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Publications

by members of

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

(School of Economics and Business Administration, 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. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

Undated material is listed at the end

2024

  1. 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 10947, CESifo.
  2. Federico M. Accursi, Raul Bajo-Buenestado, 2024. "Do Cooperatives Exercise Market Power?," NCID Working Papers 02/2024, Navarra Center for International Development, University of Navarra.

2023

  1. 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 10286, CESifo.
  2. 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 10287, CESifo.
  3. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Laura Sauci, 2023. "Trends and Persistence in the Greenland Ice Sheet Mass," CESifo Working Paper Series 10556, CESifo.
  4. Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2023. "Persistence in Tax Revenues: Evidence from Some OECD Countries," CESifo Working Paper Series 10682, CESifo.
  5. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023. "Long-Run Trends and Cycles in US House Prices," CESifo Working Paper Series 10751, CESifo.
  6. 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 10756, CESifo.
  7. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023. "Exponential Time Trends in a Fractional Integration Model," CESifo Working Paper Series 10774, CESifo.
  8. 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 16012, Institute of Labor Economics (IZA).
  9. Luis Alberiko Gil-Alana, 2023. "Trends in Temperatures in Sub-Saharan Africa. Is There Climate Warming?," NCID Working Papers 03/2022, Navarra Center for International Development, University of Navarra.
  10. 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 117002, University Library of Munich, Germany.
  11. Raúl Bajo-Buenestado & Markus Kinateder & Raul Bajo-Buenestado, 2023. "Prices and Mergers in a General Model of Multi-Sided Markets," CESifo Working Paper Series 10818, CESifo.
  12. Pedro Garcia-del-Barrio & J. James Reade, 2023. "The Impact of Uncertainty on Fan Interest Surrounding Multiple Outcomes in Open European Football Leagues," Economics Discussion Papers em-dp2023-02, Department of Economics, University of Reading.
  13. Juan Equiza & Ricardo Gimeno & Antonio Moreno & Carlos Thomas, 2023. "Evaluating central bank asset purchases in a term structure model with a forward-looking supply factor," Working Papers 2303, Banco de España.

2022

  1. 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 10006, CESifo.
  2. 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 10018, CESifo.
  3. 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 10071, CESifo.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022. "Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series 10084, CESifo.
  5. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2022. "US House Prices by Census Division: Persistence, Trends and Structural Breaks," CESifo Working Paper Series 10143, CESifo.
  6. Guglielmo Maria Caporale & Nieves Carmona-González & Luis Alberiko Gil-Alana, 2022. "Atmospheric Pollution in Chinese Cities: Trends and Persistence," CESifo Working Paper Series 10161, CESifo.
  7. 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 9554, CESifo.
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Ahniia Havrylina, 2022. "Persistence in the Passion Investment Market," CESifo Working Paper Series 9586, CESifo.
  9. 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 9624, CESifo.
  10. Guglielmo Maria Caporale & Luis A. Gil-Alana & Francisco Puertolas, 2022. "Modelling Profitability of Private Equity: A Fractional Integration Approach," CESifo Working Paper Series 9843, CESifo.
  11. 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 9950, CESifo.
  12. Juan Carlos Cuestas & Luis A. Gil-Alana, 2022. "Unemployment hysteresis by sex and education attainment in the EU," Working Papers 2022/06, Economics Department, Universitat Jaume I, Castellón (Spain).
  13. 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 202209, University of Pretoria, Department of Economics.
  14. Antonio Moreno & Steven Ongena & Alexia Ventula Veghazy & Alexander F. Wagner, 2022. "Misfortunes Never Come Alone: From the Financial Crisis to the COVID-19 Pandemic," Swiss Finance Institute Research Paper Series 22-44, Swiss Finance Institute.

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 8889, CESifo.
  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 8970, CESifo.
  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 8976, CESifo.
  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 9098, CESifo.
  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 9163, CESifo.
  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 9382, CESifo.
  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 9386, CESifo.
  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 9392, CESifo.
  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 2021/05, Economics Department, Universitat Jaume I, Castellón (Spain).
  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 109827, University Library of Munich, Germany.
  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 109829, University Library of Munich, Germany.
  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 202170, University of Pretoria, Department of Economics.
  13. Markus Kinateder & Luca Paolo Merlino, 2021. "Free Riding in Networks," Papers 2110.11651, arXiv.org.
  14. Garcia-del-Barrio, Pedro & Agnese, Pablo, 2021. "Does Compliance with Financial Fair Play Rules Improve the Football Clubs' Sport Performance and Their Chances to Reach UEFA Competitions?," IZA Discussion Papers 14474, Institute of Labor Economics (IZA).
  15. Pedro Garcia-del-Bario & J. James Reade, 2021. "Does Certainty on the Winner Diminish the Interest in Sport Competitions? The Case of Formula One," Economics Discussion Papers em-dp2021-18, Department of Economics, University of Reading.
  16. Asier Aguilera-Bravo & Miguel Casares & Hashmat Khan, 2021. "Did US Business Dynamism Recover in the 2010s?," Carleton Economic Papers 21-03, Carleton University, Department of Economics, revised 20 Dec 2021.
  17. Alonso, Marta & Palma, Nuno & Simon-Yarza, Beatriz, 2021. "The Value of Political Connections: Evidence from China's Anti-Corruption Campaign," CAGE Online Working Paper Series 558, Competitive Advantage in the Global Economy (CAGE).

2020

  1. 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 8171, CESifo.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020. "Persistence in the Market Risk Premium: Evidence across Countries," CESifo Working Paper Series 8211, CESifo.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana & Laura Sauci, 2020. "US Sea Level Data: Time Trends and Persistence," CESifo Working Paper Series 8274, CESifo.
  4. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020. "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series 8289, CESifo.
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2020. "Inflation in the G7 Countries: Persistence and Structural Breaks," CESifo Working Paper Series 8349, CESifo.
  6. 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 8402, CESifo.
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020. "Persistence and Long Memory in Monetary Policy Spreads," CESifo Working Paper Series 8664, CESifo.
  8. 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 8674, CESifo.
  9. 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 8744, CESifo.
  10. João Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana & Estefania Mourelle, 2020. "Self-employment by gender in the EU: convergence and clusters," Working Papers 2020/22, Economics Department, Universitat Jaume I, Castellón (Spain).
  11. 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 2020106, University of Pretoria, Department of Economics.
  12. 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 202093, University of Pretoria, Department of Economics.
  13. Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers 202086, University of Pretoria, Department of Economics.
  14. Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century," Working Papers 202064, University of Pretoria, Department of Economics.
  15. Raul Bajo-Buenestado, 2020. "The Effect of Blackouts on Households’ Electrification Status: evidence from Kenya," NCID Working Papers 02/2020, Navarra Center for International Development, University of Navarra.
  16. Raul Bajo Buenestado, 2020. "The Effect of Blackouts on Households Electrification Status: evidence from Kenya," Faculty Working Papers 02/20, School of Economics and Business Administration, University of Navarra.
  17. Christian Bjørnskov & Martin Rode, 2020. "Late colonial antecedents of modern democracy," Working Papers 824, Economic Research Southern Africa.
  18. Juan Equiza-Goñi, 2020. "WP02/20 Datos de mortalidad diarios durante la crisis del COVID-19: una propuesta de mejora," Faculty Working Papers 01/20, School of Economics and Business Administration, University of Navarra.

2019

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana & Manuel Monge, 2019. "Energy Consumption in the GCC Countries: Evidence on Persistence," CESifo Working Paper Series 7470, CESifo.
  2. 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 7537, CESifo.
  3. 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 7652, CESifo.
  4. 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 7667, CESifo.
  5. Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2019. "CO2 Emissions and GDP: Evidence from China," CESifo Working Paper Series 7881, CESifo.
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019. "Cycles and Long-Range Behaviour in the European Stock Market," CESifo Working Paper Series 7943, CESifo.
  7. 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 93941, University Library of Munich, Germany.
  8. 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 96621, University Library of Munich, Germany.
  9. 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 201941, University of Pretoria, Department of Economics.
  10. Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019. "Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains," Working Papers 201965, University of Pretoria, Department of Economics.
  11. Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2019. "Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States," Working Papers 201952, University of Pretoria, Department of Economics.
  12. Raúl Bajo Buenestado & Miguel Angel Borrella-Mas, 2019. "Vertical Market Structure and Tax Pass-through: Evidence from the Spanish Gasoline Market," Faculty Working Papers 01/19, School of Economics and Business Administration, University of Navarra.
  13. Raúl Bajo Buenestado, 2019. "Market prices, spatial distribution of consumers and firms' optimal locations in a linear city," Faculty Working Papers 02/19, School of Economics and Business Administration, University of Navarra.
  14. Sergio Mayordomo & Antonio Moreno & Steven Ongena & Maria Rodriguez-Moreno, 2019. "Bank Capital Requirements, Loan Guarantees and Firm Performance," Swiss Finance Institute Research Paper Series 19-28, Swiss Finance Institute, revised Jun 2019.
  15. Asier Aguilera-Bravo & Miguel Casares Polo, 2019. "On Staggered Prices and Optimal Inflation," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 1902, Departamento de Economía - Universidad Pública de Navarra.
  16. Mirko Abbritti & Asier Aguilera-Bravo & TommasoTrani, 2019. "Long-term business relationships, bargaining and monetary policy," Faculty Working Papers 03/19, School of Economics and Business Administration, University of Navarra.
  17. Bjørnskov, Christian & Borrella-Mas, Miguel Ángel & Rode, Martin, 2019. "The Economics of Change and Stability in Social Trust: Evidence from (and for) Catalan Secession," Working Paper Series 1301, Research Institute of Industrial Economics.
  18. Hans Pitlik & Martin Rode, 2019. "Radical Distrust: Are Economic Policy Attitudes Tempered by Social Trust?," WIFO Working Papers 594, WIFO.

2018

  1. O. Akinsomi & Y. Coskun & L. A. Gil-Alana & O. S. Yaya, 2018. "Is there Convergence between the Brics and International Securitized Property Markets?," AfRES afres2018_113, African Real Estate Society (AfRES).
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018. "Brexit and Uncertainty in Financial Markets," CESifo Working Paper Series 6874, CESifo.
  3. 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 6968, CESifo.
  4. 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 7073, CESifo.
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana & Trilochan Tripathy, 2018. "Persistence in the Russian Stock Market Volatility Indices," CESifo Working Paper Series 7243, CESifo.
  6. 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 50, Bank of Lithuania.
  7. 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 88752, University Library of Munich, Germany.
  8. Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018. "How do Stocks in BRICS co-move with REITs?," MPRA Paper 88753, University Library of Munich, Germany.
  9. Akinsomi, Omokolade & Coskun, Yener & Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018. "Is there convergence between the BRICS and International REIT Markets?," MPRA Paper 88756, University Library of Munich, Germany.
  10. Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018. "Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions," MPRA Paper 90516, University Library of Munich, Germany.
  11. Yaya, OlaOluwa S & Gil-Alana, Luis A., 2018. "High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach," MPRA Paper 90518, University Library of Munich, Germany.
  12. 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 201816, University of Pretoria, Department of Economics.
  13. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018. "Are BRICS Exchange Rates Chaotic?," Working Papers 201822, University of Pretoria, Department of Economics.
  14. 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 201838, University of Pretoria, Department of Economics.
  15. Nikolaos Antonakakis & Juncal Cunado & George Filis & David Gabauer & Fernando Perez de Gracia, 2018. "Oil volatility, oil and gas firms and portfolio diversification," BAFES Working Papers BAFES18, Department of Accounting, Finance & Economic, Bournemouth University.
  16. Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018. "Time-Varying Impact of Geopolitical Risks on Oil Prices," Working Papers 201841, University of Pretoria, Department of Economics.
  17. Sandra Polania Reyes, 2018. "Social Innovation and Teamwork Within Organizations: Lab-in-the-Field Evidence on Recognition and Cooperation," Vniversitas Económica 16452, Universidad Javeriana - Bogotá.
  18. Sandra Polania Reyes, 2018. "Coordination as an Unintended Benefit: Lab-in-the-Field Evidence from a Conditional Cash Transfer Program," Vniversitas Económica 16519, Universidad Javeriana - Bogotá.
  19. Raúl Bajo-Buenestado, 2018. "Relationship-specificity, incomplete contracts, and the pattern of trade: a comment on the role of natural resources," NCID Working Papers 01/2018, Navarra Center for International Development, University of Navarra.
  20. Equiza-Goni, J. & Faraglia, E. & Oikonomou, R., 2018. "Union Debt Management," Cambridge Working Papers in Economics 1890, Faculty of Economics, University of Cambridge.

2017

  1. Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017. "Central Bank Policy Rates: Are they Cointegrated?," CESifo Working Paper Series 6389, CESifo.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Long Memory and Data Frequency in Financial Markets," CESifo Working Paper Series 6396, CESifo.
  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 6477, CESifo.
  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 6482, CESifo.
  5. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017. "Is Market Fear Persistent? A Long-Memory Analysis," CESifo Working Paper Series 6534, CESifo.
  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 6728, CESifo.
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Persistence in the Cryptocurrency Market," CESifo Working Paper Series 6811, CESifo.
  8. Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017. "Long Memory in Turkish Unemployment Rates," IZA Discussion Papers 11053, Institute of Labor Economics (IZA).
  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 201705, University of Pretoria, Department of Economics.
  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 201713, University of Pretoria, Department of Economics.
  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 201753, University of Pretoria, Department of Economics.
  12. Armand, Alex & Mendi, Pedro, 2017. "Demand Fluctuations and Innovation Investments: Evidence from the Great Recession in Spain," MPRA Paper 76884, University Library of Munich, Germany.
  13. Alex Armand & Pedro Mendi, 2017. "Demand Drops and Innovation Investments: Evidence from the Great Recession in Spain," NCID Working Papers 02/2017, Navarra Center for International Development, University of Navarra.
  14. Sergio Mayordomo & Antonio Moreno & Steven Ongena & María Rodríguez-Moreno, 2017. ""Keeping it personal" or "getting real"? On the drivers and effectiveness of personal versus real loan guarantees," Working Papers 1715, Banco de España.
  15. Marta Rocchi & Ignacio Ferrero & Robert McNulty, 2017. "Margin Call: What if John Tuld were Christian? Thomistic Practical Wisdom in Financial Decision-Making," Faculty Working Papers 01/17, School of Economics and Business Administration, University of Navarra.

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 5995, CESifo.
  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 04/2016, Navarra Center for International Development, University of Navarra.
  3. Luis Alberiko Gil-Alaña & Rangan Gupta, 2016. "Trends and Cycles in Historical Gold and Silver Prices," NCID Working Papers 05/2016, Navarra Center for International Development, University of Navarra.
  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 201610, University of Pretoria, Department of Economics.
  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 201617, University of Pretoria, Department of Economics.
  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 201654, University of Pretoria, Department of Economics.
  7. Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016. "Is Inflation Persistence Different in Reality?," Working Papers 201663, University of Pretoria, Department of Economics.
  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 201680, University of Pretoria, Department of Economics.
  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 201683, University of Pretoria, Department of Economics.
  10. Juan Carlos Cuestas & Luis A. Gil-Alana, 2016. "Oil shocks on unemployment in Central and Eastern Europe," Faculty Working Papers 01/16, School of Economics and Business Administration, University of Navarra.
  11. María Isabel Rodríguez-Ferradas & José A. Alfaro-Tanco & Francesco Sandulli, 2016. "A framework for Open Innovation practices: Typology and characterisation," Faculty Working Papers 02/16, School of Economics and Business Administration, University of Navarra.
  12. Gil-Alana, Luis & Lovcha, Yuliya & Pérez Laborda, Àlex, 2016. "On the invertibility of seasonally adjusted series," Working Papers 2072/261539, Universitat Rovira i Virgili, Department of Economics.
  13. Elena María Díaz & Juan Carlos Molero & Fernando Pérez de Gracia, 2016. "Oil price volatility and stock returns in the G7 economies," Faculty Working Papers 03/16, School of Economics and Business Administration, University of Navarra.
  14. Pedro MENDI & Rafael MONER-COLONQUES & José J. SEMPERE-MONERRIS, 2016. "Optimal know-how transfers in licensing contracts," LIDAM Reprints CORE 2786, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. Garcia del Barrio, Pedro & Pujol, Francesc, 2016. "Broadcasting revenues and media value in European football," Economics Discussion Papers 2016-36, Kiel Institute for the World Economy (IfW Kiel).
  16. Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016. "Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area," Working Papers 201616, University of Pretoria, Department of Economics.
  17. Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016. "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers 201619, University of Pretoria, Department of Economics.
  18. Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli K. Segnon, 2016. "Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013," Working Papers 201607, University of Pretoria, Department of Economics.
  19. Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis, 2016. "Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model," Working Papers 201661, University of Pretoria, Department of Economics.
  20. Sandra Polania-Reyes, 2016. "Disentangling Social Capital: Lab-in-the-Field Evidence on Coordination, Networks, and Cooperation," Artefactual Field Experiments 00565, The Field Experiments Website.
  21. Bjørnskov, Christian & Rode, Martin, 2016. "And Yet It Grows: Crisis, Ideology, and Interventionist Policy Ratchets," Working Paper Series 1135, Research Institute of Industrial Economics.
  22. Hans Pitlik & Martin Rode, 2016. "Individualistic Values, Institutional Trust, and Interventionist Attitudes," WIFO Working Papers 515, WIFO.

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 5407, CESifo.
  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 5523, CESifo.
  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 5630, CESifo.
  4. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015. "Long-Term Price Overreactions: Are Markets Inefficient?," Discussion Papers of DIW Berlin 1444, DIW Berlin, German Institute for Economic Research.
  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 1458, DIW Berlin, German Institute for Economic Research.
  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 06/2015, Navarra Center for International Development, University of Navarra.
  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 07/2015, Navarra Center for International Development, University of Navarra.
  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 11/2015, Navarra Center for International Development, University of Navarra.
  9. Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale, 2015. "African Growth, Non-Linearities and Strong Dependence: An Empirical Study," NCID Working Papers 12/2015, Navarra Center for International Development, University of Navarra.
  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 201501, University of Pretoria, Department of Economics.
  11. Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015. "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers 201515, University of Pretoria, Department of Economics.
  12. Yoseph Getachew & Stephen Turnovsky, 2015. "Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff," Working Papers 201520, University of Pretoria, Department of Economics.
  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 201553, University of Pretoria, Department of Economics.
  14. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015. "Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates," Working Papers 201574, University of Pretoria, Department of Economics.
  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 201580, University of Pretoria, Department of Economics.
  16. Vitaly Pershin & Juan Carlos Molero & Fernando Pérez de Gracia, 2015. "Exploring the oil prices and exchange rates nexus in some African economies," Faculty Working Papers 01/15, School of Economics and Business Administration, University of Navarra.
  17. Franciso Galera & Pedro Mendi & Juan Carlos Molero, 2015. "Quality differences, third-degree price discrimination, and welfare," Faculty Working Papers 03/15, School of Economics and Business Administration, University of Navarra.
  18. Jose A. Alfaro & Szabolcs S. Sebrek, 2015. "Traceability management as a multidisciplinary topic: Trends and gaps in recent scholarly research," Faculty Working Papers 04/15, School of Economics and Business Administration, University of Navarra.
  19. Pedro Mendi & Rodrigo Costamagna, 2015. "Managing Innovation under Competitive Pressure from Informal Producers Managing Innovation under Competitive Pressuire from Informal Producers," NCID Working Papers 10/2015, Navarra Center for International Development, University of Navarra.
  20. Juncal Cunado & Soojin Jo & Fernando Perez de Gracia, 2015. "Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies," Staff Working Papers 15-23, Bank of Canada.
  21. Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta, 2015. "Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data," Working Papers 201566, University of Pretoria, Department of Economics.
  22. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Perez de Gracia, Fernando, 2015. "The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR," MPRA Paper 72085, University Library of Munich, Germany.
  23. Markus Kinateder & Hubert Janos Kiss & Agnes Pinter, 2015. "Would depositors like to show others that they do not withdraw? Theory and Experiment," CERS-IE WORKING PAPERS 1553, Institute of Economics, Centre for Economic and Regional Studies.
  24. Markus Kinateder & Luca Paolo Merlino, 2015. "Public Goods in Endogenous Networks," Faculty Working Papers 02/15, School of Economics and Business Administration, University of Navarra.
  25. Christine Choirat & Daniela Di Cagno & Arianna Galliera, 2015. "Gamblers or Investors? An Experiment on the Almost-Winning Outcome," Working Papers CESARE 8/2015, Dipartimento di Economia e Finanza, LUISS Guido Carli.

2014

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2014. "Testing Unemployment Theories: A Multivariate Long Memory Approach," CESifo Working Paper Series 4570, CESifo.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2014. "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," CESifo Working Paper Series 4696, CESifo.
  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 4752, CESifo.
  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 4849, CESifo.
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2014. "Short-Term Price Overreactions: Identification, Testing, Exploitation," CESifo Working Paper Series 5066, CESifo.
  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 wp2014-3, Bank of Estonia, revised 10 Oct 2014.
  7. 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 01/2014, Navarra Center for International Development, University of Navarra.
  8. 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 04/2014, Navarra Center for International Development, University of Navarra.
  9. 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 88758, University Library of Munich, Germany.
  10. 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 201407, University of Pretoria, Department of Economics.
  11. 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 201450, University of Pretoria, Department of Economics.
  12. Pedro Mendi, 2014. "Competitive Pressure and Innovation in Vertically Differentiated Markets," NCID Working Papers 03/2014, Navarra Center for International Development, University of Navarra.
  13. Javier Elizalde & Markus Kinateder & Ignacio Rodríguez-Carreño, 2014. "Entry Regulation in a Linear Market with Elastic Demand," Faculty Working Papers 02/14, School of Economics and Business Administration, University of Navarra.
  14. Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014. "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers 01/14, School of Economics and Business Administration, University of Navarra.
  15. Ricardo Leiva & Ignacio Ferrero & Reyes Calderón, 2014. "Corporate Reputation and Corporate Ethics: Looking Good or Doing Well," Faculty Working Papers 05/14, School of Economics and Business Administration, University of Navarra.
  16. Mirko Abbritti & Tommaso Trani, 2014. "Search and Bargaining in the Product Market and Price Rigidities," Faculty Working Papers 09/14, School of Economics and Business Administration, University of Navarra.
  17. Hans Pitlik & Martin Rode, 2014. "Free to Choose? Economic Freedom, Relative Income, and Life Control Perceptions," WIFO Working Papers 482, WIFO.
  18. Manuel Guillén & Ignacio Ferrero & W. Michael Hoffman, 2014. "The Neglected Ethical and Spiritual Motivations in the Workplace," Faculty Working Papers 08/14, School of Economics and Business Administration, University of Navarra.
  19. Marta Rocchi & Ignacio Ferrero, 2014. "Systematic Shared Value in Finance: Expanding Porter's Approach," Faculty Working Papers 07/14, School of Economics and Business Administration, University of Navarra.
  20. Ignacio Ferrero, 2014. "Corporate Social Responsibility and the Role of Managers. An Update of Friedmand´s Ideas," Faculty Working Papers 03/14, School of Economics and Business Administration, University of Navarra.
  21. Ignacio Ferrero, 2014. "El liberalismo económico en el nuevo orden social," Faculty Working Papers 04/14, School of Economics and Business Administration, University of Navarra.
  22. Ignacio Ferrero, 2014. "La responsabilidad social y la responsabilidad limitada en Milton Friedman. De un modelo shareholder hacia un modelo stakeholder," Faculty Working Papers 06/14, School of Economics and Business Administration, University of Navarra.

2013

  1. Juan Carlos Cuestas & Luis A. Gil-Alana, 2013. "A non-linear approach with long range dependence based on Chebyshev polynomials," Working Papers 13-01, Asociación Española de Economía y Finanzas Internacionales.
  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 4224, CESifo.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013. "Long Memory in the Ukrainian Stock Market," Discussion Papers of DIW Berlin 1279, DIW Berlin, German Institute for Economic Research.
  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 1288, DIW Berlin, German Institute for Economic Research.
  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 01/2013, Navarra Center for International Development, University of Navarra.
  6. Luis Alberiko Gil-Alaña & Fernando Pérez de Gracia & Robert Mudida, 2013. "Persistence, long memory and seasonality in Kenyan tourism series," NCID Working Papers 05/2013, Navarra Center for International Development, University of Navarra.
  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 11/2013, Navarra Center for International Development, University of Navarra.
  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 12/2013, Navarra Center for International Development, University of Navarra.
  9. Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna, 2013. "Long memory in the ukrainian stock market and financial crises," MPRA Paper 59061, University Library of Munich, Germany.
  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 201321, University of Pretoria, Department of Economics.
  11. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013. "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers 201359, University of Pretoria, Department of Economics.
  12. Luis A. Gil-Alana & Rangan Gupta, 2013. "Persistence and Cycles in Historical Oil Prices Data," Working Papers 201375, University of Pretoria, Department of Economics.
  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 201382, University of Pretoria, Department of Economics.
  14. Nazeem Mustapha & Pedro Mendi, 2013. "Multinational corporations as channels for international technology transfer: evidence from the South African innovation survey," NCID Working Papers 04/2013, Navarra Center for International Development, University of Navarra.
  15. Pedro Garcia-del-Barrio & Francesc Pujol, 2013. "Sport Talent, Media Value and Equal Prize Policies in Tennis," Faculty Working Papers 01/13, School of Economics and Business Administration, University of Navarra.
  16. Pedro Garcia-del-Barrio & Francesc Pujol, 2013. "Sport Talent, Media Value and Equal Prize Policies in Tennis," Faculty Working Papers 01/13, School of Economics and Business Administration, University of Navarra.
  17. Markus Kinateder & Hubert Janos Kiss, 2013. "Sequential decisions in the Diamond-Dybvig banking model," CERS-IE WORKING PAPERS 1345, Institute of Economics, Centre for Economic and Regional Studies.

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 12-01, Asociación Española de Economía y Finanzas Internacionales.
  2. Carlos Barros & Luis Gil-Alana, 2012. "Inflation forecasting in Angola: a fractional approach," CEsA Working Papers 103, CEsA - Centre for African and Development Studies.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence and Cycles in US Hours Worked," CESifo Working Paper Series 3767, CESifo.
  4. Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Long Memory in German Energy Price Indices," CESifo Working Paper Series 3935, CESifo.
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence in Youth Unemployment," CESifo Working Paper Series 3961, CESifo.
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence and Cycles in the US Federal Funds Rate," CESifo Working Paper Series 4035, CESifo.
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida, 2012. "Testing the Marshall-Lerner Condition in Kenya," Discussion Papers of DIW Berlin 1247, DIW Berlin, German Institute for Economic Research.
  8. Luis Alberiko Gil-Alaña & Prakarsh Singh, 2012. "Violence and the market for food. Evidence from Kenya," NCID Working Papers 05/2012, Navarra Center for International Development, University of Navarra.
  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 06/2012, Navarra Center for International Development, University of Navarra.
  10. Luis Alberiko Gil-Alaña & Guiglielmo Maria Caporale, 2012. "Testing the PPP Hypothesis in the Sub-Saharan Countries," NCID Working Papers 10/2012, Navarra Center for International Development, University of Navarra.
  11. Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2012. "Term Structure Persistence," Faculty Working Papers 26/12, School of Economics and Business Administration, University of Navarra.
  12. Francisco Galera & José Luis à lvarez & Juan Carlos Molero, 2012. "Technology Choice and Third Degree Price Discrimination in a Monopoly," Faculty Working Papers 15/12, School of Economics and Business Administration, University of Navarra.
  13. Francisco Galera & Isabel Rodríguez-Tejedo & Juan C. Molero, 2012. "Free Entry and Welfare with Different Firms," Faculty Working Papers 17/12, School of Economics and Business Administration, University of Navarra.
  14. Francisco Galera & Isabel Rodríguez-Tejedo & Juan C. Molero, 2012. "Technology Choice and Unit vs Ad Valorem Tax," Faculty Working Papers 18/12, School of Economics and Business Administration, University of Navarra.
  15. Ferreira, Susana & Akay, Alpaslan & Brereton, Finbarr & Cuñado, Juncal & Martinsson, Peter & Moro, Mirko, 2012. "Life Satisfaction and Air Quality in Europe," IZA Discussion Papers 6732, Institute of Labor Economics (IZA).
  16. Francisco Galera & José Luis à lvarez & Isabel Rodríguez-Tejedo, 2012. "Pigouvian Second Degree Price Discrimination and Taxes in a Monopoly: an Example of Unit Tax Superiority," Faculty Working Papers 16/12, School of Economics and Business Administration, University of Navarra.
  17. Germán López-Espinosa & Antonio Moreno & Antonio Rubia & Laura Valderrama, 2012. "Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach," Faculty Working Papers 02/12, School of Economics and Business Administration, University of Navarra.
  18. Mr. Germán López-Espinosa & Mr. Antonio Rubia & Ms. Laura Valderrama & Mr. Antonio Moreno, 2012. "Systemic Risk and Asymmetric Responses in the Financial Industry," IMF Working Papers 2012/152, International Monetary Fund.
  19. Mary E. Barth & Javier Gomez-Biscarri & Ron Kasznik & Germán López-Espinosa, 2012. "Fair Value Accounting, Earnings Management and the use of Available-for-Sale Instruments by Bank Managers," Faculty Working Papers 05/12, School of Economics and Business Administration, University of Navarra.
  20. Ignacio Ferrero & Alejo José G. Sison, 2012. "A Survey on Virtue in Business and Management (1980-2011)," Faculty Working Papers 06/12, School of Economics and Business Administration, University of Navarra.
  21. Reyes Calderón & Ignacio Ferrero & Dulce Redin, 2012. "Ethical Codes and Corporate Responsibility of the Most Admired Companies of the World: Towards a Third Generation Ethics?," Faculty Working Papers 09/12, School of Economics and Business Administration, University of Navarra.
  22. Ignacio Ferrero & Reyes Calderón, 2012. "The Ethical Dimension of Industrial Production: the Role of Transitive Motivation," Faculty Working Papers 11/12, School of Economics and Business Administration, University of Navarra.
  23. Dulce Redin & Reyes Calderón & Ignacio Ferrero, 2012. "Cultural Financial Traditions and Universal Ethics: the Case of Hawala," Faculty Working Papers 08/12, School of Economics and Business Administration, University of Navarra.
  24. Tommaso Trani, 2012. "Country Portfolios with Heterogeneous Pledgeability," IHEID Working Papers 02-2012, Economics Section, The Graduate Institute of International Studies, revised 12 Feb 2012.
  25. Tommaso Trani, 2012. "Countercyclical Capital Regulation and Bank Ownership Structure," IHEID Working Papers 14-2012, Economics Section, The Graduate Institute of International Studies.
  26. Bodo Knoll & Hans Pitlik & Martin Rode, 2012. "A Note on the Impact of Economic Regulation on Life Satisfaction," WIFO Working Papers 441, WIFO.
  27. Ignacio Ferrero & W. Michael Hoffman & Robert E. McNulty, 2012. "Must Milton Friedman Embrace Stakeholder Theory?," Faculty Working Papers 10/12, School of Economics and Business Administration, University of Navarra.

2011

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series 3416, CESifo.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Persistence and Cyclical Dependence in the Monthly Euribor Rate," CESifo Working Paper Series 3653, CESifo.
  3. Luis Alberiko Gil-Alana & Antonio Moreno & Seonghoon Cho, 2011. "The Deaton paradox in a long memory context with structural breaks," Post-Print hal-00711450, HAL.
  4. Luis Alberiko Gil-Alana & Carlos Pestana Barros, 2011. "Housing Sales In Urban Beijing," Post-Print hal-00719480, HAL.
  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 03/2011, Navarra Center for International Development, University of Navarra.
  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 04/2011, Navarra Center for International Development, University of Navarra.
  7. Guglielmo Maria Caporale & Luis Alberiko Gil-Alaña, 2011. "Interest rate dynamics in Kenya," NCID Working Papers 10/2011, Navarra Center for International Development, University of Navarra.
  8. Juan Carlos Cuestas & Luis A. Gil-Alana, 2011. "Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies," Working Papers 2011005, The University of Sheffield, Department of Economics, 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 01/11, School of Economics and Business Administration, University of Navarra.
  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 02/11, School of Economics and Business Administration, University of Navarra.
  11. Luis Gil-Alana & Antonio Moreno & Fernando Pérez de Gracia, 2011. "Exploring Survey-Based Inflation Forecasts," Faculty Working Papers 05/11, School of Economics and Business Administration, University of Navarra.
  12. Carlos Pestana Barros & Luis A. Gil-Alana, 2011. "Oil Prices: Persistence and Breaks," Faculty Working Papers 09/11, School of Economics and Business Administration, University of Navarra.
  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 12/11, School of Economics and Business Administration, University of Navarra.
  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 13/11, School of Economics and Business Administration, University of Navarra.
  15. Javier Elizalde, 2011. "The Address Approach to Horizontal Product Differentiation: A Survey," Faculty Working Papers 06/11, School of Economics and Business Administration, University of Navarra.
  16. Javier Elizalde, 2011. "Market Definition with Differentiated Products: A Spatial Competition Application," Faculty Working Papers 07/11, School of Economics and Business Administration, University of Navarra.
  17. Cunado, Juncal & Ferreira, Susana, 2011. "The Macroeconomic Impacts of Natural Disasters: New Evidence from Floods," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103721, Agricultural and Applied Economics Association.
  18. Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno, 2011. "Macroeconomic Regimes," NBER Working Papers 17090, National Bureau of Economic Research, Inc.
  19. Germán López-Espinosa & Antonio Moreno & Fernando Pérez de Gracia, 2011. "Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective," Faculty Working Papers 11/11, School of Economics and Business Administration, University of Navarra.
  20. Tommaso Trani, 2011. "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers 13-2011, Economics Section, The Graduate Institute of International Studies.

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 3208, CESifo.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "The Weekly Structure of US Stock Prices," CESifo Working Paper Series 3245, CESifo.
  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 1006, DIW Berlin, German Institute for Economic Research.
  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 1016, DIW Berlin, German Institute for Economic Research.
  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 975, DIW Berlin, German Institute for Economic Research.
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Fractional Cointegration in US Term Spreads," Discussion Papers of DIW Berlin 981, DIW Berlin, German Institute for Economic Research.
  7. Emmanuel Anoruo & Luis Alberiko Gil-Alaña, 2010. "Mean reversion and long memory in African stock market prices," NCID Working Papers 01/2011, Navarra Center for International Development, University of Navarra.
  8. Luis Alberiko Gil-Alaña, 2010. "Inflation in South Africa. A time series view across sectors using long range dependence," NCID Working Papers 05/2011, Navarra Center for International Development, University of Navarra.
  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 06/2011, Navarra Center for International Development, University of Navarra.
  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 02/10, School of Economics and Business Administration, University of Navarra.
  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 03/10, School of Economics and Business Administration, University of Navarra.
  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 04/10, School of Economics and Business Administration, University of Navarra.
  13. José A. Alfaro & Luis A. Rábade & Victoria Rodríguez, 2010. "RFID technology as a strategic tool to improve inventory management: a case study," Faculty Working Papers 10/10, School of Economics and Business Administration, University of Navarra.
  14. Javier Elizalde, 2010. "Framework for Valid Market Definition Tests in Merger Control," Faculty Working Papers 01/10, School of Economics and Business Administration, University of Navarra.
  15. Javier Elizalde, 2010. "Competition in Multiple Characteristics: An Empirical Test of Location Equilibrium," Faculty Working Papers 06/10, School of Economics and Business Administration, University of Navarra.
  16. Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 1003, Departamento de Economía - Universidad Pública de Navarra.
  17. Kinateder, Markus, 2010. "The Repeated Prisoner’s Dilemma in a Network," Sustainable Development Papers 96669, Fondazione Eni Enrico Mattei (FEEM).

2009

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Multi-Factor Gegenbauer Processes and European Inflation Rates," CESifo Working Paper Series 2648, CESifo.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," CESifo Working Paper Series 2671, CESifo.
  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) 2009021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  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 2009/3, Economics, Nottingham Business School, Nottingham Trent University.
  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 2009/6, Economics, Nottingham Business School, Nottingham Trent University.
  6. Luis A. Gil-Alana & Antonio Moreno, 2009. "Fractional Integration and Structural Breaks in U.S. Macro Dynamics," Faculty Working Papers 02/09, School of Economics and Business Administration, University of Navarra.
  7. Luis A. Gil-Alana, 2009. "Time series modelling of sunspot numbers using long range cyclical dependence," Faculty Working Papers 06/09, School of Economics and Business Administration, University of Navarra.
  8. Carlos P. Barros & Joao R. Faria & Luis A. Gil-Alana, 2009. "Persistence on airline accidents," Faculty Working Papers 08/09, School of Economics and Business Administration, University of Navarra.
  9. Luis A. Gil-Alana, 2009. "Warming break trends and fractional integration in the northern, southern and global temperature anomaly series," Faculty Working Papers 09/09, School of Economics and Business Administration, University of Navarra.
  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 10/09, School of Economics and Business Administration, University of Navarra.
  11. Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2009. "Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach," Faculty Working Papers 11/09, School of Economics and Business Administration, University of Navarra.
  12. Francesc Pujol, 2009. "Measuring US Presidents Political Commitment for Fiscal Discipline between 1920 and 2008," Faculty Working Papers 01/09, School of Economics and Business Administration, University of Navarra.
  13. Francesc Pujol, 2009. "Football Betting As A Cyclical Learning Process," Faculty Working Papers 05/09, School of Economics and Business Administration, University of Navarra.
  14. Juan-Camilo Cárdenas & Miguel Andrés Espinosa & Sandra Polanía Reyes, 2009. "Helping the Helpers: Altruism As A Rational Choice of Donors to A Students Voluntary Organization," Documentos CEDE 6149, Universidad de los Andes, Facultad de Economía, CEDE.
  15. Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009. "Wage Stickiness and Unemployment Fluctuations: An Alternative Approach," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0902, Departamento de Economía - Universidad Pública de Navarra.
  16. Kinateder, Markus, 2009. "Team Formation in a Network," Sustainable Development Papers 50722, Fondazione Eni Enrico Mattei (FEEM).
  17. Kinateder, Markus, 2009. "Delayed Perfect Monitoring in Repeated Games," MPRA Paper 20443, University Library of Munich, Germany.
  18. Michele Bernasconi & Christine Choirat & Raffaello Seri, 2009. "A re-examination of the algebraic properties of the AHP as a ratio-scaling technique," Working Papers 2009_23, Department of Economics, University of Venice "Ca' Foscari".
  19. Michele Bernasconi & Christine Choirat & Raffaello Seri, 2009. "The Analytic Hierarchy Process and the Theory of Measurement," Working Papers 2009_24, Department of Economics, University of Venice "Ca' Foscari".

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 2330, CESifo.
  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 3571, Institute of Labor Economics (IZA).
  3. Joao Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana, 2008. "Unemployment and entrepreneurship: a cyclical relationship?," NBS Discussion Papers in Economics 2008/2, Economics, Nottingham Business School, Nottingham Trent University.
  4. Luis A. Gil-Alana & Rolando Pelaez, 2008. "The Persistence of Earnings per Share," Faculty Working Papers 08/08, School of Economics and Business Administration, University of Navarra.
  5. Luis A. Gil-Alana, 2008. "Time trend estimation with breaks in temperature time series," Faculty Working Papers 09/08, School of Economics and Business Administration, University of Navarra.
  6. Luis A. Gil-Alana & Guglielmo M. Caporale, 2008. "Fractional integration and data frequency," Faculty Working Papers 10/08, School of Economics and Business Administration, University of Navarra.
  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 11/08, School of Economics and Business Administration, University of Navarra.
  8. Juan Carlos Molero & Isabel Rodriguez-Tejedo, 2008. "An index of political support for decentralization: the Spanish case," Faculty Working Papers 05/08, School of Economics and Business Administration, University of Navarra.
  9. Francesc Pujol & Pedro Garcia-del-Barrio, 2008. "Economic Valuation of Football Players through Media Value," IASE Conference Papers 0826, International Association of Sports Economists.
  10. Francesc Pujol & Pedro Garcia-del-Barrio, 2008. "Money Prizes and Media Value in Tennis: Who Leads the Spectacle?," IASE Conference Papers 0828, International Association of Sports Economists.
  11. Natalia Candelo Londono & Sandra Polanía Reyes, 2008. "Pasos metodológicos de un diseno experimental para medir capital social y acción colectiva en seis ciudades latinoamericanas," Documentos CEDE 5104, Universidad de los Andes, Facultad de Economía, CEDE.
  12. Seonghoon Cho & Antonio Moreno, 2008. "Expectational Stability in Multivariate Models," Faculty Working Papers 06/08, School of Economics and Business Administration, University of Navarra.
  13. Javier Gómez & Antonio Moreno & Fernando Pérez de Gracia, 2008. "Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences," Faculty Working Papers 07/08, School of Economics and Business Administration, University of Navarra.
  14. Javier Gómez Biscarri, 2008. "The accounting dimension in financial integration: International pricing under different accounting standards," Faculty Working Papers 03/08, School of Economics and Business Administration, University of Navarra.
  15. F. Javier De Peña & Carlos Forner-Rodríguez & Germán López-Espinosa, 2008. "Fundamentals and the origin of Fama-French factors," Faculty Working Papers 04/08, School of Economics and Business Administration, University of Navarra.
  16. Kinateder, Markus, 2008. "Repeated Games Played in a Network," Coalition Theory Network Working Papers 6377, Fondazione Eni Enrico Mattei (FEEM).

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 7859, European Association of Agricultural Economists.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "A Multivariate Long-Memory Model with Structural Breaks," CESifo Working Paper Series 1950, CESifo.
  3. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2007. "Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks," CESifo Working Paper Series 1989, CESifo.
  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 2110, CESifo.
  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) 2007034, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  6. Juncal Cuñado & Luis A. Gil-Alaña, 2007. "Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models," Faculty Working Papers 02/07, School of Economics and Business Administration, University of Navarra.
  7. Luis Gil-Alana & Antonio Moreno, 2007. "Uncovering the U.S. Term Premium: An Alternative Route," Faculty Working Papers 12/07, School of Economics and Business Administration, University of Navarra.
  8. Alfaro, José A. & Tribo Gine, José Antonio, 2007. "Impact of the Operations Manager's dual role on inventory policy," DEE - Working Papers. Business Economics. WB wb076612, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  9. Pedro Mendi & Róbert F. Veszteg, 2007. "Sustainability of Collusion: Evidence from the Late 19th Century Basque Iron and Steel Industry," Faculty Working Papers 04/07, School of Economics and Business Administration, University of Navarra.
  10. Juan Camilo Cárdenas & Natalia Candelo & Alejandro Gaviria & Sandra Polania, 2007. "Discrimination in the provision of social services to the poor: a field experimental study," Documentos CEDE 3885, Universidad de los Andes, Facultad de Economía, CEDE.
  11. Seonghoon Cho & Antonio Moreno, 2007. "The Forward Solution for Linear Rational Expectations Models," Faculty Working Papers 07/07, School of Economics and Business Administration, University of Navarra.
  12. Javier Gomez Biscarri & Germán López Espinosa, 2007. "The influence of differences in accounting standards on empirical pricing models: An application to the Fama-French model," Faculty Working Papers 13/07, School of Economics and Business Administration, University of Navarra.
  13. Reyes Calderón & José Luis à lvarez Arce, 2007. "Corruption, Complexity and Governance," Faculty Working Papers 11/07, School of Economics and Business Administration, University of Navarra.
  14. Reyes Calderón & José Luis à lvarez Arce & Silvia Mayoral, 2007. "Corporation as Crucial Ally Against Corruption," Faculty Working Papers 10/07, School of Economics and Business Administration, University of Navarra.
  15. Barros, Carlos & del Corral, Julio & García-del-Barrio, Pedro, 2007. "Identification of Segments of Soccer Clubs in the Spanish League First Division with a Latent Class Model," Efficiency Series Papers 2007/01, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).

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 10049, European Association of Agricultural Economists.
  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 06-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  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 06-10, Economics and Finance Section, School of Social Sciences, Brunel University.
  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 06-13, Economics and Finance Section, School of Social Sciences, Brunel University.
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Fractional Integration And Impulse Responses: A Bivariate Application To Real Output In The Us And The Scandinavian Countries," Economics and Finance Discussion Papers 06-25, Economics and Finance Section, School of Social Sciences, Brunel University.
  6. Luis Alberiko Gil-Alana & Antonio Moreno, 2006. "Technology Shocks and Hours Worked: A Fractional Integration Perspective," Faculty Working Papers 03/06, School of Economics and Business Administration, University of Navarra.
  7. Luis Alberiko Gil-Alana & Pedro Garcia-del-Barrio, 2006. "New Revelations about Unemployment Persistence in Spain," Faculty Working Papers 10/06, School of Economics and Business Administration, University of Navarra.
  8. Luis A. Gil-Alana, 2006. "Fractional integration and structural breaks at unknown periods of time," Faculty Working Papers 16/06, School of Economics and Business Administration, University of Navarra.
  9. Luis A. Gil-Alana, 2006. "Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited," Faculty Working Papers 17/06, School of Economics and Business Administration, University of Navarra.
  10. Álvarez, María José & Alfaro, José A. & Rábade, Luis Arturo, 2006. "Buyer-supplier relationships influence on traceability implementation in the vegetable industry," DEE - Working Papers. Business Economics. WB wb060502, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  11. Francesc Pujol, 2006. "Ranking Journals Following a Matching Model Approach. An Application to Public Economics Journals," Faculty Working Papers 12/06, School of Economics and Business Administration, University of Navarra.
  12. Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006. "Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L," Faculty Working Papers 01/06, School of Economics and Business Administration, University of Navarra.
  13. Reyes Calderón & José Luis Alvarez, 2006. "The Complexity of Corruption: Nature and Ethical Suggestions," Faculty Working Papers 05/06, School of Economics and Business Administration, University of Navarra.
  14. Pedro Garcia-del-Barrio & Stefan Szymanski, 2006. "Goal! Profit maximization and win maximization in football leagues," Working Papers 0621, International Association of Sports Economists;North American Association of Sports Economists.

2005

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Fractional Cointegration And Aggregate Money Demand Functions," Economics and Finance Discussion Papers 05-01, Economics and Finance Section, School of Social Sciences, Brunel University.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers 05-09, Economics and Finance Section, School of Social Sciences, Brunel University.
  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 05-10, Economics and Finance Section, School of Social Sciences, Brunel University.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series," Economics and Finance Discussion Papers 05-11, Economics and Finance Section, School of Social Sciences, Brunel University.
  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 05-16, Economics and Finance Section, School of Social Sciences, Brunel University.
  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 15/05, School of Economics and Business Administration, University of Navarra.
  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 19/05, School of Economics and Business Administration, University of Navarra.
  8. Luis Alberiko Gil-Alana, 2005. "Structural Change and the Order of Integration in Univariate Time Series," Faculty Working Papers 20/05, School of Economics and Business Administration, University of Navarra.
  9. Juan Carlos Molero & Francesc Pujol, 2005. "Walking inside the Potential Tax Evader's Mind," Faculty Working Papers 01/05, School of Economics and Business Administration, University of Navarra.
  10. Pedro Mendi, 2005. "Vertical Integration, Collusion Downstream, and Partial Market Foreclosure," Faculty Working Papers 17/05, School of Economics and Business Administration, University of Navarra.
  11. Mendi, Pedro, 2005. "Contracting for the transfer of technology within multinational corporations: Empirical evidence from Spain," IESE Research Papers D/607, IESE Business School.
  12. Manuel Vega-Gordillo & José Luis à lvarez-Arce, 2005. "Heterogeneity In Economic Freedom: Free Clusters Or Free Countries," Faculty Working Papers 08/05, School of Economics and Business Administration, University of Navarra.
  13. Seonghoon Cho & Antonio Moreno, 2005. "A Small-Sample Study of the New-Keynesian Macro Model," Faculty Working Papers 03/05, School of Economics and Business Administration, University of Navarra.
  14. Antonio Moreno Ibáñez & Luis Rey, 2005. "Inflation Targeting in Western Europe," Faculty Working Papers 14/05, School of Economics and Business Administration, University of Navarra.
  15. Juan Carlos Gómez Sala & Germán López Espinosa, 2005. "El Valor De Las Recomendaciones De Consenso De Los Analistas Financieros En El Mercado De Capitales Español," Working Papers. Serie EC 2005-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  16. Róbert Veszteg, 2005. "Linking Decisions with Moments," Faculty Working Papers 11/05, School of Economics and Business Administration, University of Navarra.
  17. Reyes Calderon Cuadrado, 2005. "Corruption: A Corporate Perspective," Faculty Working Papers 10/05, School of Economics and Business Administration, University of Navarra.
  18. Francisco Galera & Pedro Garcia-del-Barrio, 2005. "Free Entrance and Social Welfare. Explaining the Causes of Excessive Entry Bias," Faculty Working Papers 05/05, School of Economics and Business Administration, University of Navarra.

2004

  1. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Non-Linearities and Fractional Integration in the US Unemployment Rate," Discussion Paper Series 26232, Hamburg Institute of International Economics.
  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 04-15, Economics and Finance Section, School of Social Sciences, Brunel University.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Nelson And Plosser Revisited: Evidence From Fractional Arima Models," Economics and Finance Discussion Papers 04-16, Economics and Finance Section, School of Social Sciences, Brunel University.
  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 04-20, Economics and Finance Section, School of Social Sciences, Brunel University.
  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 04-21, Economics and Finance Section, School of Social Sciences, Brunel University.
  6. Luis A. Gil-Alana, 2004. "Deterministic Seasonality versus Seasonal Fractional Integration," Faculty Working Papers 07/04, School of Economics and Business Administration, University of Navarra.
  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 08/04, School of Economics and Business Administration, University of Navarra.
  8. Luis A. Gil-Alana & Bertrand Candelon, 2004. "Fractional Integration and Business Cycles Features," Faculty Working Papers 09/04, School of Economics and Business Administration, University of Navarra.
  9. Molero, Juan Carlos & Pujol, Francesc, 2004. "Ranking Italian Universities and Other Research Institutions Taking Into Account Public Economics Publications," MPRA Paper 8055, University Library of Munich, Germany.
  10. Molero, Juan Carlos & Pujol, Francesc, 2004. "The Culture of The Economist. A Further Evidence of “The Economist” Index," MPRA Paper 8073, University Library of Munich, Germany.
  11. Pedro Mendi, 2004. "Contractual Implications of International Trade in Tacit Knowledge," Faculty Working Papers 11/04, School of Economics and Business Administration, University of Navarra.
  12. Pedro Garcia-del-Barrio & Francesc Pujol, 2004. "Pay and Performance in the Spanish Soccer League: Who Gets the Expected Monopsony Rents?," Faculty Working Papers 05/04, School of Economics and Business Administration, University of Navarra.
  13. Juncal Cunado & Fernando Pérez de Gracia, 2004. "Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries," Faculty Working Papers 06/04, School of Economics and Business Administration, University of Navarra.
  14. Antonio Moreno & Geert Bekaert & Seonghoon Cho, 2004. "New-Keynesian Macroeconomics and the Term Structure," 2004 Meeting Papers 388, Society for Economic Dynamics.
  15. Antonio Moreno, 2004. "Reaching Inflation Stability," Econometric Society 2004 North American Summer Meetings 269, Econometric Society.
  16. Antonio Moreno, 2004. "The Feds Monetary Policy Rule: Past, Present and Future," Faculty Working Papers 02/04, School of Economics and Business Administration, University of Navarra.
  17. Rafael Torres Sánchez & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2004. "Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help," Faculty Working Papers 12/04, School of Economics and Business Administration, University of Navarra.
  18. Belén Nieto & Germán López Espinosa & Joaquín Marhuenda, 2004. "La Relación Rentabilidad-Riesgo En Un Contexto De Información Asimétrica: Una Aplicación Al Mercado Español," Working Papers. Serie EC 2004-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  19. Reyes Calderón, 2004. "Fron Neo-classical Entrepreneur to Socio-economic Organization," Faculty Working Papers 01/04, School of Economics and Business Administration, University of Navarra.
  20. Pedro Garcia-del-Barrio & José Miguel Sánchez Molinero, 2004. "A Model for the Temporary Help Services Industry in the Presence of Unemployment: Theoretical and Em," Faculty Working Papers 04/04, School of Economics and Business Administration, University of Navarra.

2003

  1. Francisco Galera & Jesús M. Zaratiegui, 2003. "Welfare and Output in Third-Degree Price Discrimination: a Note," Faculty Working Papers 07/03, School of Economics and Business Administration, University of Navarra.
  2. Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2003. "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Faculty Working Papers 01/03, School of Economics and Business Administration, University of Navarra.
  3. Javier DePeña & Luis A. Gil-Alana, 2003. "Serial and cross-correlation in the Spanish Stock Market returns," Faculty Working Papers 02/03, School of Economics and Business Administration, University of Navarra.
  4. Javier DePeña & Luis A. Gil-Alana, 2003. "The explaining role of the Earning-Price Ratio in the Spanish Stock Market," Faculty Working Papers 03/03, School of Economics and Business Administration, University of Navarra.
  5. Luis A. Gil-Alana, 2003. "Testing of Fractional Cointegration in Macroeconomic Time Series," Faculty Working Papers 09/03, School of Economics and Business Administration, University of Navarra.
  6. Luis A. Gil-Alana & S.G. Brian Henry, 2003. "Fractional Integration and the Dynamics of UK Unemployment," Faculty Working Papers 10/03, School of Economics and Business Administration, University of Navarra.
  7. Javier De Peña & Luis A. Gil-Alana, 2003. "Testing of Nonstationary Cycles in Financial Time Series Data," Faculty Working Papers 15/03, School of Economics and Business Administration, University of Navarra.
  8. Molero, Juan Carlos, 2003. "La Posición De Los Distintos Partidos Políticos Respecto A La Nueva Ley General De Estabilidad Presupuestaria: Su Influjo En Los Niveles Subcentrales De Gobierno [The Position Of Different Politica," MPRA Paper 8072, University Library of Munich, Germany.
  9. José Antonio Alfaro & Josep Tribó, 2003. "Monitoring, Operational Manager Efforts and Inventory Policy," Faculty Working Papers 11/03, School of Economics and Business Administration, University of Navarra.
  10. Pedro Mendi, 2003. "The Structure of Payments in Technology Transfer Contracts: Evidence from Spain," Faculty Working Papers 05/03, School of Economics and Business Administration, University of Navarra.
  11. Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003. "Structural Changes in Volatility and Stock Market Development: Evidence for Spain," Faculty Working Papers 06/03, School of Economics and Business Administration, University of Navarra.
  12. Seonghoon Cho & Antonio Moreno, 2003. "A Structural Estimation and Interpretation of the New Keynesian Macro Model," Faculty Working Papers 14/03, School of Economics and Business Administration, University of Navarra.
  13. Sebastian Edwards & Javier Gomez Biscarri & Fernando Perez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," NBER Working Papers 9817, National Bureau of Economic Research, Inc.
  14. Germán López Espinosa & Raúl Iñiguez, 2003. "Valoración De Los Activos Intangibles En El Mercado De Capitales Español," Working Papers. Serie EC 2003-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  15. Germán López Espinosa & Joaquín Marhuenda, 2003. "¿Cómo Afectan Cambios En El Consenso Y La Dispersion En La Valoración De Activos?," Working Papers. Serie EC 2003-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

2002

  1. Javier De Peña & Luis A. Gil-Alana, 2002. "Do Spanish Stock Market Prices Follow a Random Walk?," Faculty Working Papers 01/02, School of Economics and Business Administration, University of Navarra.
  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 02/02, School of Economics and Business Administration, University of Navarra.
  3. Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002. "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers 03/02, School of Economics and Business Administration, University of Navarra.
  4. Molero, Juan Carlos, 2002. "Gasto Público y Federalismo Fiscal en España. Período 1984-1998 [Public Spending and Fiscal Federalism in Spain. Period 1984-1998]," MPRA Paper 8098, University Library of Munich, Germany.
  5. Alfaro, José A. & Álvarez, María José & Montes, María J., 2002. "Lagging behind versus advancing too fast? identifying gaps research in supply chain," DEE - Working Papers. Business Economics. WB wb021409, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  6. Biscarri, Javier GÛmez & Fernando PÈrez de Gracia, 2002. "Bulls and Bears: Lessons from some European Countries," Royal Economic Society Annual Conference 2002 28, Royal Economic Society.
  7. Germán López Espinosa, 2002. "Análisis De La Sensibilidad A Las Variaciones En Los Tipos De Interés De Las Acciones Bancarias," Working Papers. Serie EC 2002-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

2001

  1. Gil-Alaña, Luis A., 2001. "A joint test of fractional cyclic integration and a linear time trend," SFB 373 Discussion Papers 2001,26, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Gil-Alaña, Luis A., 2001. "Forecasting the real output using fractionally integrated techniques," SFB 373 Discussion Papers 2001,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  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 2001,66, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  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 2001,67, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  5. Molero, Juan Carlos, 2001. "Analysis Of The Decentralization Of Public Spending In Spain," MPRA Paper 8056, University Library of Munich, Germany.
  6. Alfaro, José A. & Tribo Gine, José Antonio, 2001. "Managerial turnover and worker turnover," DEE - Working Papers. Business Economics. WB wb011304, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  7. Christine Choirat & Raffaello Seri, 2001. "Estimation in Discrete Parameter Models," Working Papers 2001-38, Center for Research in Economics and Statistics.

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 402, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  2. Gil-Alaña, Luis A., 2000. "A generalized fractional time series model," SFB 373 Discussion Papers 2000,107, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  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 2000,13, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  4. Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers 2000,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  5. Gil-Alaña, Luis A., 2000. "Modelling seasonality with fractionally integrated processes," SFB 373 Discussion Papers 2000,16, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  6. Gil-Alaña, Luis A., 2000. "A fractionally integrated exponential model for UK unemployment," SFB 373 Discussion Papers 2000,67, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  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 2000,68, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  8. Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Fractional cointegration and real exchange rates," SFB 373 Discussion Papers 2000,69, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  9. Gil-Alaña, Luis A., 2000. "Testing stochastic cycles in macroeconomic time series," SFB 373 Discussion Papers 2000,70, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  10. Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Unemployment and input prices: A fractional cointegration approach," SFB 373 Discussion Papers 2001,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  11. Alfaro, José A. & Corbett, Charles J., 2000. "The value of SKU rationalization: the pooling effect under suboptimal inventory policies," DEE - Working Papers. Business Economics. WB 9917, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  12. Cuñado, Juncal & Sanchez-Robles, Blanca, 2000. "Regional Disparities And Asymmetric Shocks: The Case Of The Spanish Regions," ERSA conference papers ersa00p32, European Regional Science Association.

1998

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

1997

  1. Álvarez, María José & Fajardo, F. J. & Alfaro, José A., 1997. "Diseño de estrategias logísticas mediante los modelos de transporte: una aplicación a la industria conservera navarra," DEE - Documentos de Trabajo. Economía de la Empresa. DB 6406, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.

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 317, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

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 19/06, School of Economics and Business Administration, University of Navarra.
  2. Fernando Pérez de Gracia & Juncal Cuñado, "undated". "Intertemporal Current Account and Productivity Shocks: Evidence for Some European Countries," Working Papers on International Economics and Finance 01-05, FEDEA.
  3. Juncal Cuñado & Fernando Pérez de Gracia, "undated". "Do Oil Price Shocks Matter? Evidence For Some Europesan Countries," Working Papers on International Economics and Finance 01-02, FEDEA.
  4. Juncal Cunado, "undated". "Convergencia real o acercamiento cíclico? Espana y la Unión Europea," Studies on the Spanish Economy 57, FEDEA.
  5. Juncal Cunado Eizaguirre & Fernando Pérez de Gracía Hidalgo, "undated". "Tasa de sacrificio en la UEM: Un análisis empírico," Studies on the Spanish Economy 70, FEDEA.
  6. Fernando Pérez de Gracía & Juncal Cunado, "undated". "Inflación y rendimientos bursátiles en el caso espanol, 1941-1999," Studies on the Spanish Economy 65, FEDEA.

Journal articles

2024

  1. Gil-Alana, Luis Alberiko & Poza, Carlos, 2024. "Volatility persistence in metal prices," Resources Policy, Elsevier, vol. 88(C).
  2. 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, vol. 67(PA).
  3. 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, vol. 51(1), pages 161-183, February.
  4. 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," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-11, December.
  5. 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, vol. 66(2), pages 859-882, February.
  6. Sakiru Adebola Solarin & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2024. "Persistence in Australian tourism employment industries," Current Issues in Tourism, Taylor & Francis Journals, vol. 27(5), pages 754-767, March.
  7. Andrea Celico & Martin Rode, 2024. "Can we all be Denmark? The role of civic attitudes in welfare state reforms," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(1), pages 87-125, February.

2023

  1. 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, vol. 13(2), pages 35-43.
  2. 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, vol. 78(C), pages 648-660.
  3. 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, vol. 269(C).
  4. Dettoni, Robinson & Gil-Alana, Luis Alberiko, 2023. "Testing the hypothesis of duration dependence in the U.S. housing market," Finance Research Letters, Elsevier, vol. 58(PD).
  5. Abbritti, Mirko & Carcel, Hector & Gil-Alana, Luis & Moreno, Antonio, 2023. "Term premium in a fractionally cointegrated yield curve," Journal of Banking & Finance, Elsevier, vol. 149(C).
  6. 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, vol. 82(C).
  7. Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Infante, Juan, 2023. "Energy prices in Europe. Evidence of persistence across markets," Resources Policy, Elsevier, vol. 82(C).
  8. 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, vol. 89(C), pages 347-357.
  9. 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, vol. 88(C), pages 92-106.
  10. 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, vol. 11(10), pages 1-12, May.
  11. 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, vol. 29(1), pages 79-90, May.
  12. 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), vol. 42(4), pages 1-11, August.
  13. 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, , vol. 29(6), pages 1679-1693, September.
  14. 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, vol. 64(3), pages 1219-1246, March.
  15. 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, vol. 43(3), pages 379-392, September.
  16. 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, vol. 47(2), pages 458-471, June.
  17. Iman Cheratian & Saleh Goltabar & Luis A. Gil-Alaña, 2023. "The unemployment hysteresis by territory, gender, and age groups in Iran," SN Business & Economics, Springer, vol. 3(2), pages 1-18, February.
  18. 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, vol. 3(8), pages 1-10, August.
  19. 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, vol. 167(1), pages 175-182, June.
  20. 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, vol. 55(29), pages 3404-3421, June.
  21. 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, vol. 55(3), pages 283-292, January.
  22. 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, vol. 55(30), pages 3498-3513, June.
  23. 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, vol. 55(39), pages 4511-4521, August.
  24. 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, vol. 11(2), pages 2280349-228, October.
  25. Raúl Bajo‐Buenestado, 2023. "Efficient regulated entry in competitive markets with demand uncertainty," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(2), pages 413-422, June.
  26. Kinateder, Markus & Merlino, Luca Paolo, 2023. "Free riding in networks," European Economic Review, Elsevier, vol. 152(C).
  27. Strobl, Martin & Sáenz de Viteri, Andrea & Rode, Martin & Bjørnskov, Christian, 2023. "Populism and inequality: Does reality match the populist rhetoric?," Journal of Economic Behavior & Organization, Elsevier, vol. 207(C), pages 1-17.
  28. Bodo Knoll & Hans Pitlik & Martin Rode, 2023. "TV Consumption Patterns and the Impact of Media Freedom on Political Trust and Satisfaction with the Government," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 169(1), pages 323-340, September.
  29. Guillem Ripoll & Martin Rode, 2023. "Is there passion for public service in authoritarian bureaucracies? Exploring public service motivation across regime types," Asia Pacific Journal of Public Administration, Taylor & Francis Journals, vol. 45(1), pages 93-113, January.
  30. Equiza-Goñi, Juan & Faraglia, Elisa & Oikonomou, Rigas, 2023. "Union debt management," Journal of International Money and Finance, Elsevier, vol. 130(C).

2022

  1. Gil-Alana, Luis A. & Font de Villanueva, Cecilia, 2022. "Persistence in Commodity Prices," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 47(2), May.
  2. 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, vol. 61(4), pages 738-750, December.
  3. 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, vol. 74(1), pages 123-134, January.
  4. 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, vol. 25(1), pages 46-64, April.
  5. 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, vol. 62(C).
  6. Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis A., 2022. "Persistence in US Treasury bonds," Finance Research Letters, Elsevier, vol. 45(C).
  7. 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, vol. 47(PA).
  8. 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, vol. 78(C).
  9. 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, vol. 603(C).
  10. 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, vol. 86(C), pages 118-123.
  11. 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, vol. 78(C), pages 141-152.
  12. 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, vol. 50(3), pages 448-463, March.
  13. 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, vol. 58(5), pages 1502-1514, April.
  14. 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, vol. 58(6), pages 1753-1770, May.
  15. Luis Alberiko Gil-Alana & Carlos Poza, 2022. "The impact of COVID-19 on the Spanish tourism sector," Tourism Economics, , vol. 28(3), pages 646-653, May.
  16. 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, , vol. 28(3), pages 654-660, May.
  17. James E Payne & Luis A Gil-Alana & Andrea Mervar, 2022. "Persistence in Croatian tourism: The impact of COVID-19," Tourism Economics, , vol. 28(6), pages 1676-1682, September.
  18. 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, vol. 313(1), pages 191-229, June.
  19. 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, vol. 63(3), pages 1543-1570, September.
  20. 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, vol. 63(5), pages 2331-2355, November.
  21. 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, vol. 46(3), pages 493-506, July.
  22. 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, vol. 46(4), pages 678-703, October.
  23. 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, vol. 2(6), pages 1-13, June.
  24. 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, vol. 164(2), pages 711-725, November.
  25. 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, vol. 29(4), pages 366-370, February.
  26. 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, vol. 54(27), pages 3074-3087, June.
  27. 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, vol. 10(1), pages 2159736-215, December.
  28. 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., vol. 27(1), pages 439-454, January.
  29. Raúl Bajo-Buenestado & Miguel Ángel Borrella-Mas, 2022. "The Heterogeneous Tax Pass-Through Under Different Vertical Relationships," The Economic Journal, Royal Economic Society, vol. 132(645), pages 1684-1708.
  30. Kinateder, Markus & Merlino, Luca Paolo, 2022. "Local public goods with weighted link formation," Games and Economic Behavior, Elsevier, vol. 132(C), pages 316-327.
  31. Pedro Garcia-del-Barrio & J. James Reade, 2022. "Does certainty on the winner diminish the interest in sport competitions? The case of formula one," Empirical Economics, Springer, vol. 63(2), pages 1059-1079, August.
  32. Alice Aguiar-Noury & Pedro Garcia-del-Barrio, 2022. "Performance and Revenues in European Football: Clubs’ Media Visibility and Brand Value," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 29(3), pages 241-269, September.
  33. Aguilera-Bravo, Asier & Casares, Miguel & Khan, Hashmat, 2022. "Did US business dynamism recover in the 2010s?," Economics Letters, Elsevier, vol. 211(C).
  34. Christan Bjørnskov & Miguel Ángel Borrella‐Mas & Martin Rode, 2022. "The economics of change and stability in social trust: Evidence from (and for) Catalan secession," Economics and Politics, Wiley Blackwell, vol. 34(2), pages 275-297, July.
  35. Bjørnskov, Christian & Rode, Martin, 2022. "Late colonial antecedents of modern democracy," Journal of Institutional Economics, Cambridge University Press, vol. 18(4), pages 569-586, August.
  36. Martin Rode, 2022. "The institutional foundations of surf break governance in Atlantic Europe," Public Choice, Springer, vol. 190(1), pages 175-204, January.
  37. Christian Bjørnskov & Bodo Knoll & Martin Rode, 2022. "A Time to Plot, A Time to Reap: Coups, Regime Changes, and Inequality," Defence and Peace Economics, Taylor & Francis Journals, vol. 33(8), pages 912-937, November.
  38. Andrea Roncella & Ignacio Ferrero, 2022. "The Ethics of Financial Market Making and Its Implications for High-Frequency Trading," Journal of Business Ethics, Springer, vol. 181(1), pages 139-151, November.
  39. Alonso, Marta & Palma, Nuno & Simon-Yarza, Beatriz, 2022. "The value of political connections: evidence from China's anti-corruption campaign," Journal of Institutional Economics, Cambridge University Press, vol. 18(5), pages 785-805, October.

2021

  1. 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, vol. 11(1), pages 26-34.
  2. 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, vol. 1(2), pages 1-4.
  3. 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, vol. 1(1), pages 1-4.
  4. 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, vol. 83(4), pages 960-981, August.
  5. 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.
  6. Monge, Manuel & Gil-Alana, Luis Alberiko, 2021. "Spatial crude oil production divergence and crude oil price behaviour in the United States," Energy, Elsevier, vol. 232(C).
  7. 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, vol. 74(C).
  8. Cristofaro, Lorenzo & Gil-Alana, Luis A. & Chen, Zhongfei & Wanke, Peter, 2021. "Modelling stock market data in China: Crisis and Coronavirus," Finance Research Letters, Elsevier, vol. 41(C).
  9. 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, vol. 72(C).
  10. 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, vol. 74(C).
  11. 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, vol. 568(C).
  12. 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, vol. 72(C), pages 175-190.
  13. 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, vol. 58(C).
  14. del Rio, Marta & Infante, Juan & Gil-Alana, Luis A., 2021. "Gender Diversity Index. Measuring persistence," Research in International Business and Finance, Elsevier, vol. 58(C).
  15. 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, vol. 49(2), pages 379-393, March.
  16. 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, vol. 14(12), pages 1-43, December.
  17. 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, vol. 13(6), pages 1-14, March.
  18. 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, vol. 48(3), pages 717-741, August.
  19. 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, vol. 12(4), pages 863-888, December.
  20. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2021. "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 36(2), pages 185-202.
  21. Luis A Gil-Alana & à gueda Gil-López & Elena San Román, 2021. "Tourism persistence in Spain: National versus international visitors," Tourism Economics, , vol. 27(4), pages 614-625, June.
  22. 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, vol. 58(1), pages 53-72, January.
  23. 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, vol. 45(3), pages 413-427, July.
  24. 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, vol. 10(1), pages 1-16, December.
  25. 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, vol. 155(2), pages 563-581, June.
  26. 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, vol. 53(13), pages 1572-1584, March.
  27. 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, vol. 53(43), pages 5018-5027, September.
  28. 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, vol. 48(13-15), pages 2542-2559, November.
  29. 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., vol. 26(1), pages 1197-1205, January.
  30. 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., vol. 26(2), pages 1938-1954, April.
  31. 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., vol. 26(4), pages 4946-4978, October.
  32. Bajo-Buenestado, Raúl, 2021. "The effect of blackouts on household electrification status: Evidence from Kenya," Energy Economics, Elsevier, vol. 94(C).
  33. Bajo-Buenestado, Raúl, 2021. "Operating reserve demand curve, scarcity pricing and intermittent generation: Lessons from the Texas ERCOT experience," Energy Policy, Elsevier, vol. 149(C).
  34. Raúl Bajo-Buenestado, 2021. "Market prices, spatial distribution of consumers and firms’ optimal locations in a linear city," Empirical Economics, Springer, vol. 61(1), pages 443-467, July.
  35. Mayordomo, Sergio & Moreno, Antonio & Ongena, Steven & Rodríguez-Moreno, María, 2021. "Bank capital requirements, loan guarantees and firm performance," Journal of Financial Intermediation, Elsevier, vol. 45(C).
  36. Kang, Wensheng & Perez de Gracia, Fernando & Ratti, Ronald A., 2021. "Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
  37. Wensheng Kang & Fernando Perez de Gracia & Ronald A. Ratti, 2021. "Do gasoline prices respond to non-US and US oil supply shocks?," Applied Economics, Taylor & Francis Journals, vol. 53(56), pages 6488-6496, December.
  38. Markus Kinateder & Luca Paolo Merlino, 2021. "The Evolution of Networks and Local Public Good Provision: A Potential Approach," Games, MDPI, vol. 12(3), pages 1-12, July.
  39. Abbritti, Mirko & Aguilera-Bravo, Asier & Trani, Tommaso, 2021. "Long-term business relationships, bargaining and monetary policy," Economic Modelling, Elsevier, vol. 101(C).
  40. Stöckl, Sebastian & Rode, Martin, 2021. "The price of populism: Financial market outcomes of populist electoral success," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 51-83.
  41. Miguel Ángel Borrella-Mas & Martin Rode, 2021. "Love is blind: partisan alignment and political corruption in Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 12(3), pages 423-451, September.
  42. Hans Pitlik & Martin Rode, 2021. "Radical Distrust: Are Economic Policy Attitudes Tempered by Social Trust?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 158(2), pages 485-506, December.
  43. Rocchi, Marta & Ferrero, Ignacio & Beadle, Ron, 2021. "Can Finance Be a Virtuous Practice? A MacIntyrean Account," Business Ethics Quarterly, Cambridge University Press, vol. 31(1), pages 75-105, January.
  44. Gomez-Biscarri, Javier & López-Espinosa, Germán & Mesa-Toro, Andrés, 2021. "The risk implications of the business loan activity in credit unions," Journal of Financial Stability, Elsevier, vol. 56(C).

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, vol. 10(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, vol. 39(2), pages 162-166, June.
  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, vol. 88(2), pages 174-185, June.
  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, vol. 51(C).
  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, vol. 195(C).
  6. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Tripathy, Trilochan, 2020. "Volatility persistence in the Russian stock market," Finance Research Letters, Elsevier, vol. 32(C).
  7. Apergis, Nicholas & Carmona-González, Nieves & Gil-Alana, Luis Alberiko, 2020. "Persistence in silver prices and the influence of solar energy," Resources Policy, Elsevier, vol. 69(C).
  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, vol. 540(C).
  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, vol. 541(C).
  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, vol. 77(C), pages 50-61.
  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, vol. 69(C), pages 680-691.
  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, vol. 69(C), pages 93-101.
  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, vol. 51(C).
  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, vol. 52(C).
  15. Manuel Monge & Luis A. Gil-Alana, 2020. "The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies," Risks, MDPI, vol. 8(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, vol. 47(1), pages 181-204, February.
  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, vol. 26(3), pages 303-315, August.
  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, vol. 58(4), pages 1491-1511, April.
  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, vol. 147(3), pages 825-841, February.
  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, vol. 152(3), pages 1177-1196, December.
  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, vol. 27(10), pages 831-835, June.
  22. Alexander Boateng & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2020. "Exchange rate dynamics in South Africa," Applied Economics, Taylor & Francis Journals, vol. 52(22), pages 2339-2352, May.
  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, vol. 52(46), pages 5077-5087, October.
  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, vol. 52(5), pages 459-474, January.
  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, vol. 52(57), pages 6171-6182, December.
  26. Mendi, Pedro & Moner-Colonques, Rafael & Sempere-Monerris, José J., 2020. "Cooperation for innovation and technology licensing: Empirical evidence from Spain," Technological Forecasting and Social Change, Elsevier, vol. 154(C).
  27. Ji, Qiang & Liu, Bing-Yue & Cunado, Juncal & Gupta, Rangan, 2020. "Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  28. Mirko Abbritti & Juan Equiza-Goñi & Fernando Perez Gracia & Tommaso Trani, 2020. "The effect of oil price shocks on economic activity: a local projections approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 708-723, October.
  29. 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, vol. 23(3), pages 873-894, September.
  30. Pedro Garcia‐del‐Barrio & Carlos Gomez‐Gonzalez & José Manuel Sánchez‐Santos, 2020. "Popularity and Visibility Appraisals for Computing Olympic Medal Rankings," Social Science Quarterly, Southwestern Social Science Association, vol. 101(5), pages 2137-2157, September.
  31. Christian Bjørnskov & Martin Rode, 2020. "Regime types and regime change: A new dataset on democracy, coups, and political institutions," The Review of International Organizations, Springer, vol. 15(2), pages 531-551, April.
  32. Alejo José G. Sison & Ignacio Ferrero & Dulce M. Redín, 2020. "Some Virtue Ethics Implications from Aristotelian and Confucian Perspectives on Family and Business," Journal of Business Ethics, Springer, vol. 165(2), pages 241-254, August.
  33. Andrea Roncella & Ignacio Ferrero, 2020. "A MacIntyrean Perspective on the Collapse of a Money Market Fund," Journal of Business Ethics, Springer, vol. 165(1), pages 29-43, August.
  34. Equiza-Goñi, Juan, 2020. "Sovereign Debt In The United States And Growth Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 24(2), pages 447-477, March.
  35. Equiza-Goñi, Juan & de Gracia, Fernando Perez, 2020. "Impact of proved reserves on stock returns of U.S. oil and gas corporations using firm-level data," Energy Economics, Elsevier, vol. 92(C).

2019

  1. 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., vol. 19(1), pages 237-244, March.
  2. 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, vol. 87(1), pages 24-36, January.
  3. 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.
  4. 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.
  5. Gil-Alana, Luis A. & Trani, Tommaso, 2019. "The cyclical structure of the UK inflation rate: 1210–2016," Economics Letters, Elsevier, vol. 181(C), pages 182-185.
  6. Monge, Manuel & Gil-Alana, Luis A., 2019. "Automobile components: Lithium and cobalt. Evidence of persistence," Energy, Elsevier, vol. 169(C), pages 489-495.
  7. Gil-Alana, Luis A. & Monge, Manuel, 2019. "Lithium: Production and estimated consumption. Evidence of persistence," Resources Policy, Elsevier, vol. 60(C), pages 198-202.
  8. 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, vol. 514(C), pages 345-354.
  9. 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, vol. 523(C), pages 1227-1236.
  10. 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, vol. 72(C), pages 65-72.
  11. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2019. "Long-term interest rates in Europe: A fractional cointegration analysis," International Review of Economics & Finance, Elsevier, vol. 61(C), pages 170-178.
  12. 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, vol. 49(C), pages 269-281.
  13. 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, vol. 73(1), pages 213-228, May.
  14. Luis Alberiko Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2019. "Long Memory in Turkish Unemployment Rates," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(1), pages 201-217, January.
  15. Mateo Isoardi & Luis A. Gil-Alana, 2019. "Inflation in Argentina: Analysis of Persistence Using Fractional Integration," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 45(2), pages 204-223, April.
  16. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2019. "UK overseas visitors: Seasonality and persistence," Tourism Economics, , vol. 25(5), pages 827-831, August.
  17. Luis A. Gil-Alana & Laura Sauci, 2019. "Temperatures across Europe: evidence of time trends," Climatic Change, Springer, vol. 157(3), pages 355-364, December.
  18. 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, vol. 35(4), pages 675-694, October.
  19. 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, vol. 43(2), pages 398-408, April.
  20. 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, vol. 43(4), pages 657-680, October.
  21. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2019. "Are BRICS exchange rates chaotic?," Applied Economics Letters, Taylor & Francis Journals, vol. 26(13), pages 1104-1110, July.
  22. 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, vol. 51(50), pages 5482-5489, October.
  23. 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., vol. 24(1), pages 412-426, January.
  24. 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., vol. 31(1), pages 101-116, January.
  25. Bruno Bernal & Juan Carlos Molero & Fernando Perez De Gracia, 2019. "Impact of fossil fuel prices on electricity prices in Mexico," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(2), pages 356-371, March.
  26. Idrovo Carlier, Sandra & Costamagna, Rodrigo & Mendi, Pedro & Parra, Juan Manuel, 2019. "Low-skilled labor markets as a constraint on business strategy choices: A theoretical approach," Journal of Business Research, Elsevier, vol. 102(C), pages 228-234.
  27. Francisco Galera & Pedro Garcia-del-Barrio & Pedro Mendi, 2019. "Consumer surplus bias and the welfare effects of price discrimination," Journal of Regulatory Economics, Springer, vol. 55(1), pages 33-45, February.
  28. Barbarisi, Ilaria & Bruno, Giuseppe & Diglio, Antonio & Elizalde, Javier & Piccolo, Carmela, 2019. "A spatial analysis to evaluate the impact of deregulation policies in the pharmacy sector: Evidence from the case of Navarre," Health Policy, Elsevier, vol. 123(11), pages 1108-1115.
  29. Tiwari Aviral Kumar & Cunado Juncal & Gupta Rangan & Wohar Mark E., 2019. "Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(3), pages 1-17, June.
  30. Bajo-Buenestado, Raúl & Kinateder, Markus, 2019. "Armstrong meets Rochet–Tirole: On the equivalence of different pricing structures in two-sided markets," Economics Letters, Elsevier, vol. 177(C), pages 43-46.
  31. Bajo-Buenestado, Raúl & Borrella-Mas, Miguel Ángel, 2019. "Passing-through taxes beyond borders with a cobra effect," Journal of Public Economics, Elsevier, vol. 177(C), pages 1-1.
  32. Juan Equiza-Goñi & Fernando Perez de Gracia, 2019. "Impact of state-dependent oil price on US stock returns using local projections," Applied Economics Letters, Taylor & Francis Journals, vol. 26(11), pages 919-926, June.
  33. Alice Aguiar-Noury & Pedro Garcia-del-Barrio, 2019. "Global brands in sports: identifying low-risk business opportunities," Journal of Entrepreneurship and Public Policy, Emerald Group Publishing Limited, vol. 8(1), pages 62-83, August.
  34. Aguilera-Bravo, Asier & Casares, Miguel, 2019. "On staggered prices and optimal inflation," Economics Letters, Elsevier, vol. 185(C).
  35. Alejo José G. Sison & Ignacio Ferrero & Gregorio Guitián, 2019. "Characterizing Virtues in Finance," Journal of Business Ethics, Springer, vol. 155(4), pages 995-1007, April.

2018

  1. Jesús M. Zaratiegui & Mikel Manterola, 2018. "Capital, credit and the business cycle in Marx [Capital, crédito y ciclo de negocios en Marx]," Iberian Journal of the History of Economic Thought, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Dpto. Historia e Instituciones Económicas I., vol. 5(2), pages 91-102.
  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, vol. 86(1), pages 76-81, March.
  3. Guglielmo Maria Caporale & Luis Gil-Alana, 2018. "The asymmetric behaviour of spanish unemployment persistence," Economics Bulletin, AccessEcon, vol. 38(1), pages 98-104.
  4. Gil-Alana, Luis A. & Huijbens, Edward H., 2018. "Tourism in Iceland: Persistence and seasonality," Annals of Tourism Research, Elsevier, vol. 68(C), pages 20-29.
  5. Cuestas, Juan Carlos & Gil-Alana, Luis A., 2018. "Oil price shocks and unemployment in Central and Eastern Europe," Economic Systems, Elsevier, vol. 42(1), pages 164-173.
  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, vol. 24(C), pages 34-41.
  7. Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018. "Is market fear persistent? A long-memory analysis," Finance Research Letters, Elsevier, vol. 27(C), pages 140-147.
  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, vol. 511(C), pages 251-262.
  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, vol. 44(C), pages 227-238.
  10. Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018. "Persistence in the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 46(C), pages 141-148.
  11. Guglielmo Maria Caporale & Luis Gil-Alana & Tommaso Trani, 2018. "Brexit and Uncertainty in Financial Markets," IJFS, MDPI, vol. 6(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, vol. 52(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, vol. 51(4), pages 913-940, April.
  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, vol. 45(4), pages 801-820, November.
  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, , vol. 24(1), pages 41-50, February.
  16. Yuliya Lovcha & Alejandro Perez-Laborda & Luis Gil-Alana, 2018. "On the invertibility of seasonally adjusted series," Computational Statistics, Springer, vol. 33(1), pages 443-465, March.
  17. Hector Carcel & Luis A. Gil-Alana, 2018. "Inflation analysis in the Central American Monetary Council," Empirical Economics, Springer, vol. 54(2), pages 547-565, March.
  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, vol. 55(3), pages 913-935, November.
  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, vol. 25(13), pages 941-944, July.
  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, vol. 50(29), pages 3148-3155, June.
  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, vol. 27(6), pages 638-654, August.
  22. Mendi, Pedro & Mudida, Robert, 2018. "The effect on innovation of beginning informal: Empirical evidence from Kenya," Technological Forecasting and Social Change, Elsevier, vol. 131(C), pages 326-335.
  23. Armand, Alex & Mendi, Pedro, 2018. "Demand drops and innovation investments: Evidence from the Great Recession in Spain," Research Policy, Elsevier, vol. 47(7), pages 1321-1333.
  24. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & Perez de Gracia, Fernando, 2018. "Oil volatility, oil and gas firms and portfolio diversification," Energy Economics, Elsevier, vol. 70(C), pages 499-515.
  25. Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018. "The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis," Finance Research Letters, Elsevier, vol. 24(C), pages 1-9.
  26. Bahloul, Walid & Balcilar, Mehmet & Cunado, Juncal & Gupta, Rangan, 2018. "The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test," Journal of Multinational Financial Management, Elsevier, vol. 45(C), pages 52-71.
  27. Bajo-Buenestado, Raúl, 2018. "Relationship-specificity, incomplete contracts, and the pattern of trade: A comment on the role of natural resources," Energy Economics, Elsevier, vol. 75(C), pages 410-422.
  28. Mirko Abbritti & Salvatore Dell’Erba & Antonio Moreno & Sergio Sola, 2018. "Global Factors in the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 301-340, March.
  29. Dulce Redin & Ignacio Rodriguez & Juncal Cuñado & Fernando Perez de Gracia, 2018. "Oil prices and economic activity: evidence for G-7 economies based on a wavelet approach," Applied Economics Letters, Taylor & Francis Journals, vol. 25(5), pages 305-308, March.
  30. Rode, Martin & Sáenz de Viteri, Andrea, 2018. "Expressive attitudes to compensation: The case of globalization," European Journal of Political Economy, Elsevier, vol. 54(C), pages 42-55.
  31. Martin Rode & Hans Pitlik & Miguel A´ngel Borrella Mas, 2018. "Does Fiscal Federalism Deter or Spur Secessionist Movements? Empirical Evidence from Europe," Publius: The Journal of Federalism, CSF Associates Inc., vol. 48(2), pages 161-190.

2017

  1. 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, vol. 8, pages 61-78, May.
  2. 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.
  3. 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.
  4. 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, vol. 120(C), pages 79-91.
  5. Gil-Alana, Luis A. & Mudida, Robert & Carcel, Hector, 2017. "Shocks affecting electricity prices in Kenya, a fractional integration study," Energy, Elsevier, vol. 124(C), pages 521-530.
  6. Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando, 2017. "U.S. shale oil production and WTI prices behaviour," Energy, Elsevier, vol. 141(C), pages 12-19.
  7. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2017. "Persistence and cycles in the us federal funds rate," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 1-8.
  8. Gil-Alana, Luis A. & Mudida, Robert, 2017. "CPI and inflation in Kenya. Structural breaks, non-linearities and dependence," International Economics, Elsevier, vol. 150(C), pages 72-79.
  9. 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, vol. 39(5), pages 775-789.
  10. 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, vol. 53(C), pages 117-124.
  11. 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, vol. 54(C), pages 53-57.
  12. 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, vol. 51(C), pages 283-294.
  13. 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, vol. 3(2), pages 114-131.
  14. 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, vol. 51(4), pages 29-47, October-D.
  15. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017. "Searching for Inefficiencies in Exchange Rate Dynamics," Computational Economics, Springer;Society for Computational Economics, vol. 49(3), pages 405-432, March.
  16. 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, vol. 50(1), pages 45-58, February.
  17. 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, vol. 67(4), pages 869-883, August.
  18. 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, vol. 41(2), pages 343-353, April.
  19. 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, vol. 41(2), pages 408-420, April.
  20. 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, vol. 131(1), pages 393-405, March.
  21. 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, vol. 24(14), pages 991-994, August.
  22. Juan Carlos Cuestas & Luis Alberiko Gil-Alana, 2017. "Unemployment rate cycles in Europe," Applied Economics Letters, Taylor & Francis Journals, vol. 24(2), pages 136-139, January.
  23. Luis Alberiko Gil-Alana & Carlos Barros & Dercio Mandlaze, 2017. "A performance assessment of Mozambique banks: a Bayesian stochastic frontier," Applied Economics, Taylor & Francis Journals, vol. 49(45), pages 4579-4587, September.
  24. Luis Alberiko Gil-Alana & Joao Ricardo Faria, 2017. "Carlos Pestana Barros," Defence and Peace Economics, Taylor & Francis Journals, vol. 28(3), pages 271-271, May.
  25. Francisco Galera & Pedro Mendi & Juan Carlos Molero, 2017. "Quality Differences, Third-Degree Price Discrimination, And Welfare," Economic Inquiry, Western Economic Association International, vol. 55(1), pages 339-351, January.
  26. Francisco Galera & Pedro Mendi & Juan Carlos Molero, 2017. "Seasonality, price discrimination, and welfare," Journal of Economics, Springer, vol. 120(3), pages 269-277, April.
  27. Mendi, Pedro & Costamagna, Rodrigo, 2017. "Managing innovation under competitive pressure from informal producers," Technological Forecasting and Social Change, Elsevier, vol. 114(C), pages 192-202.
  28. Diego Ruiz-Hernández & Javier Elizalde & David Delgado-Gómez, 2017. "Cournot–Stackelberg games in competitive delocation," Annals of Operations Research, Springer, vol. 256(1), pages 149-170, September.
  29. Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan, 2017. "Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 129-139.
  30. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gracia, Fernando Perez de, 2017. "Oil dependence, quality of political institutions and economic growth: A panel VAR approach," Resources Policy, Elsevier, vol. 53(C), pages 147-163.
  31. 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, vol. 64(C), pages 272-285.
  32. López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura, 2017. "Sovereign tail risk," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 174-188.
  33. López-Espinosa, Germán & Mayordomo, Sergio & Moreno, Antonio, 2017. "When does relationship lending start to pay?," Journal of Financial Intermediation, Elsevier, vol. 31(C), pages 16-29.
  34. Kang, Wensheng & Perez de Gracia, Fernando & Ratti, Ronald A., 2017. "Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 344-359.
  35. Diaz, Elena Maria & de Gracia, Fernando Perez, 2017. "Oil price shocks and stock returns of oil and gas corporations," Finance Research Letters, Elsevier, vol. 20(C), pages 75-80.
  36. Markus Kinateder & Luca Paolo Merlino, 2017. "Public Goods in Endogenous Networks," American Economic Journal: Microeconomics, American Economic Association, vol. 9(3), pages 187-212, August.
  37. Pedro Garcia-del-Barrio, 2017. "Pareto-improving income redistribution: expanding consumer access to the vaccines market," Economics of Governance, Springer, vol. 18(3), pages 275-313, August.
  38. Pedro Garcia-del-Barrio & Hugo Zarco, 2017. "Do movie contents influence box-office revenues?," Applied Economics, Taylor & Francis Journals, vol. 49(17), pages 1679-1688, April.
  39. Pitlik, Hans & Rode, Martin, 2017. "Individualistic values, institutional trust, and interventionist attitudes," Journal of Institutional Economics, Cambridge University Press, vol. 13(3), pages 575-598, September.
  40. Bergh, Andreas & Dackehag, Margareta & Rode, Martin, 2017. "Are OECD policy recommendations for public sector reform biased against welfare states? Evidence from a new database," European Journal of Political Economy, Elsevier, vol. 48(C), pages 3-15.

2016

  1. Jesús M. Zaratiegui, 2016. "Las presiones políticas y empresariales en el marco del proceso de negociación para la entrada de España en la Comunidad Económica Europea (c. 1962-1968)," Investigaciones de Historia Económica - Economic History Research (IHE-EHR), Journal of the Spanish Economic History Association, Asociación Española de Historia Económica, vol. 12(03), pages 181-190.
  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, vol. 63(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, vol. 20(1), pages 57-74, February.
  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, vol. 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, vol. 148(C), pages 55-58.
  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, vol. 54(C), pages 88-95.
  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, vol. 109(C), pages 29-37.
  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, vol. 55(C), pages 221-226.
  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, vol. 43(6), pages 954-965, November.
  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, vol. 43(4), pages 646-660, September.
  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, vol. 50(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, vol. 47(2), pages 275-295, February.
  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, vol. 63(1), pages 45-56, January.
  14. Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016. "Term Structure Persistence," Journal of Financial Econometrics, Oxford University Press, vol. 14(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, , vol. 22(3), pages 655-664, June.
  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, vol. 51(4), pages 1399-1414, December.
  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, vol. 40(1), pages 157-171, January.
  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), vol. 14(2), pages 199-215, December.
  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, vol. 23(10), pages 701-704, July.
  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, vol. 48(29), pages 2675-2696, June.
  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, vol. 48(34), pages 3244-3252, July.
  22. Luis A. Gil-Alana & Prakarsh Singh, 2016. "Growth recovery after civil conflict: a fractional integration approach," Defence and Peace Economics, Taylor & Francis Journals, vol. 27(4), pages 453-479, August.
  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, vol. 25(7), pages 978-991, October.
  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, vol. 32(5), pages 711-724, September.
  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., vol. 21(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., vol. 28(2), pages 214-232, March.
  27. Diaz, Elena Maria & Molero, Juan Carlos & Perez de Gracia, Fernando, 2016. "Oil price volatility and stock returns in the G7 economies," Energy Economics, Elsevier, vol. 54(C), pages 417-430.
  28. Pershin, Vitaly & Molero, Juan Carlos & de Gracia, Fernando Perez, 2016. "Exploring the oil prices and exchange rates nexus in some African economies," Journal of Policy Modeling, Elsevier, vol. 38(1), pages 166-180.
  29. Pedro Mendi & Rafael Moner-Colonques & José J. Sempere-Monerris, 2016. "Optimal know-how transfers in licensing contracts," Journal of Economics, Springer, vol. 118(2), pages 121-139, June.
  30. Abiodun Egbetokun & Pedro Mendi & Robert Mudida, 2016. "Complementarity in firm-level innovation strategies: a comparative study of Kenya and Nigeria," Innovation and Development, Taylor & Francis Journals, vol. 6(1), pages 87-101, April.
  31. Francisco Galera & José Luis Álvarez & Isabel Rodríguez-Tejedo, 2016. "Examples of unit tax superiority for a price-discriminating monopolist," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 23(1), pages 158-167, February.
  32. Bajo-Buenestado, Raúl, 2016. "Evidence of asymmetric behavioral responses to changes in gasoline prices and taxes for different fuel types," Energy Policy, Elsevier, vol. 96(C), pages 119-130.
  33. Moreno, Antonio & Orlando, James & Redin, Dulce M., 2016. "The macro-finance environment and asset allocation: A simultaneous equation approach," Finance Research Letters, Elsevier, vol. 18(C), pages 199-204.
  34. Sison, Alejo José G. & Ferrero, Ignacio & Guitián, Gregorio, 2016. "Human Dignity and The Dignity of Work: Insights from Catholic Social Teaching," Business Ethics Quarterly, Cambridge University Press, vol. 26(4), pages 503-528, October.
  35. Ricardo Leiva & Ignacio Ferrero & Reyes Calderón, 2016. "Corporate Reputation in the Business Ethics Field: Its Relation with Corporate Identity, Corporate Image, and Corporate Social Responsibility," Corporate Reputation Review, Palgrave Macmillan, vol. 19(4), pages 299-315, November.
  36. Equiza-Goñi, Juan, 2016. "Government debt maturity and debt dynamics in euro area countries," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 292-311.

2015

  1. 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, vol. 27(2), pages 161-170, June.
  2. 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, vol. 23(3), pages 445-468, August.
  3. 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, vol. 83(2), pages 253-268, June.
  4. 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, vol. 83(4), pages 569-575, December.
  5. 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, vol. 15(4), pages 507-524, December.
  6. 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, vol. 52(PA), pages 240-245.
  7. 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, vol. 58(C), pages 98-109.
  8. 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, vol. 44(C), pages 57-64.
  9. 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, vol. 4(3), pages 254-277.
  10. 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, vol. 12(4), pages 342-371.
  11. 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, vol. 24(4), pages 502-529.
  12. Rangan Gupta & Christophe André & Luis Gil-Alana, 2015. "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, vol. 52(16), pages 3123-3143, December.
  13. 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, vol. 22(5), pages 421-424, March.
  14. 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, vol. 22(7), pages 521-524, May.
  15. 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, vol. 47(27), pages 2783-2802, June.
  16. C. P. Barros & Luis A. Gil-Alana, 2015. "Investment and saving in Angola and the Feldstein-Horioka puzzle," Applied Economics, Taylor & Francis Journals, vol. 47(44), pages 4793-4800, March.
  17. 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, vol. 47(8), pages 798-808, February.
  18. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015. "Infant mortality rates: time trends and fractional integration," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(3), pages 589-602, March.
  19. Luis A. Gil-Alana, 2015. "Linear and segmented trends in sea surface temperature data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(7), pages 1531-1546, July.
  20. 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, vol. 38(3), pages 305-319, April.
  21. 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., vol. 20(3), pages 276-290, July.
  22. Pedro Mendi, 2015. "Competitive pressure and innovation in vertically differentiated markets," Economics Bulletin, AccessEcon, vol. 35(4), pages 2309-2316.
  23. Javier Elizalde & Markus Kinateder & Ignacio Rodríguez-Carreño, 2015. "Entry regulation, firm’s behaviour and social welfare," European Journal of Law and Economics, Springer, vol. 40(1), pages 13-31, August.
  24. Cunado, Juncal & Jo, Soojin & Perez de Gracia, Fernando, 2015. "Macroeconomic impacts of oil price shocks in Asian economies," Energy Policy, Elsevier, vol. 86(C), pages 867-879.
  25. Attanasio, Orazio & Polania-Reyes, Sandra & Pellerano, Luca, 2015. "Building social capital: Conditional cash transfers and cooperation," Journal of Economic Behavior & Organization, Elsevier, vol. 118(C), pages 22-39.
  26. Raul Bajo-Buenestado, 2015. "Discount Factor for Durable Goods: Evidence from the Spanish Automobile Market," International Journal of Applied Behavioral Economics (IJABE), IGI Global, vol. 4(3), pages 1-21, July.
  27. 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, vol. 15(3), pages 239-256, September.
  28. Baele, Lieven & Bekaert, Geert & Cho, Seonghoon & Inghelbrecht, Koen & Moreno, Antonio, 2015. "Macroeconomic regimes," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 51-71.
  29. López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura, 2015. "Systemic risk and asymmetric responses in the financial industry," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 471-485.
  30. Trani, Tommaso, 2015. "Asset pledgeability and international transmission of financial shocks," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 49-77.
  31. Martin Rode & Julio Revuelta, 2015. "The Wild Bunch! An empirical note on populism and economic institutions," Economics of Governance, Springer, vol. 16(1), pages 73-96, February.
  32. Manuel Guillén & Ignacio Ferrero & W. Hoffman, 2015. "The Neglected Ethical and Spiritual Motivations in the Workplace," Journal of Business Ethics, Springer, vol. 128(4), pages 803-816, June.

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, vol. 26(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, vol. 20(4), pages 1-10, December.
  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, vol. 38(C), pages 463-469.
  4. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2014. "Persistence and cycles in US hours worked," Economic Modelling, Elsevier, vol. 38(C), pages 504-511.
  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, vol. 42(C), pages 296-300.
  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, vol. 124(1), pages 64-66.
  7. Gil-Alana, Luis A. & Gupta, Rangan, 2014. "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, vol. 45(C), pages 511-516.
  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, vol. 46(C), pages 328-333.
  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, vol. 40(C), pages 149-162.
  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, vol. 41(C), pages 31-39.
  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, vol. 396(C), pages 42-50.
  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, vol. 3(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, vol. 20(4), pages 385-398, November.
  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, vol. 56(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, vol. 47(4), pages 1389-1410, December.
  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, vol. 46(18), pages 2127-2138, June.
  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, vol. 46(21), pages 2545-2555, July.
  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, vol. 46(27), pages 3377-3388, September.
  19. Guglielmo Maria Caporale & Luis Gil‐Alana, 2014. "Long‐Run and Cyclical Dynamics in the US Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(2), pages 147-161, March.
  20. Francisco Galera & Pedro Mendi & Juan Carlos Molero, 2014. "Unit taxes and ad valorem taxes with vertically differentiated products," Applied Economics Letters, Taylor & Francis Journals, vol. 21(17), pages 1221-1225, November.
  21. Pedro Mendi & Rodrigo Costamagna, 2014. "Exchange rate uncertainty and international technology transfer," Economics Bulletin, AccessEcon, vol. 34(1), pages 551-557.
  22. Francisco Galera & Markus Kinateder & Pedro Mendi, 2014. "The cost effect in third-degree price discrimination," Journal of Economics, Springer, vol. 113(2), pages 175-186, October.
  23. Cunado, Juncal & Perez de Gracia, Fernando, 2014. "Oil price shocks and stock market returns: Evidence for some European countries," Energy Economics, Elsevier, vol. 42(C), pages 365-377.
  24. Casares, Miguel & Moreno, Antonio & Vázquez, Jesús, 2014. "An estimated New-Keynesian model with unemployment as excess supply of labor," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 338-359.
  25. Kinateder, Markus & Kiss, Hubert János, 2014. "Sequential decisions in the Diamond–Dybvig banking model," Journal of Financial Stability, Elsevier, vol. 15(C), pages 149-160.
  26. Dulce Redín & Reyes Calderón & Ignacio Ferrero, 2014. "Exploring the Ethical Dimension of Hawala," Journal of Business Ethics, Springer, vol. 124(2), pages 327-337, October.

2013

  1. Carlos Barros & Luis Gil-Alana, 2013. "Inflation Forecasting in Angola: A Fractional Approach," African Development Review, African Development Bank, vol. 25(1), pages 91-104.
  2. Carlos Pestana BARROS & Zhongfei CHEN & Luis A GIL-ALANA, 2013. "Long Memory in the Housing Price Indices in China," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 3(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, vol. 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, vol. 34(3), pages 405-421, May.
  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, vol. 33(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, vol. 40(C), pages 425-432.
  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, vol. 29(C), pages 1-9.
  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, vol. 392(15), pages 3198-3212.
  9. Guglielmo Caporale & Luis Gil-Alana, 2013. "Long memory in US real output per capita," Empirical Economics, Springer, vol. 44(2), pages 591-611, April.
  10. Astrid Ayala & Juncal Cunado & Luis Alberiko Gil-Alana, 2013. "Real convergence: empirical evidence for Latin America," Applied Economics, Taylor & Francis Journals, vol. 45(22), pages 3220-3229, August.
  11. 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., vol. 18(1), pages 82-92, January.
  12. Javier Elizalde, 2013. "Market definition with differentiated products: a spatial competition application," European Journal of Law and Economics, Springer, vol. 36(3), pages 471-521, December.
  13. Elizalde, Javier, 2013. "Competition in multiple characteristics: An empirical test of location equilibrium," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 938-950.
  14. Ferreira, Susana & Akay, Alpaslan & Brereton, Finbarr & Cuñado, Juncal & Martinsson, Peter & Moro, Mirko & Ningal, Tine F., 2013. "Life satisfaction and air quality in Europe," Ecological Economics, Elsevier, vol. 88(C), pages 1-10.
  15. Juncal Cuñado & Fernando Gracia, 2013. "Environment and Happiness: New Evidence for Spain," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 112(3), pages 549-567, July.
  16. López-Espinosa, Germán & Rubia, Antonio & Valderrama, Laura & Antón, Miguel, 2013. "Good for one, bad for all: Determinants of individual versus systemic risk," Journal of Financial Stability, Elsevier, vol. 9(3), pages 287-299.
  17. Balboa, Marina & López-Espinosa, Germán & Rubia, Antonio, 2013. "Nonlinear dynamics in discretionary accruals: An analysis of bank loan-loss provisions," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5186-5207.
  18. Markus Kinateder, 2013. "Delayed perfect monitoring in repeated games," International Journal of Game Theory, Springer;Game Theory Society, vol. 42(1), pages 283-294, February.
  19. Calderón Reyes & Ferrero Ignacio & Redin Dulce M., 2013. "Ethical codes and corporate responsibility of the most admired companies of the world: Toward a third generation ethics?," Business and Politics, De Gruyter, vol. 14(4), pages 1-24, January.
  20. Pedro García-del-Barrio, 2013. "Costes de contratación y empresas de trabajo temporal. Una explicación de la disparidad regional en España," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 36(72), pages 117-142.
  21. Bodo Knoll & Hans Pitlik & Martin Rode, 2013. "Economic Freedom, Money and Happiness – Why Deregulation Matters Beyond its Wealth Enhancing Effect," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(02), pages 35-42, July.
  22. Martin Rode, 2013. "Do Good Institutions Make Citizens Happy, or Do Happy Citizens Build Better Institutions?," Journal of Happiness Studies, Springer, vol. 14(5), pages 1479-1505, October.
  23. Bodo Knoll & Hans Pitlik & Martin Rode, 2013. "A note on the impact of economic regulation on life satisfaction," Applied Economics Letters, Taylor & Francis Journals, vol. 20(9), pages 916-920, June.

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, vol. 60(4), pages 451-468, December.
  2. Astrid Ayala & Juncal Cuñado & Luis Albériko Gil-Alana, 2012. "Unemployment hysteresis: empirical evidence for Latin America," Journal of Applied Economics, Universidad del CEMA, vol. 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, vol. 29(3), pages 936-942.
  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, vol. 41(C), pages 822-826.
  5. Gil-Alana, Luis A. & Moreno, Antonio, 2012. "Uncovering the US term premium: An alternative route," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1181-1193.
  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, vol. 391(20), pages 4675-4685.
  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, vol. 16(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, vol. 43(1), pages 427-446, August.
  9. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2012. "Fractional cointegration in US term spreads," Applied Economics Letters, Taylor & Francis Journals, vol. 19(5), pages 431-434, March.
  10. 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, vol. 44(25), pages 3309-3322, September.
  11. Carlos Pestana Barros & Zhongfei Chen & Luis A. Gil-Alana, 2012. "Housing sales in urban Beijing," Applied Economics, Taylor & Francis Journals, vol. 44(34), pages 4495-4504, December.
  12. 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, vol. 18(2), pages 89-107, February.
  13. 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., vol. 17(1), pages 23-30, January.
  14. Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia, 2012. "Exploring Survey‐Based Inflation Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(6), pages 524-539, September.
  15. Juan Molero & Francesc Pujol, 2012. "Walking Inside the Potential Tax Evader’s Mind: Tax Morale Does Matter," Journal of Business Ethics, Springer, vol. 105(2), pages 151-162, January.
  16. Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2012. "Renewable energy innovations in Europe: a dynamic panel data approach," Applied Economics, Taylor & Francis Journals, vol. 44(24), pages 3135-3147, August.
  17. Javier Elizalde, 2012. "A theoretical approach to market definition analysis," European Journal of Law and Economics, Springer, vol. 34(3), pages 449-475, December.
  18. Juncal Cuñado & Fernando Gracia, 2012. "Does Education Affect Happiness? Evidence for Spain," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 108(1), pages 185-196, August.
  19. Juncal Cuñado & Fernando P�rez de Gracia, 2012. "Does Media Consumption Make Us Happy? Evidence for Spain," Journal of Media Economics, Taylor & Francis Journals, vol. 25(1), pages 8-34, February.
  20. Samuel Bowles & Sandra Polania-Reyes, 2012. "Economic Incentives and Social Preferences: Substitutes or Complements?," Journal of Economic Literature, American Economic Association, vol. 50(2), pages 368-425, June.
  21. López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura, 2012. "Short-term wholesale funding and systemic risk: A global CoVaR approach," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3150-3162.
  22. Miguel Casares & Antonio Moreno & Jesús Vázquez, 2012. "Wage stickiness and unemployment fluctuations: an alternative approach," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 3(3), pages 395-422, September.
  23. Pedro Garcia-del-Barrio, 2012. "External economies of scale, government purchasing commitment and welfare improvements in the vaccines industry," European Journal of Government and Economics, Europa Grande, vol. 1(2), pages 163-179, December.
  24. Rode, Martin & Gwartney, James D., 2012. "Does democratization facilitate economic liberalization?," European Journal of Political Economy, Elsevier, vol. 28(4), pages 607-619.
  25. Martin Rode & Sebastian Coll, 2012. "Economic freedom and growth. Which policies matter the most?," Constitutional Political Economy, Springer, vol. 23(2), pages 95-133, 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, vol. 3(4), pages 586-588, December.
  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, vol. 19(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, vol. 79(1), pages 68-90, March.
  4. Gil-Alana, Luis A., 2011. "Inflation in South Africa. A long memory approach," Economics Letters, Elsevier, vol. 111(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, vol. 39(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, vol. 39(4), pages 514-532.
  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, vol. 37(2), pages 245-265, August.
  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, vol. 35(3), pages 296-308, July.
  9. 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, vol. 38(1), pages 71-85.
  10. Pedro Mendi & Rafael Moner-Colonques & José Sempere-Monerris, 2011. "Vertical integration, collusion, and tariffs," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(3), pages 359-378, September.
  11. Francisco Galera & Pedro Mendi, 2011. "Free entry and welfare with price discrimination," Economics Bulletin, AccessEcon, vol. 31(4), pages 3268-3274.
  12. Juncal Cunado, 2011. "Structural breaks and real convergence in OPEC countries," Journal of Applied Economics, Universidad del CEMA, vol. 14, pages 101-117, May.
  13. Juncal Cuñado & Marta Gómez-Puig, 2011. "La diversificación del riesgo en los mercados de deuda pública de la zona euro," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 34(94), pages 1-8, Enero-Abr.
  14. Cho, Seonghoon & Moreno, Antonio, 2011. "The forward method as a solution refinement in rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 257-272, March.
  15. López-Espinosa, Germán & Moreno, Antonio & Pérez de Gracia, Fernando, 2011. "Banks' Net Interest Margin in the 2000s: A Macro-Accounting international perspective," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1214-1233, October.
  16. Francisco Galera & Pedro Garcia-del-Barrio, 2011. "Excessive entry and the integer constraint with many firms: a note," Journal of Economics, Springer, vol. 103(3), pages 271-287, July.
  17. Carlos Barros & Pedro Garcia-del-Barrio, 2011. "Productivity drivers and market dynamics in the Spanish first division football league," Journal of Productivity Analysis, Springer, vol. 35(1), pages 5-13, February.

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, vol. 78(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, vol. 38(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, vol. 24(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, vol. 35(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, vol. 36(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), vol. 27(1), pages 28-46, February.
  7. Luis A. Gil-Alana, 2010. "International Arrivals in the Canary Islands: Persistence, Long Memory, Seasonality and other Implicit Dynamics," Tourism Economics, , vol. 16(2), pages 287-302, June.
  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, vol. 38(2), pages 471-501, April.
  9. Guglielmo Maria Caporale & Luis Gil-Alana, 2010. "Multiple cyclical fractional structures in financial time series," Applied Economics Letters, Taylor & Francis Journals, vol. 17(11), pages 1079-1081.
  10. 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, vol. 42(19), pages 2417-2434.
  11. 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., vol. 30(5), pages 490-507, May.
  12. Juan Molero & Isabel Rodríguez-Tejedo, 2010. "An index of political support for decentralization: the Spanish case," Constitutional Political Economy, Springer, vol. 21(1), pages 50-79, March.
  13. Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010. "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 33-62, February.
  14. Biscarri, Javier Gómez & Moreno, Antonio & Gracia, Fernando Pérez de, 2010. "Money demand accommodation: Impact on macro-dynamics and policy consequences," Journal of Policy Modeling, Elsevier, vol. 32(1), pages 138-154, January.
  15. Francisco J. De Pena & Carlos Forner & Germán López-Espinosa, 2010. "Fundamentals and the Origin of Fama-French Factors: The Case of the Spanish Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(5), pages 426-446, December.

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, vol. 75(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, vol. 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, vol. 13(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, vol. 26(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, vol. 105(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, vol. 31(5), pages 737-738, September.
  7. Luis A Gil-Alana, 2009. "Seasonal Monthly Fractional Integration in the UK Unemployment," The IUP Journal of Applied Economics, IUP Publications, vol. 0(1), pages 81-96, January.
  8. 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, vol. 15(2), pages 143-155, May.
  9. J. Cuñado & L. Gil-Alana & F. Gracia, 2009. "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 233-252, October.
  10. 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, vol. 33(4), pages 364-375, October.
  11. Carlos Barros & Luis Gil-Alana, 2009. "Stock market returns and terrorist violence: evidence from the Basque Country," Applied Economics Letters, Taylor & Francis Journals, vol. 16(15), pages 1575-1579.
  12. 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, vol. 41(11), pages 1345-1359.
  13. 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, vol. 41(19), pages 2483-2493.
  14. 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, vol. 41(2), pages 219-236.
  15. 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, vol. 20(4), pages 287-301.
  16. 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, vol. 23(2), pages 259-279.
  17. Alfaro, Jos A. & Rbade, Luis A., 2009. "Traceability as a strategic tool to improve inventory management: A case study in the food industry," International Journal of Production Economics, Elsevier, vol. 118(1), pages 104-110, March.
  18. Pedro Mendi, 2009. "Backward integration and collusion in a duopoly model with asymmetric costs," Journal of Economics, Springer, vol. 96(2), pages 95-112, March.
  19. Pedro Garcia‐del‐Barrio & Francesc Pujol, 2009. "The Rationality of Under‐employing the Best‐performing Soccer Players," LABOUR, CEIS, vol. 23(3), pages 397-419, September.
  20. Orazio Attanasio & Luca Pellerano & Sandra Polanía Reyes, 2009. "Building Trust? Conditional Cash Transfer Programmes and Social Capital," Fiscal Studies, Institute for Fiscal Studies, vol. 30(2), pages 139-177, June.
  21. Reyes Calderón-Cuadrado & José Álvarez-Arce & Isabel Rodríguez-Tejedo & Stella Salvatierra, 2009. "“Ethics Hotlines” in Transnational Companies: A Comparative Study," Journal of Business Ethics, Springer, vol. 88(1), pages 199-210, August.
  22. Reyes Calderón & José Álvarez-Arce & Silvia Mayoral, 2009. "Corporation as a Crucial Ally Against Corruption," Journal of Business Ethics, Springer, vol. 87(1), pages 319-332, April.
  23. Marina Balboa & J. Carlos Gómez‐Sala & Germán López‐Espinosa, 2009. "The Value of Adjusting the Bias in Recommendations: International Evidence," European Financial Management, European Financial Management Association, vol. 15(1), pages 208-230, January.
  24. Germán López & Joaquín Marhuenda & Belén Nieto, 2009. "The relationship between risk and expected returns with incomplete information," Investigaciones Economicas, Fundación SEPI, vol. 33(1), pages 69-96, January.
  25. Christine Choirat & Raffello Seri, 2009. "Econometrics with Python," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 698-704.
  26. Pedro Garcia-del-Barrio & Stefan Szymanski, 2009. "Goal! Profit Maximization Versus Win Maximization in Soccer," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 34(1), pages 45-68, February.
  27. Carlos P. Barros & Julio del Corral & Pedro García-del-Barrio, 2009. "Reply to Comment on ‘‘Identification of Segments of Soccer Clubs in the Spanish League First Division with a Latent Class Model’’," Journal of Sports Economics, , vol. 10(6), pages 660-666, December.
  28. Carlos Pestana Barros & Pedro Garcia-del-Barrio & Stephanie Leach, 2009. "Analysing the technical efficiency of the Spanish Football League First Division with a random frontier model," Applied Economics, Taylor & Francis Journals, vol. 41(25), pages 3239-3247.

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, vol. 37(1), pages 59-74, February.
  2. Luis A. Gil‐Alana, 2008. "Fractional integration and structural breaks at unknown periods of time," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(1), pages 163-185, January.
  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, vol. 52(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, vol. 25(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, vol. 17(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, vol. 30(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, vol. 7(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., vol. 27(7), pages 621-636.
  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, vol. 35(3), pages 241-253, July.
  10. Luis Gil-Alana & Rolando Peláez, 2008. "The persistence of earnings per share," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 425-439, November.
  11. J. Cunado & L.A. Gil-Alana & F. Perez de Gracia, 2008. "Persistence in International Monthly Arrivals in the Canary Islands," Tourism Economics, , vol. 14(1), pages 123-129, March.
  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, , vol. 14(1), pages 13-23, March.
  13. Luis Gil-Alana, 2008. "Real GDP growth rates across countries: long memory and mean shifts," Applied Economics Letters, Taylor & Francis Journals, vol. 15(6), pages 449-455.
  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, vol. 14(1), pages 23-31.
  15. Francesc Pujol, 2008. "Ranking Journals Following a Matching Model Approach: An Application to Public Economics Journals," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 10(1), pages 55-76, February.
  16. Gomez Biscarri, Javier & Lopez Espinosa, German, 2008. "The influence of differences in accounting standards on empirical pricing models: An application to the Fama-French model," Journal of Multinational Financial Management, Elsevier, vol. 18(4), pages 369-388, October.
  17. Balboa, Marina & Gomez-Sala, Juan Carlos & Lopez-Espinosa, German, 2008. "Does the value of recommendations depend on the level of optimism? A country-based analysis," Journal of Multinational Financial Management, Elsevier, vol. 18(4), pages 405-426, October.
  18. Gómez-Biscarri, Javier & López-Espinosa, Germán, 2008. "Accounting measures and international pricing models: Justifying accounting homogeneity," Journal of Accounting and Public Policy, Elsevier, vol. 27(4), pages 339-354.
  19. Barros, Carlos Pestana & Garcia-del-Barrio, Pedro, 2008. "Efficiency measurement of the English football Premier League with a random frontier model," Economic Modelling, Elsevier, vol. 25(5), pages 994-1002, September.
  20. Carlos Pestana Barros & Julio del Corral & Pedro Garcia-del-Barrio, 2008. "Identification of Segments of Soccer Clubs in the Spanish League First Division With a Latent Class Model," Journal of Sports Economics, , vol. 9(5), pages 451-469, October.

2007

  1. Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2007. "Nonlinearities and Fractional Integration in the US Unemployment Rate," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(4), pages 521-544, August.
  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, vol. 73(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, vol. 3(32), pages 1-6.
  4. DePenya, Francisco J. & Gil-Alana, Luis A., 2007. "Serial correlation in the Spanish Stock Market," Global Finance Journal, Elsevier, vol. 18(1), pages 84-103.
  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, vol. 6(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, vol. 34(2), pages 139-154, April.
  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, vol. 34(2), pages 155-169, April.
  8. 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, vol. 18(6), pages 495-507.
  9. 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, vol. 23(2), pages 97-116, March.
  10. 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, vol. 23(5), pages 439-453, September.
  11. Mendi, Pedro, 2007. "Trade in disembodied technology and total factor productivity in OECD countries," Research Policy, Elsevier, vol. 36(1), pages 121-133, February.
  12. Pedro Mendi, 2007. "Contractual implications of international trade in tacit knowledge," Applied Economics, Taylor & Francis Journals, vol. 39(9), pages 1173-1183.
  13. Pedro Mendi & Róbert Veszteg, 2007. "Profitable mergers with endogenous tariffs," Economics Bulletin, AccessEcon, vol. 12(23), pages 1-8.
  14. Pedro Garcia-del-Barrio & Francesc Pujol, 2007. "Hidden monopsony rents in winner-take-all markets-sport and economic contribution of Spanish soccer players," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 57-70.

2006

  1. Galera, Francisco & Zaratiegui, Jesus M., 2006. "Welfare and output in third-degree price discrimination: A note," International Journal of Industrial Organization, Elsevier, vol. 24(3), pages 605-611, May.
  2. 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.
  3. Bertrand Candelon & Luis A. Gil‐Alana, 2006. "Mean Reversion of Short‐run Interest Rates in Emerging Countries," Review of International Economics, Wiley Blackwell, vol. 14(1), pages 119-135, February.
  4. Gil-Alana, L.A., 2006. "Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 87-98, March.
  5. Barros, Carlos Pestana & Passos, Jose & Gil-Alana, Luis A., 2006. "The timing of ETA terrorist attacks," Journal of Policy Modeling, Elsevier, vol. 28(3), pages 335-346, April.
  6. Gil-Alana, L.A., 2006. "Fractional integration in daily stock market indexes," Review of Financial Economics, Elsevier, vol. 15(1), pages 28-48.
  7. F. DePenya & L. Gil-Alana, 2006. "Testing of nonstationary cycles in financial time series data," Review of Quantitative Finance and Accounting, Springer, vol. 27(1), pages 47-65, August.
  8. Gil-Alana, Luis A., 2006. "UK Unemployment Dynamics: a Fractionally Cointegrated Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 59(1), pages 33-50.
  9. Guglielmo Caporale & Luis Gil-Alana, 2006. "Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994," Empirical Economics, Springer, vol. 31(1), pages 83-93, March.
  10. 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), vol. 142(1), pages 67-91, April.
  11. 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, vol. 13(15), pages 965-968.
  12. Carlos Pestana Barros & Luis Gil-Alana, 2006. "Eta: A Persistent Phenomenon," Defence and Peace Economics, Taylor & Francis Journals, vol. 17(2), pages 95-116.
  13. 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, vol. 22(4), pages 385-395, July.
  14. Cunado, J. & Perez de Gracia, F., 2006. "Real convergence in Africa in the second-half of the 20th century," Journal of Economics and Business, Elsevier, vol. 58(2), pages 153-167.
  15. Cunado, Juncal & Gomez Biscarri, Javier & Perez de Gracia, Fernando, 2006. "Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization," Emerging Markets Review, Elsevier, vol. 7(3), pages 261-278, September.
  16. Juncal Cunado & Fernando Perez de Gracia, 2006. "Real convergence in some Central and Eastern European countries," Applied Economics, Taylor & Francis Journals, vol. 38(20), pages 2433-2441.
  17. Cho, Seonghoon & Moreno, Antonio, 2006. "A Small-Sample Study of the New-Keynesian Macro Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1461-1481, September.
  18. Moreno Antonio & Rey Luis, 2006. "Inflation Targeting in Western Europe," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(2), pages 1-32, August.

2005

  1. Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2005. "Fractional Cointegration And Aggregate Money Demand Functions," Manchester School, University of Manchester, vol. 73(6), pages 737-753, December.
  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, vol. 29(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, vol. 27(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, vol. 0(1-2), pages 99-126.
  5. Luis A Gil-Alana, 2005. "An I(d) Statistical Model for the Canadian Real Output," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(1), pages 79-93, February.
  6. Luis A. Gil-Alana, 2005. "Testing and forecasting the degree of integration in the US inflation rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(3), pages 173-187.
  7. 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, vol. 11(3), pages 257-266, August.
  8. Luis A. Gil-Alana, 2005. "Fractional Integration and Cointegration in the Japanese Exchange Rate Market," Japanese Economy, Taylor & Francis Journals, vol. 32(4), pages 12-35.
  9. J. Cunado & L.A. Gil-Alana & F. Péarez de Gracia, 2005. "The Nature of Seasonality in Spanish Tourism Time Series," Tourism Economics, , vol. 11(4), pages 483-499, December.
  10. Luis A. Gil-Alanaa, 2005. "Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate," Empirical Economics, Springer, vol. 30(1), pages 193-207, January.
  11. Luis Gil-Alana & Pedro Mendi, 2005. "Fractional integration in total factor productivity: evidence from US data," Applied Economics, Taylor & Francis Journals, vol. 37(12), pages 1369-1383.
  12. 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, vol. 21(1), pages 83-94, January.
  13. L. A. Gil-Alana, 2005. "Measuring The Memory Parameter On Several Transformations Of Asset Returns," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(06), pages 675-691.
  14. L. A. Gil-Alana, 2005. "Testing Of Real Convergence In Germany In The Presence Of Structural Breaks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 50(01), pages 93-101.
  15. L. A. Gil-Alana, 2005. "Fractional Integration At Zero And The Cyclical Frequencies In The Specification Of Us Prices," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 50(02), pages 169-173.
  16. Santiago Fernandez De Córdoba & Sam Laird & David Vanzetti, 2005. "Trick or Treat? Development Opportunities and Challenges in the WTO Negotiations on Industrial Tariffs," The World Economy, Wiley Blackwell, vol. 28(10), pages 1375-1400, October.
  17. Pedro Mendi, 2005. "The Structure of Payments in Technology Transfer Contracts: Evidence from Spain," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 14(2), pages 403-429, June.
  18. Cunado, Juncal & Gracia, Fernando Perez de, 2005. "Current account and productivity: evidence for some European countries," Journal of Policy Modeling, Elsevier, vol. 27(1), pages 75-89, February.
  19. Cunado, J. & Perez de Gracia, F., 2005. "Oil prices, economic activity and inflation: evidence for some Asian countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(1), pages 65-83, February.
  20. 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, July.

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, vol. 5(3), pages 319-333, August.
  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, vol. 25(5), pages 691-700, September.
  3. Luis Alberiko Gil-Alana, 2004. "A fractionally integrated model for the Spanish real GDP," Economics Bulletin, AccessEcon, vol. 3(8), pages 1-6.
  4. Luis A. Gil-Alana, 2004. "Fractional cointegration in the consumption and income relationship using semiparametric techniques," Economics Bulletin, AccessEcon, vol. 3(47), pages 1-8.
  5. Luis A. Gil-Alana, 2004. "Testing of I(d) processes in the real output," Economics Bulletin, AccessEcon, vol. 3(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, vol. 15(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, vol. 13(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, vol. 56(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, vol. 26(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, vol. 44(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, vol. 13(3), pages 245-258.
  12. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and real exchange rates," Review of Financial Economics, Elsevier, vol. 13(4), pages 327-340.
  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, vol. 0(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, vol. 3(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, vol. 23(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, vol. 23(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, vol. 31(4), pages 333-344, December.
  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, vol. 10(3), pages 165-179, October.
  19. J. Cunado & L.A. Gil-Alana & F. Pérez de Gracia, 2004. "Modelling Monthly Spanish Tourism: A Seasonal Fractionally Integrated Approach," Tourism Economics, , vol. 10(1), pages 79-94, March.
  20. Bertrand Candelon & Luis A. Gil-Alana, 2004. "Fractional integration and business cycle features," Empirical Economics, Springer, vol. 29(2), pages 343-359, May.
  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, vol. 11(7), pages 429-432.
  22. Luis Gil-Alana, 2004. "Semiparametric estimation of the fractional differencing parameter in the UK industrial production index," Applied Economics, Taylor & Francis Journals, vol. 36(11), pages 1205-1217.
  23. Luis Gil-Alana, 2004. "Seasonal fractional components in macroeconomic time series," Applied Economics, Taylor & Francis Journals, vol. 36(12), pages 1265-1279.
  24. Luis Gil-Alana, 2004. "Forecasting the real output using fractionally integrated techniques," Applied Economics, Taylor & Francis Journals, vol. 36(14), pages 1583-1589.
  25. Luis Gil-Alana, 2004. "Modelling the US real GNP with fractionally integrated techniques," Applied Economics, Taylor & Francis Journals, vol. 36(8), pages 873-879.
  26. Cunado Eizaguirre, Juncal & Biscarri, Javier Gomez & Hidalgo, Fernando Perez de Gracia, 2004. "Structural changes in volatility and stock market development: Evidence for Spain," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1745-1773, July.
  27. Javier Biscarri & Fernando Gracia, 2004. "Stock market cycles and stock market development in Spain," Spanish Economic Review, Springer;Spanish Economic Association, vol. 6(2), pages 127-151, July.

2003

  1. Luis A. Gil‐Alana & S. G. Brian Henry, 2003. "Fractional Integration and the Dynamics of UK Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(2), pages 221-239, May.
  2. Luis A. Gil‐Alana, 2003. "Testing of Fractional Cointegration in Macroeconomic Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(4), pages 517-529, September.
  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, vol. 3(1), pages 1-15, September.
  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, vol. 3(1).
  5. Gil-Alana, L. A., 2003. "A fractional multivariate long memory model for the US and the Canadian real output," Economics Letters, Elsevier, vol. 81(3), pages 355-359, December.
  6. Luis Gil-Alana, 2003. "Stochastic behavior of nominal exchange rates," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 31(2), pages 159-173, June.
  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, vol. 22(1), pages 23-38, August.
  8. Luis Gil-Alana, 2003. "Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 22(1), pages 65-74, August.
  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, vol. 9(4), pages 257-267, November.
  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, vol. 7(1), December.
  11. Gil-Alana, Luis A., 2003. "The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 56(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, vol. 23(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, vol. 28(1), pages 101-113, January.
  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, vol. 27(2), pages 136-152, June.
  15. Luis Gil-Alana, 2003. "Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances," Applied Economics Letters, Taylor & Francis Journals, vol. 10(1), pages 33-37.
  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, vol. 10(2), pages 103-105.
  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, vol. 10(3), pages 173-176.
  18. Luis Gil-Alana, 2003. "Unemployment and real oil prices in Australia: a fractionally cointegrated approach," Applied Economics Letters, Taylor & Francis Journals, vol. 10(4), pages 201-204.
  19. Luis Gil-Alana, 2003. "Strong dependence in the real interest rates," Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 119-124.
  20. L. A. Gil-Alana, 2003. "A fractional integration analysis of the population in some OECD countries," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(10), pages 1147-1159.
  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, vol. 30(9), pages 1021-1031.
  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., vol. 6(02), pages 119-134.
  23. Alfaro, Jose A. & Tribo, Josep A., 2003. "Operations manager turnover and inventory fluctuations," International Journal of Production Economics, Elsevier, vol. 81(1), pages 51-58, January.
  24. Pujol, Francesc & Weber, Luc, 2003. "Are Preferences for Fiscal Discipline Endogenous," Public Choice, Springer, vol. 114(3-4), pages 421-444, March.
  25. Cunado, Juncal & Perez de Gracia, Fernando, 2003. "Do oil price shocks matter? Evidence for some European countries," Energy Economics, Elsevier, vol. 25(2), pages 137-154, March.
  26. Edwards, Sebastian & Biscarri, Javier Gomez & Perez de Gracia, Fernando, 2003. "Stock market cycles, financial liberalization and volatility," Journal of International Money and Finance, Elsevier, vol. 22(7), pages 925-955, December.
  27. Juncal Cunnado & Fernando PErez De Gracia, 2003. "Sacrifice Ratios: Some lessons from EMU countries, 1960-2001," International Review of Applied Economics, Taylor & Francis Journals, vol. 17(3), pages 327-337.

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, vol. 2(1).
  2. Gil-Alana, Luis A., 2002. "Seasonal long memory in the aggregate output," Economics Letters, Elsevier, vol. 74(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, vol. 77(1), pages 79-84, September.
  4. Gil-Alana, Luis A., 2002. "A mean shift break in the US interest rate," Economics Letters, Elsevier, vol. 77(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, vol. 77(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, vol. 42(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., vol. 7(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, vol. 19(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, vol. 8(4), pages 348-356, November.
  10. Luis Gil-Alana, 2002. "Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques," Applied Economics Letters, Taylor & Francis Journals, vol. 9(12), pages 787-790.
  11. Guglielmo Maria Caporale & Luis Gil-Alana, 2002. "Unemployment and input prices: a fractional cointegration approach," Applied Economics Letters, Taylor & Francis Journals, vol. 9(6), pages 347-351.
  12. Luis Gil-Alana, 2002. "Confidence intervals for fractionally integrated hypotheses in the real output across Europe," Applied Economics Letters, Taylor & Francis Journals, vol. 9(6), pages 407-409.
  13. Luis Gil-Alana, 2002. "Modelling the Persistence of Unemployment in Canada," International Review of Applied Economics, Taylor & Francis Journals, vol. 16(4), pages 465-477.
  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., vol. 5(06), pages 645-657.
  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., vol. 5(08), pages 775-783.

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, vol. 22(4), pages 411-430, July.
  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, vol. 18(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., vol. 16(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., vol. 20(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, vol. 8(12), pages 761-763.
  7. Luis Gil-Alana, 2001. "Seasonal long memory in the US monthly monetary aggregate," Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 573-575.
  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, vol. 33(10), pages 1263-1269.

2000

  1. Gil-Alana, Luis A., 2000. "Mean reversion in the real exchange rates," Economics Letters, Elsevier, vol. 69(3), pages 285-288, December.
  2. Juncal Cuñado & Blanca Sanchez-Robles, 2000. "Sectoral structure and real convergence among Spanish regions," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(2), pages 259-270, May.

1999

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

1997

  1. JesUs Zaratiegui, 1997. "Twin Brothers in Marshallian Thought: Knowledge and organization," Review of Political Economy, Taylor & Francis Journals, vol. 9(3), pages 295-312.
  2. Gil-Alana, L. A. & Robinson, P. M., 1997. "Testing of unit root and other nonstationary hypotheses in macroeconomic time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 241-268, October.

Books

Undated material is listed at the end

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, May.

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, May.

Undated

  1. Lili Yan Ing & Santiago Fernandez de Cordoba & Olivier Cadot, . "Non-Tariff Measures in ASEAN," Books, Economic Research Institute for ASEAN and East Asia (ERIA), number 2015-rpr-01 edited by Lili Yan Ing & Santiago Fernandez de Cordoba & Olivier Cadot, July.

Chapters

Undated material is listed at the end

2022

  1. Javier Pinto-Garay & Germán Scalzo & Ignacio Ferrero, 2022. "Three Rival Versions of Work and Technology: Smith, Marx, and MacIntyre in Discussion," Springer Books, in: Guglielmo Faldetta & Edoardo Mollona & Massimiliano Matteo Pellegrini (ed.), Philosophy and Business Ethics, chapter 0, pages 275-299, Springer.

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, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 293-302, Springer.

2020

  1. Luis Alberiko Gil-Alana & Hector Carcel, 2020. "ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 23, pages 889-915, World Scientific Publishing Co. Pte. Ltd..

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, in: Almas Heshmati (ed.), Economic Integration, Currency Union, and Sustainable and Inclusive Growth in East Africa, pages 41-54, Springer.

2011

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

2010

  1. Juncal Cuñado & Fernando Pérez de Gracia, 2010. "Education and happiness in Spain," Investigaciones de Economía de la Educación volume 5, in: María Jesús Mancebón-Torrubia & Domingo P. Ximénez-de-Embún & José María Gómez-Sancho & Gregorio Gim (ed.), Investigaciones de Economía de la Educación 5, edition 1, volume 5, chapter 10, pages 206-222, Asociación de Economía de la Educación.

2009

  1. Luis A. Gil-Alana & Javier Hualde, 2009. "Fractional Integration and Cointegration: An Overview and an Empirical Application," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 10, pages 434-469, Palgrave Macmillan.
  2. Francesc Pujol, 2009. "Measuring US Presidents’ Political Commitment for Fiscal Discipline Between 1920 and 2008," Studies in Public Choice, in: Louis M. Imbeau (ed.), Do They Walk Like They Talk?, chapter 0, pages 83-107, Springer.
  3. Christine Choirat & Raffaello Seri, 2009. "On Embedding Gretl in a Python Module," EHUCHAPS, in: Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), Econometrics with gretl. Proceedings of the gretl Conference 2009, edition 1, chapter 14, pages 219-227, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.

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, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 2, pages 23-50, World Scientific Publishing Co. Pte. Ltd..

Undated

  1. Santiago Fernandez de Cordoba & Maxim Gubarev & Michelle Ayu Chinta Kristy & Chi Le Ngo, . "Collecting and Classifying Non-tariff Measures in ASEAN," Chapters, in: Lili Yan Ing & Santiago Fernandez de Cordoba & Olivier Cadot (ed.), Non-Tariff Measures in ASEAN, chapter 1, pages 1-11, Economic Research Institute for ASEAN and East Asia (ERIA).

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