Game Theory Society, volume 42, issue 1, pages 283-294, February, DOI: 10.1007/s00182-012-0349-3.

2012

  1. Luis A. Gil-Alana & Juncal Cunado & Fernando Pérez de Gracia, 2012, "Persistence, Long Memory, and Unit Roots in Commodity Prices," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, volume 60, issue 4, pages 451-468, December, DOI: j.1744-7976.2012.01253.x.
  2. Astrid Ayala & Juncal Cuñado & Luis Albériko Gil-Alana, 2012, "Unemployment hysteresis: empirical evidence for Latin America," Journal of Applied Economics, Universidad del CEMA, volume 15, pages 213-233, November.
  3. Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2012, "Comovements among U.S. state housing prices: Evidence from fractional cointegration," Economic Modelling, Elsevier, volume 29, issue 3, pages 936-942, DOI: 10.1016/j.econmod.2012.02.006.
  4. Pestana Barros, Carlos & Gil-Alana, Luis A. & Payne, James E., 2012, "Evidence of long memory behavior in U.S. renewable energy consumption," Energy Policy, Elsevier, volume 41, issue C, pages 822-826, DOI: 10.1016/j.enpol.2011.11.052.
  5. Gil-Alana, Luis A. & Moreno, Antonio, 2012, "Uncovering the US term premium: An alternative route," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1181-1193, DOI: 10.1016/j.jbankfin.2011.11.013.
  6. Cuñado, J. & Gil-Alana, L.A. & Perez de Gracia, F., 2012, "Testing for persistent deviations of stock prices to dividends in the Nasdaq index," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 391, issue 20, pages 4675-4685, DOI: 10.1016/j.physa.2012.05.017.
  7. Guglielmo Maria Caporale & Luis Gil-Alana, 2012, "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 1-2, pages 105-136, March - J.
  8. Luis Gil-Alana & Antonio Moreno, 2012, "Fractional integration and structural breaks in U.S. macro dynamics," Empirical Economics, Springer, volume 43, issue 1, pages 427-446, August, DOI: 10.1007/s00181-011-0475-y.
  9. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2012, "Fractional cointegration in US term spreads," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 5, pages 431-434, March, DOI: 10.1080/13504851.2011.581205.
  10. Astrid Ayala & Juncal Cuñado & Luis Alb�riko Gil-Alana, 2012, "Real convergence in Latin America: a fractionally integrated approach," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 20, pages 1713-1717, October, DOI: 10.1080/09603107.2012.674204.
  11. Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2012, "The Deaton paradox in a long memory context with structural breaks," Applied Economics, Taylor & Francis Journals, volume 44, issue 25, pages 3309-3322, September, DOI: 10.1080/00036846.2011.572857.
  12. Carlos Pestana Barros & Zhongfei Chen & Luis A. Gil-Alana, 2012, "Housing sales in urban Beijing," Applied Economics, Taylor & Francis Journals, volume 44, issue 34, pages 4495-4504, December, DOI: 10.1080/00036846.2011.591736.
  13. Carlos P. Barros & Luis Gil-Alana & Roman Matousek, 2012, "Mean reversion of short-run interest rates: empirical evidence from new EU countries," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 2, pages 89-107, February, DOI: 10.1080/1351847X.2011.601659.
  14. Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2012, "Estimating persistence in the volatility of asset returns with signal plus noise models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 17, issue 1, pages 23-30, January.
  15. Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia, 2012, "Exploring Survey‐Based Inflation Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 6, pages 524-539, September.
  16. Samuel Bowles & Sandra Polania-Reyes, 2012, "Economic Incentives and Social Preferences: Substitutes or Complements?," Journal of Economic Literature, American Economic Association, volume 50, issue 2, pages 368-425, June.

2011

  1. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2011, "Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models," American Journal of Economics and Business Administration, Science Publications, volume 3, issue 4, pages 586-588, December, DOI: 10.3844/ajebasp.2011.586.588.
  2. Carlos P. Barros & Luis Gil‐Alana & Roman Matousek, 2011, "Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 77-92, February.
  3. Estefania Mourelle & Juan Carlos Cuestas & Luis Alberiko Gil‐alana, 2011, "Is There An Asymmetric Behaviour In African Inflation? A Non‐Linear Approach," South African Journal of Economics, Economic Society of South Africa, volume 79, issue 1, pages 68-90, March.
  4. Gil-Alana, Luis A., 2011, "Inflation in South Africa. A long memory approach," Economics Letters, Elsevier, volume 111, issue 3, pages 207-209, June.
  5. Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2011, "An analysis of oil production by OPEC countries: Persistence, breaks, and outliers," Energy Policy, Elsevier, volume 39, issue 1, pages 442-453, January.
  6. Cuestas, Juan C. & Gil-Alana, Luis A. & Staehr, Karsten, 2011, "A further investigation of unemployment persistence in European transition economies," Journal of Comparative Economics, Elsevier, volume 39, issue 4, pages 514-532, DOI: 10.1016/j.jce.2011.09.002.
  7. L. Gil-Alana & R. Iniguez-Sanchez & G. Lopez-Espinosa, 2011, "Endogenous problems in cross-sectional valuation models based on accounting information," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 2, pages 245-265, August, DOI: 10.1007/s11156-010-0203-2.
  8. Emmanuel Anoruo & Luis Gil-Alana, 2011, "Mean reversion and long memory in African stock market prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 3, pages 296-308, July, DOI: 10.1007/s12197-010-9124-0.
  9. Guglielmo Maria Caporale & Luis Gil-Alana, 2011, "The weekly structure of US stock prices," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 23, pages 1757-1764, DOI: 10.1080/09603107.2011.562168.
  10. Guglielmo Maria Caporale & Luis Gil-Alana, 2011, "Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries," Journal of Applied Statistics, Taylor & Francis Journals, volume 38, issue 1, pages 71-85, DOI: 10.1080/02664760903254060.

2010

  1. Luis A. Gil‐alana, 2010, "Inflation In South Africa: A Time‐Series View Across Sectors Using Long‐Range Dependence," South African Journal of Economics, Economic Society of South Africa, volume 78, issue 4, pages 325-343, December.
  2. Gil-Alana, Luis A. & Loomis, David & Payne, James E., 2010, "Does energy consumption by the US electric power sector exhibit long memory behavior?," Energy Policy, Elsevier, volume 38, issue 11, pages 7512-7518, November.
  3. Cunado, J. & Gil-Alana, L.A. & Gracia, Fernando Perez de, 2010, "Mean reversion in stock market prices: New evidence based on bull and bear markets," Research in International Business and Finance, Elsevier, volume 24, issue 2, pages 113-122, June.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Real Exchange Rates In Latin America: The Ppp Hypothesis And Fractional Integration," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 35, issue 2, pages 1-21, June.
  5. Juncal Cunado & Luis A Gil-Alana & Fernando Pérez de Gracia, 2010, "European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 36, issue 2, pages 177-187, Spring.
  6. Luís A. Gil-Alana & Carlos P. Barros, 2010, "A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA," Conflict Management and Peace Science, Peace Science Society (International), volume 27, issue 1, pages 28-46, February, DOI: 10.1177/0738894209352130.
  7. Luis A. Gil-Alana, 2010, "International Arrivals in the Canary Islands: Persistence, Long Memory, Seasonality and other Implicit Dynamics," Tourism Economics, , volume 16, issue 2, pages 287-302, June, DOI: 10.5367/000000010791305581.
  8. Luis Gil-Alana, 2010, "A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics," Empirical Economics, Springer, volume 38, issue 2, pages 471-501, April, DOI: 10.1007/s00181-009-0276-8.
  9. Guglielmo Maria Caporale & Luis Gil-Alana, 2010, "Multiple cyclical fractional structures in financial time series," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 11, pages 1079-1081, DOI: 10.1080/00036840902817425.
  10. Luis Gil-Alana, 2010, "Testing persistence in the context of conditional heteroscedasticity errors," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 22, pages 1709-1723, DOI: 10.1080/09603107.2010.522516.
  11. Luis Gil-Alana & Christian Fischer, 2010, "International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications," Applied Economics, Taylor & Francis Journals, volume 42, issue 19, pages 2417-2434, DOI: 10.1080/00036840701858083.
  12. Juncal Cunado & Luis A. Gil‐Alana & Fernando Perez de Gracia, 2010, "Persistence in some energy futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 30, issue 5, pages 490-507, May.

2009

  1. Juncal Cuñado & 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, volume 75, issue 2, pages 131-149.
  2. Juncal Cuñado & Luis Gil-Alana & Fernando Pérez de Gracia, 2009, "New evidence on long-run monetary neutrality," Journal of Applied Economics, Universidad del CEMA, volume 12, pages 229-248, November.
  3. Gil-Alana, Luis Alberiko & Moreno, Antonio, 2009, "Technology Shocks And Hours Worked: A Fractional Integration Perspective," Macroeconomic Dynamics, Cambridge University Press, volume 13, issue 5, pages 580-604, November.
  4. Cuestas, Juan C. & Gil-Alana, Luís A., 2009, "Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes," Economic Modelling, Elsevier, volume 26, issue 6, pages 1184-1192, November.
  5. Faria, João Ricardo & Cuestas, Juan Carlos & Gil-Alana, Luis A., 2009, "Unemployment and entrepreneurship: A cyclical relation?," Economics Letters, Elsevier, volume 105, issue 3, pages 318-320, December.
  6. 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, volume 31, issue 5, pages 737-738, September.
  7. Luis Gil-Alana, 2009, "Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 2, pages 143-155, May, DOI: 10.1007/s11294-008-9198-z.
  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, volume 33, issue 3, pages 233-252, October, DOI: 10.1007/s11156-009-0111-5.
  9. Guglielmo Caporale & Luis Gil-Alana, 2009, "Multiple shifts and fractional integration in the US and UK unemployment rates," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 4, pages 364-375, October, DOI: 10.1007/s12197-008-9058-y.
  10. Carlos Barros & Luis Gil-Alana, 2009, "Stock market returns and terrorist violence: evidence from the Basque Country," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 15, pages 1575-1579, DOI: 10.1080/13504850701578918.
  11. 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 & Francis Journals, volume 41, issue 11, pages 1345-1359, DOI: 10.1080/00036840601019349.
  12. B. Candelon & A. Dupuy & L. Gil-Alana, 2009, "The nature of occupational unemployment rates in the United States: hysteresis or structural?," Applied Economics, Taylor & Francis Journals, volume 41, issue 19, pages 2483-2493, DOI: 10.1080/00036840802584950.
  13. 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 & Francis Journals, volume 41, issue 2, pages 219-236, DOI: 10.1080/00036840600994237.
  14. Carlos Barros & Guglielmo Maria Caporale & Luis Gil-Alana, 2009, "Basque Terrorism: Police Action, Political Measures And The Influence Of Violence On The Stock Market In The Basque Country," Defence and Peace Economics, Taylor & Francis Journals, volume 20, issue 4, pages 287-301, DOI: 10.1080/10242690701750676.
  15. 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, Taylor & Francis Journals, volume 23, issue 2, pages 259-279, DOI: 10.1080/10168730902903417.
  16. Orazio Attanasio & Luca Pellerano & Sandra Polanía Reyes, 2009, "Building Trust? Conditional Cash Transfer Programmes and Social Capital," Fiscal Studies, Institute for Fiscal Studies, volume 30, issue 2, pages 139-177, June.

2008

  1. 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, volume 37, issue 1, pages 59-74, February, DOI: 10.1111/j.1468-0300.2008.00192.x.
  2. Luis A. Gil‐Alana, 2008, "Fractional integration and structural breaks at unknown periods of time," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 1, pages 163-185, January, DOI: 10.1111/j.1467-9892.2007.00550.x.
  3. 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, volume 52, issue 11, pages 4998-5013, July.
  4. 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, volume 25, issue 2, pages 326-339, March.
  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, volume 17, issue 5, pages 838-848, December.
  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, volume 30, issue 1, pages 55-69.
  7. Juncal Cunado & Luis Alberiko Gil-Alana & Fernando Perez de Gracia, 2008, "New Evidence on US Current Account Sustainability," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 7, issue 1, pages 1-21, April.
  8. 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., volume 27, issue 7, pages 621-636, DOI: 10.1002/for.1077.
  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;Austrian Institute for Economic Research;Austrian Economic Association, volume 35, issue 3, pages 241-253, July, DOI: 10.1007/s10663-008-9061-8.
  10. Luis Gil-Alana & Rolando Peláez, 2008, "The persistence of earnings per share," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 4, pages 425-439, November, DOI: 10.1007/s11156-007-0077-0.
  11. J. Cunado & L.A. Gil-Alana & F. Perez de Gracia, 2008, "Persistence in International Monthly Arrivals in the Canary Islands," Tourism Economics, , volume 14, issue 1, pages 123-129, March, DOI: 10.5367/000000008783554811.
  12. J. Cunado & L.A. Gil-Alana & F. P Erez de Gracia, 2008, "Fractional Integration and Structural Breaks: Evidence from International Monthly Arrivals in the USA," Tourism Economics, , volume 14, issue 1, pages 13-23, March, DOI: 10.5367/000000008783554884.
  13. Luis Gil-Alana, 2008, "Real GDP growth rates across countries: long memory and mean shifts," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 6, pages 449-455, DOI: 10.1080/13504850500401460.
  14. 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," The European Journal of Finance, Taylor & Francis Journals, volume 14, issue 1, pages 23-31, DOI: 10.1080/13518470701773650.

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, volume 69, issue 4, pages 521-544, August, DOI: 10.1111/j.1468-0084.2007.00449.x.
  2. Juncal Cuñado & 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, volume 73, issue 3, pages 293-310.
  3. Luis Gil-Alana, 2007, "Seasonal fractional integration with structural break. An application to the German GNP data," Economics Bulletin, AccessEcon, volume 3, issue 32, pages 1-6.
  4. DePenya, Francisco J. & Gil-Alana, Luis A., 2007, "Serial correlation in the Spanish Stock Market," Global Finance Journal, Elsevier, volume 18, issue 1, pages 84-103.
  5. Luis A. Gil-Alana, 2007, "A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 6, issue 2, pages 135-146, August.
  6. L. Gil-Alana, 2007, "Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 34, issue 2, pages 139-154, April, DOI: 10.1007/s10663-006-9027-7.
  7. Guglielmo Caporale & Luis Gil-Alana, 2007, "Testing for deterministic and stochastic cycles in macroeconomic time series," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 34, issue 2, pages 155-169, April, DOI: 10.1007/s10663-007-9033-4.
  8. J. Cunado & L. A. Gil-Alana & F. Perez de Gracia, 2007, "Testing for stock market bubbles using nonlinear models and fractional integration," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 16, pages 1313-1321, DOI: 10.1080/09603100600970081.
  9. Carlos Pestana Barros & Isabel Proenca & Joao Ricardo Faria & Luis Gil-Alana, 2007, "Are Usa Citizens At Risk Of Terrorism In Europe?," Defence and Peace Economics, Taylor & Francis Journals, volume 18, issue 6, pages 495-507, DOI: 10.1080/10242690701197605.
  10. L. A. Gil‐Alana & M. Nazarski, 2007, "Strong dependence in the nominal exchange rates of the Polish zloty," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 23, issue 2, pages 97-116, March, DOI: 10.1002/asmb.640.
  11. Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2007, "The stochastic unit root model and fractional integration: An extension to the seasonal case," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 23, issue 5, pages 439-453, September, DOI: 10.1002/asmb.683.

2006

  1. Luis A. Gil-Alana, 2006, "Testing Seasonality in the Context of Fractionally Integrated Processes," Annals of Economics and Statistics, GENES, issue 81, pages 69-91.
  2. Bertrand Candelon & Luis A. Gil‐Alana, 2006, "Mean Reversion of Short‐run Interest Rates in Emerging Countries," Review of International Economics, Wiley Blackwell, volume 14, issue 1, pages 119-135, February, DOI: 10.1111/j.1467-9396.2006.00565.x.
  3. 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, volume 20, issue 1, pages 87-98, March.
  4. Barros, Carlos Pestana & Passos, Jose & Gil-Alana, Luis A., 2006, "The timing of ETA terrorist attacks," Journal of Policy Modeling, Elsevier, volume 28, issue 3, pages 335-346, April.
  5. Gil-Alana, L.A., 2006, "Fractional integration in daily stock market indexes," Review of Financial Economics, Elsevier, volume 15, issue 1, pages 28-48.
  6. F. DePenya & L. Gil-Alana, 2006, "Testing of nonstationary cycles in financial time series data," Review of Quantitative Finance and Accounting, Springer, volume 27, issue 1, pages 47-65, August, DOI: 10.1007/s11156-006-8542-8.
  7. Luis A. Gil-Alana, 2006, "UK Unemployment Dynamics: a Fractionally Cointegrated Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 1, pages 33-50.
  8. 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, volume 31, issue 1, pages 83-93, March, DOI: 10.1007/s00181-005-0017-6.
  9. 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;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 142, issue 1, pages 67-91, April, DOI: 10.1007/s10290-006-0057-9.
  10. Guglielmo Maria Caporale & Luis Gil-Alana, 2006, "Long memory at the long-run and the seasonal monthly frequencies in the US money stock," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 15, pages 965-968, DOI: 10.1080/13504850500425899.
  11. Carlos Pestana Barros & Luis Gil-Alana, 2006, "Eta: A Persistent Phenomenon," Defence and Peace Economics, Taylor & Francis Journals, volume 17, issue 2, pages 95-116, DOI: 10.1080/10242690500464214.
  12. L. A. Gil‐Alana, 2006, "Measuring length of business cycles across countries using a new non‐stationary unit‐root cyclical approach," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 22, issue 4, pages 385-395, July, DOI: 10.1002/asmb.633.

2005

  1. Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2005, "Fractional Cointegration And Aggregate Money Demand Functions," Manchester School, University of Manchester, volume 73, issue 6, pages 737-753, December, DOI: 10.1111/j.1467-9957.2005.00475.x.
  2. 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, volume 29, issue 10, pages 2633-2654, October.
  3. Gil-Alana, L.A., 2005, "A re-examination of historical real daily wages in England: 1260-1994," Journal of Policy Modeling, Elsevier, volume 27, issue 7, pages 829-838, October.
  4. L.A. Gil-Alana, 2005, "Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 99-126.
  5. Luis A. Gil-Alana, 2005, "Testing and forecasting the degree of integration in the US inflation rate," Journal of Forecasting, John Wiley & Sons, Ltd., volume 24, issue 3, pages 173-187, DOI: 10.1002/for.951.
  6. 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;International Atlantic Economic Society, volume 11, issue 3, pages 257-266, August, DOI: 10.1007/s11294-005-6624-3.
  7. Luis A. Gil-Alana, 2005, "Fractional Integration and Cointegration in the Japanese Exchange Rate Market," The Japanese Political Economy, Taylor & Francis Journals, volume 32, issue 4, pages 12-35, DOI: 10.1080/2329194X.2005.11045205.
  8. J. Cunado & L.A. Gil-Alana & F. Péarez de Gracia, 2005, "The Nature of Seasonality in Spanish Tourism Time Series," Tourism Economics, , volume 11, issue 4, pages 483-499, December, DOI: 10.5367/000000005775108764.
  9. 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, volume 30, issue 1, pages 193-207, January, DOI: 10.1007/s00181-004-0228-2.
  10. Luis Gil-Alana & Pedro Mendi, 2005, "Fractional integration in total factor productivity: evidence from US data," Applied Economics, Taylor & Francis Journals, volume 37, issue 12, pages 1369-1383, DOI: 10.1080/00036840500118721.
  11. L. A. Gil‐Alana, 2005, "Modelling U.S. monthly inflation in terms of a jointly seasonal and non‐seasonal long memory process," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 21, issue 1, pages 83-94, January, DOI: 10.1002/asmb.552.
  12. 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., volume 8, issue 06, pages 675-691, DOI: 10.1142/S0219024905003207.
  13. 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., volume 50, issue 01, pages 93-101, DOI: 10.1142/S0217590805001846.
  14. 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., volume 50, issue 02, pages 169-173, DOI: 10.1142/S0217590805001950.
  15. Polanía Reyes Sandra Viviana, 2005, "Capital social e ingreso de los hogares del sector urbano en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.

2004

  1. Guglielmo M. Caporale & Luis A. Gil‐Alana, 2004, "Testing for Seasonal Fractional Roots in German Real Output," German Economic Review, Verein für Socialpolitik, volume 5, issue 3, pages 319-333, August, DOI: 10.1111/j.1465-6485.2004.00111.x.
  2. 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, Wiley Blackwell, volume 25, issue 5, pages 691-700, September, DOI: 10.1111/j.1467-9892.2004.01882.x.
  3. Luis Alberiko Gil-Alana, 2004, "A fractionally integrated model for the Spanish real GDP," Economics Bulletin, AccessEcon, volume 3, issue 8, pages 1-6.
  4. Luis A. Gil-Alana, 2004, "Fractional cointegration in the consumption and income relationship using semiparametric techniques," Economics Bulletin, AccessEcon, volume 3, issue 47, pages 1-8.
  5. Luis A. Gil-Alana, 2004, "Testing of I(d) processes in the real output," Economics Bulletin, AccessEcon, volume 3, issue 32, pages 1-6.
  6. Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004, "Real convergence in Taiwan: a fractionally integrated approach," Journal of Asian Economics, Elsevier, volume 15, issue 3, pages 529-547, June.
  7. Gil-Alana, Luis A., 2004, "Long memory in the U.S. interest rate," International Review of Financial Analysis, Elsevier, volume 13, issue 3, pages 265-276.
  8. 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, volume 56, issue 6, pages 501-526.
  9. 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, volume 26, issue 3, pages 301-313, April.
  10. 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, volume 44, issue 4, pages 475-486, September.
  11. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, volume 13, issue 3, pages 245-258.
  12. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Fractional cointegration and real exchange rates," Review of Financial Economics, Elsevier, volume 13, issue 4, pages 327-340.
  13. Luis A. Gil-Alana, 2004, "Estimation of the order of integration in the UK and the us interest rates using fractionally integrated semiparametric techniques," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 29-40.
  14. Luis A. Gil-Alana, 2004, "Modelling the Japanese Exchange Rate in Terms of I(d) Statistical Models with Parametric and Semiparametric Techniques," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 3, issue 2, pages 123-138, August.
  15. Luis A. Gil-Alana, 2004, "Structural Change and the Order of Integration in Univariate Time Series," Computational Economics, Springer;Society for Computational Economics, volume 23, issue 3, pages 239-254, April.
  16. Luis A. Gil-Alana, 2004, "The Stochastic Permanent Break Model and the Fractional Integration Hypothesis," Computational Economics, Springer;Society for Computational Economics, volume 23, issue 4, pages 315-324, June.
  17. Luis Gil-alana, 2004, "Testing of Unit Root Cycles in the Swedish Economy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 31, issue 4, pages 333-344, December, DOI: 10.1007/s10663-004-0521-5.
  18. Luis Gil-Alana, 2004, "The permanent income hypothesis: A new framework based on fractional integration and cointegration," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 10, issue 3, pages 165-179, October, DOI: 10.1007/BF02296212.
  19. J. Cunado & L.A. Gil-Alana & F. Pérez de Gracia, 2004, "Modelling Monthly Spanish Tourism: A Seasonal Fractionally Integrated Approach," Tourism Economics, , volume 10, issue 1, pages 79-94, March, DOI: 10.5367/000000004773166538.
  20. Bertrand Candelon & Luis A. Gil-Alana, 2004, "Fractional integration and business cycle features," Empirical Economics, Springer, volume 29, issue 2, pages 343-359, May, DOI: 10.1007/s00181-003-0171-7.
  21. Luis Gil-Alana, 2004, "The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 7, pages 429-432, DOI: 10.1080/1350485042000248969.
  22. Guglielmo Maria Caporale & Luis Gil-Alana, 2004, "Long range dependence in daily stock returns," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 6, pages 375-383, DOI: 10.1080/09603100410001673603.
  23. Luis Gil-Alana, 2004, "Semiparametric estimation of the fractional differencing parameter in the UK industrial production index," Applied Economics, Taylor & Francis Journals, volume 36, issue 11, pages 1205-1217, DOI: 10.1080/0003684042000247389.
  24. Luis Gil-Alana, 2004, "Seasonal fractional components in macroeconomic time series," Applied Economics, Taylor & Francis Journals, volume 36, issue 12, pages 1265-1279, DOI: 10.1080/0003684042000260456.
  25. Luis Gil-Alana, 2004, "Forecasting the real output using fractionally integrated techniques," Applied Economics, Taylor & Francis Journals, volume 36, issue 14, pages 1583-1589, DOI: 10.1080/0003684042000269475.
  26. Luis Gil-Alana, 2004, "Modelling the US real GNP with fractionally integrated techniques," Applied Economics, Taylor & Francis Journals, volume 36, issue 8, pages 873-879, DOI: 10.1080/0003684042000229587.

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, volume 65, issue 2, pages 221-239, May, DOI: 10.1111/1468-0084.t01-1-00047.
  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, volume 65, issue 4, pages 517-529, September, DOI: 10.1111/1468-0084.t01-1-00048.
  3. Gil-Alana Luis A, 2003, "Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries," The B.E. Journal of Macroeconomics, De Gruyter, volume 3, issue 1, pages 1-15, September, DOI: 10.2202/1534-5998.1139.
  4. 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, volume 3, issue 1.
  5. Gil-Alana, L. A., 2003, "A fractional multivariate long memory model for the US and the Canadian real output," Economics Letters, Elsevier, volume 81, issue 3, pages 355-359, December.
  6. Luis Gil-Alana, 2003, "Stochastic behavior of nominal exchange rates," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 31, issue 2, pages 159-173, June, DOI: 10.1007/BF02319868.
  7. L.A. Gil-Alana, 2003, "Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses," Computational Economics, Springer;Society for Computational Economics, volume 22, issue 1, pages 23-38, August, DOI: 10.1023/A:1024553430101.
  8. Luis Gil-Alana, 2003, "Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series," Computational Economics, Springer;Society for Computational Economics, volume 22, issue 1, pages 65-74, August, DOI: 10.1023/A:1024561209304.
  9. Luis Gil-Alana, 2003, "Long memory in the interest rates in some Asian countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 9, issue 4, pages 257-267, November, DOI: 10.1007/BF02296174.
  10. 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, volume 7, issue 1, December.
  11. Luis A. Gil-Alana, 2003, "The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 56, issue 3, pages 323-335.
  12. Gil-Alana, Luis A., 2003, "A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 23, issue 2, November.
  13. Luis A. Gil-Alana, 2003, "Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks," Empirical Economics, Springer, volume 28, issue 1, pages 101-113, January, DOI: 10.1007/s001810100121.
  14. Guglielmo Caporale & Luis Gil-Alana, 2003, "Long memory and structural breaks in hyperinflation countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 27, issue 2, pages 136-152, June, DOI: 10.1007/BF02827215.
  15. Luis Gil-Alana, 2003, "Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 1, pages 33-37, DOI: 10.1080/13504850210139396.
  16. L. A. Gil-Alana, 2003, "Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 2, pages 103-105, DOI: 10.1080/1350485022000038540.
  17. J. Cunado & L. A. Gil-Alana & F. PErez de Gracia, 2003, "Empirical evidence on real convergence in some OECD countries," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 3, pages 173-176, DOI: 10.1080/1350485022000044066.
  18. Luis Gil-Alana, 2003, "Unemployment and real oil prices in Australia: a fractionally cointegrated approach," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 4, pages 201-204, DOI: 10.1080/1350485022000041087.
  19. Luis Gil-Alana, 2003, "Strong dependence in the real interest rates," Applied Economics, Taylor & Francis Journals, volume 35, issue 2, pages 119-124, DOI: 10.1080/00036840210161855.
  20. L. A. Gil-Alana, 2003, "A fractional integration analysis of the population in some OECD countries," Journal of Applied Statistics, Taylor & Francis Journals, volume 30, issue 10, pages 1147-1159, DOI: 10.1080/0266476032000107169.
  21. 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 & Francis Journals, volume 30, issue 9, pages 1021-1031, DOI: 10.1080/0266476032000076146.
  22. Luis A. Gil-Alana, 2003, "Long Memory In Financial Time Series Data With Non-Gaussian Disturbances," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 02, pages 119-134, DOI: 10.1142/S0219024903001827.

2002

  1. 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, volume 2, issue 1.
  2. Gil-Alana, Luis A., 2002, "Seasonal long memory in the aggregate output," Economics Letters, Elsevier, volume 74, issue 3, pages 333-337, February.
  3. Gil-Alana, Luis A., 2002, "Structural breaks and fractional integration in the US output and unemployment rate," Economics Letters, Elsevier, volume 77, issue 1, pages 79-84, September.
  4. Gil-Alana, Luis A., 2002, "A mean shift break in the US interest rate," Economics Letters, Elsevier, volume 77, issue 3, pages 357-363, November.
  5. Gil-Alana, Luis A., 2002, "Empirical evidence of the spot and the forward exchange rates in Canada," Economics Letters, Elsevier, volume 77, issue 3, pages 405-409, November.
  6. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2002, "Fractional integration and mean reversion in stock prices," The Quarterly Review of Economics and Finance, Elsevier, volume 42, issue 3, pages 599-609.
  7. 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., volume 7, issue 4, pages 279-292, October.
  8. Gil-Alana, Luis A, 2002, "Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment," Computational Economics, Springer;Society for Computational Economics, volume 19, issue 3, pages 323-339, June.
  9. Luis Gil-Alana, 2002, "Unit and fractional roots with deterministic trends in the UK output," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 8, issue 4, pages 348-356, November, DOI: 10.1007/BF02295509.
  10. Luis Gil-Alana, 2002, "Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 12, pages 787-790, DOI: 10.1080/13504850210165883.
  11. Guglielmo Maria Caporale & Luis Gil-Alana, 2002, "Unemployment and input prices: a fractional cointegration approach," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 6, pages 347-351, DOI: 10.1080/13504850110086044.
  12. Luis Gil-Alana, 2002, "Confidence intervals for fractionally integrated hypotheses in the real output across Europe," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 6, pages 407-409, DOI: 10.1080/13504850110086783.
  13. Luis Gil-Alana, 2002, "Modelling the Persistence of Unemployment in Canada," International Review of Applied Economics, Taylor & Francis Journals, volume 16, issue 4, pages 465-477, DOI: 10.1080/02692170210161183.
  14. Javier Depenya & L. A. Gil-Alana, 2002, "Mean Reversion In The Spanish Stock Market Prices Using Fractionally Integrated Semiparametric Techniques," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 06, pages 645-657, DOI: 10.1142/S021902490200164X.
  15. Luis A. Gil-Alana, 2002, "Fractional Integration In The Stock Market Volatility Series," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 08, pages 775-783, DOI: 10.1142/S0219024902001663.

2001

  1. Luis A. Gil-Alana, 2001, "Estimation of Fractionally ARIMA Models for the UK Unemployment," Annals of Economics and Statistics, GENES, issue 62, pages 127-137.
  2. L. A. Gil‐Alana, 2001, "Testing Stochastic Cycles in Macroeconomic Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 22, issue 4, pages 411-430, July, DOI: 10.1111/1467-9892.00233.
  3. 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, volume 18, issue 4, pages 643-658, December.
  4. 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., volume 16, issue 2, pages 95-114.
  5. Gil-Alana, Luis A, 2001, "A Fractionally Integrated Exponential Model for UK Unemployment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 5, pages 329-340, August.
  6. Luis Gil-Alana, 2001, "Measuring unemployment persistence in terms of I(d) statistical models," Applied Economics Letters, Taylor & Francis Journals, volume 8, issue 12, pages 761-763, DOI: 10.1080/13504850110044220.
  7. Luis Gil-Alana, 2001, "Seasonal long memory in the US monthly monetary aggregate," Applied Economics Letters, Taylor & Francis Journals, volume 8, issue 9, pages 573-575, DOI: 10.1080/13504850010026078.
  8. Luis Gil-Alana, 2001, "The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models," Applied Economics, Taylor & Francis Journals, volume 33, issue 10, pages 1263-1269, DOI: 10.1080/00036840010007137.

2000

  1. Gil-Alana, Luis A., 2000, "Mean reversion in the real exchange rates," Economics Letters, Elsevier, volume 69, issue 3, pages 285-288, December.

1999

  1. Gil-Alana, Luis A., 1999, "Testing fractional integration with monthly data," Economic Modelling, Elsevier, volume 16, issue 4, pages 613-629, December.

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, volume 80, issue 2, pages 241-268, October.

Books

2010

  1. Gandelman, Néstor & Gandelman, Eduardo & Castillo, Marco & Cárdenas, Juan Camilo & Bravo, David & Sethi, Rajiv & Sanhueza, Claudia & Soruco, Ximena & Ñopo, Hugo R. & Rossi, Máximo & Elías, Víctor & El, 2010, "Discrimination in Latin America: An Economic Perspective," IDB Publications (Books), Inter-American Development Bank, number 363, ISBN: ARRAY(0xa9fc2c90), DOI: http://dx.doi.org/10.18235/0014120.

2008

  1. Berkman, Heather & Pagés, Carmen & Gandelman, Néstor & Gandelman, Eduardo & Calónico, Sebastián & Azevedo, Viviane & Payne, J. Mark & Cárdenas, Juan Camilo & Duryea, Suzanne & Chaparro, Juan Camilo & , 2008, "Outsiders?: The Changing Patterns of Exclusion in Latin America and the Caribbean. Economic and Social Progress in Latin America. 2008 Report," IDB Publications (Books), Inter-American Development Bank, number 405, DOI: http://dx.doi.org/10.18235/0012517.

Chapters

2024

  1. Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Richard Adjei Dwumfour & Luis Alberiko Gil-Alana, 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," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".

2021

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021, "Cycles and Long-Range Behaviour in the European Stock Markets," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Gilles Dufrénot & Takashi Matsuki, "Recent Econometric Techniques for Macroeconomic and Financial Data", DOI: 10.1007/978-3-030-54252-8_11.

2020

  1. Sergio Daga, 2020, "Weather Shocks’ Impacts on Farm-Level Agricultural Outcomes in Bolivia," SpringerBriefs in Economics, Springer, in: Juan José Durante & Rafael Rosillo, "Natural Disasters and Climate Change", DOI: 10.1007/978-3-030-43708-4_2.
  2. Luis Alberiko Gil-Alana & Hector Carcel, 2020, "ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".

2016

  1. Hector Carcel & Luis A. Gil-Alana & Godfrey Madigu, 2016, "Currency Union in the East African Community: A Fractional Integration Approach," Advances in African Economic, Social and Political Development, Springer, in: Almas Heshmati, "Economic Integration, Currency Union, and Sustainable and Inclusive Growth in East Africa", DOI: 10.1007/978-3-319-30432-8_3.

2011

  1. Carlos P. Barros & Luis A. Gil-Alana, 2011, "Terrorism: The Case of ETA," Chapters, Edward Elgar Publishing, chapter 16, in: Derek L. Braddon & Keith Hartley, "Handbook on the Economics of Conflict".

2009

  1. Luis A. Gil-Alana & Javier Hualde, 2009, "Fractional Integration and Cointegration: An Overview and an Empirical Application," Palgrave Macmillan Books, Palgrave Macmillan, chapter 10, in: Terence C. Mills & Kerry Patterson, "Palgrave Handbook of Econometrics", DOI: 10.1057/9780230244405_10.

2007

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2007, "Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".

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