Publications
by members of
Universidad de Navarra → Facultad de Ciencias Económicas y Empresariales
University of Navarra → School of Economics and Business Administration
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this 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
2026
- Federico M. Accursi & Raul Bajo-Buenestado, 2026, "Household Effects of Electrification Through Mini-Grids: Evidence from Tanzania," CESifo Working Paper Series, CESifo, number 12453.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Modupe I. Omotosho, 2026, "Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 12406.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Maria Fatima Romero-Rojo, 2026, "Total Solar Irradiance: Evidence from a Long-Memory Model," CESifo Working Paper Series, CESifo, number 12408.
- Guglielmo Maria Caporale & Antonio Fons Palomares & Luis Alberiko Gil-Alana, 2026, "Long-Run Linkages and Parameter Instability in the Gold–Silver Relationship, 2010–2025," CESifo Working Paper Series, CESifo, number 12559.
- Guglielmo Maria Caporale & Mwangi Victor Njoroge & Luis Alberiko Gil-Alana, 2026, "Long Memory in Kenyan Commodity Prices," CESifo Working Paper Series, CESifo, number 12560.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo, 2026, "Trump Tariffs and Persistence in Crude Oil Prices: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 12562.
- Guglielmo Maria Caporale & Samuel Chibuzor Umeh & Faith Ani James & Luis Alberiko Gil-Alana, 2026, "Climate Change, Macroeconomic Factors and the Nigerian Indigenous Meat and Milk Industry: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 12566.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Ruka O. Jimoh, 2026, "Inflation Persistence in the SCO Countries: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12578.
- Juan Diego Cafferata Salazar & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Persistence and Long-Run Linkages Between US Stock Market Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 12649.
- Luis Rodrigo Asturias Schaub & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Long Memory in Latin American Sovereign Risk: Daily Evidence on the EMBI," CESifo Working Paper Series, CESifo, number 12731.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Guillermo Perez Tellechea, 2026, "Persistence in Real GDP Growth Rates: Univariate and Multivariate Evidence for the US, UK and Japan," CESifo Working Paper Series, CESifo, number 12781.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & León Bertram von Ondarza de Miquel, 2026, "Anchored to the Floor: Persistence and Liquidity Regimes in the €STR – DFR Spread," CESifo Working Paper Series, CESifo, number 12782.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Jesus Pantoja Cárdenas, 2026, "Long Memory and Asymmetric Uncertainty Effects on Stock Returns and Volatility: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12806.
2025
- Peter Claeys & Bettina Bökemeier & Benjamin Owusu & Juan Equiza Goñi & Michael Stierle & Andreea Stoian, 2025, "European Governments’ Fiscal Behaviour and Public Debt Holders: What Is the Financial Connection?," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 218, Jan.
- Diana Castro Herrera & Juncal Cunado & Juan Equiza-Goñi & Fernando Perez de Gracia, 2025, "Climate change exposure risk, reserves and stock returns of oil and gas companies," Post-Print, HAL, number hal-05493979, Dec, DOI: 10.1016/j.jcomm.2025.100524.
- Castro, Diana & Cunado, Juncal & Equiza-Goñi, Juan & Perez de Gracia, Fernando, 2025, "Climate change exposure risk, reserves and stock returns of oil and gas companies," Journal of Commodity Markets, Elsevier, volume 40, issue C, DOI: 10.1016/j.jcomm.2025.100524.
- Guglielmo Maria Caporale & Alfonso Dominguez & Luis Alberiko Gil-Alana, 2025, "Testing for Persistence in Real House Prices in 47 Countries from the OECD Database," CESifo Working Paper Series, CESifo, number 11662.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Real GDP: Evidence from Europe and the US," CESifo Working Paper Series, CESifo, number 11764.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in real GDP: Evidence from Europe and the US," Economics Bulletin, AccessEcon, volume 45, issue 3, pages 1376-1388.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Leyre Muñoz, 2025, "Earthquakes and Stock Market Performance: Evidence from Japan," CESifo Working Paper Series, CESifo, number 11822.
- Guglielmo Maria Caporale & Nieves Carmona-González & Luis Alberiko Gil-Alana & María Fátima Romero Rojo, 2025, "Air Pollution in 88 US Metropolitan Areas: Trends and Persistence," CESifo Working Paper Series, CESifo, number 11827.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence and Nonlinearities in the US Federal Funds Rate," CESifo Working Paper Series, CESifo, number 11913.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2025, "Trends and Persistence in the Number of Hot Days: Some Multi-Country Evidence," CESifo Working Paper Series, CESifo, number 11925.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2025, "Atmospheric Pollution in 10 US Cities: Trends and Persistence," CESifo Working Paper Series, CESifo, number 11957.
- Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Energy Transition and Climate Policy Uncertainty in the US: Green Versus Polluting Firms," CESifo Working Paper Series, CESifo, number 11959.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle," CESifo Working Paper Series, CESifo, number 11983.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle," Mathematics, MDPI, volume 13, issue 18, pages 1-21, September.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model with Autoregressive Processes," CESifo Working Paper Series, CESifo, number 11984.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & José L. Ruiz-Alba, 2025, "The COVID-19 Shock and Spanish Hotel Activity," CESifo Working Paper Series, CESifo, number 11985.
- Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana & Andoni Maiza-Larrarte, 2025, "Travel Shocks to the Chinese Economy: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12142.
- Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Tail Connectedness Between Robotics and AI ETFs and Traditional Us Assets Under Different Market Conditions: A Quantile Var Approach," CESifo Working Paper Series, CESifo, number 12143.
- Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets," CESifo Working Paper Series, CESifo, number 12171.
- Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets," JRFM, MDPI, volume 18, issue 11, pages 1-13, November.
- Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Contemporaneous and Lagged 𝑅2 Decomposed Connectedness: Evidence for Stock Market Indices, Thematic ETFs, Bitcoin, Brent Crude Oil and Geopolitical Risks," CESifo Working Paper Series, CESifo, number 12225.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González & Maria Fatima Romero-Rojo, 2025, "Acidification in the Earth’s Oceans: Trends and Persistence," CESifo Working Paper Series, CESifo, number 12281.
- Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Asset Returns and CO2 Emissions: Evidence on Contemporaneous and Lagged Connectedness," CESifo Working Paper Series, CESifo, number 12333.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Luis A. Gil-Alana, 2025, "Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202502, Feb.
- Jerg Gutmann & Martin Rode, 2025, "Bend It like Bolsonaro: Global Evidence on the Effect of Populism on Constitutional Compliance," CESifo Working Paper Series, CESifo, number 12191.
- Gutmann, Jerg & Rode, Martin, 2025, "Bend it like Bolsonaro: Global evidence on the effect of populism on constitutional compliance," ILE Working Paper Series, University of Hamburg, Institute of Law and Economics, number 86.
- San Román, Diego, 2025, "Order of Play in Sequential Network Formation," MPRA Paper, University Library of Munich, Germany, number 125309, Jul.
2024
- Federico M. Accursi & Raúl Bajo-Buenestado & Raul Bajo-Buenestado, 2024, "Do Cooperatives Exercise Market Power? Evidence from Pass-Through to Retail Prices," CESifo Working Paper Series, CESifo, number 11473.
- Federico M. Accursi, Raul Bajo-Buenestado, 2024, "Do Cooperatives Exercise Market Power?," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 02/2024, Feb.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "A Long-Memory Model for Multiple Cycles with an Application to the S&P500," CESifo Working Paper Series, CESifo, number 10947.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2024, "Polar Amplification: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 11073.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru A. Solarin & OlaOluwa S. Yaya, 2024, "Testing for Persistence in German Green and Brown Stock Market Indices," CESifo Working Paper Series, CESifo, number 11207.
- Guglielmo Maria Caporale & Miguel A. Martin-Valmayor & Luis A. Gil-Alana & Nieves Carmona-González, 2024, "Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe," CESifo Working Paper Series, CESifo, number 11409.
- Guglielmo Maria Caporale & Maria Fatima Romero-Rojo & Luis Alberiko Gil-Alana, 2024, "Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 11475.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro José Piqueras Martínez, 2024, "Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity," CESifo Working Paper Series, CESifo, number 11486.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro Jose Piqueras Martinez, 2024, "Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity," Econometrics, MDPI, volume 12, issue 4, pages 1-14, December.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Karen Roxana Quinatoa Narváez, 2024, "Remittances in Latin America: Trends and Persistence," CESifo Working Paper Series, CESifo, number 11505.
- Furuoka, Fumitaka & Gil-Alana, Luis A. & Yaya, OlaOluwa S & Vo, Xuan Vinh, 2024, "Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break," MPRA Paper, University Library of Munich, Germany, number 122476, Oct.
- Fumitaka Furuoka & Luis Gil-Alana & OlaOluwa S. Yaya & Xuan Vinh Vo, 2026, "Convergence of gender unemployment gaps in Africa: new evidence from Fourier ADF and KPSS unit root tests with break," Applied Economics, Taylor & Francis Journals, volume 58, issue 1, pages 19-37, January, DOI: 10.1080/00036846.2024.2448610.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S & Adesina, Oluwaseun A. & Vo, Xuan Vinh, 2024, "Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations," MPRA Paper, University Library of Munich, Germany, number 123108, Dec.
- Luis A. Gil-Alana & OlaOluwa S. Yaya & Oluwaseun A. Adesina & Xuan Vinh Vo, 2025, "Model-free and model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations," Quality & Quantity: International Journal of Methodology, Springer, volume 59, issue 2, pages 1807-1832, April, DOI: 10.1007/s11135-024-02038-x.
- Mudida, Robert & Gil-Alana, Luis, 2024, "The effect of the Covid-19 pandemic on tourism in Africa," MPRA Paper, University Library of Munich, Germany, number 123141, Dec.
- Robert Mudida & Luis A Gil-Alana, 2026, "The effect of the COVID-19 pandemic on tourism in Africa," Tourism Economics, , volume 32, issue 3, pages 638-652, May, DOI: 10.1177/13548166251367779.
- Oguzhan Cepni & Luis A. Gil-Alana & Rangan Gupta & Onur Polat, 2024, "Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202446, Oct.
- Cepni, Oguzhan & Gil-Alana, Luis A. & Gupta, Rangan & Polat, Onur, 2025, "Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102004.
2023
- Raúl Bajo-Buenestado & Markus Kinateder & Raul Bajo-Buenestado, 2023, "Prices and Mergers in a General Model of Multi-Sided Markets," CESifo Working Paper Series, CESifo, number 10818.
- 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, Banco de España, number 2303, Jan, DOI: https://doi.org/10.53479/25046.
- Agnese, Pablo & Garcia-del-Barrio, Pedro & Gil-Alana, Luis A. & de Gracia, Fernando Perez, 2023, "Precious Metal Prices: A Tale of Four U.S. Recessions," IZA Discussion Papers, IZA Network @ LISER, number 16012, Mar.
- Pablo Agnese & Pedro Garcia del Barrio & Luis Alberiko Gil-Alana & Fernando Perez de Gracia, 2024, "Precious metal prices: a tale of four US recessions," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 5, pages 1012-1022, March, DOI: 10.1108/SEF-09-2023-0550.
- 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, Department of Economics, University of Reading, number em-dp2023-02, Jan.
- Pedro Garcia‐del‐Barrio & J. James Reade, 2026, "The impact of uncertainty on fan interest surrounding multiple outcomes in open European football leagues," Economic Inquiry, Western Economic Association International, volume 64, issue 1, pages 371-390, January, DOI: 10.1111/ecin.70024.
- Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana, 2023, "Measuring Persistence of the World Population: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 10286.
- Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana, 2023, "Persistence in UK Historical Data on Life Expectancy," CESifo Working Paper Series, CESifo, number 10287.
- Guglielmo Maria Caporale & Juan Infante & Marta Rio & Luis A. Gil-Alana, 2023, "Persistence in UK Historical Data on Life Expectancy," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), volume 42, issue 4, pages 1-11, August, DOI: 10.1007/s11113-023-09813-y.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Laura Sauci, 2023, "Trends and Persistence in the Greenland Ice Sheet Mass," CESifo Working Paper Series, CESifo, number 10556.
- Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2023, "Persistence in Tax Revenues: Evidence from Some OECD Countries," CESifo Working Paper Series, CESifo, number 10682.
- Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2024, "Persistence in Tax Revenues: Evidence from Some OECD Countries," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 2, pages 475-491, June, DOI: 10.1007/s40953-024-00386-x.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Long-Run Trends and Cycles in US House Prices," CESifo Working Paper Series, CESifo, number 10751.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Long-Run Trends and Cycles in US House Prices," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 6, pages 5017-5031, December, DOI: 10.1007/s10614-025-10882-8.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Alvaro Baños Izquierdo, 2023, "Persistence and Seasonality in the US Industrial Production Index," CESifo Working Paper Series, CESifo, number 10756.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Exponential Time Trends in a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 10774.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "Exponential Time Trends in a Fractional Integration Model," Econometrics, MDPI, volume 12, issue 2, pages 1-14, May.
- Luis Alberiko Gil-Alana, 2023, "Trends in Temperatures in Sub-Saharan Africa. Is There Climate Warming?," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 03/2022, Nov.
- Yener, Coskun & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2023, "Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence," MPRA Paper, University Library of Munich, Germany, number 117002, Apr.
2022
- Esteban Colla-De-Robertis & Rafael Garduño Rivera, 2022, "The Effect of a Free Trade Agreement with the United States on Member Countries’ per capita GDP: A Synthetic Control Analysis," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 201, Dec.
- Esteban Colla‐De‐Robertis & Rafael Garduno Rivera, 2021, "The effect of a free trade agreement with the United States on member countries' per capita GDP: A synthetic control analysis," Regional Science Policy & Practice, Wiley Blackwell, volume 13, issue 4, pages 1129-1145, August, DOI: 10.1111/rsp3.12402.
- Haoying Wang & Rafael Garduno Rivera, 2022, "The Growing US-Mexico Natural Gas Trade and Its Regional Economic Impacts in Mexico," Papers, arXiv.org, number 2208.06928, Aug.
- Guglielmo Maria Caporale & Amir Imeri & Luis A. Gil-Alana, 2022, "Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19," CESifo Working Paper Series, CESifo, number 10006.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Amir Imeri, 2023, "Tourism persistence in the Southeastern European countries: The impact of covid-19," Cogent Economics & Finance, Taylor & Francis Journals, volume 11, issue 2, pages 2280349-228, October, DOI: 10.1080/23322039.2023.2280349.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks," CESifo Working Paper Series, CESifo, number 10018.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2023, "Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks," SN Business & Economics, Springer, volume 3, issue 8, pages 1-10, August, DOI: 10.1007/s43546-023-00516-2.
- Guglielmo Maria Caporale & Juan Infante & Luis A. Gil-Alana & Raquel Ayestaran, 2022, "Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War," CESifo Working Paper Series, CESifo, number 10071.
- Guglielmo Maria Caporale & Juan Infante & Luis Gil-Alana & Raquel Ayestaran, 2023, "Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war," Economics Bulletin, AccessEcon, volume 43, issue 1, pages 137-145.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 10084.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Gold and silver as safe havens: A fractional integration and cointegration analysis," PLOS ONE, Public Library of Science, volume 18, issue 3, pages 1-9, March, DOI: 10.1371/journal.pone.0282631.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2022, "US House Prices by Census Division: Persistence, Trends and Structural Breaks," CESifo Working Paper Series, CESifo, number 10143.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 29, issue 1, pages 79-90, May, DOI: 10.1007/s11294-023-09868-9.
- Guglielmo Maria Caporale & Nieves Carmona-González & Luis Alberiko Gil-Alana, 2022, "Atmospheric Pollution in Chinese Cities: Trends and Persistence," CESifo Working Paper Series, CESifo, number 10161.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & OlaOluwa Simon Yaya, 2022, "Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields," CESifo Working Paper Series, CESifo, number 9554.
- Guglielmo Maria Caporale & Luis A Gil-Alana & Olaoluwa Simon Yaya, 2022, "Modeling persistence and non-linearities in the US treasury 10-year bond yields," Economics Bulletin, AccessEcon, volume 42, issue 3, pages 1221-1229.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Ahniia Havrylina, 2022, "Persistence in the Passion Investment Market," CESifo Working Paper Series, CESifo, number 9586.
- Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 9624.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Francisco Puertolas, 2022, "Modelling Profitability of Private Equity: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9843.
- Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Puertolas, Francisco, 2024, "Modelling profitability of private equity: A fractional integration approach," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102087.
- Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022, "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series, CESifo, number 9950.
- Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2024, "Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3543-3553, December, DOI: 10.1007/s10614-023-10510-3.
- Juan Carlos Cuestas & Luis A. Gil-Alana, 2022, "Unemployment hysteresis by sex and education attainment in the EU," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/06.
- Juan Carlos Cuestas & Luis Gil-Alana, 2024, "Unemployment Hysteresis by Sex and Education Attainment in the EU," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 1, pages 801-827, March, DOI: 10.1007/s13132-023-01106-1.
- Luis A. Gil-Alana & Rangan Gupta & Laura Sauci & Nieves Carmona-Gonzalez, 2022, "Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend," Working Papers, University of Pretoria, Department of Economics, number 202209, Feb.
- 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, Swiss Finance Institute, number 22-44, May.
2021
- Asier Aguilera-Bravo & Miguel Casares & Hashmat Khan, 2021, "Did US Business Dynamism Recover in the 2010s?," Carleton Economic Papers, Carleton University, Department of Economics, number 21-03, Apr, revised 20 Dec 2021.
- Aguilera-Bravo, Asier & Casares, Miguel & Khan, Hashmat, 2022, "Did US business dynamism recover in the 2010s?," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110247.
- Asier Aguilera-Bravo & Miguel Casares & Hashmat Khan, 2021, "Did US Business Dynamism Recover in the 2010s?," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 2105.
- 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, Competitive Advantage in the Global Economy (CAGE), number 558.
- 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, volume 18, issue 5, pages 785-805, October.
- Alonso, Marta & Palma, Nuno & Simon-Yarza, Beatriz, 2022, "The Value of Political Connections: Evidence from China's Anti-Corruption Campaign," CEPR Discussion Papers, Centre for Economic Policy Research, number 16026, Jan.
- 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, IZA Network @ LISER, number 14474, Jun.
- 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, Department of Economics, University of Reading, number em-dp2021-18, Sep.
- 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, volume 63, issue 2, pages 1059-1079, August, DOI: 10.1007/s00181-021-02147-8.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Maria Malmierca, 2021, "Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries," CESifo Working Paper Series, CESifo, number 8889.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Maria Malmierca, 2021, "Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries," Applied Economics, Taylor & Francis Journals, volume 53, issue 43, pages 5018-5027, September, DOI: 10.1080/00036846.2021.1912700.
- Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021, "The Relationship between Prices and Output in the UK and the US," CESifo Working Paper Series, CESifo, number 8970.
- Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana, 2022, "The relationship between prices and output in the UK and the US," SN Business & Economics, Springer, volume 2, issue 6, pages 1-13, June, DOI: 10.1007/s43546-022-00231-4.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021, "The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 8976.
- Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Poza, Carlos, 2022, "The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 118-123, DOI: 10.1016/j.qref.2022.06.007.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2021, "Persistence in ESG and Conventional Stock Market Indices," CESifo Working Paper Series, CESifo, number 9098.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2022, "Persistence in ESG and conventional stock market indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 678-703, October, DOI: 10.1007/s12197-022-09580-0.
- Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2021, "The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic," CESifo Working Paper Series, CESifo, number 9163.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Isabel Arrese Lasaosa, 2021, "The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets," CESifo Working Paper Series, CESifo, number 9382.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah, 2021, "US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9386.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Emmanuel Joel Aikins Abakah, 2023, "US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach," Applied Economics, Taylor & Francis Journals, volume 55, issue 3, pages 283-292, January, DOI: 10.1080/00036846.2022.2086686.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Pablo Vicente Trejo, 2021, "Unemployment Persistence in Europe: Evidence from the 27 EU Countries," CESifo Working Paper Series, CESifo, number 9392.
- Juan Carlos Cuestas & Luis A. Gil-Alana & Maria Malmierca, 2021, "Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2021/05.
- Juan Carlos Cuestas & Luis A. Gil-Alana & María Malmierca, 2022, "Credit-to-GDP ratios – non-linear trends and persistence: evidence from 44 OECD economies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 3, pages 448-463, March, DOI: 10.1108/JES-12-2021-0637.
- Coskun, Yener & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOIuwa S., 2021, "Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours," MPRA Paper, University Library of Munich, Germany, number 109827, Sep.
- Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021, "How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses," MPRA Paper, University Library of Munich, Germany, number 109829, Jun.
- Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021, "How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102273.
- Luis A. Gil-Alana & Sakiru Adebola Solarin & Rangan Gupta, 2021, "Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202170, Oct.
- Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta, 2023, "Productivity and GDP: international evidence of persistence and trends over 130 years of data," Empirical Economics, Springer, volume 64, issue 3, pages 1219-1246, March, DOI: 10.1007/s00181-022-02281-x.
- Markus Kinateder & Luca Paolo Merlino, 2021, "Free Riding in Networks," Papers, arXiv.org, number 2110.11651, Oct.
- Kinateder, Markus & Merlino, Luca Paolo, 2023, "Free riding in networks," European Economic Review, Elsevier, volume 152, issue C, DOI: 10.1016/j.euroecorev.2023.104378.
- Markus Kinateder & Luca Paolo Merlino, 2023, "Free riding in networks," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/365072, Feb.
2020
- Raul Bajo-Buenestado, 2020, "The Effect of Blackouts on Households’ Electrification Status: evidence from Kenya," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 02/2020.
- Raul Bajo Buenestado, 2020, "The Effect of Blackouts on Households Electrification Status: evidence from Kenya," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/20, Apr.
- Bajo-Buenestado, Raúl, 2021, "The effect of blackouts on household electrification status: Evidence from Kenya," Energy Economics, Elsevier, volume 94, issue C, DOI: 10.1016/j.eneco.2020.105067.
- Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 202086, Sep.
- Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021, "Stock markets and exchange rate behavior of the BRICS," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 8, pages 1581-1595, December, DOI: 10.1002/for.2795.
- 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, University of Pretoria, Department of Economics, number 202064, Jul.
- Juan Equiza-Goñi, 2020, "WP02/20 Datos de mortalidad diarios durante la crisis del COVID-19: una propuesta de mejora," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/20, Mar.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market," CESifo Working Paper Series, CESifo, number 8171.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Market Risk Premium: Evidence across Countries," CESifo Working Paper Series, CESifo, number 8211.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2021, "Persistence in the market risk premium: evidence across countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 3, pages 413-427, July, DOI: 10.1007/s12197-020-09519-3.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Laura Sauci, 2020, "US Sea Level Data: Time Trends and Persistence," CESifo Working Paper Series, CESifo, number 8274.
- Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series, CESifo, number 8289.
- Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021, "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101442.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2020, "Inflation in the G7 Countries: Persistence and Structural Breaks," CESifo Working Paper Series, CESifo, number 8349.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza, 2022, "Inflation in the G7 countries: persistence and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 493-506, July, DOI: 10.1007/s12197-022-09576-w.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Nieves Carmona-González, 2020, "Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals," CESifo Working Paper Series, CESifo, number 8402.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Persistence and Long Memory in Monetary Policy Spreads," CESifo Working Paper Series, CESifo, number 8664.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "Persistence and long memory in monetary policy spreads," Applied Economics, Taylor & Francis Journals, volume 56, issue 20, pages 2422-2433, April, DOI: 10.1080/00036846.2023.2186371.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 8674.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Non-Linearities and Persistence in US Long-Run Interest Rates," CESifo Working Paper Series, CESifo, number 8744.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Miguel Ángel Martin-Valmayor, 2022, "Non-linearities and persistence in US long-run interest rates," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 4, pages 366-370, February, DOI: 10.1080/13504851.2021.1897511.
- João Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana & Estefania Mourelle, 2020, "Self-employment by gender in the EU: convergence and clusters," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/22.
- João Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana & Estefania Mourelle, 2021, "Self-employment by gender in the EU: convergence and clusters," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 3, pages 717-741, August, DOI: 10.1007/s10663-020-09494-2.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers, University of Pretoria, Department of Economics, number 2020106, Dec.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022, "Globalization, long memory, and real interest rate convergence: a historical perspective," Empirical Economics, Springer, volume 63, issue 5, pages 2331-2355, November, DOI: 10.1007/s00181-022-02206-8.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective," Working Papers, University of Pretoria, Department of Economics, number 202093, Oct.
- Christian Bjørnskov & Martin Rode, 2020, "Late colonial antecedents of modern democracy," ERSA Working Paper Series, Economic Research Southern Africa, number 824, Jul.
- Bjørnskov, Christian & Rode, Martin, 2022, "Late colonial antecedents of modern democracy," Journal of Institutional Economics, Cambridge University Press, volume 18, issue 4, pages 569-586, August.
- Mirko Abbritti, Ivan Kim, Tommaso Trani, 2020, "Trade Relationships, Bargaining and Export Dynamics," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2020, Jun.
2019
- 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, Departamento de Economía - Universidad Pública de Navarra, number 1902.
- Aguilera-Bravo, Asier & Casares, Miguel, 2019, "On staggered prices and optimal inflation," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108734.
- Mirko Abbritti & Asier Aguilera-Bravo & TommasoTrani, 2019, "Long-term business relationships, bargaining and monetary policy," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/19, Oct.
- Abbritti, Mirko & Aguilera-Bravo, Asier & Trani, Tommaso, 2021, "Long-term business relationships, bargaining and monetary policy," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105551.
- Raúl Bajo Buenestado & Miguel Angel Borrella-Mas, 2019, "Vertical Market Structure and Tax Pass-through: Evidence from the Spanish Gasoline Market," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/19, Jan.
- Raúl Bajo Buenestado, 2019, "Market prices, spatial distribution of consumers and firms' optimal locations in a linear city," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/19, Mar.
- Raúl Bajo-Buenestado, 2021, "Market prices, spatial distribution of consumers and firms’ optimal locations in a linear city," Empirical Economics, Springer, volume 61, issue 1, pages 443-467, July, DOI: 10.1007/s00181-020-01871-x.
- 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, University of Pretoria, Department of Economics, number 201965, Aug.
- Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2021, "Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains," Empirical Economics, Springer, volume 61, issue 6, pages 2963-2983, December, DOI: 10.1007/s00181-020-02004-0.
- 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, University of Pretoria, Department of Economics, number 201952, Jul.
- Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2020, "Testing the white noise hypothesis in high-frequency housing returns of the United States," Economics and Business Letters, Oviedo University Press, volume 9, issue 3, pages 178-188.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Manuel Monge, 2019, "Energy Consumption in the GCC Countries: Evidence on Persistence," CESifo Working Paper Series, CESifo, number 7470.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019, "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series, CESifo, number 7537.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "High and low prices and the range in the European stock markets: a long-memory approach," CESifo Working Paper Series, CESifo, number 7652.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos, 2020, "High and low prices and the range in the European stock markets: A long-memory approach," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101126.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "Persistence, non-linearities and structural breaks in European stock market indices," CESifo Working Paper Series, CESifo, number 7667.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos, 2020, "Persistence, non-linearities and structural breaks in European stock market indices," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 50-61, DOI: 10.1016/j.qref.2020.01.007.
- Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2019, "CO2 Emissions and GDP: Evidence from China," CESifo Working Paper Series, CESifo, number 7881.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "Cycles and Long-Range Behaviour in the European Stock Market," CESifo Working Paper Series, CESifo, number 7943.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021, "Cycles and Long-Range Behaviour in the European Stock Markets," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Gilles Dufrénot & Takashi Matsuki, "Recent Econometric Techniques for Macroeconomic and Financial Data", DOI: 10.1007/978-3-030-54252-8_11.
- Gil-Alana, Luis A. & Mudida, Robert & Yaya, OlaOluwa S & Osuolale, Kazeem & Ogbonna, Ephraim A, 2019, "Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach," MPRA Paper, University Library of Munich, Germany, number 93941, Mar.
- Yaya, OlaOluwa S & Ogbonna, Ephraim A & Furuoka, Fumitaka & Gil-Alana, Luis A., 2019, "A new unit root analysis for testing hysteresis in unemployment," MPRA Paper, University Library of Munich, Germany, number 96621, Oct.
- Heni Boubaker & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2019, "Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201941, May.
- Boubaker, Heni & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2020, "Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123093.
- Sergio Mayordomo & Antonio Moreno & Steven Ongena & Maria Rodriguez-Moreno, 2019, "Bank Capital Requirements, Loan Guarantees and Firm Performance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-28, Jun, revised Jun 2019.
- Mayordomo, Sergio & Moreno, Antonio & Ongena, Steven & Rodríguez-Moreno, María, 2021, "Bank capital requirements, loan guarantees and firm performance," Journal of Financial Intermediation, Elsevier, volume 45, issue C, DOI: 10.1016/j.jfi.2019.05.002.
- 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, Research Institute of Industrial Economics, number 1301, Nov.
- 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, volume 34, issue 2, pages 275-297, July, DOI: 10.1111/ecpo.12198.
- Hans Pitlik & Martin Rode, 2019, "Radical Distrust: Are Economic Policy Attitudes Tempered by Social Trust?," WIFO Working Papers, WIFO, number 594, Dec.
- 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, volume 158, issue 2, pages 485-506, December, DOI: 10.1007/s11205-020-02317-8.
2018
- Raúl Bajo-Buenestado, 2018, "Relationship-specificity, incomplete contracts, and the pattern of trade: a comment on the role of natural resources," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2018, Feb.
- Bajo-Buenestado, Raúl, 2018, "Relationship-specificity, incomplete contracts, and the pattern of trade: A comment on the role of natural resources," Energy Economics, Elsevier, volume 75, issue C, pages 410-422, DOI: 10.1016/j.eneco.2018.08.032.
- 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, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES18, Mar.
- 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, volume 70, issue C, pages 499-515, DOI: 10.1016/j.eneco.2018.01.023.
- Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018, "Time-Varying Impact of Geopolitical Risks on Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201841, Jul.
- Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2020, "Time-Varying Impact of Geopolitical Risks on Oil Prices," Defence and Peace Economics, Taylor & Francis Journals, volume 31, issue 6, pages 692-706, August, DOI: 10.1080/10242694.2018.1563854.
- Equiza-Goni, J. & Faraglia, E. & Oikonomou, R., 2018, "Union Debt Management," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1890, Jul.
- Equiza-Goñi, Juan & Faraglia, Elisa & Oikonomou, Rigas, 2023, "Union debt management," Journal of International Money and Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jimonfin.2022.102747.
- Faraglia, Elisa & Oikonomou, Rigas & Equiza-Goñi, Juan, 2016, "Union Debt Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 11181, Mar.
- O. Akinsomi & Y. Coskun & L. A. Gil-Alana & O. S. Yaya, 2018, "Is there Convergence between the Brics and International Securitized Property Markets?," AfRES, African Real Estate Society (AfRES), number afres2018_113, Sep.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "Brexit and Uncertainty in Financial Markets," CESifo Working Paper Series, CESifo, number 6874.
- Guglielmo Maria Caporale & Luis Gil-Alana & Tommaso Trani, 2018, "Brexit and Uncertainty in Financial Markets," IJFS, MDPI, volume 6, issue 1, pages 1-9, February.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "Brexit and Uncertainty in Financial Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1719.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "On the Persistence of UK Inflation: A Long-Range Dependence Approach," CESifo Working Paper Series, CESifo, number 6968.
- Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana & Tommaso Trani, 2022, "On the persistence of UK inflation: A long‐range dependence approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 439-454, January, DOI: 10.1002/ijfe.2161.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "On the Persistence of UK Inflation: A Long-Range Dependence Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1731.
- Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2018, "Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence," CESifo Working Paper Series, CESifo, number 7073.
- Guglielmo Maria Caporale & Luis Gil‐Alana, 2020, "Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence," South African Journal of Economics, Economic Society of South Africa, volume 88, issue 2, pages 174-185, June, DOI: 10.1111/saje.12247.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Trilochan Tripathy, 2018, "Persistence in the Russian Stock Market Volatility Indices," CESifo Working Paper Series, CESifo, number 7243.
- Mirko Abbritti & Hector Carcel & Luis Gil-Alana & Antonio Moreno, 2018, "Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 50, Jul.
- Yaya, OlaOluwa A & Gil-Alana, Luis A., 2018, "Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries," MPRA Paper, University Library of Munich, Germany, number 88752, Apr.
- OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana, 2020, "Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 26, issue 3, pages 303-315, August, DOI: 10.1007/s11294-020-09796-y.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "How do Stocks in BRICS co-move with REITs?," MPRA Paper, University Library of Munich, Germany, number 88753, Mar.
- Akinsomi, Omokolade & Coskun, Yener & Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "Is there convergence between the BRICS and International REIT Markets?," MPRA Paper, University Library of Munich, Germany, number 88756.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions," MPRA Paper, University Library of Munich, Germany, number 90516, Nov.
- Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021, "Testing fractional unit roots with non-linear smooth break approximations using Fourier functions," Journal of Applied Statistics, Taylor & Francis Journals, volume 48, issue 13-15, pages 2542-2559, November, DOI: 10.1080/02664763.2020.1757047.
- Yaya, OlaOluwa S & Gil-Alana, Luis A., 2018, "High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach," MPRA Paper, University Library of Munich, Germany, number 90518, Dec.
- Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201816, Feb.
- Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2019, "Persistence in trends and cycles of gold and silver prices: Evidence from historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 345-354, DOI: 10.1016/j.physa.2018.09.081.
- Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018, "Are BRICS Exchange Rates Chaotic?," Working Papers, University of Pretoria, Department of Economics, number 201822, Mar.
- Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2019, "Are BRICS exchange rates chaotic?," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 13, pages 1104-1110, July, DOI: 10.1080/13504851.2018.1537473.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2018, "Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201838, Jun.
- Giorgio Canarella & Luis Gil-Alana & Rangan Gupta & Stephen M Miller, 2021, "Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data," Urban Studies, Urban Studies Journal Limited, volume 58, issue 1, pages 53-72, January, DOI: 10.1177/0042098019872691.
2017
- 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, School of Economics and Business Administration, University of Navarra, number 01/17, Feb.
- Blankespoor,Brian & Bougna Lonla,Theophile & Garduno Rivera,Rafael & Selod,Harris, 2017, "Roads and the geography of economic activities in Mexico," Policy Research Working Paper Series, The World Bank, number 8226, Oct.
- Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017, "Central Bank Policy Rates: Are they Cointegrated?," CESifo Working Paper Series, CESifo, number 6389.
- 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.
- Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis, 2017, "Central bank policy rates: Are they cointegrated?," International Economics, Elsevier, volume 152, issue C, pages 116-123, DOI: 10.1016/j.inteco.2017.06.001.
- Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017, "Central Bank Policy Rates: Are They Cointegrated?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1648.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Long Memory and Data Frequency in Financial Markets," CESifo Working Paper Series, CESifo, number 6396.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Long Memory and Data Frequency in Financial Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1647.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," CESifo Working Paper Series, CESifo, number 6477.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2021, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 36, issue 2, pages 185-202.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1668.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," CESifo Working Paper Series, CESifo, number 6482.
- 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.
- Caporale, Guglielmo Maria & Gil-Alaña, Luis, 2019, "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, Elsevier, volume 159, issue C, pages 140-150, DOI: 10.1016/j.inteco.2019.07.002.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1667.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017, "Is Market Fear Persistent? A Long-Memory Analysis," CESifo Working Paper Series, CESifo, number 6534.
- Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018, "Is market fear persistent? A long-memory analysis," Finance Research Letters, Elsevier, volume 27, issue C, pages 140-147, DOI: 10.1016/j.frl.2018.02.007.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Is Market Fear Persistent? A Long-Memory Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1670.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Trends and Cycles in Macro Series: The Case of US Real GDP," CESifo Working Paper Series, CESifo, number 6728.
- Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana, 2022, "Trends and cycles in macro series: The case of US real GDP," Bulletin of Economic Research, Wiley Blackwell, volume 74, issue 1, pages 123-134, January, DOI: 10.1111/boer.12278.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Trends and Cycles in Macro Series: The Case of US Real GDP," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1695.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Persistence in the Cryptocurrency Market," CESifo Working Paper Series, CESifo, number 6811.
- Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018, "Persistence in the cryptocurrency market," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 141-148, DOI: 10.1016/j.ribaf.2018.01.002.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017, "Persistence in the Cryptocurrency Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1703.
- Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017, "Long Memory in Turkish Unemployment Rates," IZA Discussion Papers, IZA Network @ LISER, number 11053, Sep.
- Luis Alberiko Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2019, "Long Memory in Turkish Unemployment Rates," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 1, pages 201-217, January, DOI: 10.1080/1540496X.2018.1425837.
- Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2017, "Long Memory in Turkish Unemployment Rates," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1715, Sep.
- Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2017, "Long Memory in Turkish Unemployment Rates," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1709, Sep, revised Sep 2017.
- Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017, "Long memory in Turkish Unemployment Rates," MPRA Paper, University Library of Munich, Germany, number 81571, May.
- Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017, "Long memory in Turkish Unemployment Rates," GLO Discussion Paper Series, Global Labor Organization (GLO), number 123.
- Christophe André & Tsangyao Chang & Luis A. Gil-Alana & Rangan Gupta, 2017, "Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201705, Jan.
- Christophe Andre & Mehmet Balcilar & Tsangyao Chang & Luis Alberiko Gil-Alana & Rangan Gupta, 2018, "Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 27, issue 6, pages 638-654, August, DOI: 10.1080/09638199.2017.1410853.
- Luis A. Gil-Alana & Rangan Gupta, 2017, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201713, Mar.
- Luis Alberiko Gil‐Alana & Rangan Gupta, 2019, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Manchester School, University of Manchester, volume 87, issue 1, pages 24-36, January, DOI: 10.1111/manc.12213.
- Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017, "Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016," Working Papers, University of Pretoria, Department of Economics, number 201753, Jul.
- Aye, Goodness C. & Carcel, Hector & Gil-Alana, Luis A. & Gupta, Rangan, 2017, "Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016," Resources Policy, Elsevier, volume 54, issue C, pages 53-57, DOI: 10.1016/j.resourpol.2017.09.001.
- Armand, Alex & Mendi, Pedro, 2017, "Demand Fluctuations and Innovation Investments: Evidence from the Great Recession in Spain," MPRA Paper, University Library of Munich, Germany, number 76884, Feb.
- Alex Armand & Pedro Mendi, 2017, "Demand Drops and Innovation Investments: Evidence from the Great Recession in Spain," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 02/2017, Jul.
- Armand, Alex & Mendi, Pedro, 2018, "Demand drops and innovation investments: Evidence from the Great Recession in Spain," Research Policy, Elsevier, volume 47, issue 7, pages 1321-1333, DOI: 10.1016/j.respol.2018.04.015.
- 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, Banco de España, number 1715, May.
2016
- MarÃa Isabel RodrÃguez-Ferradas & José A. Alfaro-Tanco & Francesco Sandulli, 2016, "A framework for Open Innovation practices: Typology and characterisation," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/16, Jun.
- Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016, "Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area," Working Papers, University of Pretoria, Department of Economics, number 201616, Mar.
- 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, volume 49, issue C, pages 129-139, DOI: 10.1016/j.intfin.2017.03.002.
- Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016, "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers, University of Pretoria, Department of Economics, number 201619, Mar.
- 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, volume 24, issue C, pages 1-9, DOI: 10.1016/j.frl.2017.03.005.
- 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, University of Pretoria, Department of Economics, number 201607, Feb.
- Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli Segnon, 2019, "Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013," Journal of Applied Economics, Taylor & Francis Journals, volume 22, issue 1, pages 117-131, January, DOI: 10.1080/15140326.2018.1550594.
- Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016, "Is Inflation Persistence Different in Reality?," Working Papers, University of Pretoria, Department of Economics, number 201663, Aug.
- Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016, "Is inflation persistence different in reality?," Economics Letters, Elsevier, volume 148, issue C, pages 55-58, DOI: 10.1016/j.econlet.2016.09.003.
- 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, University of Pretoria, Department of Economics, number 201661, Aug.
- Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis, 2017, "Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model," Journal of Multinational Financial Management, Elsevier, volume 40, issue C, pages 92-102, DOI: 10.1016/j.mulfin.2017.03.001.
- Garcia del Barrio, Pedro & Pujol, Francesc, 2016, "Broadcasting revenues and media value in European football," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-36.
- Wood, Benjamin D.K. & Nelson, Carl N. & Garduno, Rafael, 2016, "Accurately Estimating Poverty Effects of Food Price Escalation: A Mexican Case Study," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235989, DOI: 10.22004/ag.econ.235989.
- Álvarez, Antonio & Garduño, Rafael & Núñez, Héctor, 2016, "Modelling the effect of crime on economic activity: The case of Mexican states," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2016/01.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016, "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," CESifo Working Paper Series, CESifo, number 5995.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2018, "Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 227-238, DOI: 10.1016/j.ribaf.2017.07.091.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016, "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1590.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2016, "Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB," Bank of Finland Research Discussion Papers, Bank of Finland, number 20/2016.
- Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Zhongfei Chen, 2016, "The persistence of air pollution in four mega-cities of China," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2016, Feb.
- Luis Alberiko Gil-Alaña & Rangan Gupta, 2016, "Trends and Cycles in Historical Gold and Silver Prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2016, Feb.
- Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan, 2015, "Trends and cycles in historical gold and silver prices," Journal of International Money and Finance, Elsevier, volume 58, issue C, pages 98-109, DOI: 10.1016/j.jimonfin.2015.08.003.
- Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2015, "Trends and Cycles in Historical Gold and Silver Prices," Working Papers, University of Pretoria, Department of Economics, number 201507, Feb.
- Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016, "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers, University of Pretoria, Department of Economics, number 201610, Feb.
- Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017, "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 283-294, DOI: 10.1016/j.iref.2017.06.003.
- Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya, 2016, "Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach," Working Papers, University of Pretoria, Department of Economics, number 201617, Mar.
- Gil-Alana, Luis A. & Gupta, Rangan & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2018, "Market efficiency of Baltic stock markets: A fractional integration approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 511, issue C, pages 251-262, DOI: 10.1016/j.physa.2018.07.029.
- Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud, 2016, "Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201654, Jun.
- Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019, "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 412-426, January, DOI: 10.1002/ijfe.1670.
- Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2016, "Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201680, Nov.
- Goodness C. Aye & Christina Christou & Luis A. Gil‐Alana & Rangan Gupta, 2019, "Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty," Journal of International Development, John Wiley & Sons, Ltd., volume 31, issue 1, pages 101-116, January, DOI: 10.1002/jid.3395.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2016, "Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches," Working Papers, University of Pretoria, Department of Economics, number 201683, Nov.
- Giorgio Canarella & Luis A. Gil-Alaña & Rangan Gupta & Stephen M. Miller, 2017, "Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches," Working papers, University of Connecticut, Department of Economics, number 2017-13, Jun.
- Juan Carlos Cuestas & Luis A. Gil-Alana, 2016, "Oil shocks on unemployment in Central and Eastern Europe," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/16, Jan.
- Gil-Alana, Luis & Lovcha, Yuliya & Pérez Laborda, Àlex, 2016, "On the invertibility of seasonally adjusted series," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/261539.
- Yuliya Lovcha & Alejandro Perez-Laborda & Luis Gil-Alana, 2018, "On the invertibility of seasonally adjusted series," Computational Statistics, Springer, volume 33, issue 1, pages 443-465, March, DOI: 10.1007/s00180-017-0715-5.
- Pedro MENDI & Rafael MONER-COLONQUES & José J. SEMPERE-MONERRIS, 2016, "Optimal know-how transfers in licensing contracts," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2786, Jan.
- Pedro Mendi & Rafael Moner-Colonques & José J. Sempere-Monerris, 2016, "Optimal know-how transfers in licensing contracts," Journal of Economics, Springer, volume 118, issue 2, pages 121-139, June, DOI: 10.1007/s00712-015-0468-y.
- Elena MarÃa DÃaz & Juan Carlos Molero & Fernando Pérez de Gracia, 2016, "Oil price volatility and stock returns in the G7 economies," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/16, Nov.
- Diaz, Elena Maria & Molero, Juan Carlos & Perez de Gracia, Fernando, 2016, "Oil price volatility and stock returns in the G7 economies," Energy Economics, Elsevier, volume 54, issue C, pages 417-430, DOI: 10.1016/j.eneco.2016.01.002.
- Sandra Polania-Reyes, 2016, "Disentangling Social Capital: Lab-in-the-Field Evidence on Coordination, Networks, and Cooperation," Artefactual Field Experiments, The Field Experiments Website, number 00565.
- Bjørnskov, Christian & Rode, Martin, 2016, "And Yet It Grows: Crisis, Ideology, and Interventionist Policy Ratchets," Working Paper Series, Research Institute of Industrial Economics, number 1135, Oct.
- Hans Pitlik & Martin Rode, 2016, "Individualistic Values, Institutional Trust, and Interventionist Attitudes," WIFO Working Papers, WIFO, number 515, Mar.
- Pitlik, Hans & Rode, Martin, 2017, "Individualistic values, institutional trust, and interventionist attitudes," Journal of Institutional Economics, Cambridge University Press, volume 13, issue 3, pages 575-598, September.
2015
- Jose A. Alfaro & Szabolcs S. Sebrek, 2015, "Traceability management as a multidisciplinary topic: Trends and gaps in recent scholarly research," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 04/15, Oct.
- Christine Choirat & Daniela Di Cagno & Arianna Galliera, 2015, "Gamblers or Investors? An Experiment on the Almost-Winning Outcome," Working Papers CESARE, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 8/2015, Nov.
- 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," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1486.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis," Empirical Economics, Springer, volume 55, issue 3, pages 913-935, November, DOI: 10.1007/s00181-017-1297-3.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 5407.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta, 2015, "The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Working Papers, University of Pretoria, Department of Economics, number 201532, May.
- Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015, "Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data," Working Papers, University of Pretoria, Department of Economics, number 201553, Jul.
- Juncal Cunado & Soojin Jo & Fernando Perez de Gracia, 2015, "Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies," Staff Working Papers, Bank of Canada, number 15-23, DOI: 10.34989/swp-2015-23.
- 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, University of Pretoria, Department of Economics, number 201566, Sep.
- Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta, 2017, "Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 2, pages 527-542, March, DOI: 10.1007/s11205-016-1275-8.
- Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015, "Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates," Working Papers, University of Pretoria, Department of Economics, number 201574, Oct.
- Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017, "Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 1, pages 393-405, March, DOI: 10.1007/s11205-016-1253-1.
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Perez de Gracia, Fernando, 2015, "The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR," MPRA Paper, University Library of Munich, Germany, number 72085, Dec.
- Antonio Álvarez-Pinilla & Rafael Garduño-Rivera & Héctor M. Núñez, 2015, "Estimating the Technical Efficiency of Mexican States," Working Papers, CIDE, División de Economía, number DTE 588, Mar.
- Alberto Díaz Dapena & Esteban Fernández Vázquez & Rafael Garduño Rivera & Fernando Rubiera Morollón, 2015, "Does Trade Imply Convergence? Analyzing The Effect of NAFTA on The Local Convergence in Mexico," Working Papers, CIDE, División de Economía, number DTE 591, Dec.
- Alberto DÃaz Dapena & Esteban Fernandez Vazquez & Rafael Garduño & Fernando Rubiera Morollón, 2015, "Does trade imply convergence? Analyzing the effect of NAFTA on the local convergence in Mexico," ERSA conference papers, European Regional Science Association, number ersa15p282, Oct.
- Hector Nuñez & Dusan Paredes & Rafael Garduño Rivera, 2015, "Is crime in Mexico a disamenity? Evidence from a hedonic valuation approach," Working Papers, CIDE, División de Economía, number DTE 594, Dec.
- Hector M. Nuñez & Dusan Paredes & Rafael Garduño-Rivera, 2017, "Is crime in Mexico a disamenity? Evidence from a hedonic valuation approach," The Annals of Regional Science, Springer;Western Regional Science Association, volume 59, issue 1, pages 171-187, July, DOI: 10.1007/s00168-017-0823-8.
- Scott Loveridge & Dusan Paredes, 2015, "Is crime in Mexico a disamenity? Evidence from a hedonic valuation approach," Documentos de Trabajo en Economia y Ciencia Regional, Universidad Catolica del Norte, Chile, Department of Economics, number 64, Sep, revised Sep 2015.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015, "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," CESifo Working Paper Series, CESifo, number 5523.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana & James C. Orlando, 2016, "Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 2, pages 143-153, April.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015, "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1505.
- Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015, "The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks," CESifo Working Paper Series, CESifo, number 5630.
- Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis, 2018, "The EMBI in Latin America: Fractional integration, non-linearities and breaks," Finance Research Letters, Elsevier, volume 24, issue C, pages 34-41, DOI: 10.1016/j.frl.2017.06.014.
- Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015, "The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1524.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015, "Long-Term Price Overreactions: Are Markets Inefficient?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1444.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2019, "Long-term price overreactions: are markets inefficient?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 657-680, October, DOI: 10.1007/s12197-018-9464-8.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015, "The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1458.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Alex Plastun, 2016, "The weekend effect: an exploitable anomaly in the Ukrainian stock market?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 6, pages 954-965, November, DOI: 10.1108/JES-09-2015-0167.
- Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015, "Persistence of precious metal prices: a fractional integration approach with structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2015, Apr.
- Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan, 2015, "Persistence of precious metal prices: A fractional integration approach with structural breaks," Resources Policy, Elsevier, volume 44, issue C, pages 57-64, DOI: 10.1016/j.resourpol.2014.12.004.
- Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2014, "Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201458, Oct.
- Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu, 2015, "Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 07/2015, Apr.
- Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale & Hector Carcel, 2015, "Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 11/2015, Sep.
- Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale, 2015, "African Growth, Non-Linearities and Strong Dependence: An Empirical Study," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 12/2015, May.
- Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2015, "The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201501, Jan.
- Luis A. Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2016, "The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 25, issue 7, pages 978-991, October, DOI: 10.1080/09638199.2016.1151545.
- Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015, "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers, University of Pretoria, Department of Economics, number 201515, Mar.
- Gil-Alana, Luis A. & Gupta, Rangan & de Gracia, Fernando Perez, 2016, "Modeling persistence of carbon emission allowance prices," Renewable and Sustainable Energy Reviews, Elsevier, volume 55, issue C, pages 221-226, DOI: 10.1016/j.rser.2015.10.056.
- Yoseph Getachew & Stephen Turnovsky, 2015, "Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff," Working Papers, University of Pretoria, Department of Economics, number 201520, Apr.
- Getachew, Yoseph Y. & Turnovsky, Stephen J., 2015, "Productive government spending and its consequences for the growth–inequality tradeoff," Research in Economics, Elsevier, volume 69, issue 4, pages 621-640, DOI: 10.1016/j.rie.2015.09.001.
- Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015, "Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes," Working Papers, University of Pretoria, Department of Economics, number 201580, Oct.
- Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016, "Time series analysis of persistence in crude oil price volatility across bull and bear regimes," Energy, Elsevier, volume 109, issue C, pages 29-37, DOI: 10.1016/j.energy.2016.04.082.
- Markus Kinateder & Hubert Janos Kiss & Agnes Pinter, 2015, "Would depositors like to show others that they do not withdraw? Theory and Experiment," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1553, Oct.
- Markus Kinateder & Luca Paolo Merlino, 2015, "Public Goods in Endogenous Networks," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/15, Oct.
- Markus Kinateder & Luca Paolo Merlino, 2017, "Public Goods in Endogenous Networks," American Economic Journal: Microeconomics, American Economic Association, volume 9, issue 3, pages 187-212, August.
- Franciso Galera & Pedro Mendi & Juan Carlos Molero, 2015, "Quality differences, third-degree price discrimination, and welfare," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/15, Oct.
- Francisco Galera & Pedro Mendi & Juan Carlos Molero, 2017, "Quality Differences, Third-Degree Price Discrimination, And Welfare," Economic Inquiry, Western Economic Association International, volume 55, issue 1, pages 339-351, January.
- Pedro Mendi & Rodrigo Costamagna, 2015, "Managing Innovation under Competitive Pressure from Informal Producers Managing Innovation under Competitive Pressuire from Informal Producers," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 10/2015, Nov.
- 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, School of Economics and Business Administration, University of Navarra, number 01/15, Aug.
- 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, volume 38, issue 1, pages 166-180, DOI: 10.1016/j.jpolmod.2015.11.001.
2014
- Ricardo Leiva & Ignacio Ferrero & Reyes Calderón, 2014, "Corporate Reputation and Corporate Ethics: Looking Good or Doing Well," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/14, May.
- Javier Elizalde & Markus Kinateder & Ignacio RodrÃguez-Carreño, 2014, "Entry Regulation in a Linear Market with Elastic Demand," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/14, Feb.
- Ignacio Ferrero, 2014, "Corporate Social Responsibility and the Role of Managers. An Update of Friedmand´s Ideas," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/14, Mar.
- Ignacio Ferrero, 2014, "El liberalismo económico en el nuevo orden social," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 04/14, Apr.
- Ignacio Ferrero, 2014, "La responsabilidad social y la responsabilidad limitada en Milton Friedman. De un modelo shareholder hacia un modelo stakeholder," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/14, Jul.
- Marta Rocchi & Ignacio Ferrero, 2014, "Systematic Shared Value in Finance: Expanding Porter's Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/14, Oct.
- Manuel Guillén & Ignacio Ferrero & W. Michael Hoffman, 2014, "The Neglected Ethical and Spiritual Motivations in the Workplace," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/14, Oct.
- Manuel Guillén & Ignacio Ferrero & W. Hoffman, 2015, "The Neglected Ethical and Spiritual Motivations in the Workplace," Journal of Business Ethics, Springer, volume 128, issue 4, pages 803-816, June, DOI: 10.1007/s10551-013-1985-7.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2014, "Testing Unemployment Theories: A Multivariate Long Memory Approach," CESifo Working Paper Series, CESifo, number 4570.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2016, "Testing unemployment theories: A multivariate long memory approach," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 95-112, May.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2016, "Testing Unemployment Theories: A Multivariate Long Memory Approach," Journal of Applied Economics, Taylor & Francis Journals, volume 19, issue 1, pages 95-112, May, DOI: 10.1016/S1514-0326(16)30004-6.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2013, "Testing Unemployment Theories: A Multivariate Long Memory Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1345.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2014, "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," CESifo Working Paper Series, CESifo, number 4696.
- Guglielmo Maria Caporale & Luis Gil-alana, 2014, "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 56, issue 4, pages 581-591, December.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014, "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," CESifo Working Paper Series, CESifo, number 4752.
- Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2016, "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Computational Economics, Springer;Society for Computational Economics, volume 47, issue 2, pages 275-295, February, DOI: 10.1007/s10614-015-9484-9.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014, "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1377.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014, "The Weekend Effect: A Trading Robot and Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 4849.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014, "The Weekend Effect: A Trading Robot and Fractional Integration Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1386.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2014, "Short-Term Price Overreactions: Identification, Testing, Exploitation," CESifo Working Paper Series, CESifo, number 5066.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2018, "Short-Term Price Overreactions: Identification, Testing, Exploitation," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 4, pages 913-940, April, DOI: 10.1007/s10614-017-9651-2.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2014, "Short-Term Price Overreaction: Identification, Testing, Exploitation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1423.
- Juan Carlos Cuestas & Luis A. Gil-Alana & Paolo Jose Regis, 2014, "On the changes in the sustainability of European external debt: what have we learned," Bank of Estonia Working Papers, Bank of Estonia, number wp2014-3, Oct, revised 10 Oct 2014.
- Vera Barros & Luis Gil-Alana & Olga Gonçalves, 2014, "Persistence Characteristics of Nordic Tourist Arrivals in Madeira and their Forecasting," Post-Print, HAL, number hal-04705702, Oct, DOI: 10.1080/15022250.2014.959804.
- Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Guglielmo Maria Caporale, 2014, "Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2014, Feb.
- Carlos Barros & Guglielmo Maria Caporale & Luis Gil-Alana, 2014, "Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour," African Development Review, African Development Bank, volume 26, issue 1, pages 59-73.
- Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2014, "Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour," African Development Review, African Development Bank, volume 26, issue 1, pages 59-73, March.
- Luis A. Gil-Alana & OlaOluwa Simon Yaya, 2014, "The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2014, Jul.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S., 2014, "The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration," Energy Economics, Elsevier, volume 46, issue C, pages 328-333, DOI: 10.1016/j.eneco.2014.10.001.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S & Shittu, Olanrewaju I, 2014, "GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features," MPRA Paper, University Library of Munich, Germany, number 88758.
- Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2014, "Testing for Multiple Bubbles in the BRICS Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201407, Feb.
- Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia, 2014, "Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013," Working Papers, University of Pretoria, Department of Economics, number 201450, Oct.
- Luis A. Gil-Alana & Rangan Gupta & Fernando Perez de Gracia, 2016, "Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013," Applied Economics, Taylor & Francis Journals, volume 48, issue 34, pages 3244-3252, July, DOI: 10.1080/00036846.2015.1136402.
- Pedro Mendi, 2014, "Competitive Pressure and Innovation in Vertically Differentiated Markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 03/2014, Aug.
- Pedro Mendi, 2015, "Competitive pressure and innovation in vertically differentiated markets," Economics Bulletin, AccessEcon, volume 35, issue 4, pages 2309-2316.
- Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014, "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/14, Jan.
- 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, volume 14, issue 2, pages 301-340, March.
- Mirko Abbritti & Mr. Salvatore Dell'Erba & Mr. Antonio Moreno & Mr. Sergio Sola, 2013, "Global Factors in the Term Structure of Interest Rates," IMF Working Papers, International Monetary Fund, number 2013/223, Nov.
- Hans Pitlik & Martin Rode, 2014, "Free to Choose? Economic Freedom, Relative Income, and Life Control Perceptions," WIFO Working Papers, WIFO, number 482, Nov.
- Mirko Abbritti & Tommaso Trani, 2014, "Search and Bargaining in the Product Market and Price Rigidities," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/14, Nov.
2013
- Pedro Garcia-del-Barrio & Francesc Pujol, 2013, "Sport Talent, Media Value and Equal Prize Policies in Tennis," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/13, Feb.
- Pedro Garcia-del-Barrio & Francesc Pujol, 2013, "Sport Talent, Media Value and Equal Prize Policies in Tennis," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/13, Feb.
- Juan Carlos Cuestas & Luis A. Gil-Alana, 2013, "A non-linear approach with long range dependence based on Chebyshev polynomials," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 13-01, Feb.
- Luis Alberiko Gil-Alaña & Juan C. Cuestas, 2012, "A non-linear approach with long range dependence based on Chebyshev polynomials," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 11/2012, Nov.
- Juan Carlos Cuestas & Luis A. Gil-Alana, 2012, "A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials," Working Papers, The University of Sheffield, Department of Economics, number 2012013.
- Luis A. Gil-Alana & Juan Carlos Cuestas, 2012, "A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 14/12, Oct.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013, "Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate," CESifo Working Paper Series, CESifo, number 4224.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2013, "Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 1-9, DOI: 10.1016/j.irfa.2013.03.011.
- 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," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1294.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013, "Long Memory in the Ukrainian Stock Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1279.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2013, "The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1288.
- Luis Alberiko Gil-Alaña & Goodness C. Aye & Rangan Gupta, 2013, "Testing for persistence with breaks and outliers in South African house prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2013, Feb.
- Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012, "Testing for Persistence with Breaks and Outliers in South African House Prices," Working Papers, University of Pretoria, Department of Economics, number 201233, Dec.
- Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012, "Testing for Persistence with Breaks and Outliers in South African House Prices," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 20/12, Dec.
- Luis Alberiko Gil-Alaña & Fernando Pérez de Gracia & Robert Mudida, 2013, "Persistence, long memory and seasonality in Kenyan tourism series," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2013, Aug.
- Luis Alberiko Gil-Alaña & Trilochan Tripathy, 2013, "Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 11/2013, Dec.
- Gil-Alana, Luis A. & Tripathy, Trilochan, 2014, "Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets," Resources Policy, Elsevier, volume 41, issue C, pages 31-39, DOI: 10.1016/j.resourpol.2014.02.004.
- Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2013, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 12/2013, Dec.
- Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2014, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 149-162, DOI: 10.1016/j.jimonfin.2012.12.002.
- Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna, 2013, "Long memory in the ukrainian stock market and financial crises," MPRA Paper, University Library of Munich, Germany, number 59061, Oct.
- Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013, "Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 201321, May.
- Christophe Andr頍 & Luis A. Gil-Alana & Rangan Gupta, 2014, "Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries," Applied Economics, Taylor & Francis Journals, volume 46, issue 18, pages 2127-2138, June, DOI: 10.1080/00036846.2014.896988.
- Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013, "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201359, Sep.
- Rangan Gupta & Christophe André & Luis Gil-Alana, 2015, "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, volume 52, issue 16, pages 3123-3143, December, DOI: 10.1177/0042098014555629.
- Luis A. Gil-Alana & Rangan Gupta, 2013, "Persistence and Cycles in Historical Oil Prices Data," Working Papers, University of Pretoria, Department of Economics, number 201375, Nov.
- Gil-Alana, Luis A. & Gupta, Rangan, 2014, "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, volume 45, issue C, pages 511-516, DOI: 10.1016/j.eneco.2014.08.018.
- Rangan Gupta & Luis A. Gil-Alana & OlaOluwa S. Yaya, 2013, "Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201382, Dec.
- Rangan Gupta & Luis A. Gil-Alana & Olaoluwa S. Yaya, 2015, "Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test," Applied Economics, Taylor & Francis Journals, volume 47, issue 8, pages 798-808, February, DOI: 10.1080/00036846.2014.980575.
- Markus Kinateder & Hubert Janos Kiss, 2013, "Sequential decisions in the Diamond-Dybvig banking model," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1345, Dec.
- Kinateder, Markus & Kiss, Hubert János, 2014, "Sequential decisions in the Diamond–Dybvig banking model," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 149-160, DOI: 10.1016/j.jfs.2014.09.004.
- Markus Kinateder & Hubert Janos Kiss, 2012, "Sequential decisions in the Diamond-Dybvig banking model," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-16, Jun.
- Nazeem Mustapha & Pedro Mendi, 2013, "Multinational corporations as channels for international technology transfer: evidence from the South African innovation survey," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2013, May.
- Tommaso Trani, 2013, "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/13, Feb.
2012
- 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, School of Economics and Business Administration, University of Navarra, number 09/12, Oct.
- 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, volume 14, issue 4, pages 1-24, January, DOI: 10.1515/bap-2012-0044.
- Calderón, Reyes & Ferrero, Ignacio & Redin, Dulce M., 2012, "Ethical codes and corporate responsibility of the most admired companies of the world: Toward a third generation ethics?," Business and Politics, Cambridge University Press, volume 14, issue 4, pages 1-24, December.
- Ignacio Ferrero & Reyes Calderón, 2012, "The Ethical Dimension of Industrial Production: the Role of Transitive Motivation," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/12, Oct.
- Dulce Redin & Reyes Calderón & Ignacio Ferrero, 2012, "Cultural Financial Traditions and Universal Ethics: the Case of Hawala," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/12, Oct.
- Ferreira, Susana & Akay, Alpaslan & Brereton, Finbarr & Cuñado, Juncal & Martinsson, Peter & Moro, Mirko, 2012, "Life Satisfaction and Air Quality in Europe," IZA Discussion Papers, IZA Network @ LISER, number 6732, Jul.
- 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, volume 88, issue C, pages 1-10, DOI: 10.1016/j.ecolecon.2012.12.027.
- Akay, Alpaslan & Brereton, Finbarr & Cunado, Juncal & Ferreira, Susana & Martinsson, Peter & Moro, Mirko & Ningal, Tine F, 2013, "Life Satisfaction and Air Quality in Europe," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2013-02, Feb.
- Ignacio Ferrero & Alejo José G. Sison, 2012, "A Survey on Virtue in Business and Management (1980-2011)," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/12, Oct.
- Ignacio Ferrero & W. Michael Hoffman & Robert E. McNulty, 2012, "Must Milton Friedman Embrace Stakeholder Theory?," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/12, Oct.
- Garduno-Rivera, Rafael & Baylis, Katherine R., 2012, "Effect of Tariff Liberalization on Mexico’s Income Distribution in the presence of Migration," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124740, DOI: 10.22004/ag.econ.124740.
- Juan Carlos Cuestas & Luis A. Gil-Alana & Karl Taylor, 2012, "Inflation convergence in Central and Eastern Europe with a view to adopting the euro," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 12-01, Jan.
- 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, The University of Sheffield, Department of Economics, number 2012005, Jan.
- Carlos Barros & Luis Gil-Alana, 2012, "Inflation forecasting in Angola: a fractional approach," CEsA Working Papers, CEsA - Centre for African and Development Studies, number 103, Feb.
- Carlos Barros & Luis Gil-Alana, 2013, "Inflation Forecasting in Angola: A Fractional Approach," African Development Review, African Development Bank, volume 25, issue 1, pages 91-104.
- Carlos P. Barros & Luis A. Gil-Alana, 2013, "Inflation Forecasting in Angola: A Fractional Approach," African Development Review, African Development Bank, volume 25, issue 1, pages 91-104, March, DOI: 10.1111/j.1467-8268.2013.12016.x.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in US Hours Worked," CESifo Working Paper Series, CESifo, number 3767.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2014, "Persistence and cycles in US hours worked," Economic Modelling, Elsevier, volume 38, issue C, pages 504-511, DOI: 10.1016/j.econmod.2014.01.026.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in US Hours Worked," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1200.
- Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Long Memory in German Energy Price Indices," CESifo Working Paper Series, CESifo, number 3935.
- Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Long Memory in German Energy Price Indices," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1186.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence in Youth Unemployment," CESifo Working Paper Series, CESifo, number 3961.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence in Youth Unemployment," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1248.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in the US Federal Funds Rate," CESifo Working Paper Series, CESifo, number 4035.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2017, "Persistence and cycles in the us federal funds rate," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 1-8, DOI: 10.1016/j.irfa.2017.04.007.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in the US Federal Funds Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1255.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida, 2012, "Testing the Marshall-Lerner Condition in Kenya," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1247.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Robert Mudida, 2015, "Testing the Marshall–Lerner Condition in Kenya," South African Journal of Economics, Economic Society of South Africa, volume 83, issue 2, pages 253-268, June.
- Luis Alberiko Gil-Alaña & Guiglielmo Maria Caporale & Robert Mudida, 2012, "Testing the Marshall-Lerner condition in Kenya," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 09/2012, Dec.
- Luis Alberiko Gil-Alaña & Prakarsh Singh, 2012, "Violence and the market for food. Evidence from Kenya," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2012, May.
- Luis Alberiko Gil-Alaña & Robert Mudida, 2012, "Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2012, Jun.
- Luis Alberiko Gil-Alaña & Guiglielmo Maria Caporale, 2012, "Testing the PPP Hypothesis in the Sub-Saharan Countries," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 10/2012, Dec.
- Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2012, "Term Structure Persistence," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 26/12, Dec.
- Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016, "Term Structure Persistence," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 2, pages 331-352.
- Germán López-Espinosa & Antonio Moreno & Antonio Rubia & Laura Valderrama, 2012, "Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/12, Jul.
- 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, volume 36, issue 12, pages 3150-3162, DOI: 10.1016/j.jbankfin.2012.04.020.
- 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, School of Economics and Business Administration, University of Navarra, number 05/12, Oct.
- Francisco Galera & José Luis à lvarez & Juan Carlos Molero, 2012, "Technology Choice and Third Degree Price Discrimination in a Monopoly," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 15/12, Oct.
- Francisco Galera & Isabel RodrÃguez-Tejedo & Juan C. Molero, 2012, "Free Entry and Welfare with Different Firms," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 17/12, Nov.
- Francisco Galera & Isabel RodrÃguez-Tejedo & Juan C. Molero, 2012, "Technology Choice and Unit vs Ad Valorem Tax," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 18/12, Nov.
- 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, International Monetary Fund, number 2012/152, Jun.
- López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura, 2015, "Systemic risk and asymmetric responses in the financial industry," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 471-485, DOI: 10.1016/j.jbankfin.2015.05.004.
- Francisco Galera & José Luis à lvarez & Isabel RodrÃguez-Tejedo, 2012, "Pigouvian Second Degree Price Discrimination and Taxes in a Monopoly: an Example of Unit Tax Superiority," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 16/12, Oct.
- Bodo Knoll & Hans Pitlik & Martin Rode, 2012, "A Note on the Impact of Economic Regulation on Life Satisfaction," WIFO Working Papers, WIFO, number 441, Nov.
- Bodo Knoll & Hans Pitlik & Martin Rode, 2013, "A note on the impact of economic regulation on life satisfaction," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 9, pages 916-920, June, DOI: 10.1080/13504851.2012.762709.
- Tommaso Trani, 2012, "Funding under Borrowing Limits in International Portfolios," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 01-2012, Feb, revised 14 Feb 2012.
- Tommaso Trani, 2012, "Country Portfolios with Heterogeneous Pledgeability," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 02-2012, Feb, revised 12 Feb 2012.
- Trani, Tommaso, 2015, "Asset pledgeability and international transmission of financial shocks," Journal of International Money and Finance, Elsevier, volume 50, issue C, pages 49-77, DOI: 10.1016/j.jimonfin.2014.09.002.
- Tommaso Trani, 2013, "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/13, Mar.
- Tommaso Trani, 2012, "Countercyclical Capital Regulation and Bank Ownership Structure," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 14-2012, Sep.
2011
- Javier Elizalde, 2011, "The Address Approach to Horizontal Product Differentiation: A Survey," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/11, Feb.
- Javier Elizalde, 2011, "Market Definition with Differentiated Products: A Spatial Competition Application," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/11, Feb.
- Javier Elizalde, 2013, "Market definition with differentiated products: a spatial competition application," European Journal of Law and Economics, Springer, volume 36, issue 3, pages 471-521, December, DOI: 10.1007/s10657-011-9260-9.
- Esteban Fernandez-Vazquez & Rafael Garduño, 2011, "Ecological Inference with Entropy Econometrics: using the Mexican Census as a benchmark," ERSA conference papers, European Regional Science Association, number ersa11p794, Sep.
- Esteban Fernández-Vazquez & Rafael Garduño-Rivera, 2012, "Ecological Inference with Entropy Econometrics: Using the Mexican Census as a Benchmark," Advances in Spatial Science, Springer, chapter 0, in: Esteban Fernández Vázquez & Fernando Rubiera Morollón, "Defining the Spatial Scale in Modern Regional Analysis", DOI: 10.1007/978-3-642-31994-5_5.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series, CESifo, number 3416.
- Guglielmo Caporale & Luis Gil-Alana, 2014, "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, volume 47, issue 4, pages 1389-1410, December, DOI: 10.1007/s00181-013-0780-8.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Fractional Integration and Cointegration in US Financial Time Series Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1116.
- Luis A. Gil-Alana & Guglielmo Maria Caporale, 2012, "Fractional Integration and Cointegration in US Financial Time Series Data," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/12, Oct.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Persistence and Cyclical Dependence in the Monthly Euribor Rate," CESifo Working Paper Series, CESifo, number 3653.
- Guglielmo Caporale & Luis Gil-Alana, 2016, "Persistence and cyclical dependence in the monthly euribor rate," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 40, issue 1, pages 157-171, January, DOI: 10.1007/s12197-014-9296-0.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Persistence and Cyclical Dependence in the Monthly Euribor Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1165.
- Luis Alberiko Gil-Alana & Antonio Moreno & Seonghoon Cho, 2011, "The Deaton paradox in a long memory context with structural breaks," Post-Print, HAL, number hal-00711450, Jun, DOI: 10.1080/00036846.2011.572857.
- Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2012, "The Deaton paradox in a long memory context with structural breaks," Applied Economics, Taylor & Francis Journals, volume 44, issue 25, pages 3309-3322, September, DOI: 10.1080/00036846.2011.572857.
- Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2009, "The Deaton paradox in a long memory context with structural breaks," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/09, Apr.
- Luis Alberiko Gil-Alana & Carlos Pestana Barros, 2011, "Housing Sales In Urban Beijing," Post-Print, HAL, number hal-00719480, Jul, DOI: 10.1080/00036846.2011.591736.
- Carlos Pestana Barros & Zhongfei Chen & Luis A. Gil-Alana, 2012, "Housing sales in urban Beijing," Applied Economics, Taylor & Francis Journals, volume 44, issue 34, pages 4495-4504, December, DOI: 10.1080/00036846.2011.591736.
- Carlos Pestana Barros & Zhongfei Chen & Luis A. Gil-Alana, 2011, "Housing Sales in Urban Beijing," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/11, Jun.
- Luis Alberiko Gil-Alaña & Juan C. Cuestas & Estefania Mourelle, 2011, "Is there asymmetric behaviour in African inflation? A non-linear approach," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 03/2011, Apr.
- Estefania Mourelle & Juan Carlos Cuestas & Luis Alberiko Gil‐alana, 2011, "Is There An Asymmetric Behaviour In African Inflation? A Non‐Linear Approach," South African Journal of Economics, Economic Society of South Africa, volume 79, issue 1, pages 68-90, March.
- Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2011, "Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2011, May.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alaña, 2011, "Interest rate dynamics in Kenya," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 10/2011, Dec.
- Juan Carlos Cuestas & Luis A. Gil-Alana, 2011, "Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies," Working Papers, The University of Sheffield, Department of Economics, number 2011005, Feb, revised Feb 2011.
- Carlos Pestana Barros & Luis A. Gil-Alana & James E. Payne, 2011, "An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/11, Jan.
- Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2011, "An analysis of oil production by OPEC countries: Persistence, breaks, and outliers," Energy Policy, Elsevier, volume 39, issue 1, pages 442-453, January.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/11, Jan.
- Luis Gil-Alana & Antonio Moreno & Fernando Pérez de Gracia, 2011, "Exploring Survey-Based Inflation Forecasts," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/11, Jan.
- Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia, 2012, "Exploring Survey‐Based Inflation Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 6, pages 524-539, September.
- Carlos Pestana Barros & Luis A. Gil-Alana, 2011, "Oil Prices: Persistence and Breaks," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/11, Jun.
- Luis A. Gil-Alana & Yun Cao, 2011, "Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/11, Nov.
- Luis A. Gil-Alana & Jiang Liang, 2011, "The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 13/11, Nov.
- 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, School of Economics and Business Administration, University of Navarra, number 11/11, Oct.
- 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, volume 30, issue 6, pages 1214-1233, October.
- Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno, 2011, "Macroeconomic Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 17090, May.
- Baele, Lieven & Bekaert, Geert & Cho, Seonghoon & Inghelbrecht, Koen & Moreno, Antonio, 2015, "Macroeconomic regimes," Journal of Monetary Economics, Elsevier, volume 70, issue C, pages 51-71, DOI: 10.1016/j.jmoneco.2014.09.003.
- Seonghoon Cho & Koen Inghelbrecht & Geert Bekaert & Antonio Moreno & Lieven Baele, 2011, "Macroeconomic Regimes," 2011 Meeting Papers, Society for Economic Dynamics, number 817.
- L. Baele & G. Bekaert & S. Cho & K. Inghelbrecht & A. Moreno, 2013, "Macroeconomic Regimes," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 13/870, Dec.
- Baele, L.T.M. & Bekaert, G.R.J. & Cho, S. & Inghelbrecht, K. & Moreno, A., 2015, "Macroeconomic regimes," Other publications TiSEM, Tilburg University, School of Economics and Management, number e92a1993-778e-4ce2-b603-6.
- Lieven Baele & et al., 2012, "Macroeconomic Regimes," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/12, Jul.
- Tommaso Trani, 2011, "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 13-2011, Oct.
2010
- José A. Alfaro & Luis A. Rábade & Victoria RodrÃguez, 2010, "RFID technology as a strategic tool to improve inventory management: a case study," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/10, Sep.
- Javier Elizalde, 2010, "Framework for Valid Market Definition Tests in Merger Control," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/10, Feb.
- Javier Elizalde, 2010, "Competition in Multiple Characteristics: An Empirical Test of Location Equilibrium," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/10, Mar.
- Elizalde, Javier, 2013, "Competition in multiple characteristics: An empirical test of location equilibrium," Regional Science and Urban Economics, Elsevier, volume 43, issue 6, pages 938-950, DOI: 10.1016/j.regsciurbeco.2013.09.007.
- Garduno-Rivera, Rafael, 2010, "Effect of NAFTA on Mexico's Income Distribution in the Presence of Migration," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61895, DOI: 10.22004/ag.econ.61895.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 3208.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015, "U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis," Journal of Housing Research, Taylor & Francis Journals, volume 24, issue 1, pages 73-86, January, DOI: 10.1080/10835547.2015.12092098.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1070.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/11, Jan.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "The Weekly Structure of US Stock Prices," CESifo Working Paper Series, CESifo, number 3245.
- Guglielmo Maria Caporale & Luis Gil-Alana, 2011, "The weekly structure of US stock prices," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 23, pages 1757-1764, DOI: 10.1080/09603107.2011.562168.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "The Weekly Structure of US Stock Prices," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1077.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1006.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2012, "Estimating persistence in the volatility of asset returns with signal plus noise models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 17, issue 1, pages 23-30, January.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Long Memory and Fractional Integration in High Frequency Financial Time Series," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1016.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 975.
- Guglielmo Maria Caporale & Luis Gil-Alana, 2012, "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 1-2, pages 105-136, March - J.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 04/11, Jan.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Fractional Cointegration in US Term Spreads," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 981.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2012, "Fractional cointegration in US term spreads," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 5, pages 431-434, March, DOI: 10.1080/13504851.2011.581205.
- Emmanuel Anoruo & Luis Alberiko Gil-Alaña, 2010, "Mean reversion and long memory in African stock market prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2011, May.
- Emmanuel Anoruo & Luis Gil-Alana, 2011, "Mean reversion and long memory in African stock market prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 3, pages 296-308, July, DOI: 10.1007/s12197-010-9124-0.
- Luis A. Gil-Alana & Emmanuel Anoruo, 2010, "Mean reversion and long memory in African stock market prices," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/10, Feb.
- Luis Alberiko Gil-Alaña, 2010, "Inflation in South Africa. A time series view across sectors using long range dependence," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2011, Oct.
- Luis A. Gil‐alana, 2010, "Inflation In South Africa: A Time‐Series View Across Sectors Using Long‐Range Dependence," South African Journal of Economics, Economic Society of South Africa, volume 78, issue 4, pages 325-343, December.
- Luis Alberiko Gil-Alaña, 2010, "Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament?," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2011, Oct.
- Luis A. Gil-Alana & Carlos P. Barros & Albert Assaf, 2010, "Persistence in the short and long term tourist arrivals to Australia," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/10, Feb.
- Luis A. Gil-Alana & Carlos P. Barros & Albert Assaf, 2010, "Retail sales. Persistence in the short term and long term dynamics," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/10, Feb.
- Luis A. Gil-Alana & James Payne & David Loomis, 2010, "Does energy consumption by the US electric power secto exhibit long memory behaviour?," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 04/10, Feb.
- Gil-Alana, Luis A. & Loomis, David & Payne, James E., 2010, "Does energy consumption by the US electric power sector exhibit long memory behavior?," Energy Policy, Elsevier, volume 38, issue 11, pages 7512-7518, November.
- Kinateder, Markus, 2010, "The Repeated Prisoner’s Dilemma in a Network," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 96669, Nov, DOI: 10.22004/ag.econ.96669.
- Markus Kinateder, 2010, "The Repeated Prisoner’s Dilemma in a Network," Working Papers, Fondazione Eni Enrico Mattei, number 2010.120, Sep.
- Markus Kinateder, 2010, "The Repeated Prisoner's Dilemma in a Network," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/10, Apr.
- 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, Departamento de Economía - Universidad Pública de Navarra, number 1003.
- Casares, Miguel & Moreno, Antonio & Vázquez, Jesús, 2014, "An estimated New-Keynesian model with unemployment as excess supply of labor," Journal of Macroeconomics, Elsevier, volume 40, issue C, pages 338-359, DOI: 10.1016/j.jmacro.2014.01.010.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2012, "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/12, Jul.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010, "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/10, Sep.
2009
- Michele Bernasconi & Christine Choirat & Raffaello Seri, 2009, "A re-examination of the algebraic properties of the AHP as a ratio-scaling technique," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2009_23.
- Michele Bernasconi & Christine Choirat & Raffaello Seri, 2009, "The Analytic Hierarchy Process and the Theory of Measurement," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2009_24.
- Michele Bernasconi & Christine Choirat & Raffaello Seri, 2010, "The Analytic Hierarchy Process and the Theory of Measurement," Management Science, INFORMS, volume 56, issue 4, pages 699-711, April, DOI: 10.1287/mnsc.1090.1123.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Perez de Garcia, 2009, "AK growth models: new evidence based on fractional integration and breaking trends," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2009021, Jun.
- Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2009, "AK growth models: new evidence based on fractional integration and breaking trends," Recherches économiques de Louvain, De Boeck Université, volume 75, issue 2, pages 131-149.
- Baylis, Katherine R. & Garduno-Rivera, Rafael & Piras, Gianfranco, 2009, "The distributional effects of NAFTA in Mexico: evidence from a panel of municipalities," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49463, DOI: 10.22004/ag.econ.49463.
- Baylis, Kathy & Garduño-Rivera, Rafael & Piras, Gianfranco, 2012, "The distributional effects of NAFTA in Mexico: Evidence from a panel of municipalities," Regional Science and Urban Economics, Elsevier, volume 42, issue 1-2, pages 286-302, DOI: 10.1016/j.regsciurbeco.2011.09.006.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Multi-Factor Gegenbauer Processes and European Inflation Rates," CESifo Working Paper Series, CESifo, number 2648.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Multi-Factor Gegenbauer Processes and European Inflation Rates," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 26, pages 386-409.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Multi-Factor Gegenbauer Processes and European Inflation Rates," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 879.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Long Memory in US Real Output per Capita," CESifo Working Paper Series, CESifo, number 2671.
- Guglielmo Caporale & Luis Gil-Alana, 2013, "Long memory in US real output per capita," Empirical Economics, Springer, volume 44, issue 2, pages 591-611, April, DOI: 10.1007/s00181-012-0559-3.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Long Memory in US Real Output per Capita," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 891.
- Juan Carlos Cuestas & Luís A. Gil-Alana, 2009, "Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2009/3, Feb.
- Cuestas, Juan C. & Gil-Alana, Luís A., 2009, "Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes," Economic Modelling, Elsevier, volume 26, issue 6, pages 1184-1192, November.
- Luis A. Gil-Alana & Juan C. Cuesta, 2009, "Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/09, Nov.
- Juan Carlos Cuestas & Luis A. Gil-Alana, 2009, "Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2009/6, Nov.
- Luis A. Gil-Alana & Antonio Moreno, 2009, "Fractional Integration and Structural Breaks in U.S. Macro Dynamics," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/09, Jan.
- Luis Gil-Alana & Antonio Moreno, 2012, "Fractional integration and structural breaks in U.S. macro dynamics," Empirical Economics, Springer, volume 43, issue 1, pages 427-446, August, DOI: 10.1007/s00181-011-0475-y.
- Luis A. Gil-Alana, 2009, "Time series modelling of sunspot numbers using long range cyclical dependence," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/09, Nov.
- Carlos P. Barros & Joao R. Faria & Luis A. Gil-Alana, 2009, "Persistence on airline accidents," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/09, Nov.
- Luis A. Gil-Alana, 2009, "Warming break trends and fractional integration in the northern, southern and global temperature anomaly series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/09, Nov.
- Carlos P. Barros & Luis A. Gil-Alana, 2009, "A note on the effectiveness of national anti-terrorist policies. Evidence from ETA," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/09, Nov.
- LuÃs A. Gil-Alana & Carlos P. Barros, 2010, "A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA," Conflict Management and Peace Science, Peace Science Society (International), volume 27, issue 1, pages 28-46, February, DOI: 10.1177/0738894209352130.
- Kinateder, Markus, 2009, "Team Formation in a Network," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 50722, DOI: 10.22004/ag.econ.50722.
- Markus Kinateder, 2009, "Team Formation in a Network," Working Papers, Fondazione Eni Enrico Mattei, number 2009.36, May.
- Kinateder, Markus, 2009, "Delayed Perfect Monitoring in Repeated Games," MPRA Paper, University Library of Munich, Germany, number 20443, Dec.
- Markus Kinateder, 2013, "Delayed perfect monitoring in repeated games," International Journal of Game Theory, Springer;Game Theory Society, volume 42, issue 1, pages 283-294, February, DOI: 10.1007/s00182-012-0349-3.
- Markus Kinateder, 2009, "Delayed Perfect Monitoring in Repeated Games," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 18/09, Dec.
- Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2009, "Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/09, Nov.
- Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2012, "Renewable energy innovations in Europe: a dynamic panel data approach," Applied Economics, Taylor & Francis Journals, volume 44, issue 24, pages 3135-3147, August, DOI: 10.1080/00036846.2011.570720.
- Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2012, "Renewable energy innovations in Europe: a dynamic panel data approach," Applied Economics, Taylor & Francis Journals, volume 44, issue 24, pages 3135-3147, August, DOI: 10.1080/00036846.2011.570720.
- Pedro Mendi & Nadia Ayari & Szabolcs Blazsek, 2011, "Renewable energy innovations in Europe: A dynamic panel data approach," Post-Print, HAL, number hal-00711448, Jun, DOI: 10.1080/00036846.2011.570720.
- 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, Departamento de Economía - Universidad Pública de Navarra, number 0902.
- 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, volume 3, issue 3, pages 395-422, September, DOI: 10.1007/s13209-011-0079-y.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009, "Wage Stickiness and Unemployment Fluctuations: An Alternative Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 04/09, Aug.
- Juan-Camilo C√°rdenas & Miguel AndrÔøΩs Espinosa & Sandra PolanÔøΩa Reyes, 2009, "Helping the Helpers: Altruism As A Rational Choice of Donors to A Students Voluntary Organization," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 6149, Nov.
- Francesc Pujol, 2009, "Measuring US Presidents Political Commitment for Fiscal Discipline between 1920 and 2008," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/09, Jan.
- Francesc Pujol, 2009, "Measuring US Presidents’ Political Commitment for Fiscal Discipline Between 1920 and 2008," Studies in Public Choice, Springer, chapter 0, in: Louis M. Imbeau, "Do They Walk Like They Talk?", DOI: 10.1007/978-0-387-89672-4_6.
- Francesc Pujol, 2009, "Football Betting As A Cyclical Learning Process," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/09, Sep.
2008
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008, "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series, CESifo, number 2330.
- Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013, "Modelling long-run trends and cycles in financial time series data," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 3, pages 405-421, May, DOI: 10.1111/(ISSN)1467-9892.
- Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale, 2012, "Modelling Long Run Trends and Cycles in Financial Time Series Data," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 13/12, Oct.
- Francesc Pujol & Pedro Garcia-del-Barrio, 2008, "Economic Valuation of Football Players through Media Value," IASE Conference Papers, International Association of Sports Economists, number 0826, Jun.
- Francesc Pujol & Pedro Garcia-del-Barrio, 2008, "Money Prizes and Media Value in Tennis: Who Leads the Spectacle?," IASE Conference Papers, International Association of Sports Economists, number 0828, Jun.
- Candelon, Bertrand & Dupuy, Arnaud & Gil-Alana, Luis A., 2008, "The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?," IZA Discussion Papers, IZA Network @ LISER, number 3571, Jun.
- B. Candelon & A. Dupuy & L. Gil-Alana, 2009, "The nature of occupational unemployment rates in the United States: hysteresis or structural?," Applied Economics, Taylor & Francis Journals, volume 41, issue 19, pages 2483-2493, DOI: 10.1080/00036840802584950.
- Joao Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana, 2008, "Unemployment and entrepreneurship: a cyclical relationship?," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2008/2, Feb.
- Luis A. Gil-Alana & Rolando Pelaez, 2008, "The Persistence of Earnings per Share," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/08, Nov.
- Luis Gil-Alana & Rolando Peláez, 2008, "The persistence of earnings per share," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 4, pages 425-439, November, DOI: 10.1007/s11156-007-0077-0.
- Luis A. Gil-Alana, 2008, "Time trend estimation with breaks in temperature time series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/08, Nov.
- Luis A. Gil-Alana & Guglielmo M. Caporale, 2008, "Fractional integration and data frequency," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/08, Nov.
- Luis A. Gil-Alana & Guglielmo M. Caporale, 2008, "Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/08, Nov.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2008, "Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 11, pages 4998-5013, July.
- Kinateder, Markus, 2008, "Repeated Games Played in a Network," Coalition Theory Network Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 6377, DOI: 10.22004/ag.econ.6377.
- Markus Kinateder, 2006, "Repeated Games Played in a Network," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 674.06, Nov.
- Markus Kinateder, 2008, "Repeated Games Played in a Network," Working Papers, Fondazione Eni Enrico Mattei, number 2008.22, Mar.
- Javier Gómez Biscarri, 2008, "The accounting dimension in financial integration: International pricing under different accounting standards," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/08, May.
- F. Javier De Peña & Carlos Forner-RodrÃguez & Germán López-Espinosa, 2008, "Fundamentals and the origin of Fama-French factors," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 04/08, May.
- Juan Carlos Molero & Isabel Rodriguez-Tejedo, 2008, "An index of political support for decentralization: the Spanish case," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/08, Oct.
- Juan Molero & Isabel Rodríguez-Tejedo, 2010, "An index of political support for decentralization: the Spanish case," Constitutional Political Economy, Springer, volume 21, issue 1, pages 50-79, March, DOI: 10.1007/s10602-008-9066-0.
- Seonghoon Cho & Antonio Moreno, 2008, "Expectational Stability in Multivariate Models," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/08, Oct.
- Javier Gómez & Antonio Moreno & Fernando Pérez de Gracia, 2008, "Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/08, Oct.
- 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, volume 32, issue 1, pages 138-154, January.
- Natalia Candelo Londono & Sandra PolanÔøΩa Reyes, 2008, "Pasos metodol√≥gicos de un diseno experimental para medir capital social y acci√≥n colectiva en seis ciudades latinoamericanas," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 5104, Sep.
2007
- 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, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb076612, Sep.
- Reyes Calderón & José Luis à lvarez Arce, 2007, "Corruption, Complexity and Governance," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/07, Oct.
- Reyes Calderón & José Luis à lvarez Arce & Silvia Mayoral, 2007, "Corporation as Crucial Ally Against Corruption," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/07, Oct.
- Reyes Calderón & José Álvarez-Arce & Silvia Mayoral, 2009, "Corporation as a Crucial Ally Against Corruption," Journal of Business Ethics, Springer, volume 87, issue 1, pages 319-332, April, DOI: 10.1007/s10551-008-9796-y.
- Juncal Cuñado & Luis A. Gil-Alaña, 2007, "Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/07, Jan.
- Luis A. Gil-Alana & Juncal Cunado & Fernando Perez de Gracia, 2008, "Tourism in the Canary Islands: forecasting using several seasonal time series models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 7, pages 621-636, DOI: 10.1002/for.1077.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2007, "Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks," CESifo Working Paper Series, CESifo, number 1989.
- J. Cunado & L.A. Gil-Alana & F. Perez De Gracia, 2007, "Real convergence in some emerging countries : a fractionally integrated approach," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2007034, Sep.
- Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2007, "Real convergence in some emerging countries: a fractionally integrated approach," Recherches économiques de Louvain, De Boeck Université, volume 73, issue 3, pages 293-310.
- 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, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2007/01.
- 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, , volume 9, issue 5, pages 451-469, October, DOI: 10.1177/1527002508316980.
- Gil-Alana, Luis A. & Fischer, Christian, 2007, "International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications," 105th Seminar, March 8-10, 2007, Bologna, Italy, European Association of Agricultural Economists, number 7859, DOI: 10.22004/ag.econ.7859.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007, "A Multivariate Long-Memory Model with Structural Breaks," CESifo Working Paper Series, CESifo, number 1950.
- Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007, "Identification of Segments of European Banks with a Latent Class Frontier Model," CESifo Working Paper Series, CESifo, number 2110.
- Luis Gil-Alana & Antonio Moreno, 2007, "Uncovering the U.S. Term Premium: An Alternative Route," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/07, Oct.
- Gil-Alana, Luis A. & Moreno, Antonio, 2012, "Uncovering the US term premium: An alternative route," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1181-1193, DOI: 10.1016/j.jbankfin.2011.11.013.
- 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, School of Economics and Business Administration, University of Navarra, number 13/07, Dec.
- 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, volume 18, issue 4, pages 369-388, October.
- Pedro Mendi & Róbert F. Veszteg, 2007, "Sustainability of Collusion: Evidence from the Late 19th Century Basque Iron and Steel Industry," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 04/07, Jun.
- Seonghoon Cho & Antonio Moreno, 2007, "The Forward Solution for Linear Rational Expectations Models," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/07, Aug.
- Juan Camilo C√°rdenas & Natalia Candelo & Alejandro Gaviria & Sandra Polania, 2007, "Discrimination in the provision of social services to the poor: a field experimental study," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3885, Jul.
- Cárdenas, Juan Camilo & Candelo, Natalia & Gaviria, Alejandro & Polanía, Sandra & Sethi, Rajiv, 2008, "Discrimination in the Provision of Social Services to the Poor: A Field Experimental Study," IDB Publications (Working Papers), Inter-American Development Bank, number 3317, Apr, DOI: http://dx.doi.org/10.18235/0011266.
- Juan Camilo Cardenas & Natalia Candelo & Alejandro Gaviria & Sandra Polania & Rajiv Sethi, 2008, "Discrimination in the Provision of Social Services to the Poor: A Field Experimental Study," Research Department Publications, Inter-American Development Bank, Research Department, number 3247, Apr.
2006
- Reyes Calderón & José Luis Alvarez, 2006, "The Complexity of Corruption: Nature and Ethical Suggestions," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/06, May.
- 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, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb060502, Jan.
- 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, School of Economics and Business Administration, University of Navarra, number 01/06, Jan.
- Pedro Garcia-del-Barrio & Stefan Szymanski, 2006, "Goal! Profit maximization and win maximization in football leagues," Working Papers, International Association of Sports Economists;North American Association of Sports Economists, number 0621, Oct.
- Luis Alberiko Gil-Alana & Pedro Garcia-del-Barrio, 2006, "New Revelations about Unemployment Persistence in Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/06, Sep.
- Fischer, Christian & Gil-Alana, Luis A., 2006, "The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine," 98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece, European Association of Agricultural Economists, number 10049, DOI: 10.22004/ag.econ.10049.
- Christian Fischer & Luis Gil-Alana, 2009, "The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine," Applied Economics, Taylor & Francis Journals, volume 41, issue 11, pages 1345-1359, DOI: 10.1080/00036840601019349.
- Fischer, Christian & Gil-Alana, Luis A., 2006, "The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia, International Association of Agricultural Economists, number 25341, DOI: 10.22004/ag.econ.25341.
- Fischer, Christian & Gil-Alana, Luis A., 2007, "The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 57033, DOI: 10.22004/ag.econ.57033.
- Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006, "Eta Terrorism:Police Action, Political Measures And The Influence Of Violence On Economic Activity In The Basque Country," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-03, Feb.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006, "Modelling Structural Breaks In The Us, Uk And Japanese Unemployment Rates," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-10, Apr.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006, "Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates," CESifo Working Paper Series, CESifo, number 1734.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006, "Testing For Unit And Fractional Orders Of Integration In The Trend And Seasonal Components Of Us Monetary Aggregates," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-13, Apr.
- Guglielmo Caporale & Luis Gil-Alana, 2008, "Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 35, issue 3, pages 241-253, July, DOI: 10.1007/s10663-008-9061-8.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006, "Fractional Integration And Impulse Responses: A Bivariate Application To Real Output In The Us And The Scandinavian Countries," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-25, Oct.
- Luis Alberiko Gil-Alana & Antonio Moreno, 2006, "Technology Shocks and Hours Worked: A Fractional Integration Perspective," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/06, Feb.
- Gil-Alana, Luis Alberiko & Moreno, Antonio, 2009, "Technology Shocks And Hours Worked: A Fractional Integration Perspective," Macroeconomic Dynamics, Cambridge University Press, volume 13, issue 5, pages 580-604, November.
- Luis A. Gil-Alana, 2006, "Fractional integration and structural breaks at unknown periods of time," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 16/06, Dec.
- Luis A. Gil‐Alana, 2008, "Fractional integration and structural breaks at unknown periods of time," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 1, pages 163-185, January, DOI: 10.1111/j.1467-9892.2007.00550.x.
- Luis A. Gil-Alana, 2006, "Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 17/06, Dec.
- L. Gil-Alana, 2007, "Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 34, issue 2, pages 139-154, April, DOI: 10.1007/s10663-006-9027-7.
- Francesc Pujol, 2006, "Ranking Journals Following a Matching Model Approach. An Application to Public Economics Journals," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/06, Sep.
- 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, volume 10, issue 1, pages 55-76, February, DOI: 10.1111/j.1467-9779.2008.00351.x.
2005
- Manuel Vega-Gordillo & José Luis à lvarez-Arce, 2005, "Heterogeneity In Economic Freedom: Free Clusters Or Free Countries," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/05, May.
- Róbert Veszteg, 2005, "Linking Decisions with Moments," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/05, May.
- Reyes Calderon Cuadrado, 2005, "Corruption: A Corporate Perspective," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/05, May.
- Francisco Galera & Pedro Garcia-del-Barrio, 2005, "Free Entrance and Social Welfare. Explaining the Causes of Excessive Entry Bias," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/05, May.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Fractional Cointegration And Aggregate Money Demand Functions," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-01, Jan.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2005, "Fractional Cointegration And Aggregate Money Demand Functions," Manchester School, University of Manchester, volume 73, issue 6, pages 737-753, December, DOI: 10.1111/j.1467-9957.2005.00475.x.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Fractional Cointegration And Aggregate Money Demand Functions," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-01, Jan.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-09, Jun.
- Guglielmo Maria Caporale & Luis Gil‐Alana, 2014, "Long‐Run and Cyclical Dynamics in the US Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 2, pages 147-161, March.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007, "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series, CESifo, number 2046.
- L.A. Gil-Alana & G.M. caporale, 2004, "Long-run and Cyclical Dynamics in the US Stock Market," Econometric Society 2004 Latin American Meetings, Econometric Society, number 344, Aug.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Long-run and Cyclical Dynamics in the US Stock Market," Economics Series, Institute for Advanced Studies, number 155, May.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-10, Jun.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-11, Jun.
- Guglielmo Caporale & Luis Gil-Alana, 2007, "Testing for deterministic and stochastic cycles in macroeconomic time series," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 34, issue 2, pages 155-169, April, DOI: 10.1007/s10663-007-9033-4.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-16, Sep.
- Guglielmo Maria Caporale & Luis Gil-Alana, 2006, "Long memory at the long-run and the seasonal monthly frequencies in the US money stock," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 15, pages 965-968, DOI: 10.1080/13504850500425899.
- Christian Fischer & Luis Alberiko Gil-Alana, 2005, "The Nature of the Relationship between International Tourism and International Trade: The Case of Ge," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 15/05, Oct.
- Luis Alberiko Gil-Alana, 2005, "Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 19/05, Nov.
- Luis Alberiko Gil-Alana, 2005, "Structural Change and the Order of Integration in Univariate Time Series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 20/05, Nov.
- Luis A. Gil-Alana, 2004, "Structural Change and the Order of Integration in Univariate Time Series," Computational Economics, Springer;Society for Computational Economics, volume 23, issue 3, pages 239-254, April.
- 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, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-09, Apr.
- Pedro Mendi, 2005, "Vertical Integration, Collusion Downstream, and Partial Market Foreclosure," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 17/05, Nov.
- Mendi, Pedro, 2005, "Contracting for the transfer of technology within multinational corporations: Empirical evidence from Spain," IESE Research Papers, IESE Business School, number D/607, Sep.
- Juan Carlos Molero & Francesc Pujol, 2005, "Walking inside the Potential Tax Evader's Mind," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/05, Jan.
- Seonghoon Cho & Antonio Moreno, 2005, "A Small-Sample Study of the New-Keynesian Macro Model," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/05, Feb.
- Cho, Seonghoon & Moreno, Antonio, 2006, "A Small-Sample Study of the New-Keynesian Macro Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 6, pages 1461-1481, September, DOI: 10.1353/mcb.2006.0078.
- Antonio Moreno Ibáñez & Luis Rey, 2005, "Inflation Targeting in Western Europe," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 14/05, Oct.
- Moreno Antonio & Rey Luis, 2006, "Inflation Targeting in Western Europe," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 2, pages 1-32, August, DOI: 10.2202/1534-5998.1455.
2004
- Reyes Calderón, 2004, "Fron Neo-classical Entrepreneur to Socio-economic Organization," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/04, Jan.
- Juncal Cunado & Fernando Pérez de Gracia, 2004, "Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/04, Apr.
- 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, volume 45, issue 1, pages 65-83, February.
- 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, School of Economics and Business Administration, University of Navarra, number 04/04, Mar.
- Pedro Garcia-del-Barrio & Francesc Pujol, 2004, "Pay and Performance in the Spanish Soccer League: Who Gets the Expected Monopsony Rents?," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/04, Mar.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Non-Linearities and Fractional Integration in the US Unemployment Rate," Discussion Paper Series, Hamburg Institute of International Economics, number 26232, DOI: 10.22004/ag.econ.26232.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2007, "Nonlinearities and Fractional Integration in the US Unemployment Rate," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 69, issue 4, pages 521-544, August, DOI: 10.1111/j.1468-0084.2007.00449.x.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-17, Oct.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-17, Sep.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-17, Oct.
- Luis A. Gil-Alana & Guglielmo M. Caporale, 2006, "Nonlinearities and fractional integration in the US unemployment rate," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 18/06, Dec.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Non-linearities and fractional integration in the US unemployment rate," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 259.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-15, Oct.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2007, "The stochastic unit root model and fractional integration: An extension to the seasonal case," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 23, issue 5, pages 439-453, September, DOI: 10.1002/asmb.683.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-15, Oct.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Nelson And Plosser Revisited: Evidence From Fractional Arima Models," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-16, Oct.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Nelson And Plosser Revisited: Evidence From Fractional Arima Models," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-16, Oct.
- Gil-Alana, L., 1998, "Nelson and Plosser Revisited: Evidence from Fractional Arima Models," Economics Working Papers, European University Institute, number eco98/21.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004, "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-20, Oct.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2007, "Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004, "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-20, Oct.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-21, Oct.
- Guglielmo Caporale & Luis Gil-Alana, 2006, "Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994," Empirical Economics, Springer, volume 31, issue 1, pages 83-93, March, DOI: 10.1007/s00181-005-0017-6.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-21, Oct.
- Luis Alberiko Gil-Alana & Guglielmo M.Caporale, 2005, "Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 18/05, Nov.
- Luis A. Gil-Alana, 2004, "Deterministic Seasonality versus Seasonal Fractional Integration," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/04, Apr.
- Gil-Alaña, Luis A., 2000, "Deterministic seasonality versus seasonal fractional integration," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,106.
- Luis A. Gil-Alana & Bertrand Candelon, 2004, "Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/04, Apr.
- Luis A. Gil-Alana & Bertrand Candelon, 2004, "Fractional Integration and Business Cycles Features," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/04, Apr.
- Bertrand Candelon & Luis A. Gil-Alana, 2004, "Fractional integration and business cycle features," Empirical Economics, Springer, volume 29, issue 2, pages 343-359, May, DOI: 10.1007/s00181-003-0171-7.
- Candelon, Bertrand & Gil-Alaña, Luis A., 2001, "Fractional integration and business cycle features," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,46.
- 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, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-11, Apr.
- Pedro Mendi, 2004, "Contractual Implications of International Trade in Tacit Knowledge," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/04, May.
- Pedro Mendi, 2007, "Contractual implications of international trade in tacit knowledge," Applied Economics, Taylor & Francis Journals, volume 39, issue 9, pages 1173-1183, DOI: 10.1080/00036840600592817.
- Molero, Juan Carlos & Pujol, Francesc, 2004, "Ranking Italian Universities and Other Research Institutions Taking Into Account Public Economics Publications," MPRA Paper, University Library of Munich, Germany, number 8055, Jul.
- Molero, Juan Carlos & Pujol, Francesc, 2004, "The Culture of The Economist. A Further Evidence of “The Economist” Index," MPRA Paper, University Library of Munich, Germany, number 8073, Jul.
- Antonio Moreno & Geert Bekaert & Seonghoon Cho, 2004, "New-Keynesian Macroeconomics and the Term Structure," 2004 Meeting Papers, Society for Economic Dynamics, number 388.
- Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010, "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 1, pages 33-62, February.
- Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010, "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 1, pages 33-62, February, DOI: 10.1111/j.1538-4616.2009.00277.x.
- Bekaert, Geert & Cho, Seonghoon & Moreno Ibáñez, Antonio, 2006, "New-Keynesian Macroeconomics and the Term Structure," CEPR Discussion Papers, Centre for Economic Policy Research, number 5956, Nov.
- Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2005, "New-Keynesian Macroeconomics and the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 11340, May.
- Seonghoon Cho & Antonio Moreno & Geert Bekaert, 2005, "New-Keynesian Macroeconomics and the Term Structure," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 04/05, Apr.
- Antonio Moreno, 2004, "Reaching Inflation Stability," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 269, Aug.
- Antonio Moreno, 2003, "Reaching Inflation Stability," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 13/03, Nov.
- Antonio Moreno, 2004, "The Feds Monetary Policy Rule: Past, Present and Future," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/04, Jan.
- 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, School of Economics and Business Administration, University of Navarra, number 12/04, Sep.
2003
- José Antonio Alfaro & Josep Tribó, 2003, "Monitoring, Operational Manager Efforts and Inventory Policy," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/03, Jul.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2003, "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/03, Jan.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2006, "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 142, issue 1, pages 67-91, April, DOI: 10.1007/s10290-006-0057-9.
- Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003, "Structural Changes in Volatility and Stock Market Development: Evidence for Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/03, Apr.
- 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, volume 28, issue 7, pages 1745-1773, July.
- Javier DePeña & Luis A. Gil-Alana, 2003, "Serial and cross-correlation in the Spanish Stock Market returns," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/03, Jan.
- Javier DePeña & Luis A. Gil-Alana, 2003, "The explaining role of the Earning-Price Ratio in the Spanish Stock Market," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/03, Jan.
- Luis A. Gil-Alana, 2003, "Testing of Fractional Cointegration in Macroeconomic Time Series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/03, May.
- Luis A. Gil‐Alana, 2003, "Testing of Fractional Cointegration in Macroeconomic Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 4, pages 517-529, September, DOI: 10.1111/1468-0084.t01-1-00048.
- Gil-Alaña, Luis A., 2000, "Testing of fractional cointegration in macroeconomic time series," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,105.
- Luis A. Gil-Alana & S.G. Brian Henry, 2003, "Fractional Integration and the Dynamics of UK Unemployment," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/03, May.
- Luis A. Gil‐Alana & S. G. Brian Henry, 2003, "Fractional Integration and the Dynamics of UK Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 2, pages 221-239, May, DOI: 10.1111/1468-0084.t01-1-00047.
- Gil-Alaña, Luis A. & Henry, Brian, 2000, "Fractional integration and the dynamics of UK unemployment," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,14.
- Javier De Peña & Luis A. Gil-Alana, 2003, "Testing of Nonstationary Cycles in Financial Time Series Data," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 15/03, Dec.
- F. DePenya & L. Gil-Alana, 2006, "Testing of nonstationary cycles in financial time series data," Review of Quantitative Finance and Accounting, Springer, volume 27, issue 1, pages 47-65, August, DOI: 10.1007/s11156-006-8542-8.
- Germán López Espinosa & Raúl Iñiguez, 2003, "Valoración De Los Activos Intangibles En El Mercado De Capitales Español," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-04, Apr.
- Germán López Espinosa & Joaquín Marhuenda, 2003, "¿Cómo Afectan Cambios En El Consenso Y La Dispersion En La Valoración De Activos?," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-15, Jul.
- Pedro Mendi, 2003, "The Structure of Payments in Technology Transfer Contracts: Evidence from Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/03, Jan.
- Pedro Mendi, 2005, "The Structure of Payments in Technology Transfer Contracts: Evidence from Spain," Journal of Economics & Management Strategy, Wiley Blackwell, volume 14, issue 2, pages 403-429, June, DOI: 10.1111/j.1530-9134.2005.00046.x.
- 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 Political Parties With Respect To The New General Law Of B," MPRA Paper, University Library of Munich, Germany, number 8072, Feb. - Seonghoon Cho & Antonio Moreno, 2003, "A Structural Estimation and Interpretation of the New Keynesian Macro Model," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 14/03, Nov.
- Sebastian Edwards & Javier Gomez Biscarri & Fernando Perez de Gracia, 2003, "Stock Market Cycles, Financial Liberalization and Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 9817, Jul.
- Edwards, Sebastian & Biscarri, Javier Gomez & Perez de Gracia, Fernando, 2003, "Stock market cycles, financial liberalization and volatility," Journal of International Money and Finance, Elsevier, volume 22, issue 7, pages 925-955, December.
- Sebastian Edwards & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003, "Stock Market Cycles, Financial Liberalization and Volatility," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/03, May.
- Francisco Galera & Jesús M. Zaratiegui, 2003, "Welfare and Output in Third-Degree Price Discrimination: a Note," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/03, May.
- Galera, Francisco & Zaratiegui, Jesus M., 2006, "Welfare and output in third-degree price discrimination: A note," International Journal of Industrial Organization, Elsevier, volume 24, issue 3, pages 605-611, May.
2002
- 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, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb021409, May.
- Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002, "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/02, Jun.
- Javier Biscarri & Fernando Gracia, 2004, "Stock market cycles and stock market development in Spain," Spanish Economic Review, Springer;Spanish Economic Association, volume 6, issue 2, pages 127-151, July, DOI: 10.1007/s10108-003-0078-7.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2002, "Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/02, May.
- Javier De Peña & Luis A. Gil-Alana, 2002, "Do Spanish Stock Market Prices Follow a Random Walk?," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/02, Apr.
- Germán López Espinosa, 2002, "Análisis De La Sensibilidad A Las Variaciones En Los Tipos De Interés De Las Acciones Bancarias," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-04, Feb.
- 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, University Library of Munich, Germany, number 8098. - Biscarri, Javier GÛmez & Fernando PÈrez de Gracia, 2002, "Bulls and Bears: Lessons from some European Countries," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 28, Aug.
2001
- Alfaro, José A. & Tribo Gine, José Antonio, 2001, "Managerial turnover and worker turnover," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb011304, Jun.
- Christine Choirat & Raffaello Seri, 2001, "Estimation in Discrete Parameter Models," Working Papers, Center for Research in Economics and Statistics, number 2001-38.
- Gil-Alaña, Luis A., 2001, "A joint test of fractional cyclic integration and a linear time trend," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,26.
- Gil-Alaña, Luis A., 2001, "Forecasting the real output using fractionally integrated techniques," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,27.
- Luis Gil-Alana, 2004, "Forecasting the real output using fractionally integrated techniques," Applied Economics, Taylor & Francis Journals, volume 36, issue 14, pages 1583-1589, DOI: 10.1080/0003684042000269475.
- Gil-Alaña, Luis A., 2001, "The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,66.
- Gil-Alaña, Luis A., 2001, "Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,67.
- Luis A. Gil-Alanaa, 2005, "Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate," Empirical Economics, Springer, volume 30, issue 1, pages 193-207, January, DOI: 10.1007/s00181-004-0228-2.
- Molero, Juan Carlos, 2001, "Analysis Of The Decentralization Of Public Spending In Spain," MPRA Paper, University Library of Munich, Germany, number 8056.
2000
- 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, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number 9917, May.
- Cuñado, Juncal & Sanchez-Robles, Blanca, 2000, "Regional Disparities And Asymmetric Shocks: The Case Of The Spanish Regions," ERSA conference papers, European Regional Science Association, number ersa00p32, Aug.
- L A Gil-Alaña & Peter M Robinson, 2000, "Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 402, Nov.
- L. A. Gil-Alana & P. M. Robinson, 2001, "Testing of seasonal fractional integration in UK and Japanese consumption and income," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 2, pages 95-114.
- Gil-Alana, L A & Robinson, Peter M., 2000, "Testing of seasonal fractional integration in UK and Japanese consumption and income," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2051, Nov.
- Gil-Alaña, L. A. & Robinson, Peter M., 2001, "Testing of seasonal fractional integration in UK and Japanese consumption and income," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 298, Mar.
- Gil-Alana, L. & Robinson, P.M., 1998, "Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income," Economics Working Papers, European University Institute, number eco98/20.
- Gil-Alaña, Luis A., 2000, "A generalized fractional time series model," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,107.
- Gil-Alaña, Luis A., 2000, "Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,13.
- Luis A. Gil-Alana, 2003, "Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks," Empirical Economics, Springer, volume 28, issue 1, pages 101-113, January, DOI: 10.1007/s001810100121.
- Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,15.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, volume 13, issue 3, pages 245-258.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2004, "Fractional cointegration and tests of present value models," Review of Financial Economics, John Wiley & Sons, volume 13, issue 3, pages 245-258, DOI: 10.1016/j.rfe.2003.09.009.
- Gil-Alaña, Luis A., 2000, "Modelling seasonality with fractionally integrated processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,16.
- Gil-Alaña, Luis A., 2000, "A fractionally integrated exponential model for UK unemployment," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,67.
- Gil-Alana, Luis A, 2001, "A Fractionally Integrated Exponential Model for UK Unemployment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 5, pages 329-340, August.
- Gil-Alaña, Luis A., 2000, "A fractionally integrated model with a mean shift for the US and the UK real oil prices," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,68.
- Gil-Alana, Luis A., 2001, "A fractionally integrated model with a mean shift for the US and the UK real oil prices," Economic Modelling, Elsevier, volume 18, issue 4, pages 643-658, December.
- Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and real exchange rates," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,69.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Fractional cointegration and real exchange rates," Review of Financial Economics, Elsevier, volume 13, issue 4, pages 327-340.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2004, "Fractional cointegration and real exchange rates," Review of Financial Economics, John Wiley & Sons, volume 13, issue 4, pages 327-340, DOI: 10.1016/j.rfe.2003.12.001.
- Gil-Alaña, Luis A., 2000, "Testing stochastic cycles in macroeconomic time series," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,70.
- L. A. Gil‐Alana, 2001, "Testing Stochastic Cycles in Macroeconomic Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 22, issue 4, pages 411-430, July, DOI: 10.1111/1467-9892.00233.
- Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Unemployment and input prices: A fractional cointegration approach," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,56.
- Guglielmo Maria Caporale & Luis Gil-Alana, 2002, "Unemployment and input prices: a fractional cointegration approach," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 6, pages 347-351, DOI: 10.1080/13504850110086044.
1998
- Gil-Alana, L., 1998, "Fractional Integration in the Purchasing Power Parity," Economics Working Papers, European University Institute, number eco98/18.
- Gil-Alana, L., 1998, "Multivariate Tests of Fractionally Integrated Hypotheses," Economics Working Papers, European University Institute, number eco98/19.
- Luis Alberiko Gil-Alana, 2002, "Multivariate Tests of Fractionally Integrated Hypotheses," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/02, Dec.
1997
- 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. EconomÃa de la Empresa. DB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number 6406, Oct.
1996
- L A Gil-Alaña & Peter M Robinson, 1996, "Testing of Unit Root and Other Nonstationary Hypotheses in Macroeconomic Time Series - (Now published in 'Journal of Econometrics', 80, 1997, pp.241-268.)," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 317, Dec.
Undated
- 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, FEDEA, number 01-05.
- Fernando Perez de Gracia & Juncal Cuñado, 2001, "Intertemporal Current Account And Productivity Shocks: Evidence For Some European Countries," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 01-05, Apr.
- Juncal Cuñado & Fernando Pérez de Gracia, undated, "Do Oil Price Shocks Matter? Evidence For Some Europesan Countries," Working Papers on International Economics and Finance, FEDEA, number 01-02.
- Cunado, Juncal & Perez de Gracia, Fernando, 2003, "Do oil price shocks matter? Evidence for some European countries," Energy Economics, Elsevier, volume 25, issue 2, pages 137-154, March.
- Juncal Cuñado & Fernando Pérez de Gracia, 2001, "Do oil price shocks matter? Evidence for some European countries," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 01-02, Feb.
- Cunado, Juncal & Ferreira, Susana, undated, "The Macroeconomic Impacts of Natural Disasters: New Evidence from Floods," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103721, DOI: 10.22004/ag.econ.103721.
- Juncal Cunado, undated, "Convergencia real o acercamiento cíclico? Espana y la Unión Europea," Studies on the Spanish Economy, FEDEA, number 57.
- Juncal Cunado Eizaguirre & Fernando Pérez de Gracía Hidalgo, undated, "Tasa de sacrificio en la UEM: Un análisis empírico," Studies on the Spanish Economy, FEDEA, number 70.
- Fernando Pérez de Gracía & Juncal Cunado, undated, "Inflación y rendimientos bursátiles en el caso espanol, 1941-1999," Studies on the Spanish Economy, FEDEA, number 65.
- Luis A. Gil-Alana & Mike Nazarski & Guglielmo M. Caporale, undated, "Testing of nonstationarities in the unit circle, long memory processes and the day of the week effects in financial data," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 19/06.
Journal articles
2026
- Pedro Garcia-del-Barrio & Giambattista Rossi & Wladimir Andreff, 2026, "Goal-setting versus goal-scoring: the role of clubs’ media exposure in prioritizing revenue and sports performance," Review of Managerial Science, Springer, volume 20, issue 2, pages 415-450, February, DOI: 10.1007/s11846-025-00873-2.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Jose L. Ruiz-Alba, 2026, "Short-Term Disruptions and Recovery Patterns in Spanish Hotel Activity: Insights from Quantitative and Qualitative Evidence," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 332-355.
- Maria Pia Sangiovanni & Elvira Di Nardo & Luis Alberiko Gil-Alana, 2026, "Fractional Integration and Structural Breaks in Italian Real House Prices," Mathematics, MDPI, volume 14, issue 11, pages 1-19, June.
- Robert Mudida & Luis A Gil-Alana, 2026, "The effect of the COVID-19 pandemic on tourism in Africa," Tourism Economics, , volume 32, issue 3, pages 638-652, May, DOI: 10.1177/13548166251367779.
- Mudida, Robert & Gil-Alana, Luis, 2024, "The effect of the Covid-19 pandemic on tourism in Africa," MPRA Paper, University Library of Munich, Germany, number 123141, Dec.
- Sakiru Adebola Solarin & Luis Alberiko Gil-Alana & Chris Stewart, 2026, "Evaluating the existence of a natural U.S. hate crime rate using a fractional integration approach," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 73, issue 1, pages 1-23, June, DOI: 10.1007/s12232-026-00522-4.
- Luis Rodrigo Asturias Schaub & Luis Alberiko Gil-Alana, 2026, "Time series perspectives on North Atlantic tropical cyclones: a study of fractional integration patterns," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 122, issue 2, pages 1-25, January, DOI: 10.1007/s11069-025-07793-0.
- Fumitaka Furuoka & Luis Gil-Alana & OlaOluwa S. Yaya & Xuan Vinh Vo, 2026, "Convergence of gender unemployment gaps in Africa: new evidence from Fourier ADF and KPSS unit root tests with break," Applied Economics, Taylor & Francis Journals, volume 58, issue 1, pages 19-37, January, DOI: 10.1080/00036846.2024.2448610.
- Furuoka, Fumitaka & Gil-Alana, Luis A. & Yaya, OlaOluwa S & Vo, Xuan Vinh, 2024, "Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break," MPRA Paper, University Library of Munich, Germany, number 122476, Oct.
- Sakiru Adebola Solarin & Gloria Claudio & Luis Alberiko Gil-Alana, 2026, "Persistence of International Renewable Commodity Prices: Accounting for the Impact of the COVID-19 Pandemic and Russia–Ukraine War," The International Trade Journal, Taylor & Francis Journals, volume 40, issue 2, pages 157-175, March, DOI: 10.1080/08853908.2025.2560405.
- Mesa-Toro, Andrés, 2026, "Do differences in stakeholder’s religiosity affect firms’ risk-taking?Evidence from the US credit unions," Finance Research Letters, Elsevier, volume 90, issue C, DOI: 10.1016/j.frl.2025.109408.
- Christian Bjørnskov & Martin Rode, 2026, "Capitalism and Femicide: an Empirical Inquiry," Kyklos, Wiley Blackwell, volume 79, issue 3, pages 769-787, August, DOI: 10.1111/kykl.70056.
2025
- Bajo-Buenestado, Raúl & Borrella-Mas, Miguel Ángel, 2025, "Market competition and the adoption of clean technology: Evidence from the taxi industry," European Economic Review, Elsevier, volume 174, issue C, DOI: 10.1016/j.euroecorev.2025.104967.
- Raul Bajo-Buenestado & Antonio M. Bento & Daniel Kaffine & Zissis E. Marmarelis, 2025, "Decarbonization and electricity price vulnerability," Nature Sustainability, Nature, volume 8, issue 2, pages 170-181, February, DOI: 10.1038/s41893-024-01502-8.
- Castro, Diana & Cunado, Juncal & Equiza-Goñi, Juan & Perez de Gracia, Fernando, 2025, "Climate change exposure risk, reserves and stock returns of oil and gas companies," Journal of Commodity Markets, Elsevier, volume 40, issue C, DOI: 10.1016/j.jcomm.2025.100524.
- Diana Castro Herrera & Juncal Cunado & Juan Equiza-Goñi & Fernando Perez de Gracia, 2025, "Climate change exposure risk, reserves and stock returns of oil and gas companies," Post-Print, HAL, number hal-05493979, Dec, DOI: 10.1016/j.jcomm.2025.100524.
- Rafael Garduño-Rivera & Neil Reid & Haoying Wang, 2025, "Mexico's minimum wage data: Trends, policies, and a research agenda," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 62, pages 27-35.
- Amir Imeri & Carlos Poza & Luis Alberiko Gil-Alana, 2025, "Persistence of Bond Yields: Evidence from BRICS Countries," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 15, issue 1, pages 20-25.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in real GDP: Evidence from Europe and the US," Economics Bulletin, AccessEcon, volume 45, issue 3, pages 1376-1388.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Real GDP: Evidence from Europe and the US," CESifo Working Paper Series, CESifo, number 11764.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru Solarin, 2025, "Persistence in US real personal consumption expenditure: durable versus non-durable goods," Economics Bulletin, AccessEcon, volume 45, issue 2, pages 1100-1106.
- Dettoni, Robinson & Gil-Alana, Luis A. & Bahamondes, Cliff, 2025, "Analyzing rational speculative bubbles in S&P 500 index sectors through fractional integration and generalized link-based additive survival models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107759.
- Cepni, Oguzhan & Gil-Alana, Luis A. & Gupta, Rangan & Polat, Onur, 2025, "Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102004.
- Oguzhan Cepni & Luis A. Gil-Alana & Rangan Gupta & Onur Polat, 2024, "Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202446, Oct.
- Solarin, Sakiru & Gil-Alana, Luis A. & Goenechea, Maria & Martín-Valmayor, Miguel A., 2025, "Black carbon emissions persistence: Evidence from 27 European Union countries using fractional integration," Renewable and Sustainable Energy Reviews, Elsevier, volume 212, issue C, DOI: 10.1016/j.rser.2024.115327.
- Gyamerah, Samuel Asante & Blekor, Kenneth Sena & Gil-Alana, Luis Alberiko, 2025, "Time-varying bidirectional causality between climate policy uncertainty and renewable energy investments," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104727.
- Skare, Marinko & Gil-Alana, Luis A. & Porada-Rochon, Małgorzata, 2025, "Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019," Structural Change and Economic Dynamics, Elsevier, volume 72, issue C, pages 67-77, DOI: 10.1016/j.strueco.2024.10.001.
- Luis Alberiko Gil-Alana & Robert Mudida & Caroline Wanjiru Kariuki, 2025, "Stock market price dynamics in Africa: evidence from 14 countries," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 9, pages 146-160, July, DOI: 10.1108/JES-04-2022-0238.
- Luis Alberiko Gil-Alana & Carlos Poza, 2025, "Daily Emissions of CO 2 in the World: A Fractional Integration Approach," Econometrics, MDPI, volume 13, issue 3, pages 1-11, July.
- Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets," JRFM, MDPI, volume 18, issue 11, pages 1-13, November.
- Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets," CESifo Working Paper Series, CESifo, number 12171.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle," Mathematics, MDPI, volume 13, issue 18, pages 1-21, September.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle," CESifo Working Paper Series, CESifo, number 11983.
- C. Flores Komatsu & L. A. Gil-Alana, 2025, "Analyzing Stationarity in World Coffee Prices," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 4, pages 2115-2131, April, DOI: 10.1007/s10614-024-10630-4.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Long-Run Trends and Cycles in US House Prices," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 6, pages 5017-5031, December, DOI: 10.1007/s10614-025-10882-8.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Long-Run Trends and Cycles in US House Prices," CESifo Working Paper Series, CESifo, number 10751.
- Ariundelger Ariunsaikhan & Chultem Batbold & Sonomdagva Chonokhuu & Luis Alberiko Gil-Alana, 2025, "Atmospheric pollution in Ulaanbaatar: Persistence and long-run trends," PLOS ONE, Public Library of Science, volume 20, issue 6, pages 1-12, June, DOI: 10.1371/journal.pone.0322991.
- Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana & Andoni Maiza Larrarte, 2025, "Persistence in China’s household consumption level: implications for the new growth model," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 1, pages 283-298, March, DOI: 10.1007/s12197-025-09709-x.
- Sakiru Adebola Solarin & Carmen Lafuente & Luis A. Gil-Alana & María Jesús González-Blanch, 2025, "Persistence in the Unemployment and Inflation Relationship. Evidence from 38 OECD Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 16, issue 1, pages 1236-1257, March, DOI: 10.1007/s13132-024-02034-4.
- Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana & Andoni Maiza-Larrarte, 2025, "Mean reversion and long memory dynamics in the Shanghai Containerized Freight Index," Journal of Shipping and Trade, Springer, volume 10, issue 1, pages 1-17, December, DOI: 10.1186/s41072-025-00211-5.
- Luis A. Gil-Alana & OlaOluwa S. Yaya & Oluwaseun A. Adesina & Xuan Vinh Vo, 2025, "Model-free and model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations," Quality & Quantity: International Journal of Methodology, Springer, volume 59, issue 2, pages 1807-1832, April, DOI: 10.1007/s11135-024-02038-x.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S & Adesina, Oluwaseun A. & Vo, Xuan Vinh, 2024, "Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations," MPRA Paper, University Library of Munich, Germany, number 123108, Dec.
- Juan Carlos Cuestas & Luis Alberiko Gil-Alana, 2025, "The Euribor rate: a forecasting exercise based on fractional integration," Applied Economics Letters, Taylor & Francis Journals, volume 32, issue 2, pages 179-182, January, DOI: 10.1080/13504851.2023.2259592.
- Lopez Gema & Gil-Alana Luis A., 2025, "Persistence in Consumption Across Europe: Evidence Using Fractional Integration," Intereconomics: Review of European Economic Policy, Paradigm, volume 60, issue 2, pages 119-125, DOI: 10.2478/ie-2025-0023.
- Garcia-Prado, Ariadna & Kim, Beomsoo & Rodriguez-Tejedo, Isabel, 2025, "Removing non-reusable plastic bottled water: sustainability vs. health?," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112471.
2024
- Marta Alonso & Judith Arnal & Andrés Mesa-Toro & Antonio Moreno, 2024, "Do corruption perceptions impact the pricing and access of euro area corporations to bond markets?," The European Journal of Finance, Taylor & Francis Journals, volume 30, issue 4, pages 370-384, March, DOI: 10.1080/1351847X.2022.2112731.
- Equiza, Juan & Gimeno, Ricardo & Moreno, Antonio & Thomas, Carlos, 2024, "Evaluating the yield curve effects of central bank asset purchases under a forward-looking supply factor," European Economic Review, Elsevier, volume 165, issue C, DOI: 10.1016/j.euroecorev.2024.104744.
- Mirko Abbritti & Juan Equiza & Antonio Moreno & Tommaso Trani, 2024, "Downturns and changes in the yield slope," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 3, pages 673-701, April, DOI: 10.1002/for.3047.
- Pablo Agnese & Pedro Garcia del Barrio & Luis Alberiko Gil-Alana & Fernando Perez de Gracia, 2024, "Precious metal prices: a tale of four US recessions," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 5, pages 1012-1022, March, DOI: 10.1108/SEF-09-2023-0550.
- Agnese, Pablo & Garcia-del-Barrio, Pedro & Gil-Alana, Luis A. & de Gracia, Fernando Perez, 2023, "Precious Metal Prices: A Tale of Four U.S. Recessions," IZA Discussion Papers, IZA Network @ LISER, number 16012, Mar.
- Garcia-del-Barrio Pedro & Reade J. James, 2024, "Talent Allocation in European Football Leagues: Why Competitive Imbalance May be optimal?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 244, issue 5-6, pages 631-670, DOI: 10.1515/jbnst-2023-0104.
- Nava Noé J. & Wood Benjamin D. K. & Garduño-Rivera Rafael, 2024, "Losing Ground: Measuring the Welfare Effects of Retail Food Price Inflation during the COVID-19 Pandemic on Mexican Household," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 22, issue 2, pages 143-154, DOI: 10.1515/jafio-2023-0041.
- Mary P. Arends-Kuenning & Kathy Baylis & Rafael Garduño-Rivera, 2024, "The effect of NAFTA on Mexico's wage gap," The Annals of Regional Science, Springer;Western Regional Science Association, volume 73, issue 3, pages 1241-1267, October, DOI: 10.1007/s00168-024-01287-w.
- Miguel Angel Martin-Valmayor & Luis Alberiko Gil-Alaña, 2024, "Hourly Energy Prices in Spain - Evidence of Persistence Across Different Months," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 3, pages 1-6, DOI: 2024/07/09.
- Ata Assaf & Khaled Mokni & Luis Alberiko Gil-Alana, 2024, "Long Memory and Change in Persistence in the Rare Earth Market Index," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 4, pages 1-7, DOI: 2024/07/09.
- Martin-Valmayor, Miguel A. & Carmona-González, Nieves & Sánchez-Martín, María-Pilar & Gil-Alana, Luis A., 2024, "Persistence in sovereign debt during the past two centuries: Evidence for the US and the largest European economies," Economic Analysis and Policy, Elsevier, volume 83, issue C, pages 390-403, DOI: 10.1016/j.eap.2024.06.012.
- Solarin, Sakiru Adebola & Gil-Alana, Luis A. & Hernández-Herrera, María, 2024, "Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods," Economic Systems, Elsevier, volume 48, issue 3, DOI: 10.1016/j.ecosys.2024.101215.
- Dettoni, Robinson & Gil-Alana, Luis A. & Yaya, OlaOluwa S., 2024, "Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103319.
- Gyamerah, Samuel Asante & Agbi-Kaiser, Henry Ofoe & Gil-Alana, Luis Alberiko, 2024, "Do climate policy uncertainty and geopolitical risk transmit opportunity or threat to the green market? Evidence from non-linear ARDL," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00379.
- Gil-Alana, Luis Alberiko & Poza, Carlos, 2024, "Volatility persistence in metal prices," Resources Policy, Elsevier, volume 88, issue C, DOI: 10.1016/j.resourpol.2023.104487.
- Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Puertolas, Francisco, 2024, "Modelling profitability of private equity: A fractional integration approach," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102087.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Francisco Puertolas, 2022, "Modelling Profitability of Private Equity: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9843.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Eduard Melnicenco, 2024, "Stock market indices and interest rates in the US and Europe: persistence and long-run linkages," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 5, pages 1044-1056, February, DOI: 10.1108/SEF-06-2023-0304.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "Exponential Time Trends in a Fractional Integration Model," Econometrics, MDPI, volume 12, issue 2, pages 1-14, May.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Exponential Time Trends in a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 10774.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro Jose Piqueras Martinez, 2024, "Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity," Econometrics, MDPI, volume 12, issue 4, pages 1-14, December.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro José Piqueras Martínez, 2024, "Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity," CESifo Working Paper Series, CESifo, number 11486.
- Juan Infante & Marta del Rio & Luis Alberiko Gil-Alana, 2024, "Persistent and Long-Term Co-Movements between Gender Equality and Global Prices," Economies, MDPI, volume 12, issue 7, pages 1-15, July.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2024, "Persistence in the Realized Betas: Some Evidence from the Stock Market," JRFM, MDPI, volume 17, issue 4, pages 1-28, April.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market," Mathematics, MDPI, volume 12, issue 22, pages 1-12, November.
- Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2024, "Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3543-3553, December, DOI: 10.1007/s10614-023-10510-3.
- Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022, "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series, CESifo, number 9950.
- Maria Malmierca-Ordoqui & Luis A. Gil-Alana & Lorenzo Bermejo, 2024, "Private and public debt convergence: a fractional cointegration approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 1, pages 161-183, February, DOI: 10.1007/s10663-023-09594-9.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nicola Rubino & Inmaculada Vilchez, 2024, "Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 30, issue 3, pages 231-254, August, DOI: 10.1007/s11294-024-09909-x.
- Amir Imeri & Luis A. Gil-Alana & Manuel Monge, 2024, "Stock Market Persistence in MENA and OIC Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 60, issue 13, pages 3084-3097, October, DOI: 10.1080/1540496X.2024.2336080.
- Francisco José Gil-Ruiz & Luis Alberiko Gil-Alana & María Hernández-Herrera & Raquel Ayestarán-Crespo, 2024, "A look at the Spanish film industry and its level of persistence," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 11, issue 1, pages 1-11, December, DOI: 10.1057/s41599-023-02563-4.
- Maria Malmierca-Ordoqui & Luis A. Gil-Alana & Manuel Monge, 2024, "Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar," Empirical Economics, Springer, volume 66, issue 2, pages 859-882, February, DOI: 10.1007/s00181-023-02468-w.
- Fumitaka Furuoka & Luis A. Gil-Alana & OlaOluwa S. Yaya & Elayaraja Aruchunan & Ahamuefula E. Ogbonna, 2024, "A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis," Empirical Economics, Springer, volume 66, issue 6, pages 2471-2499, June, DOI: 10.1007/s00181-023-02540-5.
- Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah & Nieves Carmona-González & Aviral Kumar Tiwari, 2024, "Consumer sentiments across G7 and BRICS economies: Are they related?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 323-344, June, DOI: 10.1007/s12197-023-09657-4.
- Juan Carlos Cuestas & Luis Gil-Alana, 2024, "Unemployment Hysteresis by Sex and Education Attainment in the EU," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 1, pages 801-827, March, DOI: 10.1007/s13132-023-01106-1.
- Juan Carlos Cuestas & Luis A. Gil-Alana, 2022, "Unemployment hysteresis by sex and education attainment in the EU," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/06.
- Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2024, "Persistence in Tax Revenues: Evidence from Some OECD Countries," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 2, pages 475-491, June, DOI: 10.1007/s40953-024-00386-x.
- Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2023, "Persistence in Tax Revenues: Evidence from Some OECD Countries," CESifo Working Paper Series, CESifo, number 10682.
- Luis Alberiko Gil-Alana, 2024, "All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 3, pages 631-640, September, DOI: 10.1007/s40953-024-00398-7.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "Persistence and long memory in monetary policy spreads," Applied Economics, Taylor & Francis Journals, volume 56, issue 20, pages 2422-2433, April, DOI: 10.1080/00036846.2023.2186371.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Persistence and Long Memory in Monetary Policy Spreads," CESifo Working Paper Series, CESifo, number 8664.
- Teresa de Dios-Alija & Marta del Río Caballero & Luis Alberiko Gil-Alana & Miguel Martin-Valmayor, 2024, "Stock market indices and sustainability: A comparison between them," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, volume 14, issue 3, pages 642-657, July, DOI: 10.1080/20430795.2021.1896988.
- Sakiru Adebola Solarin & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2024, "Persistence in Australian tourism employment industries," Current Issues in Tourism, Taylor & Francis Journals, volume 27, issue 5, pages 754-767, March, DOI: 10.1080/13683500.2023.2181149.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Amir Imeri, 2024, "Exogenous shocks and time-varying price persistence in the EU27," Journal of Applied Economics, Taylor & Francis Journals, volume 27, issue 1, pages 2329857-232, December, DOI: 10.1080/15140326.2024.2329857.
- Celico, Andrea & Rode, Martin & Rodriguez-Carreño, Ignacio, 2024, "Will the real populists please stand up? A machine learning index of party populism," European Journal of Political Economy, Elsevier, volume 82, issue C, DOI: 10.1016/j.ejpoleco.2024.102529.
- 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, volume 51, issue 1, pages 87-125, February, DOI: 10.1007/s10663-023-09588-7.
2023
- Raúl Bajo‐Buenestado, 2023, "Efficient regulated entry in competitive markets with demand uncertainty," International Journal of Economic Theory, The International Society for Economic Theory, volume 19, issue 2, pages 413-422, June, DOI: 10.1111/ijet.12359.
- Equiza-Goñi, Juan, 2023, "Euro area inflation linked debt: An evaluation," Economics Letters, Elsevier, volume 232, issue C, DOI: 10.1016/j.econlet.2023.111363.
- Equiza-Goñi, Juan & Faraglia, Elisa & Oikonomou, Rigas, 2023, "Union debt management," Journal of International Money and Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jimonfin.2022.102747.
- Equiza-Goni, J. & Faraglia, E. & Oikonomou, R., 2018, "Union Debt Management," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1890, Jul.
- Faraglia, Elisa & Oikonomou, Rigas & Equiza-Goñi, Juan, 2016, "Union Debt Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 11181, Mar.
- Luis Alberiko Gil-Alana & Hassana Babangida Umar & Nuruddeen Usman, 2023, "A Test for the Efficiency of Nigerian REITS Stocks," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 13, issue 2, pages 35-43.
- Guglielmo Maria Caporale & Juan Infante & Luis Gil-Alana & Raquel Ayestaran, 2023, "Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war," Economics Bulletin, AccessEcon, volume 43, issue 1, pages 137-145.
- Guglielmo Maria Caporale & Juan Infante & Luis A. Gil-Alana & Raquel Ayestaran, 2022, "Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War," CESifo Working Paper Series, CESifo, number 10071.
- Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Martín, Asís Pardo, 2023, "US biofuel market persistence and mean reversion properties," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 648-660, DOI: 10.1016/j.eap.2023.04.008.
- Monge, Manuel & Romero Rojo, María Fátima & Gil-Alana, Luis Alberiko, 2023, "The impact of geopolitical risk on the behavior of oil prices and freight rates," Energy, Elsevier, volume 269, issue C, DOI: 10.1016/j.energy.2023.126779.
- Dettoni, Robinson & Gil-Alana, Luis Alberiko, 2023, "Testing the hypothesis of duration dependence in the U.S. housing market," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104642.
- Abbritti, Mirko & Carcel, Hector & Gil-Alana, Luis & Moreno, Antonio, 2023, "Term premium in a fractionally cointegrated yield curve," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106777.
- Claudio-Quiroga, Gloria & Gil-Alana, Luis A. & Maiza-Larrarte, Andoni, 2023, "Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103433.
- Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Infante, Juan, 2023, "Energy prices in Europe. Evidence of persistence across markets," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103546.
- Gil-Alana, Luis A. & Infante, Juan & Martín-Valmayor, Miguel Angel, 2023, "Persistence and long run co-movements across stock market prices," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 347-357, DOI: 10.1016/j.qref.2022.10.001.
- Adekoya, Oluwasegun B. & Abakah, Emmanuel J.A. & Oliyide, Johnson A. & Luis A, Gil-Alana, 2023, "Factors behind the performance of green bond markets," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 92-106, DOI: 10.1016/j.iref.2023.06.015.
- Raquel Ayestarán & Juan Infante & Juan José Tenorio & Luis Alberiko Gil-Alana, 2023, "Evidence of Inflation Using Harmonized Consumer Price Indices in Some Euro Countries: France, Germany, Italy, and Spain, along with the Euro Zone," Mathematics, MDPI, volume 11, issue 10, pages 1-12, May.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 29, issue 1, pages 79-90, May, DOI: 10.1007/s11294-023-09868-9.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2022, "US House Prices by Census Division: Persistence, Trends and Structural Breaks," CESifo Working Paper Series, CESifo, number 10143.
- Guglielmo Maria Caporale & Juan Infante & Marta Rio & Luis A. Gil-Alana, 2023, "Persistence in UK Historical Data on Life Expectancy," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), volume 42, issue 4, pages 1-11, August, DOI: 10.1007/s11113-023-09813-y.
- Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana, 2023, "Persistence in UK Historical Data on Life Expectancy," CESifo Working Paper Series, CESifo, number 10287.
- Gema Lopez & Luis Alberiko Gil-Alana, 2023, "Us vehicles sales. Evidence of persistence after COVID-19," PLOS ONE, Public Library of Science, volume 18, issue 2, pages 1-11, February, DOI: 10.1371/journal.pone.0281906.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Gold and silver as safe havens: A fractional integration and cointegration analysis," PLOS ONE, Public Library of Science, volume 18, issue 3, pages 1-9, March, DOI: 10.1371/journal.pone.0282631.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 10084.
- James E Payne & Luis A Gil-Alana & Andrea Mervar & Maria Goenechea, 2023, "Tourist arrivals and overnight stays along the Croatian Adriatic Coast: Changes in persistence and seasonality from the COVID-19 disruption," Tourism Economics, , volume 29, issue 6, pages 1679-1693, September, DOI: 10.1177/13548166221110528.
- Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta, 2023, "Productivity and GDP: international evidence of persistence and trends over 130 years of data," Empirical Economics, Springer, volume 64, issue 3, pages 1219-1246, March, DOI: 10.1007/s00181-022-02281-x.
- Luis A. Gil-Alana & Sakiru Adebola Solarin & Rangan Gupta, 2021, "Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202170, Oct.
- Sakiru Adebola Solarin & Lorenzo Bermejo & Luis Gil-Alana, 2023, "Testing persistence of ammonia emissions using historical data of more than two centuries in OECD countries," Environment Systems and Decisions, Springer, volume 43, issue 3, pages 379-392, September, DOI: 10.1007/s10669-023-09897-z.
- Luis Alberiko Gil-Alana & Francisco Puertolas-Montanes, 2023, "Profitability of private equity: mean reversion and transitory shocks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 2, pages 458-471, June, DOI: 10.1007/s12197-022-09606-7.
- Iman Cheratian & Saleh Goltabar & Luis A. Gil-Alaña, 2023, "The unemployment hysteresis by territory, gender, and age groups in Iran," SN Business & Economics, Springer, volume 3, issue 2, pages 1-18, February, DOI: 10.1007/s43546-023-00424-5.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2023, "Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks," SN Business & Economics, Springer, volume 3, issue 8, pages 1-10, August, DOI: 10.1007/s43546-023-00516-2.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks," CESifo Working Paper Series, CESifo, number 10018.
- Juan Infante & Marta Rio & Luis A. Gil-Alana, 2023, "Measuring Persistence in the US Equity Gender Diversity Index," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 167, issue 1, pages 175-182, June, DOI: 10.1007/s11205-023-03104-x.
- Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Emmanuel Kwesi Arthur & Luis Alberiko Gil-Alana, 2023, "The influence of economic policy uncertainty shocks on art market," Applied Economics, Taylor & Francis Journals, volume 55, issue 29, pages 3404-3421, June, DOI: 10.1080/00036846.2022.2114999.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Emmanuel Joel Aikins Abakah, 2023, "US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach," Applied Economics, Taylor & Francis Journals, volume 55, issue 3, pages 283-292, January, DOI: 10.1080/00036846.2022.2086686.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah, 2021, "US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9386.
- Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana & Andoni Maiza-Larrarte, 2023, "Persistence and trends in CO2 emissions in Africa: is Chinese FDI behind these features?," Applied Economics, Taylor & Francis Journals, volume 55, issue 30, pages 3498-3513, June, DOI: 10.1080/00036846.2022.2115452.
- Lorenzo Bermejo & Maria Malmierca-Ordoqui & Luis Alberiko Gil-Alana, 2023, "Unemployment and COVID-19: an analysis of change in persistence," Applied Economics, Taylor & Francis Journals, volume 55, issue 39, pages 4511-4521, August, DOI: 10.1080/00036846.2022.2129574.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Amir Imeri, 2023, "Tourism persistence in the Southeastern European countries: The impact of covid-19," Cogent Economics & Finance, Taylor & Francis Journals, volume 11, issue 2, pages 2280349-228, October, DOI: 10.1080/23322039.2023.2280349.
- Guglielmo Maria Caporale & Amir Imeri & Luis A. Gil-Alana, 2022, "Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19," CESifo Working Paper Series, CESifo, number 10006.
- Kinateder, Markus & Merlino, Luca Paolo, 2023, "Free riding in networks," European Economic Review, Elsevier, volume 152, issue C, DOI: 10.1016/j.euroecorev.2023.104378.
- Markus Kinateder & Luca Paolo Merlino, 2021, "Free Riding in Networks," Papers, arXiv.org, number 2110.11651, Oct.
- Markus Kinateder & Luca Paolo Merlino, 2023, "Free riding in networks," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/365072, Feb.
- 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, volume 207, issue C, pages 1-17, DOI: 10.1016/j.jebo.2023.01.010.
- 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, volume 169, issue 1, pages 323-340, September, DOI: 10.1007/s11205-023-03160-3.
- 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, volume 45, issue 1, pages 93-113, January, DOI: 10.1080/23276665.2022.2035238.
2022
- Aguilera-Bravo, Asier & Casares, Miguel & Khan, Hashmat, 2022, "Did US business dynamism recover in the 2010s?," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110247.
- Asier Aguilera-Bravo & Miguel Casares & Hashmat Khan, 2021, "Did US Business Dynamism Recover in the 2010s?," Carleton Economic Papers, Carleton University, Department of Economics, number 21-03, Apr, revised 20 Dec 2021.
- Asier Aguilera-Bravo & Miguel Casares & Hashmat Khan, 2021, "Did US Business Dynamism Recover in the 2010s?," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 2105.
- 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, volume 18, issue 5, pages 785-805, October.
- 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, Competitive Advantage in the Global Economy (CAGE), number 558.
- Alonso, Marta & Palma, Nuno & Simon-Yarza, Beatriz, 2022, "The Value of Political Connections: Evidence from China's Anti-Corruption Campaign," CEPR Discussion Papers, Centre for Economic Policy Research, number 16026, Jan.
- Raúl Bajo-Buenestado & Miguel Ángel Borrella-Mas, 2022, "The Heterogeneous Tax Pass-Through Under Different Vertical Relationships," The Economic Journal, Royal Economic Society, volume 132, issue 645, pages 1684-1708.
- Andrea Roncella & Ignacio Ferrero, 2022, "The Ethics of Financial Market Making and Its Implications for High-Frequency Trading," Journal of Business Ethics, Springer, volume 181, issue 1, pages 139-151, November, DOI: 10.1007/s10551-021-04901-5.
- 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, volume 63, issue 2, pages 1059-1079, August, DOI: 10.1007/s00181-021-02147-8.
- 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, Department of Economics, University of Reading, number em-dp2021-18, Sep.
- 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, volume 29, issue 3, pages 241-269, September, DOI: 10.1080/13571516.2022.2095889.
- Marmolejo Cervantes, Miguel Ángel & Garduño-Rivera, Rafael, 2022, "Mining-energy public policy of lithium in Mexico: Tension between nationalism and globalism," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102686.
- Gil-Alana, Luis A. & Font de Villanueva, Cecilia, 2022, "Persistence in Commodity Prices," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, volume 47, issue 2, May, DOI: 10.22004/ag.econ.310529.
- Sakiru Adebola Solarin & Gema Lopez & Luis A. Gil‐Alana, 2022, "Persistence analysis of research intensity in OECD countries since 1870," Australian Economic Papers, Wiley Blackwell, volume 61, issue 4, pages 738-750, December, DOI: 10.1111/1467-8454.12271.
- Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana, 2022, "Trends and cycles in macro series: The case of US real GDP," Bulletin of Economic Research, Wiley Blackwell, volume 74, issue 1, pages 123-134, January, DOI: 10.1111/boer.12278.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Trends and Cycles in Macro Series: The Case of US Real GDP," CESifo Working Paper Series, CESifo, number 6728.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Trends and Cycles in Macro Series: The Case of US Real GDP," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1695.
- Giorgio Canarella & Luis A. Gil‐Alana & Rangan Gupta & Stephen M. Miller, 2022, "The behaviour of real interest rates: New evidence from a 'suprasecular' perspective," International Finance, Wiley Blackwell, volume 25, issue 1, pages 46-64, April, DOI: 10.1111/infi.12402.
- Guglielmo Maria Caporale & Luis A Gil-Alana & Olaoluwa Simon Yaya, 2022, "Modeling persistence and non-linearities in the US treasury 10-year bond yields," Economics Bulletin, AccessEcon, volume 42, issue 3, pages 1221-1229.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & OlaOluwa Simon Yaya, 2022, "Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields," CESifo Working Paper Series, CESifo, number 9554.
- Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Gil-Alana, Luis Alberiko, 2022, "The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101735.
- Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis A., 2022, "Persistence in US Treasury bonds," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102189.
- Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Alagidede, Imhotep Paul & Gil-Alana, Luis Alberiko, 2022, "Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102535.
- Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Tripathy, Trilochan, 2022, "Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102910.
- Sakiru, Solarin Adebola & Gil-Alana, Luis A. & Gonzalez-Blanch, Maria Jesus, 2022, "Persistence of economic complexity in OECD countries," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 603, issue C, DOI: 10.1016/j.physa.2022.127860.
- Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Poza, Carlos, 2022, "The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 118-123, DOI: 10.1016/j.qref.2022.06.007.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021, "The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 8976.
- Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Arthur, Emmanuel Kwesi & Tiwari, Aviral Kumar, 2022, "Measuring volatility persistence in leveraged loan markets in the presence of structural breaks," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 141-152, DOI: 10.1016/j.iref.2021.11.016.
- Juan Carlos Cuestas & Luis A. Gil-Alana & María Malmierca, 2022, "Credit-to-GDP ratios – non-linear trends and persistence: evidence from 44 OECD economies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 3, pages 448-463, March, DOI: 10.1108/JES-12-2021-0637.
- Juan Carlos Cuestas & Luis A. Gil-Alana & Maria Malmierca, 2021, "Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2021/05.
- Almas Heshmati & Luis A. Gil-Alana & Masoomeh Rashidghalam, 2022, "Population Growth Similarity in North and East Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 4, pages 151-167, October–D.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2022, "Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 5, pages 1502-1514, April, DOI: 10.1080/1540496X.2021.1898366.
- Gloria Claudio-Quiroga & Luis A. Gil-Alana & Andoni Maiza-Larrarte, 2022, "The Impact of China’s FDI on Economic Growth: Evidence from Africa with a Long Memory Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 6, pages 1753-1770, May, DOI: 10.1080/1540496X.2021.1926233.
- Luis Alberiko Gil-Alana & Carlos Poza, 2022, "The impact of COVID-19 on the Spanish tourism sector," Tourism Economics, , volume 28, issue 3, pages 646-653, May, DOI: 10.1177/1354816620959914.
- Luis A Gil-Alana & James E Payne, 2022, "Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel," Tourism Economics, , volume 28, issue 3, pages 654-660, May, DOI: 10.1177/1354816620962428.
- James E Payne & Luis A Gil-Alana & Andrea Mervar, 2022, "Persistence in Croatian tourism: The impact of COVID-19," Tourism Economics, , volume 28, issue 6, pages 1676-1682, September, DOI: 10.1177/1354816621999969.
- Jorge Antunes & Luis Alberiko Gil-Alana & Rossana Riccardi & Yong Tan & Peter Wanke, 2022, "Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach," Annals of Operations Research, Springer, volume 313, issue 1, pages 191-229, June, DOI: 10.1007/s10479-021-04211-z.
- Ata Assaf & Luis Alberiko Gil-Alana & Khaled Mokni, 2022, "True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods," Empirical Economics, Springer, volume 63, issue 3, pages 1543-1570, September, DOI: 10.1007/s00181-021-02165-6.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022, "Globalization, long memory, and real interest rate convergence: a historical perspective," Empirical Economics, Springer, volume 63, issue 5, pages 2331-2355, November, DOI: 10.1007/s00181-022-02206-8.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers, University of Pretoria, Department of Economics, number 2020106, Dec.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza, 2022, "Inflation in the G7 countries: persistence and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 493-506, July, DOI: 10.1007/s12197-022-09576-w.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2020, "Inflation in the G7 Countries: Persistence and Structural Breaks," CESifo Working Paper Series, CESifo, number 8349.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2022, "Persistence in ESG and conventional stock market indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 678-703, October, DOI: 10.1007/s12197-022-09580-0.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2021, "Persistence in ESG and Conventional Stock Market Indices," CESifo Working Paper Series, CESifo, number 9098.
- Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana, 2022, "The relationship between prices and output in the UK and the US," SN Business & Economics, Springer, volume 2, issue 6, pages 1-13, June, DOI: 10.1007/s43546-022-00231-4.
- Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021, "The Relationship between Prices and Output in the UK and the US," CESifo Working Paper Series, CESifo, number 8970.
- Sakiru Adebola Solarin & Carmen Lafuente & Luis A. Gil-Alana & Maria Jesus Gonzalez Blanch, 2022, "Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 164, issue 2, pages 711-725, November, DOI: 10.1007/s11205-022-02982-x.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Miguel Ángel Martin-Valmayor, 2022, "Non-linearities and persistence in US long-run interest rates," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 4, pages 366-370, February, DOI: 10.1080/13504851.2021.1897511.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Non-Linearities and Persistence in US Long-Run Interest Rates," CESifo Working Paper Series, CESifo, number 8744.
- Ali Gokhan Yucel & Cihat Koksal & Sevil Acar & Luis Alberiko Gil-Alana, 2022, "The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach," Applied Economics, Taylor & Francis Journals, volume 54, issue 27, pages 3074-3087, June, DOI: 10.1080/00036846.2022.2047602.
- Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2022, "The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis," Cogent Economics & Finance, Taylor & Francis Journals, volume 10, issue 1, pages 2159736-215, December, DOI: 10.1080/23322039.2022.2159736.
- Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana & Tommaso Trani, 2022, "On the persistence of UK inflation: A long‐range dependence approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 439-454, January, DOI: 10.1002/ijfe.2161.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "On the Persistence of UK Inflation: A Long-Range Dependence Approach," CESifo Working Paper Series, CESifo, number 6968.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "On the Persistence of UK Inflation: A Long-Range Dependence Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1731.
- Kinateder, Markus & Merlino, Luca Paolo, 2022, "Local public goods with weighted link formation," Games and Economic Behavior, Elsevier, volume 132, issue C, pages 316-327, DOI: 10.1016/j.geb.2022.01.014.
- 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, volume 34, issue 2, pages 275-297, July, DOI: 10.1111/ecpo.12198.
- 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, Research Institute of Industrial Economics, number 1301, Nov.
- Bjørnskov, Christian & Rode, Martin, 2022, "Late colonial antecedents of modern democracy," Journal of Institutional Economics, Cambridge University Press, volume 18, issue 4, pages 569-586, August.
- Christian Bjørnskov & Martin Rode, 2020, "Late colonial antecedents of modern democracy," ERSA Working Paper Series, Economic Research Southern Africa, number 824, Jul.
- Martin Rode, 2022, "The institutional foundations of surf break governance in Atlantic Europe," Public Choice, Springer, volume 190, issue 1, pages 175-204, January, DOI: 10.1007/s11127-021-00929-3.
- 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, volume 33, issue 8, pages 912-937, November, DOI: 10.1080/10242694.2021.1974793.
- Abbritti, Mirko & Trani, Tommaso, 2022, "On Price Dynamics With Search And Bargaining In The Product Market," Macroeconomic Dynamics, Cambridge University Press, volume 26, issue 3, pages 545-578, April.
2021
- Abbritti, Mirko & Aguilera-Bravo, Asier & Trani, Tommaso, 2021, "Long-term business relationships, bargaining and monetary policy," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105551.
- Mirko Abbritti & Asier Aguilera-Bravo & TommasoTrani, 2019, "Long-term business relationships, bargaining and monetary policy," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/19, Oct.
- Bajo-Buenestado, Raúl, 2021, "The effect of blackouts on household electrification status: Evidence from Kenya," Energy Economics, Elsevier, volume 94, issue C, DOI: 10.1016/j.eneco.2020.105067.
- Raul Bajo Buenestado, 2020, "The Effect of Blackouts on Households Electrification Status: evidence from Kenya," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/20, Apr.
- Bajo-Buenestado, Raúl, 2021, "Operating reserve demand curve, scarcity pricing and intermittent generation: Lessons from the Texas ERCOT experience," Energy Policy, Elsevier, volume 149, issue C, DOI: 10.1016/j.enpol.2020.112057.
- Raúl Bajo-Buenestado, 2021, "Market prices, spatial distribution of consumers and firms’ optimal locations in a linear city," Empirical Economics, Springer, volume 61, issue 1, pages 443-467, July, DOI: 10.1007/s00181-020-01871-x.
- Raúl Bajo Buenestado, 2019, "Market prices, spatial distribution of consumers and firms' optimal locations in a linear city," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/19, Mar.
- Rocchi, Marta & Ferrero, Ignacio & Beadle, Ron, 2021, "Can Finance Be a Virtuous Practice? A MacIntyrean Account," Business Ethics Quarterly, Cambridge University Press, volume 31, issue 1, pages 75-105, January.
- Esteban Colla‐De‐Robertis & Rafael Garduno Rivera, 2021, "The effect of a free trade agreement with the United States on member countries' per capita GDP: A synthetic control analysis," Regional Science Policy & Practice, Wiley Blackwell, volume 13, issue 4, pages 1129-1145, August, DOI: 10.1111/rsp3.12402.
- Esteban Colla-De-Robertis & Rafael Garduño Rivera, 2022, "The Effect of a Free Trade Agreement with the United States on Member Countries’ per capita GDP: A Synthetic Control Analysis," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 201, Dec.
- Rut Atayde & Rafael Garduño & Eduardo Robles & Pluvia Zúñiga, 2021, "Market competition and firm productivity and innovation: Responses in Mexican manufacturing industries," Regional Science Policy & Practice, Wiley Blackwell, volume 13, issue 4, pages 1185-1214, August, DOI: 10.1111/rsp3.12417.
- Haoying Wang & Rafael Garduno-Rivera, 2021, "The economics of international borders," SN Business & Economics, Springer, volume 1, issue 2, pages 1-7, February, DOI: 10.1007/s43546-021-00048-7.
- Manuel Monge & Enrique Cristobal & Luis A. Gil-Alana, 2021, "How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 11, issue 1, pages 26-34.
- Luis A. Gil-Alana & Gloria Claudio-Quiroga, 2021, "The COVID-19 impact on the Asian Stock Markets," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 1, issue 2, pages 1-4, DOI: 2021/06/27.
- Luis A. Gil-Alana & Manuel Monge, 2021, "Crude Oil Prices and COVID-19 - Persistence of the Shock," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 1, issue 1, pages 1-4, DOI: 2021/06/16.
- OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Fumitaka Furuoka & Luis A. Gil‐Alana, 2021, "A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 4, pages 960-981, August, DOI: 10.1111/obes.12422.
- 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.
- Antonakakis, Nikolaos & Christou, Christina & Gil-Alana, Luis A. & Gupta, Rangan, 2021, "Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum," International Economics, Elsevier, volume 167, issue C, pages 29-38, DOI: 10.1016/j.inteco.2021.05.004.
- Monge, Manuel & Gil-Alana, Luis Alberiko, 2021, "Spatial crude oil production divergence and crude oil price behaviour in the United States," Energy, Elsevier, volume 232, issue C, DOI: 10.1016/j.energy.2021.121034.
- Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021, "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101678.
- Cristofaro, Lorenzo & Gil-Alana, Luis A. & Chen, Zhongfei & Wanke, Peter, 2021, "Modelling stock market data in China: Crisis and Coronavirus," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101865.
- Monge, Manuel & Gil-Alana, Luis A., 2021, "Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102040.
- Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021, "How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102273.
- Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021, "How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses," MPRA Paper, University Library of Munich, Germany, number 109829, Jun.
- Solarin, Sakiru Adebola & Gil-Alana, Luis A., 2021, "The persistence of economic policy uncertainty: Evidence of long range dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 568, issue C, DOI: 10.1016/j.physa.2020.125698.
- Gil-Alana, Luis A. & Mudida, Robert & Zerbo, Eleazar, 2021, "GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 175-190, DOI: 10.1016/j.iref.2020.12.008.
- Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021, "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101442.
- Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series, CESifo, number 8289.
- del Rio, Marta & Infante, Juan & Gil-Alana, Luis A., 2021, "Gender Diversity Index. Measuring persistence," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101474.
- Luis Gil-Alana & Cecilia Font & Águeda Gil-López, 2021, "GDP and population growth: Evidence of fractional cointegration with historical data from 1820 onwards," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 2, pages 379-393, March, DOI: 10.1108/JES-06-2020-0307.
- Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Luis A. Gil-Alana & Moses Kenneth Abakah, 2021, "Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach," JRFM, MDPI, volume 14, issue 12, pages 1-43, December.
- Miguel Ángel Martín Valmayor & Beatriz Duarte Monedero & Luis A. Gil-Alana, 2021, "The Social Balance Sheet as Part of the Annual Report in Financial Institutions. A Case Study: Banco Bilbao Vizcaya Argentaria (BBVA)," Sustainability, MDPI, volume 13, issue 6, pages 1-14, March.
- João Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana & Estefania Mourelle, 2021, "Self-employment by gender in the EU: convergence and clusters," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 3, pages 717-741, August, DOI: 10.1007/s10663-020-09494-2.
- João Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana & Estefania Mourelle, 2020, "Self-employment by gender in the EU: convergence and clusters," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/22.
- Marinko Skare & Luis A. Gil-Alana & Gloria Claudio-Quiroga & Romina Pržiklas Družeta, 2021, "Income inequality in China 1952–2017: persistence and main determinants," Oeconomia Copernicana, Institute of Economic Research, volume 12, issue 4, pages 863-888, December, DOI: 10.24136/oc.2021.028.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2021, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 36, issue 2, pages 185-202.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," CESifo Working Paper Series, CESifo, number 6477.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1668.
- Luis A Gil-Alana & à gueda Gil-López & Elena San Román, 2021, "Tourism persistence in Spain: National versus international visitors," Tourism Economics, , volume 27, issue 4, pages 614-625, June, DOI: 10.1177/1354816619891349.
- Giorgio Canarella & Luis Gil-Alana & Rangan Gupta & Stephen M Miller, 2021, "Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data," Urban Studies, Urban Studies Journal Limited, volume 58, issue 1, pages 53-72, January, DOI: 10.1177/0042098019872691.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2018, "Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201838, Jun.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2021, "Persistence in the market risk premium: evidence across countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 3, pages 413-427, July, DOI: 10.1007/s12197-020-09519-3.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Market Risk Premium: Evidence across Countries," CESifo Working Paper Series, CESifo, number 8211.
- Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021, "Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach," Journal of Innovation and Entrepreneurship, Springer, volume 10, issue 1, pages 1-16, December, DOI: 10.1186/s13731-021-00173-5.
- Sakiru Adebola Solarin & Luis A. Gil-Alana & Maria Jesus Gonzalez-Blanch, 2021, "Fractional persistence in income poverty in Africa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 155, issue 2, pages 563-581, June, DOI: 10.1007/s11205-021-02614-w.
- Miguel Angel Martin-Valmayor & Luis Alberiko Gil-Alana & Manuel Monge Moreno & Luis Madariaga Becerra, 2021, "Mean reversion in monetary aggregates in Chile," Applied Economics, Taylor & Francis Journals, volume 53, issue 13, pages 1572-1584, March, DOI: 10.1080/00036846.2020.1838433.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Maria Malmierca, 2021, "Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries," Applied Economics, Taylor & Francis Journals, volume 53, issue 43, pages 5018-5027, September, DOI: 10.1080/00036846.2021.1912700.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Maria Malmierca, 2021, "Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries," CESifo Working Paper Series, CESifo, number 8889.
- Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021, "Testing fractional unit roots with non-linear smooth break approximations using Fourier functions," Journal of Applied Statistics, Taylor & Francis Journals, volume 48, issue 13-15, pages 2542-2559, November, DOI: 10.1080/02664763.2020.1757047.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions," MPRA Paper, University Library of Munich, Germany, number 90516, Nov.
- Omokolade Akinsomi & Yener Coskun & Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021, "Is There Convergence Between BRICS Listed Property Stocks and International REITs?," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 27, issue 1, pages 29-42, January, DOI: 10.1080/10835547.2021.1967675.
- Olushina O Awe & Robert Mudida & Luis A. Gil‐Alana, 2021, "Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 1197-1205, January, DOI: 10.1002/ijfe.1845.
- Luis A. Gil‐Alana & Robert Mudida & OlaOluwa S. Yaya & Kazeem A. Osuolale & Ahamuefula E. Ogbonna, 2021, "Mapping US presidential terms with S&P500 index: Time series analysis approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 1938-1954, April, DOI: 10.1002/ijfe.1887.
- Godfrey Madigu & Luis A. Gil‐Alana, 2021, "What do productivity indices tell us? A case study of U.S. industries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 4, pages 4946-4978, October, DOI: 10.1002/ijfe.2048.
- Markus Kinateder & Luca Paolo Merlino, 2021, "The Evolution of Networks and Local Public Good Provision: A Potential Approach," Games, MDPI, volume 12, issue 3, pages 1-12, July.
- 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, volume 56, issue C, DOI: 10.1016/j.jfs.2021.100932.
- Mayordomo, Sergio & Moreno, Antonio & Ongena, Steven & Rodríguez-Moreno, María, 2021, "Bank capital requirements, loan guarantees and firm performance," Journal of Financial Intermediation, Elsevier, volume 45, issue C, DOI: 10.1016/j.jfi.2019.05.002.
- Sergio Mayordomo & Antonio Moreno & Steven Ongena & Maria Rodriguez-Moreno, 2019, "Bank Capital Requirements, Loan Guarantees and Firm Performance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-28, Jun, revised Jun 2019.
- 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, volume 57, issue C, DOI: 10.1016/j.najef.2021.101388.
- 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, volume 53, issue 56, pages 6488-6496, December, DOI: 10.1080/00036846.2021.1946473.
- Stöckl, Sebastian & Rode, Martin, 2021, "The price of populism: Financial market outcomes of populist electoral success," Journal of Economic Behavior & Organization, Elsevier, volume 189, issue C, pages 51-83, DOI: 10.1016/j.jebo.2021.06.037.
- 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, volume 12, issue 3, pages 423-451, September, DOI: 10.1007/s13209-021-00228-6.
- 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, volume 158, issue 2, pages 485-506, December, DOI: 10.1007/s11205-020-02317-8.
- Hans Pitlik & Martin Rode, 2019, "Radical Distrust: Are Economic Policy Attitudes Tempered by Social Trust?," WIFO Working Papers, WIFO, number 594, Dec.
- Martínez Compains Jorge & Rodríguez Carreño Ignacio & Gençay Ramazan & Trani Tommaso & Ramos Vilardell Daniel, 2021, "Recovering cointegration via wavelets in the presence of non-linear patterns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 255-265, December, DOI: 10.1515/snde-2018-0120.
2020
- 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, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.004.
- Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta, 2017, "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," Working Papers, University of Pretoria, Department of Economics, number 201759, Aug.
- Equiza-Goñi, Juan, 2020, "Sovereign Debt In The United States And Growth Expectations," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 2, pages 447-477, March.
- 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, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104951.
- 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, volume 44, issue 4, pages 708-723, October, DOI: 10.1007/s12197-020-09512-w.
- Andrea Roncella & Ignacio Ferrero, 2020, "A MacIntyrean Perspective on the Collapse of a Money Market Fund," Journal of Business Ethics, Springer, volume 165, issue 1, pages 29-43, August, DOI: 10.1007/s10551-018-4078-9.
- 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, volume 165, issue 2, pages 241-254, August, DOI: 10.1007/s10551-019-04307-4.
- 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, volume 101, issue 5, pages 2137-2157, September, DOI: 10.1111/ssqu.12835.
- Manuel Monge & Luis A. Gil-Alana & Enrique Cristobal, 2020, "Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 10, issue 2, pages 31-37.
- Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana, 2020, "Fractional Integration and the Persistence of UK Inflation, 1210–2016," Economic Papers, The Economic Society of Australia, volume 39, issue 2, pages 162-166, June, DOI: 10.1111/1759-3441.12275.
- Guglielmo Maria Caporale & Luis Gil‐Alana, 2020, "Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence," South African Journal of Economics, Economic Society of South Africa, volume 88, issue 2, pages 174-185, June, DOI: 10.1111/saje.12247.
- Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2018, "Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence," CESifo Working Paper Series, CESifo, number 7073.
- Gil-Alana, Luis A. & Carcel, Hector, 2020, "A fractional cointegration var analysis of exchange rate dynamics," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.006.
- Solarin, Sakiru Adebola & Gil-Alana, Luis A. & Lafuente, Carmen, 2020, "An investigation of long range reliance on shale oil and shale gas production in the U.S. market," Energy, Elsevier, volume 195, issue C, DOI: 10.1016/j.energy.2020.116933.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Tripathy, Trilochan, 2020, "Volatility persistence in the Russian stock market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.06.014.
- Apergis, Nicholas & Carmona-González, Nieves & Gil-Alana, Luis Alberiko, 2020, "Persistence in silver prices and the influence of solar energy," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101857.
- Boubaker, Heni & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2020, "Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123093.
- Heni Boubaker & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2019, "Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201941, May.
- Gil-Alana, Luis A. & Dadgar, Yadollah & Nazari, Rouhollah, 2020, "An analysis of the OPEC and non-OPEC position in the World Oil Market: A fractionally integrated approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 541, issue C, DOI: 10.1016/j.physa.2019.123705.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos, 2020, "Persistence, non-linearities and structural breaks in European stock market indices," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 50-61, DOI: 10.1016/j.qref.2020.01.007.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "Persistence, non-linearities and structural breaks in European stock market indices," CESifo Working Paper Series, CESifo, number 7667.
- Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis Alberiko & Madigu, Godfrey & Romero-Rojo, Fatima, 2020, "Volatility persistence in cryptocurrency markets under structural breaks," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 680-691, DOI: 10.1016/j.iref.2020.06.035.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Akinsomi, Omokolade & Coskun, Yener, 2020, "How do stocks in BRICS co-move with real estate stocks?," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 93-101, DOI: 10.1016/j.iref.2020.04.014.
- Gil-Alana, Luis Alberiko & Abakah, Emmanuel Joel Aikins & Rojo, María Fátima Romero, 2020, "Cryptocurrencies and stock market indices. Are they related?," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101063.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos, 2020, "High and low prices and the range in the European stock markets: A long-memory approach," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101126.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "High and low prices and the range in the European stock markets: a long-memory approach," CESifo Working Paper Series, CESifo, number 7652.
- Manuel Monge & Luis A. Gil-Alana, 2020, "The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies," Risks, MDPI, volume 8, issue 4, pages 1-17, December.
- Juan Carlos Cuestas & Luis A. Gil-Alana & Laura Sauci, 2020, "Public finances in the EU-27: Are they sustainable?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 47, issue 1, pages 181-204, February, DOI: 10.1007/s10663-018-9411-0.
- OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana, 2020, "Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 26, issue 3, pages 303-315, August, DOI: 10.1007/s11294-020-09796-y.
- Yaya, OlaOluwa A & Gil-Alana, Luis A., 2018, "Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries," MPRA Paper, University Library of Munich, Germany, number 88752, Apr.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Modeling US historical time-series prices and inflation using alternative long-memory approaches," Empirical Economics, Springer, volume 58, issue 4, pages 1491-1511, April, DOI: 10.1007/s00181-018-1597-2.
- Sakiru Adebola Solarin & Luis A. Gil-Alana & Carmen Lafuente, 2020, "Persistence of the Misery Index in African Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 147, issue 3, pages 825-841, February, DOI: 10.1007/s11205-019-02184-y.
- Jose Maria Fernandez-Crehuet & Luis Alberiko Gil-Alana & Cristina Martí Barco, 2020, "Unemployment and Fertility: A Long Run Relationship," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 152, issue 3, pages 1177-1196, December, DOI: 10.1007/s11205-020-02468-8.
- Luis A. Gil-Alana & James E. Payne, 2020, "Measuring the degree of persistence in the U.S. economic policy uncertainty index," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 10, pages 831-835, June, DOI: 10.1080/13504851.2019.1646398.
- Alexander Boateng & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2020, "Exchange rate dynamics in South Africa," Applied Economics, Taylor & Francis Journals, volume 52, issue 22, pages 2339-2352, May, DOI: 10.1080/00036846.2019.1688245.
- Luis Alberiko Gil-Alana & José L. Ruiz-Alba & Raquel Ayestarán, 2020, "UK tourism arrivals and departures: seasonality, persistence and time trends," Applied Economics, Taylor & Francis Journals, volume 52, issue 46, pages 5077-5087, October, DOI: 10.1080/00036846.2020.1752904.
- Luis A. Gil-Alana & Marinko Skare & Sanja Blazevic Buric, 2020, "Testing Okun’s law. Theoretical and empirical considerations using fractional integration," Applied Economics, Taylor & Francis Journals, volume 52, issue 5, pages 459-474, January, DOI: 10.1080/00036846.2019.1646407.
- Luis Alberiko Gil-Alana & Robert Mudida & Emmanuel Joel Aikins Abakah, 2020, "Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 57, pages 6171-6182, December, DOI: 10.1080/00036846.2020.1785619.
- James E. Payne & Luis A. Gil-Alana, 2020, "Persistence and Long Memory Behavior in Condominium Prices: Evidence from Major U.S. Metropolitan Areas," Journal of Housing Research, Taylor & Francis Journals, volume 29, issue 1, pages 54-67, October, DOI: 10.1080/10527001.2020.1826663.
- Markus Kinateder & Hubert János Kiss & Ágnes Pintér, 2020, "Would depositors pay to show that they do not withdraw? Theory and experiment," Experimental Economics, Springer;Economic Science Association, volume 23, issue 3, pages 873-894, September, DOI: 10.1007/s10683-020-09646-y.
- 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, volume 154, issue C, DOI: 10.1016/j.techfore.2020.119976.
- 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, volume 15, issue 2, pages 531-551, April, DOI: 10.1007/s11558-019-09345-1.
2019
- Aguilera-Bravo, Asier & Casares, Miguel, 2019, "On staggered prices and optimal inflation," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108734.
- 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, Departamento de Economía - Universidad Pública de Navarra, number 1902.
- Bajo-Buenestado, Raúl & Kinateder, Markus, 2019, "Armstrong meets Rochet–Tirole: On the equivalence of different pricing structures in two-sided markets," Economics Letters, Elsevier, volume 177, issue C, pages 43-46, DOI: 10.1016/j.econlet.2019.01.022.
- Bajo-Buenestado, Raúl & Borrella-Mas, Miguel Ángel, 2019, "Passing-through taxes beyond borders with a cobra effect," Journal of Public Economics, Elsevier, volume 177, issue C, pages 1-1, DOI: 10.1016/j.jpubeco.2019.06.008.
- 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, volume 23, issue 3, pages 1-17, June, DOI: 10.1515/snde-2017-0049.
- Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201735, May.
- Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2019, "Persistence in trends and cycles of gold and silver prices: Evidence from historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 345-354, DOI: 10.1016/j.physa.2018.09.081.
- Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201816, Feb.
- 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, volume 123, issue 11, pages 1108-1115, DOI: 10.1016/j.healthpol.2019.08.010.
- 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, volume 26, issue 11, pages 919-926, June, DOI: 10.1080/13504851.2018.1523610.
- Alejo José G. Sison & Ignacio Ferrero & Gregorio Guitián, 2019, "Characterizing Virtues in Finance," Journal of Business Ethics, Springer, volume 155, issue 4, pages 995-1007, April, DOI: 10.1007/s10551-017-3596-1.
- 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, volume 8, issue 1, pages 62-83, August, DOI: 10.1108/JEPP-03-2019-103.
- Francisco Galera & Pedro Garcia-del-Barrio & Pedro Mendi, 2019, "Consumer surplus bias and the welfare effects of price discrimination," Journal of Regulatory Economics, Springer, volume 55, issue 1, pages 33-45, February, DOI: 10.1007/s11149-019-09376-x.
- Mary Arends-Kuenning & Kathy Baylis & Rafael Garduño-Rivera, 2019, "The effect of NAFTA on internal migration in Mexico: a regional economic analysis," Applied Economics, Taylor & Francis Journals, volume 51, issue 10, pages 1052-1068, February, DOI: 10.1080/00036846.2018.1524976.
- Alberto Díaz-Dapena & Esteban Fernández-Vázquez & Rafael Garduño-Rivera & Fernando Rubiera-Morollon, 2019, "Economic integration and regional convergence: effects of NAFTA on local convergence in Mexico, 1980–2008," Applied Economics, Taylor & Francis Journals, volume 51, issue 50, pages 5515-5527, October, DOI: 10.1080/00036846.2019.1616064.
- Luis Alberiko Gil‐Alana & Tommaso Trani, 2019, "The Evolution of the Credit‐to‐GDP Ratio: An Empirical Analysis," International Review of Finance, International Review of Finance Ltd., volume 19, issue 1, pages 237-244, March, DOI: 10.1111/irfi.12165.
- Luis Alberiko Gil‐Alana & Rangan Gupta, 2019, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Manchester School, University of Manchester, volume 87, issue 1, pages 24-36, January, DOI: 10.1111/manc.12213.
- Luis A. Gil-Alana & Rangan Gupta, 2017, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201713, Mar.
- 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.
- Gil-Alana, Luis Alberiko & Trani, Tommaso, 2019, "An examination of trade-weighted real exchange rates based on fractional integration," International Economics, Elsevier, volume 158, issue C, pages 64-76, DOI: 10.1016/j.inteco.2019.03.001.
- 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.
- Caporale, Guglielmo Maria & Gil-Alaña, Luis, 2019, "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, Elsevier, volume 159, issue C, pages 140-150, DOI: 10.1016/j.inteco.2019.07.002.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," CESifo Working Paper Series, CESifo, number 6482.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1667.
- Gil-Alana, Luis A. & Trani, Tommaso, 2019, "The cyclical structure of the UK inflation rate: 1210–2016," Economics Letters, Elsevier, volume 181, issue C, pages 182-185, DOI: 10.1016/j.econlet.2019.05.032.
- Monge, Manuel & Gil-Alana, Luis A., 2019, "Automobile components: Lithium and cobalt. Evidence of persistence," Energy, Elsevier, volume 169, issue C, pages 489-495, DOI: 10.1016/j.energy.2018.12.068.
- Gil-Alana, Luis A. & Monge, Manuel, 2019, "Lithium: Production and estimated consumption. Evidence of persistence," Resources Policy, Elsevier, volume 60, issue C, pages 198-202, DOI: 10.1016/j.resourpol.2019.01.006.
- Adebola, Solarin Sakiru & Gil-Alana, Luis A. & Madigu, Godfrey, 2019, "Gold prices and the cryptocurrencies: Evidence of convergence and cointegration," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 523, issue C, pages 1227-1236, DOI: 10.1016/j.physa.2019.04.123.
- Gil-Alana, Luis A. & Škare, Marinko & Pržiklas-Družeta, Romina, 2019, "Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 65-72, DOI: 10.1016/j.qref.2018.12.006.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2019, "Long-term interest rates in Europe: A fractional cointegration analysis," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 170-178, DOI: 10.1016/j.iref.2019.02.004.
- Gil-Alana, Luis Alberiko & Dettoni, Robinson & Costamagna, Rodrigo & Valenzuela, Mario, 2019, "Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 269-281, DOI: 10.1016/j.ribaf.2019.03.010.
- Luis A. Gil-Alana & Tommaso Trani, 2019, "Time Trends and Persistence in the Global CO2 Emissions Across Europe," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 73, issue 1, pages 213-228, May, DOI: 10.1007/s10640-018-0257-5.
- Luis Alberiko Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2019, "Long Memory in Turkish Unemployment Rates," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 1, pages 201-217, January, DOI: 10.1080/1540496X.2018.1425837.
- Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017, "Long Memory in Turkish Unemployment Rates," IZA Discussion Papers, IZA Network @ LISER, number 11053, Sep.
- Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2017, "Long Memory in Turkish Unemployment Rates," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1715, Sep.
- Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2017, "Long Memory in Turkish Unemployment Rates," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1709, Sep, revised Sep 2017.
- Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017, "Long memory in Turkish Unemployment Rates," MPRA Paper, University Library of Munich, Germany, number 81571, May.
- Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017, "Long memory in Turkish Unemployment Rates," GLO Discussion Paper Series, Global Labor Organization (GLO), number 123.
- Mateo Isoardi & Luis A. Gil-Alana, 2019, "Inflation in Argentina: Analysis of Persistence Using Fractional Integration," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 45, issue 2, pages 204-223, April, DOI: 10.1057/s41302-019-00133-8.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2019, "UK overseas visitors: Seasonality and persistence," Tourism Economics, , volume 25, issue 5, pages 827-831, August, DOI: 10.1177/1354816618817884.
- Luis A. Gil-Alana & Laura Sauci, 2019, "Temperatures across Europe: evidence of time trends," Climatic Change, Springer, volume 157, issue 3, pages 355-364, December, DOI: 10.1007/s10584-019-02568-6.
- OlaOluwa S. Yaya & Luis A. Gil-Alana & Acheampong Y. Amoateng, 2019, "Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends," European Journal of Population, Springer;European Association for Population Studies, volume 35, issue 4, pages 675-694, October, DOI: 10.1007/s10680-018-9499-8.
- Luis A. Gil-Alana & Yadollah Dadgar & Rouhollah Nazari, 2019, "Iranian inflation: peristence and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 398-408, April, DOI: 10.1007/s12197-018-9446-x.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2019, "Long-term price overreactions: are markets inefficient?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 657-680, October, DOI: 10.1007/s12197-018-9464-8.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015, "Long-Term Price Overreactions: Are Markets Inefficient?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1444.
- Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2019, "Are BRICS exchange rates chaotic?," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 13, pages 1104-1110, July, DOI: 10.1080/13504851.2018.1537473.
- Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018, "Are BRICS Exchange Rates Chaotic?," Working Papers, University of Pretoria, Department of Economics, number 201822, Mar.
- Olushina Olawale Awe & Luis Alberiko Gil-Alana, 2019, "Time series analysis of economic growth rate series in Nigeria: structural breaks, non-linearities and reasons behind the recent recession," Applied Economics, Taylor & Francis Journals, volume 51, issue 50, pages 5482-5489, October, DOI: 10.1080/00036846.2019.1613513.
- Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019, "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 412-426, January, DOI: 10.1002/ijfe.1670.
- Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud, 2016, "Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201654, Jun.
- Goodness C. Aye & Christina Christou & Luis A. Gil‐Alana & Rangan Gupta, 2019, "Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty," Journal of International Development, John Wiley & Sons, Ltd., volume 31, issue 1, pages 101-116, January, DOI: 10.1002/jid.3395.
- Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2016, "Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201680, Nov.
- 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, volume 102, issue C, pages 228-234, DOI: 10.1016/j.jbusres.2017.06.020.
- 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, volume 46, issue 2, pages 356-371, March, DOI: 10.1108/JES-07-2017-0198.
2018
- Bajo-Buenestado, Raúl, 2018, "Relationship-specificity, incomplete contracts, and the pattern of trade: A comment on the role of natural resources," Energy Economics, Elsevier, volume 75, issue C, pages 410-422, DOI: 10.1016/j.eneco.2018.08.032.
- Raúl Bajo-Buenestado, 2018, "Relationship-specificity, incomplete contracts, and the pattern of trade: a comment on the role of natural resources," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2018, Feb.
- 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, volume 70, issue C, pages 499-515, DOI: 10.1016/j.eneco.2018.01.023.
- 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, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES18, Mar.
- 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, volume 24, issue C, pages 1-9, DOI: 10.1016/j.frl.2017.03.005.
- Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016, "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers, University of Pretoria, Department of Economics, number 201619, Mar.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis," Empirical Economics, Springer, volume 55, issue 3, pages 913-935, November, DOI: 10.1007/s00181-017-1297-3.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 5407.
- 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," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1486.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta, 2015, "The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Working Papers, University of Pretoria, Department of Economics, number 201532, May.
- 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, volume 45, issue C, pages 52-71, DOI: 10.1016/j.mulfin.2018.04.002.
- Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta, 2017, "The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201725, Apr.
- Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana, 2018, "Unemployment in Africa: A Fractional Integration Approach," South African Journal of Economics, Economic Society of South Africa, volume 86, issue 1, pages 76-81, March, DOI: 10.1111/saje.12178.
- Guglielmo Maria Caporale & Luis Gil-Alana, 2018, "The asymmetric behaviour of spanish unemployment persistence," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 98-104.
- Gil-Alana, Luis A. & Huijbens, Edward H., 2018, "Tourism in Iceland: Persistence and seasonality," Annals of Tourism Research, Elsevier, volume 68, issue C, pages 20-29, DOI: 10.1016/j.annals.2017.11.002.
- Cuestas, Juan Carlos & Gil-Alana, Luis A., 2018, "Oil price shocks and unemployment in Central and Eastern Europe," Economic Systems, Elsevier, volume 42, issue 1, pages 164-173, DOI: 10.1016/j.ecosys.2017.05.005.
- Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis, 2018, "The EMBI in Latin America: Fractional integration, non-linearities and breaks," Finance Research Letters, Elsevier, volume 24, issue C, pages 34-41, DOI: 10.1016/j.frl.2017.06.014.
- Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015, "The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks," CESifo Working Paper Series, CESifo, number 5630.
- Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015, "The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1524.
- Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018, "Is market fear persistent? A long-memory analysis," Finance Research Letters, Elsevier, volume 27, issue C, pages 140-147, DOI: 10.1016/j.frl.2018.02.007.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017, "Is Market Fear Persistent? A Long-Memory Analysis," CESifo Working Paper Series, CESifo, number 6534.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Is Market Fear Persistent? A Long-Memory Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1670.
- Gil-Alana, Luis A. & Gupta, Rangan & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2018, "Market efficiency of Baltic stock markets: A fractional integration approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 511, issue C, pages 251-262, DOI: 10.1016/j.physa.2018.07.029.
- Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya, 2016, "Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach," Working Papers, University of Pretoria, Department of Economics, number 201617, Mar.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2018, "Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 227-238, DOI: 10.1016/j.ribaf.2017.07.091.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016, "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," CESifo Working Paper Series, CESifo, number 5995.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016, "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1590.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2016, "Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB," Bank of Finland Research Discussion Papers, Bank of Finland, number 20/2016.
- Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018, "Persistence in the cryptocurrency market," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 141-148, DOI: 10.1016/j.ribaf.2018.01.002.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Persistence in the Cryptocurrency Market," CESifo Working Paper Series, CESifo, number 6811.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017, "Persistence in the Cryptocurrency Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1703.
- Guglielmo Maria Caporale & Luis Gil-Alana & Tommaso Trani, 2018, "Brexit and Uncertainty in Financial Markets," IJFS, MDPI, volume 6, issue 1, pages 1-9, February.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "Brexit and Uncertainty in Financial Markets," CESifo Working Paper Series, CESifo, number 6874.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "Brexit and Uncertainty in Financial Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1719.
- Alexander Boateng & ‘Maseka Lesaoana & Hlengani Siweya & Abenet Belete & Luis A. Gil-Alana, 2018, "Non-Linearities, Structural Breaks And Fractional Integration In The Analysis Of The Ghanaian And The South African Cpi Inflation Rates," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 157-168, January-M.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2018, "Short-Term Price Overreactions: Identification, Testing, Exploitation," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 4, pages 913-940, April, DOI: 10.1007/s10614-017-9651-2.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2014, "Short-Term Price Overreactions: Identification, Testing, Exploitation," CESifo Working Paper Series, CESifo, number 5066.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2014, "Short-Term Price Overreaction: Identification, Testing, Exploitation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1423.
- Luis A. Gil-Alana & Marinko Skare, 2018, "Testing the great decoupling: a long memory approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 4, pages 801-820, November, DOI: 10.1007/s10663-017-9390-6.
- James E Payne & Luis A Gil-Alana, 2018, "Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks," Tourism Economics, , volume 24, issue 1, pages 41-50, February, DOI: 10.1177/1354816617719161.
- Yuliya Lovcha & Alejandro Perez-Laborda & Luis Gil-Alana, 2018, "On the invertibility of seasonally adjusted series," Computational Statistics, Springer, volume 33, issue 1, pages 443-465, March, DOI: 10.1007/s00180-017-0715-5.
- Gil-Alana, Luis & Lovcha, Yuliya & Pérez Laborda, Àlex, 2016, "On the invertibility of seasonally adjusted series," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/261539.
- Hector Carcel & Luis A. Gil-Alana, 2018, "Inflation analysis in the Central American Monetary Council," Empirical Economics, Springer, volume 54, issue 2, pages 547-565, March, DOI: 10.1007/s00181-016-1223-0.
- Hector Carcel & Luis A. Gil-Alana & Peter Wanke, 2018, "Application of local projections in the monetary policy in Brazil," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 13, pages 941-944, July, DOI: 10.1080/13504851.2017.1386276.
- Luis A. Gil-Alana & Laura Sauci, 2018, "Long memory and mean reversion in real exchange rates in Latin America," Applied Economics, Taylor & Francis Journals, volume 50, issue 29, pages 3148-3155, June, DOI: 10.1080/00036846.2017.1418076.
- Christophe Andre & Mehmet Balcilar & Tsangyao Chang & Luis Alberiko Gil-Alana & Rangan Gupta, 2018, "Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 27, issue 6, pages 638-654, August, DOI: 10.1080/09638199.2017.1410853.
- Christophe André & Tsangyao Chang & Luis A. Gil-Alana & Rangan Gupta, 2017, "Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201705, Jan.
- Mendi, Pedro & Mudida, Robert, 2018, "The effect on innovation of beginning informal: Empirical evidence from Kenya," Technological Forecasting and Social Change, Elsevier, volume 131, issue C, pages 326-335, DOI: 10.1016/j.techfore.2017.06.002.
- Armand, Alex & Mendi, Pedro, 2018, "Demand drops and innovation investments: Evidence from the Great Recession in Spain," Research Policy, Elsevier, volume 47, issue 7, pages 1321-1333, DOI: 10.1016/j.respol.2018.04.015.
- Alex Armand & Pedro Mendi, 2017, "Demand Drops and Innovation Investments: Evidence from the Great Recession in Spain," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 02/2017, Jul.
- 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, volume 14, issue 2, pages 301-340, March.
- Mirko Abbritti & Mr. Salvatore Dell'Erba & Mr. Antonio Moreno & Mr. Sergio Sola, 2013, "Global Factors in the Term Structure of Interest Rates," IMF Working Papers, International Monetary Fund, number 2013/223, Nov.
- Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014, "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/14, Jan.
- 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, volume 25, issue 5, pages 305-308, March, DOI: 10.1080/13504851.2017.1319552.
- Sandra Polania Reyes, 2018, "Social Innovation and Teamwork Within Organizations: Lab-in-the-Field Evidence on Recognition and Cooperation," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-38.
- Sandra Polania Reyes, 2018, "Coordination as an Unintended Benefit: Lab-in-the-Field Evidence from a Conditional Cash Transfer Program," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-43.
- Rode, Martin & Sáenz de Viteri, Andrea, 2018, "Expressive attitudes to compensation: The case of globalization," European Journal of Political Economy, Elsevier, volume 54, issue C, pages 42-55, DOI: 10.1016/j.ejpoleco.2018.05.007.
- 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., volume 48, issue 2, pages 161-190.
- 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., volume 5, issue 2, pages 91-102, DOI: 10.5209/IJHE.62427.
2017
- Bajo-Buenestado, Raúl, 2017, "Welfare implications of capacity payments in a price-capped electricity sector: A case study of the Texas market (ERCOT)," Energy Economics, Elsevier, volume 64, issue C, pages 272-285, DOI: 10.1016/j.eneco.2017.03.026.
- Raúl Bajo-Buenestado, 2017, "Does a Gas Tax Cut Reduce Retail Fuel Prices?," Journal of Transport Economics and Policy, University of Bath, volume 51, issue 3, pages 157-15-172.
- Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017, "Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 67, issue 4, pages 869-883, August, DOI: 10.1007/s10640-016-0009-3.
- 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, volume 49, issue C, pages 129-139, DOI: 10.1016/j.intfin.2017.03.002.
- Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016, "Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area," Working Papers, University of Pretoria, Department of Economics, number 201616, Mar.
- 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, volume 53, issue C, pages 147-163, DOI: 10.1016/j.resourpol.2017.06.005.
- Gil-Alana, Luis A. & Cunado, Juncal & Gupta, Rangan, 2017, "Evidence of persistence in U.S. short and long-term interest rates," Journal of Policy Modeling, Elsevier, volume 39, issue 5, pages 775-789, DOI: 10.1016/j.jpolmod.2017.04.005.
- Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017, "Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 1, pages 393-405, March, DOI: 10.1007/s11205-016-1253-1.
- Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015, "Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates," Working Papers, University of Pretoria, Department of Economics, number 201574, Oct.
- Diego Ruiz-Hernández & Javier Elizalde & David Delgado-Gómez, 2017, "Cournot–Stackelberg games in competitive delocation," Annals of Operations Research, Springer, volume 256, issue 1, pages 149-170, September, DOI: 10.1007/s10479-016-2288-z.
- Pedro Garcia-del-Barrio, 2017, "Pareto-improving income redistribution: expanding consumer access to the vaccines market," Economics of Governance, Springer, volume 18, issue 3, pages 275-313, August, DOI: 10.1007/s10101-017-0190-z.
- Pedro Garcia-del-Barrio & Hugo Zarco, 2017, "Do movie contents influence box-office revenues?," Applied Economics, Taylor & Francis Journals, volume 49, issue 17, pages 1679-1688, April, DOI: 10.1080/00036846.2016.1223828.
- Antonio Alvarez & Rafael Garduño-Rivera & Hector M. Nuñez, 2017, "Mexico's North-South divide: The regional distribution of state inefficiency 1988–2008," Papers in Regional Science, Wiley Blackwell, volume 96, issue 4, pages 843-858, November.
- Díaz Dapena, Alberto & Fernández Vázquez, Esteban & Garduño Rivera, Rafael & Rubiera Morollón, Fernando, 2017, "¿El comercio lleva a la convergencia? Un análisis del efecto del TLCAN sobre la convergencia local en México," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 333, pages .103-120, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v84i.
- Hector M. Nuñez & Dusan Paredes & Rafael Garduño-Rivera, 2017, "Is crime in Mexico a disamenity? Evidence from a hedonic valuation approach," The Annals of Regional Science, Springer;Western Regional Science Association, volume 59, issue 1, pages 171-187, July, DOI: 10.1007/s00168-017-0823-8.
- Scott Loveridge & Dusan Paredes, 2015, "Is crime in Mexico a disamenity? Evidence from a hedonic valuation approach," Documentos de Trabajo en Economia y Ciencia Regional, Universidad Catolica del Norte, Chile, Department of Economics, number 64, Sep, revised Sep 2015.
- Hector Nuñez & Dusan Paredes & Rafael Garduño Rivera, 2015, "Is crime in Mexico a disamenity? Evidence from a hedonic valuation approach," Working Papers, CIDE, División de Economía, number DTE 594, Dec.
- Trilochan Tripathy & Luis A. Gil-Alana & Debadutta Sahoo, 2017, "Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India," Review of Economics & Finance, Better Advances Press, Canada, volume 8, pages 61-78, May.
- 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.
- 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.
- Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis, 2017, "Central bank policy rates: Are they cointegrated?," International Economics, Elsevier, volume 152, issue C, pages 116-123, DOI: 10.1016/j.inteco.2017.06.001.
- Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017, "Central Bank Policy Rates: Are they Cointegrated?," CESifo Working Paper Series, CESifo, number 6389.
- Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017, "Central Bank Policy Rates: Are They Cointegrated?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1648.
- Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando, 2017, "Crude oil price behaviour before and after military conflicts and geopolitical events," Energy, Elsevier, volume 120, issue C, pages 79-91, DOI: 10.1016/j.energy.2016.12.102.
- Gil-Alana, Luis A. & Mudida, Robert & Carcel, Hector, 2017, "Shocks affecting electricity prices in Kenya, a fractional integration study," Energy, Elsevier, volume 124, issue C, pages 521-530, DOI: 10.1016/j.energy.2017.02.092.
- Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando, 2017, "U.S. shale oil production and WTI prices behaviour," Energy, Elsevier, volume 141, issue C, pages 12-19, DOI: 10.1016/j.energy.2017.09.055.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2017, "Persistence and cycles in the us federal funds rate," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 1-8, DOI: 10.1016/j.irfa.2017.04.007.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in the US Federal Funds Rate," CESifo Working Paper Series, CESifo, number 4035.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in the US Federal Funds Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1255.
- Gil-Alana, Luis A. & Mudida, Robert, 2017, "CPI and inflation in Kenya. Structural breaks, non-linearities and dependence," International Economics, Elsevier, volume 150, issue C, pages 72-79, DOI: 10.1016/j.inteco.2016.12.003.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Awe, Olushina O., 2017, "Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach," Resources Policy, Elsevier, volume 53, issue C, pages 117-124, DOI: 10.1016/j.resourpol.2017.06.006.
- Aye, Goodness C. & Carcel, Hector & Gil-Alana, Luis A. & Gupta, Rangan, 2017, "Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016," Resources Policy, Elsevier, volume 54, issue C, pages 53-57, DOI: 10.1016/j.resourpol.2017.09.001.
- Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017, "Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016," Working Papers, University of Pretoria, Department of Economics, number 201753, Jul.
- Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017, "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 283-294, DOI: 10.1016/j.iref.2017.06.003.
- Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016, "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers, University of Pretoria, Department of Economics, number 201610, Feb.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2017, "The weekend effect: a fractional integration and trading robot analysis," International Journal of Bonds and Derivatives, Inderscience Enterprises Ltd, volume 3, issue 2, pages 114-131.
- OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana & Olusanya Elisa Olubusoye, 2017, "The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 29-47, October-D.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017, "Searching for Inefficiencies in Exchange Rate Dynamics," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 3, pages 405-432, March, DOI: 10.1007/s10614-016-9567-2.
- Luis A. Gil-Alana & Andrea Mervar & James E. Payne, 2017, "The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence," Economic Change and Restructuring, Springer, volume 50, issue 1, pages 45-58, February, DOI: 10.1007/s10644-016-9181-2.
- Borja Balparda & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2017, "The fisher relationship in Nigeria," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 2, pages 343-353, April, DOI: 10.1007/s12197-016-9355-9.
- C. P. Barros & João Ricardo Faria & Luis A. Gil-Alana, 2017, "The demand for money in Angola," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 2, pages 408-420, April, DOI: 10.1007/s12197-016-9358-6.
- Luis A. Gil-Alana & Hector Carcel, 2017, "Fractional integration and nonlinear deterministic trends in the analysis of time series data," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 14, pages 991-994, August, DOI: 10.1080/13504851.2016.1245832.
- Juan Carlos Cuestas & Luis Alberiko Gil-Alana, 2017, "Unemployment rate cycles in Europe," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 2, pages 136-139, January, DOI: 10.1080/13504851.2016.1170926.
- Luis Alberiko Gil-Alana & Carlos Barros & Dercio Mandlaze, 2017, "A performance assessment of Mozambique banks: a Bayesian stochastic frontier," Applied Economics, Taylor & Francis Journals, volume 49, issue 45, pages 4579-4587, September, DOI: 10.1080/00036846.2017.1287857.
- Luis Alberiko Gil-Alana & Joao Ricardo Faria, 2017, "Carlos Pestana Barros," Defence and Peace Economics, Taylor & Francis Journals, volume 28, issue 3, pages 271-271, May, DOI: 10.1080/10242694.2017.1303897.
- Markus Kinateder & Luca Paolo Merlino, 2017, "Public Goods in Endogenous Networks," American Economic Journal: Microeconomics, American Economic Association, volume 9, issue 3, pages 187-212, August.
- Markus Kinateder & Luca Paolo Merlino, 2015, "Public Goods in Endogenous Networks," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/15, Oct.
- Francisco Galera & Pedro Mendi & Juan Carlos Molero, 2017, "Seasonality, price discrimination, and welfare," Journal of Economics, Springer, volume 120, issue 3, pages 269-277, April, DOI: 10.1007/s00712-016-0508-2.
- Francisco Galera & Pedro Mendi & Juan Carlos Molero, 2017, "Quality Differences, Third-Degree Price Discrimination, And Welfare," Economic Inquiry, Western Economic Association International, volume 55, issue 1, pages 339-351, January.
- Franciso Galera & Pedro Mendi & Juan Carlos Molero, 2015, "Quality differences, third-degree price discrimination, and welfare," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/15, Oct.
- Mendi, Pedro & Costamagna, Rodrigo, 2017, "Managing innovation under competitive pressure from informal producers," Technological Forecasting and Social Change, Elsevier, volume 114, issue C, pages 192-202, DOI: 10.1016/j.techfore.2016.08.013.
- López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura, 2017, "Sovereign tail risk," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 174-188, DOI: 10.1016/j.jimonfin.2017.09.011.
- López-Espinosa, Germán & Mayordomo, Sergio & Moreno, Antonio, 2017, "When does relationship lending start to pay?," Journal of Financial Intermediation, Elsevier, volume 31, issue C, pages 16-29, DOI: 10.1016/j.jfi.2016.11.001.
- 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, volume 70, issue C, pages 344-359, DOI: 10.1016/j.jimonfin.2016.10.003.
- Diaz, Elena Maria & de Gracia, Fernando Perez, 2017, "Oil price shocks and stock returns of oil and gas corporations," Finance Research Letters, Elsevier, volume 20, issue C, pages 75-80, DOI: 10.1016/j.frl.2016.09.010.
- Pitlik, Hans & Rode, Martin, 2017, "Individualistic values, institutional trust, and interventionist attitudes," Journal of Institutional Economics, Cambridge University Press, volume 13, issue 3, pages 575-598, September.
- Hans Pitlik & Martin Rode, 2016, "Individualistic Values, Institutional Trust, and Interventionist Attitudes," WIFO Working Papers, WIFO, number 515, Mar.
- 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, volume 48, issue C, pages 3-15, DOI: 10.1016/j.ejpoleco.2016.09.001.
2016
- Bajo-Buenestado, Raúl, 2016, "Evidence of asymmetric behavioral responses to changes in gasoline prices and taxes for different fuel types," Energy Policy, Elsevier, volume 96, issue C, pages 119-130, DOI: 10.1016/j.enpol.2016.05.028.
- Astrid Ayala & Szabolcs Blazsek & Juncal Cuñado & Luis Albériko Gil-Alana, 2016, "Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score," Applied Economics, Taylor & Francis Journals, volume 48, issue 29, pages 2675-2696, June, DOI: 10.1080/00036846.2015.1128076.
- Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016, "Is inflation persistence different in reality?," Economics Letters, Elsevier, volume 148, issue C, pages 55-58, DOI: 10.1016/j.econlet.2016.09.003.
- Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016, "Is Inflation Persistence Different in Reality?," Working Papers, University of Pretoria, Department of Economics, number 201663, Aug.
- Equiza-Goñi, Juan, 2016, "Government debt maturity and debt dynamics in euro area countries," Journal of Macroeconomics, Elsevier, volume 49, issue C, pages 292-311, DOI: 10.1016/j.jmacro.2016.01.005.
- 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, volume 26, issue 4, pages 503-528, October.
- 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, volume 19, issue 4, pages 299-315, November, DOI: 10.1057/s41299-016-0008-x.
- Juan Carlos Cuestas & Luis A. Gil-Alana & Karl Taylor, 2016, "Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory," Scottish Journal of Political Economy, Scottish Economic Society, volume 63, issue 5, pages 519-538, November.
- Cuestas Juan Carlos & Gil-Alana Luis Alberiko, 2016, "Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 1, pages 57-74, February, DOI: 10.1515/snde-2014-0005.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2016, "Testing unemployment theories: A multivariate long memory approach," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 95-112, May.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2016, "Testing Unemployment Theories: A Multivariate Long Memory Approach," Journal of Applied Economics, Taylor & Francis Journals, volume 19, issue 1, pages 95-112, May, DOI: 10.1016/S1514-0326(16)30004-6.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2014, "Testing Unemployment Theories: A Multivariate Long Memory Approach," CESifo Working Paper Series, CESifo, number 4570.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2013, "Testing Unemployment Theories: A Multivariate Long Memory Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1345.
- Barros, Carlos P. & Gil-Alana, Luis A. & Wanke, Peter, 2016, "Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks," Energy Economics, Elsevier, volume 54, issue C, pages 88-95, DOI: 10.1016/j.eneco.2015.11.002.
- Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016, "Time series analysis of persistence in crude oil price volatility across bull and bear regimes," Energy, Elsevier, volume 109, issue C, pages 29-37, DOI: 10.1016/j.energy.2016.04.082.
- Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015, "Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes," Working Papers, University of Pretoria, Department of Economics, number 201580, Oct.
- Gil-Alana, Luis A. & Gupta, Rangan & de Gracia, Fernando Perez, 2016, "Modeling persistence of carbon emission allowance prices," Renewable and Sustainable Energy Reviews, Elsevier, volume 55, issue C, pages 221-226, DOI: 10.1016/j.rser.2015.10.056.
- Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015, "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers, University of Pretoria, Department of Economics, number 201515, Mar.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Alex Plastun, 2016, "The weekend effect: an exploitable anomaly in the Ukrainian stock market?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 6, pages 954-965, November, DOI: 10.1108/JES-09-2015-0167.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015, "The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1458.
- Tsangyao Chang & Luis Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2016, "Testing for bubbles in the BRICS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 646-660, September, DOI: 10.1108/JES-07-2014-0128.
- Luis Alberiko Gil-Alana & Alexander Boateng & Lesaoana ‘Maseka & Hlengani Siweya & Abene Belete, 2016, "Long memory and ARFIMA modelling: The case of CPI inflation rate in Ghana," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 3, pages 287-304, July-Sept.
- Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2016, "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Computational Economics, Springer;Society for Computational Economics, volume 47, issue 2, pages 275-295, February, DOI: 10.1007/s10614-015-9484-9.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014, "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," CESifo Working Paper Series, CESifo, number 4752.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014, "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1377.
- Carlos Barros & Luis Gil-Alana & Fernando Perez de Gracia, 2016, "Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 63, issue 1, pages 45-56, January, DOI: 10.1007/s10640-014-9835-3.
- Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016, "Term Structure Persistence," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 2, pages 331-352.
- Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2012, "Term Structure Persistence," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 26/12, Dec.
- Luis A. Gil-Alana & Andrea Mervar & James E. Payne, 2016, "Modeling the degree of persistence in Croatian tourism," Tourism Economics, , volume 22, issue 3, pages 655-664, June, DOI: 10.5367/te.2014.0457.
- Carlos P. Barros & Luis A. Gil-Alana & Zhongfei Chen, 2016, "Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market," Empirical Economics, Springer, volume 51, issue 4, pages 1399-1414, December, DOI: 10.1007/s00181-015-1063-3.
- Guglielmo Caporale & Luis Gil-Alana, 2016, "Persistence and cyclical dependence in the monthly euribor rate," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 40, issue 1, pages 157-171, January, DOI: 10.1007/s12197-014-9296-0.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Persistence and Cyclical Dependence in the Monthly Euribor Rate," CESifo Working Paper Series, CESifo, number 3653.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Persistence and Cyclical Dependence in the Monthly Euribor Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1165.
- Luis A. Gil-Alana & Trilochan Tripathy, 2016, "Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 14, issue 2, pages 199-215, December, DOI: 10.1007/s40953-016-0029-4.
- Manuel Monge & Luís Alberiko Gil-Alana, 2016, "Fractional integration and cointegration in merger and acquisitions in the US petroleum industry," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 10, pages 701-704, July, DOI: 10.1080/13504851.2015.1100245.
- Luis A. Gil-Alana & Rangan Gupta & Fernando Perez de Gracia, 2016, "Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013," Applied Economics, Taylor & Francis Journals, volume 48, issue 34, pages 3244-3252, July, DOI: 10.1080/00036846.2015.1136402.
- Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia, 2014, "Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013," Working Papers, University of Pretoria, Department of Economics, number 201450, Oct.
- Luis A. Gil-Alana & Prakarsh Singh, 2016, "Growth recovery after civil conflict: a fractional integration approach," Defence and Peace Economics, Taylor & Francis Journals, volume 27, issue 4, pages 453-479, August, DOI: 10.1080/10242694.2015.1072375.
- Luis A. Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2016, "The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 25, issue 7, pages 978-991, October, DOI: 10.1080/09638199.2016.1151545.
- Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2015, "The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201501, Jan.
- Luis A. Gil‐Alana & OlaOluwa S. Yaya & Enitan A. Solademi, 2016, "Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 32, issue 5, pages 711-724, September, DOI: 10.1002/asmb.2189.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana & James C. Orlando, 2016, "Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 2, pages 143-153, April.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015, "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," CESifo Working Paper Series, CESifo, number 5523.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015, "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1505.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2016, "Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate," Journal of International Development, John Wiley & Sons, Ltd., volume 28, issue 2, pages 214-232, March.
- Pedro Mendi & Rafael Moner-Colonques & José J. Sempere-Monerris, 2016, "Optimal know-how transfers in licensing contracts," Journal of Economics, Springer, volume 118, issue 2, pages 121-139, June, DOI: 10.1007/s00712-015-0468-y.
- Pedro MENDI & Rafael MONER-COLONQUES & José J. SEMPERE-MONERRIS, 2016, "Optimal know-how transfers in licensing contracts," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2786, Jan.
- 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, volume 6, issue 1, pages 87-101, April, DOI: 10.1080/2157930X.2015.1085185.
- Diaz, Elena Maria & Molero, Juan Carlos & Perez de Gracia, Fernando, 2016, "Oil price volatility and stock returns in the G7 economies," Energy Economics, Elsevier, volume 54, issue C, pages 417-430, DOI: 10.1016/j.eneco.2016.01.002.
- Elena MarÃa DÃaz & Juan Carlos Molero & Fernando Pérez de Gracia, 2016, "Oil price volatility and stock returns in the G7 economies," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/16, Nov.
- 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, volume 38, issue 1, pages 166-180, DOI: 10.1016/j.jpolmod.2015.11.001.
- 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, School of Economics and Business Administration, University of Navarra, number 01/15, Aug.
- Moreno, Antonio & Orlando, James & Redin, Dulce M., 2016, "The macro-finance environment and asset allocation: A simultaneous equation approach," Finance Research Letters, Elsevier, volume 18, issue C, pages 199-204, DOI: 10.1016/j.frl.2016.04.017.
- 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, volume 23, issue 1, pages 158-167, February, DOI: 10.1007/s10797-015-9353-4.
- 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, volume 12, issue 03, pages 181-190.
2015
- Raul Bajo-Buenestado, 2015, "Discount Factor for Durable Goods: Evidence from the Spanish Automobile Market," International Journal of Applied Behavioral Economics (IJABE), IGI Global Scientific Publishing, volume 4, issue 3, pages 1-21, July.
- Raúl Bajo-Buenestado & Dodge Cahan, 2015, "Unification of Oligopolistic Markets for a Homogeneous Good in the Presence of an Antitrust Commission," Journal of Industry, Competition and Trade, Springer, volume 15, issue 3, pages 239-256, September, DOI: 10.1007/s10842-014-0186-0.
- Cunado, Juncal & Jo, Soojin & Perez de Gracia, Fernando, 2015, "Macroeconomic impacts of oil price shocks in Asian economies," Energy Policy, Elsevier, volume 86, issue C, pages 867-879, DOI: 10.1016/j.enpol.2015.05.004.
- Javier Elizalde & Markus Kinateder & Ignacio Rodríguez-Carreño, 2015, "Entry regulation, firm’s behaviour and social welfare," European Journal of Law and Economics, Springer, volume 40, issue 1, pages 13-31, August, DOI: 10.1007/s10657-014-9471-y.
- Manuel Guillén & Ignacio Ferrero & W. Hoffman, 2015, "The Neglected Ethical and Spiritual Motivations in the Workplace," Journal of Business Ethics, Springer, volume 128, issue 4, pages 803-816, June, DOI: 10.1007/s10551-013-1985-7.
- Manuel Guillén & Ignacio Ferrero & W. Michael Hoffman, 2014, "The Neglected Ethical and Spiritual Motivations in the Workplace," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/14, Oct.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2015, "Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies," African Development Review, African Development Bank, volume 27, issue 2, pages 161-170, June, DOI: 10.1111/1467-8268.12131.
- Juan Carlos Cuestas & Luis A. Gil-Alana & Paulo José Regis, 2015, "The Sustainability of European External Debt: What have We Learned?," Review of International Economics, Wiley Blackwell, volume 23, issue 3, pages 445-468, August.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Robert Mudida, 2015, "Testing the Marshall–Lerner Condition in Kenya," South African Journal of Economics, Economic Society of South Africa, volume 83, issue 2, pages 253-268, June.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida, 2012, "Testing the Marshall-Lerner Condition in Kenya," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1247.
- Luis Alberiko Gil-Alaña & Guiglielmo Maria Caporale & Robert Mudida, 2012, "Testing the Marshall-Lerner condition in Kenya," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 09/2012, Dec.
- Carlos P. Barros & Luis Alberiko Gil-Alana & João Faria, 2015, "Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates," South African Journal of Economics, Economic Society of South Africa, volume 83, issue 4, pages 569-575, December.
- Carcel Hector & Gil-Alana Luis A. & Madigu Godfrey, 2015, "Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study," Global Economy Journal, De Gruyter, volume 15, issue 4, pages 507-524, December, DOI: 10.1515/gej-2015-0002.
- Hector Carcel & Luis A. Gil-Alana & Godfrey Madigu, 2015, "Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 4, pages 507-524, December, DOI: 10.1515/GEJ-2015-0002.
- Yaya, OlaOluwa Simon & Gil-Alana, Luis Alberiko & Carcel, Hector, 2015, "Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time," Energy Economics, Elsevier, volume 52, issue PA, pages 240-245, DOI: 10.1016/j.eneco.2015.10.011.
- Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan, 2015, "Trends and cycles in historical gold and silver prices," Journal of International Money and Finance, Elsevier, volume 58, issue C, pages 98-109, DOI: 10.1016/j.jimonfin.2015.08.003.
- Luis Alberiko Gil-Alaña & Rangan Gupta, 2016, "Trends and Cycles in Historical Gold and Silver Prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2016, Feb.
- Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2015, "Trends and Cycles in Historical Gold and Silver Prices," Working Papers, University of Pretoria, Department of Economics, number 201507, Feb.
- Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan, 2015, "Persistence of precious metal prices: A fractional integration approach with structural breaks," Resources Policy, Elsevier, volume 44, issue C, pages 57-64, DOI: 10.1016/j.resourpol.2014.12.004.
- Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015, "Persistence of precious metal prices: a fractional integration approach with structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2015, Apr.
- Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2014, "Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201458, Oct.
- Borja Balparda & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015, "The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20," African Journal of Economic and Sustainable Development, Inderscience Enterprises Ltd, volume 4, issue 3, pages 254-277.
- Trilochan Tripathy & Luis A. Gil-Alana & Debadutta Sahoo, 2015, "The effect of intellectual capital on firms' financial performance: an empirical investigation in India," International Journal of Learning and Intellectual Capital, Inderscience Enterprises Ltd, volume 12, issue 4, pages 342-371.
- Luis Gil-Alana & Prakarsh Singh, 2015, "The Impact of Ethnic Violence in Kenya on Wheat and Maize Markets," Journal of African Economies, Centre for the Study of African Economies, volume 24, issue 4, pages 502-529.
- Rangan Gupta & Christophe André & Luis Gil-Alana, 2015, "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, volume 52, issue 16, pages 3123-3143, December, DOI: 10.1177/0042098014555629.
- Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013, "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201359, Sep.
- Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015, "Modelling African inflation rates: nonlinear deterministic terms and long-range dependence," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 5, pages 421-424, March, DOI: 10.1080/13504851.2014.946181.
- Luis A. Gil-Alana & James E. Payne, 2015, "A time-series analysis of US entrepreneurship: evidence from fractional integration," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 7, pages 521-524, May, DOI: 10.1080/13504851.2014.955165.
- Carlos P. Barros & Luis A. Gil-Alana & João Ricardo Faria, 2015, "The macroeconomy of Angola: breaks and persistence in Angolan macro data," Applied Economics, Taylor & Francis Journals, volume 47, issue 27, pages 2783-2802, June, DOI: 10.1080/00036846.2014.997928.
- C. P. Barros & Luis A. Gil-Alana, 2015, "Investment and saving in Angola and the Feldstein-Horioka puzzle," Applied Economics, Taylor & Francis Journals, volume 47, issue 44, pages 4793-4800, March, DOI: 10.1080/00036846.2015.1034844.
- Rangan Gupta & Luis A. Gil-Alana & Olaoluwa S. Yaya, 2015, "Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test," Applied Economics, Taylor & Francis Journals, volume 47, issue 8, pages 798-808, February, DOI: 10.1080/00036846.2014.980575.
- Rangan Gupta & Luis A. Gil-Alana & OlaOluwa S. Yaya, 2013, "Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201382, Dec.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015, "Infant mortality rates: time trends and fractional integration," Journal of Applied Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 589-602, March, DOI: 10.1080/02664763.2014.980785.
- Luis A. Gil-Alana, 2015, "Linear and segmented trends in sea surface temperature data," Journal of Applied Statistics, Taylor & Francis Journals, volume 42, issue 7, pages 1531-1546, July, DOI: 10.1080/02664763.2014.1001328.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015, "U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis," Journal of Housing Research, Taylor & Francis Journals, volume 24, issue 1, pages 73-86, January, DOI: 10.1080/10835547.2015.12092098.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 3208.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1070.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/11, Jan.
- Carlos Pestana Barros & Luis A. Gil-Alana & James E. Payne, 2015, "Modeling the Long Memory Behavior in U.S. Housing Price Volatility," Journal of Housing Research, Taylor & Francis Journals, volume 24, issue 1, pages 87-106, January, DOI: 10.1080/10835547.2015.12092099.
- Carlos P. Barros & Luis A. Gil-Alana & Peter Wanke, 2015, "An empirical analysis of freight transport traffic modes in Brazil, 1996-2012," Transportation Planning and Technology, Taylor & Francis Journals, volume 38, issue 3, pages 305-319, April, DOI: 10.1080/03081060.2014.997452.
- Ola Oluwa S. Yaya & Luis A. Gil‐Alana & Olanrewaju I. Shittu, 2015, "Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 20, issue 3, pages 276-290, July.
- Pedro Mendi, 2015, "Competitive pressure and innovation in vertically differentiated markets," Economics Bulletin, AccessEcon, volume 35, issue 4, pages 2309-2316.
- Pedro Mendi, 2014, "Competitive Pressure and Innovation in Vertically Differentiated Markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 03/2014, Aug.
- Baele, Lieven & Bekaert, Geert & Cho, Seonghoon & Inghelbrecht, Koen & Moreno, Antonio, 2015, "Macroeconomic regimes," Journal of Monetary Economics, Elsevier, volume 70, issue C, pages 51-71, DOI: 10.1016/j.jmoneco.2014.09.003.
- Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno, 2011, "Macroeconomic Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 17090, May.
- Seonghoon Cho & Koen Inghelbrecht & Geert Bekaert & Antonio Moreno & Lieven Baele, 2011, "Macroeconomic Regimes," 2011 Meeting Papers, Society for Economic Dynamics, number 817.
- L. Baele & G. Bekaert & S. Cho & K. Inghelbrecht & A. Moreno, 2013, "Macroeconomic Regimes," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 13/870, Dec.
- Baele, L.T.M. & Bekaert, G.R.J. & Cho, S. & Inghelbrecht, K. & Moreno, A., 2015, "Macroeconomic regimes," Other publications TiSEM, Tilburg University, School of Economics and Management, number e92a1993-778e-4ce2-b603-6.
- Lieven Baele & et al., 2012, "Macroeconomic Regimes," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/12, Jul.
- López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura, 2015, "Systemic risk and asymmetric responses in the financial industry," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 471-485, DOI: 10.1016/j.jbankfin.2015.05.004.
- 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, International Monetary Fund, number 2012/152, Jun.
- Attanasio, Orazio & Polania-Reyes, Sandra & Pellerano, Luca, 2015, "Building social capital: Conditional cash transfers and cooperation," Journal of Economic Behavior & Organization, Elsevier, volume 118, issue C, pages 22-39, DOI: 10.1016/j.jebo.2015.04.004.
- Martin Rode & Julio Revuelta, 2015, "The Wild Bunch! An empirical note on populism and economic institutions," Economics of Governance, Springer, volume 16, issue 1, pages 73-96, February, DOI: 10.1007/s10101-014-0154-5.
- Trani, Tommaso, 2015, "Asset pledgeability and international transmission of financial shocks," Journal of International Money and Finance, Elsevier, volume 50, issue C, pages 49-77, DOI: 10.1016/j.jimonfin.2014.09.002.
- Tommaso Trani, 2012, "Country Portfolios with Heterogeneous Pledgeability," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 02-2012, Feb, revised 12 Feb 2012.
- Tommaso Trani, 2013, "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/13, Mar.
2014
- Dulce Redín & Reyes Calderón & Ignacio Ferrero, 2014, "Exploring the Ethical Dimension of Hawala," Journal of Business Ethics, Springer, volume 124, issue 2, pages 327-337, October, DOI: 10.1007/s10551-013-1874-0.
- Cunado, Juncal & Perez de Gracia, Fernando, 2014, "Oil price shocks and stock market returns: Evidence for some European countries," Energy Economics, Elsevier, volume 42, issue C, pages 365-377, DOI: 10.1016/j.eneco.2013.10.017.
- Garduño, Rafael., 2014, "La apertura comercial y su efecto en la distribución regional de México," El Trimestre Económico, Fondo de Cultura Económica, volume 81, issue 322, pages .413-439, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v81i.
- Kurt Unger & Rafael Garduno & Jose Eduardo Ibarra, 2014, "Especializaciones reveladas y ventajas competitivas en el Bajio mexicano," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 11, issue 2, pages 41-74, Julio-Dic.
- Carlos Barros & Guglielmo Maria Caporale & Luis Gil-Alana, 2014, "Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour," African Development Review, African Development Bank, volume 26, issue 1, pages 59-73.
- Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2014, "Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour," African Development Review, African Development Bank, volume 26, issue 1, pages 59-73, March.
- Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Guglielmo Maria Caporale, 2014, "Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2014, Feb.
- Gil-Alana Luis A. & Singh Prakarsh, 2014, "Economic Growth and Recovery After Civil Wars," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 20, issue 4, pages 565-574, December, DOI: 10.1515/peps-2014-0023.
- Yaya, OlaOluwa S. & Gil-Alana, Luis A., 2014, "The persistence and asymmetric volatility in the Nigerian stock bull and bear markets," Economic Modelling, Elsevier, volume 38, issue C, pages 463-469, DOI: 10.1016/j.econmod.2014.01.004.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2014, "Persistence and cycles in US hours worked," Economic Modelling, Elsevier, volume 38, issue C, pages 504-511, DOI: 10.1016/j.econmod.2014.01.026.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in US Hours Worked," CESifo Working Paper Series, CESifo, number 3767.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in US Hours Worked," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1200.
- Barros, Carlos Pestana & Gil-Alana, Luis A. & Chen, Zhongfei, 2014, "The housing market in Beijing and delays in sales: A fractional polynomial survival model," Economic Modelling, Elsevier, volume 42, issue C, pages 296-300, DOI: 10.1016/j.econmod.2014.07.004.
- Cuestas, Juan Carlos & Gil-Alana, Luis A. & Staehr, Karsten, 2014, "Government debt dynamics and the global financial crisis: Has anything changed in the EA12?," Economics Letters, Elsevier, volume 124, issue 1, pages 64-66, DOI: 10.1016/j.econlet.2014.04.014.
- Gil-Alana, Luis A. & Gupta, Rangan, 2014, "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, volume 45, issue C, pages 511-516, DOI: 10.1016/j.eneco.2014.08.018.
- Luis A. Gil-Alana & Rangan Gupta, 2013, "Persistence and Cycles in Historical Oil Prices Data," Working Papers, University of Pretoria, Department of Economics, number 201375, Nov.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S., 2014, "The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration," Energy Economics, Elsevier, volume 46, issue C, pages 328-333, DOI: 10.1016/j.eneco.2014.10.001.
- Luis A. Gil-Alana & OlaOluwa Simon Yaya, 2014, "The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2014, Jul.
- Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2014, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 149-162, DOI: 10.1016/j.jimonfin.2012.12.002.
- Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2013, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 12/2013, Dec.
- Gil-Alana, Luis A. & Tripathy, Trilochan, 2014, "Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets," Resources Policy, Elsevier, volume 41, issue C, pages 31-39, DOI: 10.1016/j.resourpol.2014.02.004.
- Luis Alberiko Gil-Alaña & Trilochan Tripathy, 2013, "Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 11/2013, Dec.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Shittu, Olanrewaju I., 2014, "Global temperatures and sunspot numbers. Are they related?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 396, issue C, pages 42-50, DOI: 10.1016/j.physa.2013.10.043.
- Héctor Cárcel & Luis A. Gil-Alana, 2014, "Fractional integration in the West African Economic and Monetary Union," African Journal of Economic and Sustainable Development, Inderscience Enterprises Ltd, volume 3, issue 3, pages 179-199.
- Luis Gil-Alana & Trilochan Tripathy, 2014, "Mean Reversion in Agricultural Commodity Prices in India," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 4, pages 385-398, November, DOI: 10.1007/s11294-014-9489-5.
- Guglielmo Maria Caporale & Luis Gil-alana, 2014, "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 56, issue 4, pages 581-591, December.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2014, "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," CESifo Working Paper Series, CESifo, number 4696.
- Guglielmo Caporale & Luis Gil-Alana, 2014, "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, volume 47, issue 4, pages 1389-1410, December, DOI: 10.1007/s00181-013-0780-8.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series, CESifo, number 3416.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Fractional Integration and Cointegration in US Financial Time Series Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1116.
- Luis A. Gil-Alana & Guglielmo Maria Caporale, 2012, "Fractional Integration and Cointegration in US Financial Time Series Data," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/12, Oct.
- Christophe Andr頍 & Luis A. Gil-Alana & Rangan Gupta, 2014, "Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries," Applied Economics, Taylor & Francis Journals, volume 46, issue 18, pages 2127-2138, June, DOI: 10.1080/00036846.2014.896988.
- Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013, "Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 201321, May.
- Luis Alberiko Gil-Alana & Carlos Barros & Joao Ricardo Faria, 2014, "Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks," Applied Economics, Taylor & Francis Journals, volume 46, issue 21, pages 2545-2555, July, DOI: 10.1080/00036846.2014.907482.
- Luis Alberiko Gil-Alana & Carlos Barros & Nicolas Peypoch, 2014, "Long memory and fractional integration in the housing price series of London and Paris," Applied Economics, Taylor & Francis Journals, volume 46, issue 27, pages 3377-3388, September, DOI: 10.1080/00036846.2014.929630.
- Carlos Barros & Luis Gil-Alana & James Payne, 2014, "Tests of Convergence and Long Memory Behavior in U.S. Housing Prices by State," Journal of Housing Research, Taylor & Francis Journals, volume 23, issue 1, pages 73-87, January, DOI: 10.1080/10835547.2013.12092085.
- Guglielmo Maria Caporale & Luis Gil‐Alana, 2014, "Long‐Run and Cyclical Dynamics in the US Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 2, pages 147-161, March.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-09, Jun.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007, "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series, CESifo, number 2046.
- L.A. Gil-Alana & G.M. caporale, 2004, "Long-run and Cyclical Dynamics in the US Stock Market," Econometric Society 2004 Latin American Meetings, Econometric Society, number 344, Aug.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Long-run and Cyclical Dynamics in the US Stock Market," Economics Series, Institute for Advanced Studies, number 155, May.
- Kinateder, Markus & Kiss, Hubert János, 2014, "Sequential decisions in the Diamond–Dybvig banking model," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 149-160, DOI: 10.1016/j.jfs.2014.09.004.
- Markus Kinateder & Hubert Janos Kiss, 2013, "Sequential decisions in the Diamond-Dybvig banking model," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1345, Dec.
- Markus Kinateder & Hubert Janos Kiss, 2012, "Sequential decisions in the Diamond-Dybvig banking model," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-16, Jun.
- Francisco Galera & Markus Kinateder & Pedro Mendi, 2014, "The cost effect in third-degree price discrimination," Journal of Economics, Springer, volume 113, issue 2, pages 175-186, October, DOI: 10.1007/s00712-013-0368-y.
- Pedro Mendi & Rodrigo Costamagna, 2014, "Exchange rate uncertainty and international technology transfer," Economics Bulletin, AccessEcon, volume 34, issue 1, pages 551-557.
- Francisco Galera & Pedro Mendi & Juan Carlos Molero, 2014, "Unit taxes and ad valorem taxes with vertically differentiated products," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 17, pages 1221-1225, November, DOI: 10.1080/13504851.2014.920466.
- Casares, Miguel & Moreno, Antonio & Vázquez, Jesús, 2014, "An estimated New-Keynesian model with unemployment as excess supply of labor," Journal of Macroeconomics, Elsevier, volume 40, issue C, pages 338-359, DOI: 10.1016/j.jmacro.2014.01.010.
- 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, Departamento de Economía - Universidad Pública de Navarra, number 1003.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2012, "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/12, Jul.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010, "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/10, Sep.
2013
- 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, volume 14, issue 4, pages 1-24, January, DOI: 10.1515/bap-2012-0044.
- Calderón, Reyes & Ferrero, Ignacio & Redin, Dulce M., 2012, "Ethical codes and corporate responsibility of the most admired companies of the world: Toward a third generation ethics?," Business and Politics, Cambridge University Press, volume 14, issue 4, pages 1-24, December.
- 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, School of Economics and Business Administration, University of Navarra, number 09/12, Oct.
- Astrid Ayala & Juncal Cunado & Luis Alberiko Gil-Alana, 2013, "Real convergence: empirical evidence for Latin America," Applied Economics, Taylor & Francis Journals, volume 45, issue 22, pages 3220-3229, August, DOI: 10.1080/00036846.2012.703317.
- Gil-Alana, Luis A. & Cunado, Juncal & de Gracia, Fernando Perez, 2013, "Salient features of dependence in daily US stock market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 392, issue 15, pages 3198-3212, DOI: 10.1016/j.physa.2013.03.040.
- Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013, "Modelling long-run trends and cycles in financial time series data," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 3, pages 405-421, May, DOI: 10.1111/(ISSN)1467-9892.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008, "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series, CESifo, number 2330.
- Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale, 2012, "Modelling Long Run Trends and Cycles in Financial Time Series Data," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 13/12, Oct.
- 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, volume 88, issue C, pages 1-10, DOI: 10.1016/j.ecolecon.2012.12.027.
- Ferreira, Susana & Akay, Alpaslan & Brereton, Finbarr & Cuñado, Juncal & Martinsson, Peter & Moro, Mirko, 2012, "Life Satisfaction and Air Quality in Europe," IZA Discussion Papers, IZA Network @ LISER, number 6732, Jul.
- Akay, Alpaslan & Brereton, Finbarr & Cunado, Juncal & Ferreira, Susana & Martinsson, Peter & Moro, Mirko & Ningal, Tine F, 2013, "Life Satisfaction and Air Quality in Europe," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2013-02, Feb.
- 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, volume 112, issue 3, pages 549-567, July, DOI: 10.1007/s11205-012-0038-4.
- Javier Elizalde, 2013, "Market definition with differentiated products: a spatial competition application," European Journal of Law and Economics, Springer, volume 36, issue 3, pages 471-521, December, DOI: 10.1007/s10657-011-9260-9.
- Javier Elizalde, 2011, "Market Definition with Differentiated Products: A Spatial Competition Application," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/11, Feb.
- Elizalde, Javier, 2013, "Competition in multiple characteristics: An empirical test of location equilibrium," Regional Science and Urban Economics, Elsevier, volume 43, issue 6, pages 938-950, DOI: 10.1016/j.regsciurbeco.2013.09.007.
- Javier Elizalde, 2010, "Competition in Multiple Characteristics: An Empirical Test of Location Equilibrium," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/10, Mar.
- 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, volume 36, issue 72, pages 117-142.
- Rafael Garduño-Rivera, 2013, "Factors that Influence Women’s Economic Participation in Mexico," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 4, Cierre, pages 541-564.
- Carlos Barros & Luis Gil-Alana, 2013, "Inflation Forecasting in Angola: A Fractional Approach," African Development Review, African Development Bank, volume 25, issue 1, pages 91-104.
- Carlos P. Barros & Luis A. Gil-Alana, 2013, "Inflation Forecasting in Angola: A Fractional Approach," African Development Review, African Development Bank, volume 25, issue 1, pages 91-104, March, DOI: 10.1111/j.1467-8268.2013.12016.x.
- Carlos Barros & Luis Gil-Alana, 2012, "Inflation forecasting in Angola: a fractional approach," CEsA Working Papers, CEsA - Centre for African and Development Studies, number 103, Feb.
- BARROS , Carlos Pestana & CHEN , Zhongfei & GIL-ALANA , Luis A, 2013, "Long Memory in the Housing Price Indices in China," Asian Journal of Empirical Research, Asian Economic and Social Society, volume 3, issue 7, pages 785-807.
- Carlos P. Barros & Luis A. Gil-Alana, 2013, "The Housing Markets in Spain and Portugal: Evidence of Persistence," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 19-32, November.
- Luis a. Gil-alana & Liang Jiang, 2013, "Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 1978-1982.
- Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2013, "U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior," Energy Economics, Elsevier, volume 40, issue C, pages 425-432, DOI: 10.1016/j.eneco.2013.07.018.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2013, "Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 1-9, DOI: 10.1016/j.irfa.2013.03.011.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013, "Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate," CESifo Working Paper Series, CESifo, number 4224.
- 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," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1294.
- Guglielmo Caporale & Luis Gil-Alana, 2013, "Long memory in US real output per capita," Empirical Economics, Springer, volume 44, issue 2, pages 591-611, April, DOI: 10.1007/s00181-012-0559-3.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Long Memory in US Real Output per Capita," CESifo Working Paper Series, CESifo, number 2671.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Long Memory in US Real Output per Capita," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 891.
- Luis Gil-Alana & Goodness Ave & Rangan Gupta, 2013, "Testing for Persistence in South African House Prices," Journal of Real Estate Literature, Taylor & Francis Journals, volume 21, issue 2, pages 293-314, January, DOI: 10.1080/10835547.2013.12090367.
- Luis Alberiko Gil‐Alana & Liang Jiang, 2013, "The Purchasing Power Parity Hypothesis In The Us–China Relationship: Fractional Integration, Time Variation And Data Frequency," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 18, issue 1, pages 82-92, January.
- Markus Kinateder, 2013, "Delayed perfect monitoring in repeated games," International Journal of Game Theory, Springer;Game Theory Society, volume 42, issue 1, pages 283-294, February, DOI: 10.1007/s00182-012-0349-3.
- Kinateder, Markus, 2009, "Delayed Perfect Monitoring in Repeated Games," MPRA Paper, University Library of Munich, Germany, number 20443, Dec.
- Markus Kinateder, 2009, "Delayed Perfect Monitoring in Repeated Games," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 18/09, Dec.
- 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, volume 9, issue 3, pages 287-299, DOI: 10.1016/j.jfs.2013.05.002.
- 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, volume 37, issue 12, pages 5186-5207, DOI: 10.1016/j.jbankfin.2013.05.020.
- 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, volume 11, issue 02, pages 35-42, July.
- Martin Rode, 2013, "Do Good Institutions Make Citizens Happy, or Do Happy Citizens Build Better Institutions?," Journal of Happiness Studies, Springer, volume 14, issue 5, pages 1479-1505, October, DOI: 10.1007/s10902-012-9391-x.
- Bodo Knoll & Hans Pitlik & Martin Rode, 2013, "A note on the impact of economic regulation on life satisfaction," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 9, pages 916-920, June, DOI: 10.1080/13504851.2012.762709.
- Bodo Knoll & Hans Pitlik & Martin Rode, 2012, "A Note on the Impact of Economic Regulation on Life Satisfaction," WIFO Working Papers, WIFO, number 441, Nov.
2012
- 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, volume 108, issue 1, pages 185-196, August, DOI: 10.1007/s11205-011-9874-x.
- Luis A. Gil-Alana & Juncal Cunado & Fernando Pérez de Gracia, 2012, "Persistence, Long Memory, and Unit Roots in Commodity Prices," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, volume 60, issue 4, pages 451-468, December, DOI: j.1744-7976.2012.01253.x.
- Astrid Ayala & Juncal Cuñado & Luis Albériko Gil-Alana, 2012, "Unemployment hysteresis: empirical evidence for Latin America," Journal of Applied Economics, Universidad del CEMA, volume 15, pages 213-233, November.
- Astrid Ayala & Juncal Cuñado & Luis Albériko Gil-Alana, 2012, "Unemployment Hysteresis: Empirical Evidence for Latin America," Journal of Applied Economics, Taylor & Francis Journals, volume 15, issue 2, pages 213-233, November, DOI: 10.1016/S1514-0326(12)60010-5.
- Cuñado, J. & Gil-Alana, L.A. & Perez de Gracia, F., 2012, "Testing for persistent deviations of stock prices to dividends in the Nasdaq index," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 391, issue 20, pages 4675-4685, DOI: 10.1016/j.physa.2012.05.017.
- Juncal Cuñado & Fernando P�rez de Gracia, 2012, "Does Media Consumption Make Us Happy? Evidence for Spain," Journal of Media Economics, Taylor & Francis Journals, volume 25, issue 1, pages 8-34, February, DOI: 10.1080/08997764.2012.651052.
- Astrid Ayala & Juncal Cuñado & Luis Alb�riko Gil-Alana, 2012, "Real convergence in Latin America: a fractionally integrated approach," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 20, pages 1713-1717, October, DOI: 10.1080/09603107.2012.674204.
- Javier Elizalde, 2012, "A theoretical approach to market definition analysis," European Journal of Law and Economics, Springer, volume 34, issue 3, pages 449-475, December, DOI: 10.1007/s10657-011-9231-1.
- 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, volume 1, issue 2, pages 163-179, December.
- Baylis, Kathy & Garduño-Rivera, Rafael & Piras, Gianfranco, 2012, "The distributional effects of NAFTA in Mexico: Evidence from a panel of municipalities," Regional Science and Urban Economics, Elsevier, volume 42, issue 1-2, pages 286-302, DOI: 10.1016/j.regsciurbeco.2011.09.006.
- Baylis, Katherine R. & Garduno-Rivera, Rafael & Piras, Gianfranco, 2009, "The distributional effects of NAFTA in Mexico: evidence from a panel of municipalities," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49463, DOI: 10.22004/ag.econ.49463.
- Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2012, "Comovements among U.S. state housing prices: Evidence from fractional cointegration," Economic Modelling, Elsevier, volume 29, issue 3, pages 936-942, DOI: 10.1016/j.econmod.2012.02.006.
- Pestana Barros, Carlos & Gil-Alana, Luis A. & Payne, James E., 2012, "Evidence of long memory behavior in U.S. renewable energy consumption," Energy Policy, Elsevier, volume 41, issue C, pages 822-826, DOI: 10.1016/j.enpol.2011.11.052.
- Gil-Alana, Luis A. & Moreno, Antonio, 2012, "Uncovering the US term premium: An alternative route," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1181-1193, DOI: 10.1016/j.jbankfin.2011.11.013.
- Luis Gil-Alana & Antonio Moreno, 2007, "Uncovering the U.S. Term Premium: An Alternative Route," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/07, Oct.
- Guglielmo Maria Caporale & Luis Gil-Alana, 2012, "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 1-2, pages 105-136, March - J.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 975.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 04/11, Jan.
- Luis Gil-Alana & Antonio Moreno, 2012, "Fractional integration and structural breaks in U.S. macro dynamics," Empirical Economics, Springer, volume 43, issue 1, pages 427-446, August, DOI: 10.1007/s00181-011-0475-y.
- Luis A. Gil-Alana & Antonio Moreno, 2009, "Fractional Integration and Structural Breaks in U.S. Macro Dynamics," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/09, Jan.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2012, "Fractional cointegration in US term spreads," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 5, pages 431-434, March, DOI: 10.1080/13504851.2011.581205.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Fractional Cointegration in US Term Spreads," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 981.
- Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2012, "The Deaton paradox in a long memory context with structural breaks," Applied Economics, Taylor & Francis Journals, volume 44, issue 25, pages 3309-3322, September, DOI: 10.1080/00036846.2011.572857.
- Luis Alberiko Gil-Alana & Antonio Moreno & Seonghoon Cho, 2011, "The Deaton paradox in a long memory context with structural breaks," Post-Print, HAL, number hal-00711450, Jun, DOI: 10.1080/00036846.2011.572857.
- Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2009, "The Deaton paradox in a long memory context with structural breaks," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/09, Apr.
- Carlos Pestana Barros & Zhongfei Chen & Luis A. Gil-Alana, 2012, "Housing sales in urban Beijing," Applied Economics, Taylor & Francis Journals, volume 44, issue 34, pages 4495-4504, December, DOI: 10.1080/00036846.2011.591736.
- Luis Alberiko Gil-Alana & Carlos Pestana Barros, 2011, "Housing Sales In Urban Beijing," Post-Print, HAL, number hal-00719480, Jul, DOI: 10.1080/00036846.2011.591736.
- Carlos Pestana Barros & Zhongfei Chen & Luis A. Gil-Alana, 2011, "Housing Sales in Urban Beijing," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/11, Jun.
- Carlos P. Barros & Luis Gil-Alana & Roman Matousek, 2012, "Mean reversion of short-run interest rates: empirical evidence from new EU countries," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 2, pages 89-107, February, DOI: 10.1080/1351847X.2011.601659.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2012, "Estimating persistence in the volatility of asset returns with signal plus noise models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 17, issue 1, pages 23-30, January.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1006.
- Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia, 2012, "Exploring Survey‐Based Inflation Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 6, pages 524-539, September.
- Luis Gil-Alana & Antonio Moreno & Fernando Pérez de Gracia, 2011, "Exploring Survey-Based Inflation Forecasts," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/11, Jan.
- 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, volume 36, issue 12, pages 3150-3162, DOI: 10.1016/j.jbankfin.2012.04.020.
- Germán López-Espinosa & Antonio Moreno & Antonio Rubia & Laura Valderrama, 2012, "Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/12, Jul.
- Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2012, "Renewable energy innovations in Europe: a dynamic panel data approach," Applied Economics, Taylor & Francis Journals, volume 44, issue 24, pages 3135-3147, August, DOI: 10.1080/00036846.2011.570720.
- Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2012, "Renewable energy innovations in Europe: a dynamic panel data approach," Applied Economics, Taylor & Francis Journals, volume 44, issue 24, pages 3135-3147, August, DOI: 10.1080/00036846.2011.570720.
- Pedro Mendi & Nadia Ayari & Szabolcs Blazsek, 2011, "Renewable energy innovations in Europe: A dynamic panel data approach," Post-Print, HAL, number hal-00711448, Jun, DOI: 10.1080/00036846.2011.570720.
- Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2009, "Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/09, Nov.
- Juan Molero & Francesc Pujol, 2012, "Walking Inside the Potential Tax Evader’s Mind: Tax Morale Does Matter," Journal of Business Ethics, Springer, volume 105, issue 2, pages 151-162, January, DOI: 10.1007/s10551-011-0955-1.
- 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, volume 3, issue 3, pages 395-422, September, DOI: 10.1007/s13209-011-0079-y.
- 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, Departamento de Economía - Universidad Pública de Navarra, number 0902.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009, "Wage Stickiness and Unemployment Fluctuations: An Alternative Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 04/09, Aug.
- Samuel Bowles & Sandra Polania-Reyes, 2012, "Economic Incentives and Social Preferences: Substitutes or Complements?," Journal of Economic Literature, American Economic Association, volume 50, issue 2, pages 368-425, June.
- Rode, Martin & Gwartney, James D., 2012, "Does democratization facilitate economic liberalization?," European Journal of Political Economy, Elsevier, volume 28, issue 4, pages 607-619, DOI: 10.1016/j.ejpoleco.2012.07.001.
- Martin Rode & Sebastian Coll, 2012, "Economic freedom and growth. Which policies matter the most?," Constitutional Political Economy, Springer, volume 23, issue 2, pages 95-133, June, DOI: 10.1007/s10602-011-9116-x.
2011
- Juncal Cunado, 2011, "Structural breaks and real convergence in OPEC countries," Journal of Applied Economics, Universidad del CEMA, volume 14, pages 101-117, May.
- 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, volume 34, issue 94, pages 1-8, Enero-Abr.
- Francisco Galera & Pedro Garcia-del-Barrio, 2011, "Excessive entry and the integer constraint with many firms: a note," Journal of Economics, Springer, volume 103, issue 3, pages 271-287, July, DOI: 10.1007/s00712-010-0188-2.
- Carlos Barros & Pedro Garcia-del-Barrio, 2011, "Productivity drivers and market dynamics in the Spanish first division football league," Journal of Productivity Analysis, Springer, volume 35, issue 1, pages 5-13, February, DOI: 10.1007/s11123-010-0196-9.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2011, "Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models," American Journal of Economics and Business Administration, Science Publications, volume 3, issue 4, pages 586-588, December, DOI: 10.3844/ajebasp.2011.586.588.
- Carlos P. Barros & Luis Gil‐Alana & Roman Matousek, 2011, "Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 77-92, February.
- Estefania Mourelle & Juan Carlos Cuestas & Luis Alberiko Gil‐alana, 2011, "Is There An Asymmetric Behaviour In African Inflation? A Non‐Linear Approach," South African Journal of Economics, Economic Society of South Africa, volume 79, issue 1, pages 68-90, March.
- Luis Alberiko Gil-Alaña & Juan C. Cuestas & Estefania Mourelle, 2011, "Is there asymmetric behaviour in African inflation? A non-linear approach," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 03/2011, Apr.
- Gil-Alana, Luis A., 2011, "Inflation in South Africa. A long memory approach," Economics Letters, Elsevier, volume 111, issue 3, pages 207-209, June.
- Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2011, "An analysis of oil production by OPEC countries: Persistence, breaks, and outliers," Energy Policy, Elsevier, volume 39, issue 1, pages 442-453, January.
- Carlos Pestana Barros & Luis A. Gil-Alana & James E. Payne, 2011, "An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/11, Jan.
- Cuestas, Juan C. & Gil-Alana, Luis A. & Staehr, Karsten, 2011, "A further investigation of unemployment persistence in European transition economies," Journal of Comparative Economics, Elsevier, volume 39, issue 4, pages 514-532, DOI: 10.1016/j.jce.2011.09.002.
- L. Gil-Alana & R. Iniguez-Sanchez & G. Lopez-Espinosa, 2011, "Endogenous problems in cross-sectional valuation models based on accounting information," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 2, pages 245-265, August, DOI: 10.1007/s11156-010-0203-2.
- Emmanuel Anoruo & Luis Gil-Alana, 2011, "Mean reversion and long memory in African stock market prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 3, pages 296-308, July, DOI: 10.1007/s12197-010-9124-0.
- Emmanuel Anoruo & Luis Alberiko Gil-Alaña, 2010, "Mean reversion and long memory in African stock market prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2011, May.
- Luis A. Gil-Alana & Emmanuel Anoruo, 2010, "Mean reversion and long memory in African stock market prices," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/10, Feb.
- Guglielmo Maria Caporale & Luis Gil-Alana, 2011, "The weekly structure of US stock prices," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 23, pages 1757-1764, DOI: 10.1080/09603107.2011.562168.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "The Weekly Structure of US Stock Prices," CESifo Working Paper Series, CESifo, number 3245.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "The Weekly Structure of US Stock Prices," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1077.
- Guglielmo Maria Caporale & Luis Gil-Alana, 2011, "Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries," Journal of Applied Statistics, Taylor & Francis Journals, volume 38, issue 1, pages 71-85, DOI: 10.1080/02664760903254060.
- 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, volume 30, issue 6, pages 1214-1233, October.
- 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, School of Economics and Business Administration, University of Navarra, number 11/11, Oct.
- 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, volume 2, issue 3, pages 359-378, September, DOI: 10.1007/s13209-010-0034-3.
- Francisco Galera & Pedro Mendi, 2011, "Free entry and welfare with price discrimination," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3268-3274.
- Cho, Seonghoon & Moreno, Antonio, 2011, "The forward method as a solution refinement in rational expectations models," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 3, pages 257-272, March.
2010
- Juncal Cunado & Luis A Gil-Alana & Fernando Pérez de Gracia, 2010, "European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 36, issue 2, pages 177-187, Spring.
- Cunado, J. & Gil-Alana, L.A. & Gracia, Fernando Perez de, 2010, "Mean reversion in stock market prices: New evidence based on bull and bear markets," Research in International Business and Finance, Elsevier, volume 24, issue 2, pages 113-122, June.
- Juncal Cunado & Luis A. Gil‐Alana & Fernando Perez de Gracia, 2010, "Persistence in some energy futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 30, issue 5, pages 490-507, May.
- Luis A. Gil‐alana, 2010, "Inflation In South Africa: A Time‐Series View Across Sectors Using Long‐Range Dependence," South African Journal of Economics, Economic Society of South Africa, volume 78, issue 4, pages 325-343, December.
- Luis Alberiko Gil-Alaña, 2010, "Inflation in South Africa. A time series view across sectors using long range dependence," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2011, Oct.
- Gil-Alana, Luis A. & Loomis, David & Payne, James E., 2010, "Does energy consumption by the US electric power sector exhibit long memory behavior?," Energy Policy, Elsevier, volume 38, issue 11, pages 7512-7518, November.
- Luis A. Gil-Alana & James Payne & David Loomis, 2010, "Does energy consumption by the US electric power secto exhibit long memory behaviour?," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 04/10, Feb.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Real Exchange Rates In Latin America: The Ppp Hypothesis And Fractional Integration," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 35, issue 2, pages 1-21, June.
- LuÃs A. Gil-Alana & Carlos P. Barros, 2010, "A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA," Conflict Management and Peace Science, Peace Science Society (International), volume 27, issue 1, pages 28-46, February, DOI: 10.1177/0738894209352130.
- Carlos P. Barros & Luis A. Gil-Alana, 2009, "A note on the effectiveness of national anti-terrorist policies. Evidence from ETA," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/09, Nov.
- Luis A. Gil-Alana, 2010, "International Arrivals in the Canary Islands: Persistence, Long Memory, Seasonality and other Implicit Dynamics," Tourism Economics, , volume 16, issue 2, pages 287-302, June, DOI: 10.5367/000000010791305581.
- Luis Gil-Alana, 2010, "A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics," Empirical Economics, Springer, volume 38, issue 2, pages 471-501, April, DOI: 10.1007/s00181-009-0276-8.
- Guglielmo Maria Caporale & Luis Gil-Alana, 2010, "Multiple cyclical fractional structures in financial time series," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 11, pages 1079-1081, DOI: 10.1080/00036840902817425.
- Luis Gil-Alana, 2010, "Testing persistence in the context of conditional heteroscedasticity errors," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 22, pages 1709-1723, DOI: 10.1080/09603107.2010.522516.
- Luis Gil-Alana & Christian Fischer, 2010, "International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications," Applied Economics, Taylor & Francis Journals, volume 42, issue 19, pages 2417-2434, DOI: 10.1080/00036840701858083.
- 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, volume 60, issue 5, pages 426-446, December.
- Juan Molero & Isabel Rodríguez-Tejedo, 2010, "An index of political support for decentralization: the Spanish case," Constitutional Political Economy, Springer, volume 21, issue 1, pages 50-79, March, DOI: 10.1007/s10602-008-9066-0.
- Juan Carlos Molero & Isabel Rodriguez-Tejedo, 2008, "An index of political support for decentralization: the Spanish case," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/08, Oct.
- Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010, "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 1, pages 33-62, February.
- Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010, "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 1, pages 33-62, February, DOI: 10.1111/j.1538-4616.2009.00277.x.
- Bekaert, Geert & Cho, Seonghoon & Moreno Ibáñez, Antonio, 2006, "New-Keynesian Macroeconomics and the Term Structure," CEPR Discussion Papers, Centre for Economic Policy Research, number 5956, Nov.
- Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2005, "New-Keynesian Macroeconomics and the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 11340, May.
- Antonio Moreno & Geert Bekaert & Seonghoon Cho, 2004, "New-Keynesian Macroeconomics and the Term Structure," 2004 Meeting Papers, Society for Economic Dynamics, number 388.
- Seonghoon Cho & Antonio Moreno & Geert Bekaert, 2005, "New-Keynesian Macroeconomics and the Term Structure," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 04/05, Apr.
- 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, volume 32, issue 1, pages 138-154, January.
- Javier Gómez & Antonio Moreno & Fernando Pérez de Gracia, 2008, "Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/08, Oct.
- Juncal Cuñado & Isabel Rodríguez-Tejedo, 2010, "Convergencia real en Europa Central y del Este: un análisis del período 1950-2008
[Real convergence in Central and Eastern Europe: an analysis for the period 1950-2008]," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), volume 20, pages 4-19.
2009
- Reyes Calderón & José Álvarez-Arce & Silvia Mayoral, 2009, "Corporation as a Crucial Ally Against Corruption," Journal of Business Ethics, Springer, volume 87, issue 1, pages 319-332, April, DOI: 10.1007/s10551-008-9796-y.
- Reyes Calderón & José Luis à lvarez Arce & Silvia Mayoral, 2007, "Corporation as Crucial Ally Against Corruption," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/07, Oct.
- 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, volume 88, issue 1, pages 199-210, August, DOI: 10.1007/s10551-009-0110-4.
- 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, volume 118, issue 1, pages 104-110, March.
- Christine Choirat & Raffello Seri, 2009, "Econometrics with Python," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 4, pages 698-704, DOI: 10.1002/jae.1088.
- Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2009, "AK growth models: new evidence based on fractional integration and breaking trends," Recherches économiques de Louvain, De Boeck Université, volume 75, issue 2, pages 131-149.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Perez de Garcia, 2009, "AK growth models: new evidence based on fractional integration and breaking trends," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2009021, Jun.
- Juncal Cunado Eizaguirre & Javier Gomez Biscarri & Fernando Perez de Gracia Hidalgo, 2009, "Financial liberalization, stock market volatility and outliers in emerging economies," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 10, pages 809-823, DOI: 10.1080/09603100802243758.
- Juncal Cuñado & Luis Gil-Alana & Fernando Pérez de Gracia, 2009, "New evidence on long-run monetary neutrality," Journal of Applied Economics, Universidad del CEMA, volume 12, pages 229-248, November.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Perez de Gracia, 2009, "New Evidence on Long-Run Monetary Neutrality," Journal of Applied Economics, Taylor & Francis Journals, volume 12, issue 2, pages 229-248, November, DOI: 10.1016/S1514-0326(09)60014-3.
- Pedro Garcia‐del‐Barrio & Francesc Pujol, 2009, "The Rationality of Under‐employing the Best‐performing Soccer Players," LABOUR, CEIS, volume 23, issue 3, pages 397-419, September, DOI: 10.1111/j.1467-9914.2009.00457.x.
- Pedro Garcia-del-Barrio & Stefan Szymanski, 2009, "Goal! Profit Maximization Versus Win Maximization in Soccer," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 34, issue 1, pages 45-68, February, DOI: 10.1007/s11151-009-9203-6.
- Carlos P. Barros & Julio del Corral & Pedro GarcÃa-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, , volume 10, issue 6, pages 660-666, December, DOI: 10.1177/1527002509339318.
- P. Garcia-del-Barrio & L. A. Gil-Alana, 2009, "New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data," Applied Economics, Taylor & Francis Journals, volume 41, issue 2, pages 219-236, DOI: 10.1080/00036840600994237.
- 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, volume 41, issue 25, pages 3239-3247, DOI: 10.1080/00036840701765379.
- Gil-Alana, Luis Alberiko & Moreno, Antonio, 2009, "Technology Shocks And Hours Worked: A Fractional Integration Perspective," Macroeconomic Dynamics, Cambridge University Press, volume 13, issue 5, pages 580-604, November.
- Luis Alberiko Gil-Alana & Antonio Moreno, 2006, "Technology Shocks and Hours Worked: A Fractional Integration Perspective," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/06, Feb.
- Cuestas, Juan C. & Gil-Alana, Luís A., 2009, "Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes," Economic Modelling, Elsevier, volume 26, issue 6, pages 1184-1192, November.
- Juan Carlos Cuestas & Luís A. Gil-Alana, 2009, "Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2009/3, Feb.
- Luis A. Gil-Alana & Juan C. Cuesta, 2009, "Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/09, Nov.
- Faria, João Ricardo & Cuestas, Juan Carlos & Gil-Alana, Luis A., 2009, "Unemployment and entrepreneurship: A cyclical relation?," Economics Letters, Elsevier, volume 105, issue 3, pages 318-320, December.
- Barros, Carlos Pestana & Gil-Alana, Luis & Faria, João Ricardo, 2009, "Introduction to the special issue on: Understanding, quantifying and modelling the terrorist threat," Journal of Policy Modeling, Elsevier, volume 31, issue 5, pages 737-738, September.
- Luis Gil-Alana, 2009, "Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 2, pages 143-155, May, DOI: 10.1007/s11294-008-9198-z.
- J. Cuñado & L. Gil-Alana & F. Gracia, 2009, "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 3, pages 233-252, October, DOI: 10.1007/s11156-009-0111-5.
- Guglielmo Caporale & Luis Gil-Alana, 2009, "Multiple shifts and fractional integration in the US and UK unemployment rates," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 4, pages 364-375, October, DOI: 10.1007/s12197-008-9058-y.
- Carlos Barros & Luis Gil-Alana, 2009, "Stock market returns and terrorist violence: evidence from the Basque Country," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 15, pages 1575-1579, DOI: 10.1080/13504850701578918.
- Christian Fischer & Luis Gil-Alana, 2009, "The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine," Applied Economics, Taylor & Francis Journals, volume 41, issue 11, pages 1345-1359, DOI: 10.1080/00036840601019349.
- Fischer, Christian & Gil-Alana, Luis A., 2006, "The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine," 98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece, European Association of Agricultural Economists, number 10049, DOI: 10.22004/ag.econ.10049.
- Fischer, Christian & Gil-Alana, Luis A., 2006, "The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia, International Association of Agricultural Economists, number 25341, DOI: 10.22004/ag.econ.25341.
- Fischer, Christian & Gil-Alana, Luis A., 2007, "The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 57033, DOI: 10.22004/ag.econ.57033.
- B. Candelon & A. Dupuy & L. Gil-Alana, 2009, "The nature of occupational unemployment rates in the United States: hysteresis or structural?," Applied Economics, Taylor & Francis Journals, volume 41, issue 19, pages 2483-2493, DOI: 10.1080/00036840802584950.
- Candelon, Bertrand & Dupuy, Arnaud & Gil-Alana, Luis A., 2008, "The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?," IZA Discussion Papers, IZA Network @ LISER, number 3571, Jun.
- Carlos Barros & Guglielmo Maria Caporale & Luis Gil-Alana, 2009, "Basque Terrorism: Police Action, Political Measures And The Influence Of Violence On The Stock Market In The Basque Country," Defence and Peace Economics, Taylor & Francis Journals, volume 20, issue 4, pages 287-301, DOI: 10.1080/10242690701750676.
- Luis Gil-Alana & Carlos Pestana Barros, 2009, "A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break," International Economic Journal, Taylor & Francis Journals, volume 23, issue 2, pages 259-279, DOI: 10.1080/10168730902903417.
- 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, volume 15, issue 1, pages 208-230, January, DOI: 10.1111/j.1468-036X.2007.00421.x.
- Germán López & Joaquín Marhuenda & Belén Nieto, 2009, "The relationship between risk and expected returns with incomplete information," Investigaciones Economicas, Fundación SEPI, volume 33, issue 1, pages 69-96, January.
- Pedro Mendi, 2009, "Backward integration and collusion in a duopoly model with asymmetric costs," Journal of Economics, Springer, volume 96, issue 2, pages 95-112, March, DOI: 10.1007/s00712-008-0038-7.
- Orazio Attanasio & Luca Pellerano & Sandra Polanía Reyes, 2009, "Building Trust? Conditional Cash Transfer Programmes and Social Capital," Fiscal Studies, Institute for Fiscal Studies, volume 30, issue 2, pages 139-177, June.
2008
- Luis Gil-Alana & Juncal Cunado & Fernando Perez De Gracia, 2008, "Stochastic volatility in the Spanish stock market: a long memory model with a structural break," The European Journal of Finance, Taylor & Francis Journals, volume 14, issue 1, pages 23-31, DOI: 10.1080/13518470701773650.
- Luis A. Gil‐Alana & Natalia Luqui & Juncal Cunado, 2008, "Trade Balance and Exchange Rate: Unit Roots, Co‐integration and Long Memory in the US and the UK," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 37, issue 1, pages 59-74, February, DOI: 10.1111/j.1468-0300.2008.00192.x.
- Luis A. Gil-Alana & Juncal Cunado & Fernando Perez de Gracia, 2008, "Tourism in the Canary Islands: forecasting using several seasonal time series models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 7, pages 621-636, DOI: 10.1002/for.1077.
- Juncal Cuñado & Luis A. Gil-Alaña, 2007, "Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/07, Jan.
- Juncal Cunado & Luis Alberiko Gil-Alana & Fernando Perez de Gracia, 2008, "New Evidence on US Current Account Sustainability," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 7, issue 1, pages 1-21, April.
- J. Cunado & L.A. Gil-Alana & F. Perez de Gracia, 2008, "Persistence in International Monthly Arrivals in the Canary Islands," Tourism Economics, , volume 14, issue 1, pages 123-129, March, DOI: 10.5367/000000008783554811.
- Barros, Carlos Pestana & Garcia-del-Barrio, Pedro, 2008, "Efficiency measurement of the English football Premier League with a random frontier model," Economic Modelling, Elsevier, volume 25, issue 5, pages 994-1002, September.
- 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, , volume 9, issue 5, pages 451-469, October, DOI: 10.1177/1527002508316980.
- 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, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2007/01.
- Luis A. Gil‐Alana, 2008, "Fractional integration and structural breaks at unknown periods of time," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 1, pages 163-185, January, DOI: 10.1111/j.1467-9892.2007.00550.x.
- Luis A. Gil-Alana, 2006, "Fractional integration and structural breaks at unknown periods of time," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 16/06, Dec.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2008, "Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 11, pages 4998-5013, July.
- Luis A. Gil-Alana & Guglielmo M. Caporale, 2008, "Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/08, Nov.
- Gil-Alana, L.A., 2008, "Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand," Economic Modelling, Elsevier, volume 25, issue 2, pages 326-339, March.
- Gil-Alana, Luis A., 2008, "A simple non-linear model with fractional integration for financial time series data," International Review of Financial Analysis, Elsevier, volume 17, issue 5, pages 838-848, December.
- Barros, Carlos Pestana & Faria, Joao Ricardo & Gil-Alana, Luis A., 2008, "Terrorism against American citizens in Africa: Related to poverty," Journal of Policy Modeling, Elsevier, volume 30, issue 1, pages 55-69.
- Guglielmo Caporale & Luis Gil-Alana, 2008, "Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 35, issue 3, pages 241-253, July, DOI: 10.1007/s10663-008-9061-8.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006, "Testing For Unit And Fractional Orders Of Integration In The Trend And Seasonal Components Of Us Monetary Aggregates," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-13, Apr.
- Luis Gil-Alana & Rolando Peláez, 2008, "The persistence of earnings per share," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 4, pages 425-439, November, DOI: 10.1007/s11156-007-0077-0.
- Luis A. Gil-Alana & Rolando Pelaez, 2008, "The Persistence of Earnings per Share," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/08, Nov.
- J. Cunado & L.A. Gil-Alana & F. P Erez de Gracia, 2008, "Fractional Integration and Structural Breaks: Evidence from International Monthly Arrivals in the USA," Tourism Economics, , volume 14, issue 1, pages 13-23, March, DOI: 10.5367/000000008783554884.
- Luis Gil-Alana, 2008, "Real GDP growth rates across countries: long memory and mean shifts," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 6, pages 449-455, DOI: 10.1080/13504850500401460.
- 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, volume 18, issue 4, pages 369-388, October.
- 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, School of Economics and Business Administration, University of Navarra, number 13/07, Dec.
- 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, volume 18, issue 4, pages 405-426, October.
- Gómez-Biscarri, Javier & López-Espinosa, Germán, 2008, "Accounting measures and international pricing models: Justifying accounting homogeneity," Journal of Accounting and Public Policy, Elsevier, volume 27, issue 4, pages 339-354.
- 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, volume 10, issue 1, pages 55-76, February, DOI: 10.1111/j.1467-9779.2008.00351.x.
- Francesc Pujol, 2006, "Ranking Journals Following a Matching Model Approach. An Application to Public Economics Journals," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/06, Sep.
2007
- Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2007, "Real convergence in some emerging countries: a fractionally integrated approach," Recherches économiques de Louvain, De Boeck Université, volume 73, issue 3, pages 293-310.
- J. Cunado & L.A. Gil-Alana & F. Perez De Gracia, 2007, "Real convergence in some emerging countries : a fractionally integrated approach," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2007034, Sep.
- J. Cunado & L. A. Gil-Alana & F. Perez de Gracia, 2007, "Testing for stock market bubbles using nonlinear models and fractional integration," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 16, pages 1313-1321, DOI: 10.1080/09603100600970081.
- 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., volume 28, issue 1, pages 57-70, DOI: 10.1002/mde.1313.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2007, "Nonlinearities and Fractional Integration in the US Unemployment Rate," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 69, issue 4, pages 521-544, August, DOI: 10.1111/j.1468-0084.2007.00449.x.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Non-Linearities and Fractional Integration in the US Unemployment Rate," Discussion Paper Series, Hamburg Institute of International Economics, number 26232, DOI: 10.22004/ag.econ.26232.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-17, Oct.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-17, Sep.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-17, Oct.
- Luis A. Gil-Alana & Guglielmo M. Caporale, 2006, "Nonlinearities and fractional integration in the US unemployment rate," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 18/06, Dec.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Non-linearities and fractional integration in the US unemployment rate," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 259.
- Luis Gil-Alana, 2007, "Seasonal fractional integration with structural break. An application to the German GNP data," Economics Bulletin, AccessEcon, volume 3, issue 32, pages 1-6.
- DePenya, Francisco J. & Gil-Alana, Luis A., 2007, "Serial correlation in the Spanish Stock Market," Global Finance Journal, Elsevier, volume 18, issue 1, pages 84-103.
- Luis A. Gil-Alana, 2007, "A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 6, issue 2, pages 135-146, August.
- L. Gil-Alana, 2007, "Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 34, issue 2, pages 139-154, April, DOI: 10.1007/s10663-006-9027-7.
- Luis A. Gil-Alana, 2006, "Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 17/06, Dec.
- Guglielmo Caporale & Luis Gil-Alana, 2007, "Testing for deterministic and stochastic cycles in macroeconomic time series," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 34, issue 2, pages 155-169, April, DOI: 10.1007/s10663-007-9033-4.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-11, Jun.
- Carlos Pestana Barros & Isabel Proenca & Joao Ricardo Faria & Luis Gil-Alana, 2007, "Are Usa Citizens At Risk Of Terrorism In Europe?," Defence and Peace Economics, Taylor & Francis Journals, volume 18, issue 6, pages 495-507, DOI: 10.1080/10242690701197605.
- L. A. Gil‐Alana & M. Nazarski, 2007, "Strong dependence in the nominal exchange rates of the Polish zloty," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 23, issue 2, pages 97-116, March, DOI: 10.1002/asmb.640.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2007, "The stochastic unit root model and fractional integration: An extension to the seasonal case," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 23, issue 5, pages 439-453, September, DOI: 10.1002/asmb.683.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-15, Oct.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-15, Oct.
- Mendi, Pedro, 2007, "Trade in disembodied technology and total factor productivity in OECD countries," Research Policy, Elsevier, volume 36, issue 1, pages 121-133, February.
- Pedro Mendi, 2007, "Contractual implications of international trade in tacit knowledge," Applied Economics, Taylor & Francis Journals, volume 39, issue 9, pages 1173-1183, DOI: 10.1080/00036840600592817.
- Pedro Mendi, 2004, "Contractual Implications of International Trade in Tacit Knowledge," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/04, May.
- Pedro Mendi & Róbert Veszteg, 2007, "Profitable mergers with endogenous tariffs," Economics Bulletin, AccessEcon, volume 12, issue 23, pages 1-8.
2006
- 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, volume 58, issue 2, pages 153-167.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2006, "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 142, issue 1, pages 67-91, April, DOI: 10.1007/s10290-006-0057-9.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2003, "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/03, Jan.
- 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, volume 7, issue 3, pages 261-278, September.
- Juncal Cunado & Fernando Perez de Gracia, 2006, "Real convergence in some Central and Eastern European countries," Applied Economics, Taylor & Francis Journals, volume 38, issue 20, pages 2433-2441, DOI: 10.1080/00036840500427718.
- 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.
- Bertrand Candelon & Luis A. Gil‐Alana, 2006, "Mean Reversion of Short‐run Interest Rates in Emerging Countries," Review of International Economics, Wiley Blackwell, volume 14, issue 1, pages 119-135, February, DOI: 10.1111/j.1467-9396.2006.00565.x.
- Gil-Alana, L.A., 2006, "Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate," Journal of the Japanese and International Economies, Elsevier, volume 20, issue 1, pages 87-98, March.
- Barros, Carlos Pestana & Passos, Jose & Gil-Alana, Luis A., 2006, "The timing of ETA terrorist attacks," Journal of Policy Modeling, Elsevier, volume 28, issue 3, pages 335-346, April.
- Gil-Alana, L.A., 2006, "Fractional integration in daily stock market indexes," Review of Financial Economics, Elsevier, volume 15, issue 1, pages 28-48.
- L.A. Gil‐Alana, 2006, "Fractional integration in daily stock market indexes," Review of Financial Economics, John Wiley & Sons, volume 15, issue 1, pages 28-48, DOI: 10.1016/j.rfe.2005.02.003.
- F. DePenya & L. Gil-Alana, 2006, "Testing of nonstationary cycles in financial time series data," Review of Quantitative Finance and Accounting, Springer, volume 27, issue 1, pages 47-65, August, DOI: 10.1007/s11156-006-8542-8.
- Javier De Peña & Luis A. Gil-Alana, 2003, "Testing of Nonstationary Cycles in Financial Time Series Data," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 15/03, Dec.
- Luis A. Gil-Alana, 2006, "UK Unemployment Dynamics: a Fractionally Cointegrated Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 1, pages 33-50.
- Guglielmo Caporale & Luis Gil-Alana, 2006, "Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994," Empirical Economics, Springer, volume 31, issue 1, pages 83-93, March, DOI: 10.1007/s00181-005-0017-6.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-21, Oct.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-21, Oct.
- Luis Alberiko Gil-Alana & Guglielmo M.Caporale, 2005, "Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 18/05, Nov.
- Guglielmo Maria Caporale & Luis Gil-Alana, 2006, "Long memory at the long-run and the seasonal monthly frequencies in the US money stock," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 15, pages 965-968, DOI: 10.1080/13504850500425899.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-16, Sep.
- Carlos Pestana Barros & Luis Gil-Alana, 2006, "Eta: A Persistent Phenomenon," Defence and Peace Economics, Taylor & Francis Journals, volume 17, issue 2, pages 95-116, DOI: 10.1080/10242690500464214.
- L. A. Gil‐Alana, 2006, "Measuring length of business cycles across countries using a new non‐stationary unit‐root cyclical approach," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 22, issue 4, pages 385-395, July, DOI: 10.1002/asmb.633.
- Cho, Seonghoon & Moreno, Antonio, 2006, "A Small-Sample Study of the New-Keynesian Macro Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 6, pages 1461-1481, September, DOI: 10.1353/mcb.2006.0078.
- Seonghoon Cho & Antonio Moreno, 2005, "A Small-Sample Study of the New-Keynesian Macro Model," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/05, Feb.
- Moreno Antonio & Rey Luis, 2006, "Inflation Targeting in Western Europe," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 2, pages 1-32, August, DOI: 10.2202/1534-5998.1455.
- Antonio Moreno Ibáñez & Luis Rey, 2005, "Inflation Targeting in Western Europe," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 14/05, Oct.
- Galera, Francisco & Zaratiegui, Jesus M., 2006, "Welfare and output in third-degree price discrimination: A note," International Journal of Industrial Organization, Elsevier, volume 24, issue 3, pages 605-611, May.
- Francisco Galera & Jesús M. Zaratiegui, 2003, "Welfare and Output in Third-Degree Price Discrimination: a Note," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/03, May.
2005
- Cunado, J. & Gil-Alana, L.A. & de Gracia, F. Perez, 2005, "A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach," Journal of Banking & Finance, Elsevier, volume 29, issue 10, pages 2633-2654, October.
- Cunado, Juncal & Gracia, Fernando Perez de, 2005, "Current account and productivity: evidence for some European countries," Journal of Policy Modeling, Elsevier, volume 27, issue 1, pages 75-89, February.
- 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, volume 45, issue 1, pages 65-83, February.
- Juncal Cunado & Fernando Pérez de Gracia, 2004, "Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/04, Apr.
- 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, volume 28, issue 10, pages 1375-1400, October, DOI: 10.1111/j.1467-9701.2005.00740.x.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2005, "Fractional Cointegration And Aggregate Money Demand Functions," Manchester School, University of Manchester, volume 73, issue 6, pages 737-753, December, DOI: 10.1111/j.1467-9957.2005.00475.x.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Fractional Cointegration And Aggregate Money Demand Functions," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-01, Jan.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Fractional Cointegration And Aggregate Money Demand Functions," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-01, Jan.
- Gil-Alana, L.A., 2005, "A re-examination of historical real daily wages in England: 1260-1994," Journal of Policy Modeling, Elsevier, volume 27, issue 7, pages 829-838, October.
- L.A. Gil-Alana, 2005, "Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 99-126.
- Luis A. Gil-Alana, 2005, "Testing and forecasting the degree of integration in the US inflation rate," Journal of Forecasting, John Wiley & Sons, Ltd., volume 24, issue 3, pages 173-187, DOI: 10.1002/for.951.
- Luis Gil-Alana, 2005, "Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 3, pages 257-266, August, DOI: 10.1007/s11294-005-6624-3.
- Luis A. Gil-Alana, 2005, "Fractional Integration and Cointegration in the Japanese Exchange Rate Market," The Japanese Political Economy, Taylor & Francis Journals, volume 32, issue 4, pages 12-35, DOI: 10.1080/2329194X.2005.11045205.
- J. Cunado & L.A. Gil-Alana & F. Péarez de Gracia, 2005, "The Nature of Seasonality in Spanish Tourism Time Series," Tourism Economics, , volume 11, issue 4, pages 483-499, December, DOI: 10.5367/000000005775108764.
- Luis A. Gil-Alanaa, 2005, "Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate," Empirical Economics, Springer, volume 30, issue 1, pages 193-207, January, DOI: 10.1007/s00181-004-0228-2.
- Gil-Alaña, Luis A., 2001, "Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,67.
- Luis Gil-Alana & Pedro Mendi, 2005, "Fractional integration in total factor productivity: evidence from US data," Applied Economics, Taylor & Francis Journals, volume 37, issue 12, pages 1369-1383, DOI: 10.1080/00036840500118721.
- L. A. Gil‐Alana, 2005, "Modelling U.S. monthly inflation in terms of a jointly seasonal and non‐seasonal long memory process," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 21, issue 1, pages 83-94, January, DOI: 10.1002/asmb.552.
- L. A. Gil-Alana, 2005, "Measuring The Memory Parameter On Several Transformations Of Asset Returns," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 06, pages 675-691, DOI: 10.1142/S0219024905003207.
- L. A. Gil-Alana, 2005, "Testing Of Real Convergence In Germany In The Presence Of Structural Breaks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 50, issue 01, pages 93-101, DOI: 10.1142/S0217590805001846.
- L. A. Gil-Alana, 2005, "Fractional Integration At Zero And The Cyclical Frequencies In The Specification Of Us Prices," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 50, issue 02, pages 169-173, DOI: 10.1142/S0217590805001950.
- Pedro Mendi, 2005, "The Structure of Payments in Technology Transfer Contracts: Evidence from Spain," Journal of Economics & Management Strategy, Wiley Blackwell, volume 14, issue 2, pages 403-429, June, DOI: 10.1111/j.1530-9134.2005.00046.x.
- Pedro Mendi, 2003, "The Structure of Payments in Technology Transfer Contracts: Evidence from Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/03, Jan.
- Polanía Reyes Sandra Viviana, 2005, "Capital social e ingreso de los hogares del sector urbano en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
2004
- Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004, "Real convergence in Taiwan: a fractionally integrated approach," Journal of Asian Economics, Elsevier, volume 15, issue 3, pages 529-547, June.
- Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004, "Is the US fiscal deficit sustainable?: A fractionally integrated approach," Journal of Economics and Business, Elsevier, volume 56, issue 6, pages 501-526.
- 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, volume 28, issue 7, pages 1745-1773, July.
- Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003, "Structural Changes in Volatility and Stock Market Development: Evidence for Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/03, Apr.
- Guglielmo M. Caporale & Luis A. Gil‐Alana, 2004, "Testing for Seasonal Fractional Roots in German Real Output," German Economic Review, Verein für Socialpolitik, volume 5, issue 3, pages 319-333, August, DOI: 10.1111/j.1465-6485.2004.00111.x.
- Caporale Guglielmo M. & Gil-Alana Luis A., 2004, "Testing for Seasonal Fractional Roots in German Real Output," German Economic Review, De Gruyter, volume 5, issue 3, pages 319-333, August, DOI: 10.1111/j.1465-6485.2004.00111.x.
- Luis A. Gil‐Alana, 2004, "A joint test of fractional integration and structural breaks at a known period of time," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 5, pages 691-700, September, DOI: 10.1111/j.1467-9892.2004.01882.x.
- Luis Alberiko Gil-Alana, 2004, "A fractionally integrated model for the Spanish real GDP," Economics Bulletin, AccessEcon, volume 3, issue 8, pages 1-6.
- Luis A. Gil-Alana, 2004, "Fractional cointegration in the consumption and income relationship using semiparametric techniques," Economics Bulletin, AccessEcon, volume 3, issue 47, pages 1-8.
- Luis A. Gil-Alana, 2004, "Testing of I(d) processes in the real output," Economics Bulletin, AccessEcon, volume 3, issue 32, pages 1-6.
- Gil-Alana, Luis A., 2004, "Long memory in the U.S. interest rate," International Review of Financial Analysis, Elsevier, volume 13, issue 3, pages 265-276.
- Candelon, B. & Gil-Alana, L. A., 2004, "Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries," Journal of Policy Modeling, Elsevier, volume 26, issue 3, pages 301-313, April.
- Gil-Alana, Luis A., 2004, "Modelling the U.S. interest rate in terms of I(d) statistical models," The Quarterly Review of Economics and Finance, Elsevier, volume 44, issue 4, pages 475-486, September.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, volume 13, issue 3, pages 245-258.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2004, "Fractional cointegration and tests of present value models," Review of Financial Economics, John Wiley & Sons, volume 13, issue 3, pages 245-258, DOI: 10.1016/j.rfe.2003.09.009.
- Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,15.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Fractional cointegration and real exchange rates," Review of Financial Economics, Elsevier, volume 13, issue 4, pages 327-340.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2004, "Fractional cointegration and real exchange rates," Review of Financial Economics, John Wiley & Sons, volume 13, issue 4, pages 327-340, DOI: 10.1016/j.rfe.2003.12.001.
- Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and real exchange rates," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,69.
- Luis A. Gil-Alana, 2004, "Estimation of the order of integration in the UK and the us interest rates using fractionally integrated semiparametric techniques," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 29-40.
- Luis A. Gil-Alana, 2004, "Modelling the Japanese Exchange Rate in Terms of I(d) Statistical Models with Parametric and Semiparametric Techniques," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 3, issue 2, pages 123-138, August.
- Luis A. Gil-Alana, 2004, "Structural Change and the Order of Integration in Univariate Time Series," Computational Economics, Springer;Society for Computational Economics, volume 23, issue 3, pages 239-254, April.
- Luis Alberiko Gil-Alana, 2005, "Structural Change and the Order of Integration in Univariate Time Series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 20/05, Nov.
- Luis A. Gil-Alana, 2004, "The Stochastic Permanent Break Model and the Fractional Integration Hypothesis," Computational Economics, Springer;Society for Computational Economics, volume 23, issue 4, pages 315-324, June.
- Luis Gil-alana, 2004, "Testing of Unit Root Cycles in the Swedish Economy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 31, issue 4, pages 333-344, December, DOI: 10.1007/s10663-004-0521-5.
- Luis Gil-Alana, 2004, "The permanent income hypothesis: A new framework based on fractional integration and cointegration," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 10, issue 3, pages 165-179, October, DOI: 10.1007/BF02296212.
- J. Cunado & L.A. Gil-Alana & F. Pérez de Gracia, 2004, "Modelling Monthly Spanish Tourism: A Seasonal Fractionally Integrated Approach," Tourism Economics, , volume 10, issue 1, pages 79-94, March, DOI: 10.5367/000000004773166538.
- Bertrand Candelon & Luis A. Gil-Alana, 2004, "Fractional integration and business cycle features," Empirical Economics, Springer, volume 29, issue 2, pages 343-359, May, DOI: 10.1007/s00181-003-0171-7.
- Luis A. Gil-Alana & Bertrand Candelon, 2004, "Fractional Integration and Business Cycles Features," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/04, Apr.
- Candelon, Bertrand & Gil-Alaña, Luis A., 2001, "Fractional integration and business cycle features," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,46.
- Luis Gil-Alana, 2004, "The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 7, pages 429-432, DOI: 10.1080/1350485042000248969.
- Guglielmo Maria Caporale & Luis Gil-Alana, 2004, "Long range dependence in daily stock returns," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 6, pages 375-383, DOI: 10.1080/09603100410001673603.
- Luis Gil-Alana, 2004, "Semiparametric estimation of the fractional differencing parameter in the UK industrial production index," Applied Economics, Taylor & Francis Journals, volume 36, issue 11, pages 1205-1217, DOI: 10.1080/0003684042000247389.
- Luis Gil-Alana, 2004, "Seasonal fractional components in macroeconomic time series," Applied Economics, Taylor & Francis Journals, volume 36, issue 12, pages 1265-1279, DOI: 10.1080/0003684042000260456.
- Luis Gil-Alana, 2004, "Forecasting the real output using fractionally integrated techniques," Applied Economics, Taylor & Francis Journals, volume 36, issue 14, pages 1583-1589, DOI: 10.1080/0003684042000269475.
- Gil-Alaña, Luis A., 2001, "Forecasting the real output using fractionally integrated techniques," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,27.
- Luis Gil-Alana, 2004, "Modelling the US real GNP with fractionally integrated techniques," Applied Economics, Taylor & Francis Journals, volume 36, issue 8, pages 873-879, DOI: 10.1080/0003684042000229587.
- Javier Biscarri & Fernando Gracia, 2004, "Stock market cycles and stock market development in Spain," Spanish Economic Review, Springer;Spanish Economic Association, volume 6, issue 2, pages 127-151, July, DOI: 10.1007/s10108-003-0078-7.
- Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002, "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/02, Jun.
2003
- Alfaro, Jose A. & Tribo, Josep A., 2003, "Operations manager turnover and inventory fluctuations," International Journal of Production Economics, Elsevier, volume 81, issue 1, pages 51-58, January.
- J. Cunado & L. A. Gil-Alana & F. PErez de Gracia, 2003, "Empirical evidence on real convergence in some OECD countries," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 3, pages 173-176, DOI: 10.1080/1350485022000044066.
- Cunado, Juncal & Perez de Gracia, Fernando, 2003, "Do oil price shocks matter? Evidence for some European countries," Energy Economics, Elsevier, volume 25, issue 2, pages 137-154, March.
- Juncal Cuñado & Fernando Pérez de Gracia, 2001, "Do oil price shocks matter? Evidence for some European countries," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 01-02, Feb.
- Juncal Cuñado & Fernando Pérez de Gracia, undated, "Do Oil Price Shocks Matter? Evidence For Some Europesan Countries," Working Papers on International Economics and Finance, FEDEA, number 01-02.
- Luis A. Gil‐Alana & S. G. Brian Henry, 2003, "Fractional Integration and the Dynamics of UK Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 2, pages 221-239, May, DOI: 10.1111/1468-0084.t01-1-00047.
- Luis A. Gil-Alana & S.G. Brian Henry, 2003, "Fractional Integration and the Dynamics of UK Unemployment," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/03, May.
- Gil-Alaña, Luis A. & Henry, Brian, 2000, "Fractional integration and the dynamics of UK unemployment," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,14.
- Luis A. Gil‐Alana, 2003, "Testing of Fractional Cointegration in Macroeconomic Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 4, pages 517-529, September, DOI: 10.1111/1468-0084.t01-1-00048.
- Luis A. Gil-Alana, 2003, "Testing of Fractional Cointegration in Macroeconomic Time Series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/03, May.
- Gil-Alaña, Luis A., 2000, "Testing of fractional cointegration in macroeconomic time series," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,105.
- Gil-Alana Luis A, 2003, "Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries," The B.E. Journal of Macroeconomics, De Gruyter, volume 3, issue 1, pages 1-15, September, DOI: 10.2202/1534-5998.1139.
- Gil-Alana, Luis A., 2003, "Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 3, issue 1.
- Gil-Alana, L. A., 2003, "A fractional multivariate long memory model for the US and the Canadian real output," Economics Letters, Elsevier, volume 81, issue 3, pages 355-359, December.
- Luis Gil-Alana, 2003, "Stochastic behavior of nominal exchange rates," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 31, issue 2, pages 159-173, June, DOI: 10.1007/BF02319868.
- L.A. Gil-Alana, 2003, "Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses," Computational Economics, Springer;Society for Computational Economics, volume 22, issue 1, pages 23-38, August, DOI: 10.1023/A:1024553430101.
- Luis Gil-Alana, 2003, "Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series," Computational Economics, Springer;Society for Computational Economics, volume 22, issue 1, pages 65-74, August, DOI: 10.1023/A:1024561209304.
- Luis Gil-Alana, 2003, "Long memory in the interest rates in some Asian countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 9, issue 4, pages 257-267, November, DOI: 10.1007/BF02296174.
- Gil-Alana, L. A., 2003, "A Generalized Fractional Time Series Model: Testing the Order of Integration of Trend Seasonal and Cyclical components," Review on Economic Cycles, International Association of Economic Cycles, volume 7, issue 1, December.
- Luis A. Gil-Alana, 2003, "The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 56, issue 3, pages 323-335.
- Gil-Alana, Luis A., 2003, "A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 23, issue 2, November.
- Luis A. Gil-Alana, 2003, "Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks," Empirical Economics, Springer, volume 28, issue 1, pages 101-113, January, DOI: 10.1007/s001810100121.
- Gil-Alaña, Luis A., 2000, "Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,13.
- Guglielmo Caporale & Luis Gil-Alana, 2003, "Long memory and structural breaks in hyperinflation countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 27, issue 2, pages 136-152, June, DOI: 10.1007/BF02827215.
- Luis Gil-Alana, 2003, "Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 1, pages 33-37, DOI: 10.1080/13504850210139396.
- L. A. Gil-Alana, 2003, "Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 2, pages 103-105, DOI: 10.1080/1350485022000038540.
- Luis Gil-Alana, 2003, "Unemployment and real oil prices in Australia: a fractionally cointegrated approach," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 4, pages 201-204, DOI: 10.1080/1350485022000041087.
- Luis Gil-Alana, 2003, "Strong dependence in the real interest rates," Applied Economics, Taylor & Francis Journals, volume 35, issue 2, pages 119-124, DOI: 10.1080/00036840210161855.
- L. A. Gil-Alana, 2003, "A fractional integration analysis of the population in some OECD countries," Journal of Applied Statistics, Taylor & Francis Journals, volume 30, issue 10, pages 1147-1159, DOI: 10.1080/0266476032000107169.
- Luis Gil-Alana, 2003, "Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques," Journal of Applied Statistics, Taylor & Francis Journals, volume 30, issue 9, pages 1021-1031, DOI: 10.1080/0266476032000076146.
- Luis A. Gil-Alana, 2003, "Long Memory In Financial Time Series Data With Non-Gaussian Disturbances," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 02, pages 119-134, DOI: 10.1142/S0219024903001827.
- Edwards, Sebastian & Biscarri, Javier Gomez & Perez de Gracia, Fernando, 2003, "Stock market cycles, financial liberalization and volatility," Journal of International Money and Finance, Elsevier, volume 22, issue 7, pages 925-955, December.
- Sebastian Edwards & Javier Gomez Biscarri & Fernando Perez de Gracia, 2003, "Stock Market Cycles, Financial Liberalization and Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 9817, Jul.
- Sebastian Edwards & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003, "Stock Market Cycles, Financial Liberalization and Volatility," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/03, May.
- Juncal Cunnado & Fernando PErez De Gracia, 2003, "Sacrifice Ratios: Some lessons from EMU countries, 1960-2001," International Review of Applied Economics, Taylor & Francis Journals, volume 17, issue 3, pages 327-337, DOI: 10.1080/0269217032000090513.
- Pujol, Francesc & Weber, Luc, 2003, "Are Preferences for Fiscal Discipline Endogenous," Public Choice, Springer, volume 114, issue 3-4, pages 421-444, March.
2002
- Gil-Alana, Luis A, 2002, "Testing the order of integration of the UK Unemployment," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 2, issue 1.
- Gil-Alana, Luis A., 2002, "Seasonal long memory in the aggregate output," Economics Letters, Elsevier, volume 74, issue 3, pages 333-337, February.
- Gil-Alana, Luis A., 2002, "Structural breaks and fractional integration in the US output and unemployment rate," Economics Letters, Elsevier, volume 77, issue 1, pages 79-84, September.
- Gil-Alana, Luis A., 2002, "A mean shift break in the US interest rate," Economics Letters, Elsevier, volume 77, issue 3, pages 357-363, November.
- Gil-Alana, Luis A., 2002, "Empirical evidence of the spot and the forward exchange rates in Canada," Economics Letters, Elsevier, volume 77, issue 3, pages 405-409, November.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2002, "Fractional integration and mean reversion in stock prices," The Quarterly Review of Economics and Finance, Elsevier, volume 42, issue 3, pages 599-609.
- Gil-Alana, L A & Toro, J, 2002, "Estimation and Testing of ARFIMA Models in the Real Exchange Rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 7, issue 4, pages 279-292, October.
- Gil-Alana, Luis A, 2002, "Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment," Computational Economics, Springer;Society for Computational Economics, volume 19, issue 3, pages 323-339, June.
- Luis Gil-Alana, 2002, "Unit and fractional roots with deterministic trends in the UK output," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 8, issue 4, pages 348-356, November, DOI: 10.1007/BF02295509.
- Luis Gil-Alana, 2002, "Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 12, pages 787-790, DOI: 10.1080/13504850210165883.
- Guglielmo Maria Caporale & Luis Gil-Alana, 2002, "Unemployment and input prices: a fractional cointegration approach," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 6, pages 347-351, DOI: 10.1080/13504850110086044.
- Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Unemployment and input prices: A fractional cointegration approach," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,56.
- Luis Gil-Alana, 2002, "Confidence intervals for fractionally integrated hypotheses in the real output across Europe," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 6, pages 407-409, DOI: 10.1080/13504850110086783.
- Luis Gil-Alana, 2002, "Modelling the Persistence of Unemployment in Canada," International Review of Applied Economics, Taylor & Francis Journals, volume 16, issue 4, pages 465-477, DOI: 10.1080/02692170210161183.
- Javier Depenya & L. A. Gil-Alana, 2002, "Mean Reversion In The Spanish Stock Market Prices Using Fractionally Integrated Semiparametric Techniques," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 06, pages 645-657, DOI: 10.1142/S021902490200164X.
- Luis A. Gil-Alana, 2002, "Fractional Integration In The Stock Market Volatility Series," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 08, pages 775-783, DOI: 10.1142/S0219024902001663.
2001
- 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.
- L. A. Gil‐Alana, 2001, "Testing Stochastic Cycles in Macroeconomic Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 22, issue 4, pages 411-430, July, DOI: 10.1111/1467-9892.00233.
- Gil-Alaña, Luis A., 2000, "Testing stochastic cycles in macroeconomic time series," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,70.
- Gil-Alana, Luis A., 2001, "A fractionally integrated model with a mean shift for the US and the UK real oil prices," Economic Modelling, Elsevier, volume 18, issue 4, pages 643-658, December.
- Gil-Alaña, Luis A., 2000, "A fractionally integrated model with a mean shift for the US and the UK real oil prices," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,68.
- L. A. Gil-Alana & P. M. Robinson, 2001, "Testing of seasonal fractional integration in UK and Japanese consumption and income," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 2, pages 95-114.
- L A Gil-Alaña & Peter M Robinson, 2000, "Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 402, Nov.
- Gil-Alana, L A & Robinson, Peter M., 2000, "Testing of seasonal fractional integration in UK and Japanese consumption and income," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2051, Nov.
- Gil-Alaña, L. A. & Robinson, Peter M., 2001, "Testing of seasonal fractional integration in UK and Japanese consumption and income," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 298, Mar.
- Gil-Alana, L. & Robinson, P.M., 1998, "Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income," Economics Working Papers, European University Institute, number eco98/20.
- Gil-Alana, Luis A, 2001, "A Fractionally Integrated Exponential Model for UK Unemployment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 5, pages 329-340, August.
- Gil-Alaña, Luis A., 2000, "A fractionally integrated exponential model for UK unemployment," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,67.
- Luis Gil-Alana, 2001, "Measuring unemployment persistence in terms of I(d) statistical models," Applied Economics Letters, Taylor & Francis Journals, volume 8, issue 12, pages 761-763, DOI: 10.1080/13504850110044220.
- Luis Gil-Alana, 2001, "Seasonal long memory in the US monthly monetary aggregate," Applied Economics Letters, Taylor & Francis Journals, volume 8, issue 9, pages 573-575, DOI: 10.1080/13504850010026078.
- Luis Gil-Alana, 2001, "The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models," Applied Economics, Taylor & Francis Journals, volume 33, issue 10, pages 1263-1269, DOI: 10.1080/00036840010007137.
2000
- Juncal Cuñado & Blanca Sanchez-Robles, 2000, "Sectoral structure and real convergence among Spanish regions," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 6, issue 2, pages 259-270, May, DOI: 10.1007/BF02296107.
- Gil-Alana, Luis A., 2000, "Mean reversion in the real exchange rates," Economics Letters, Elsevier, volume 69, issue 3, pages 285-288, December.
1999
- Gil-Alana, Luis A., 1999, "Testing fractional integration with monthly data," Economic Modelling, Elsevier, volume 16, issue 4, pages 613-629, December.
1997
- Gil-Alana, L. A. & Robinson, P. M., 1997, "Testing of unit root and other nonstationary hypotheses in macroeconomic time series," Journal of Econometrics, Elsevier, volume 80, issue 2, pages 241-268, October.
- JesUs Zaratiegui, 1997, "Twin Brothers in Marshallian Thought: Knowledge and organization," Review of Political Economy, Taylor & Francis Journals, volume 9, issue 3, pages 295-312, DOI: 10.1080/751245297.
Undated
- Christian Bjornskov & Martin Rode, undated, "Late Colonial Antecedents of Modern Democracy," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2020:i::id:105.
Books
2010
- Gandelman, Néstor & Gandelman, Eduardo & Castillo, Marco & Cárdenas, Juan Camilo & Bravo, David & Sethi, Rajiv & Sanhueza, Claudia & Soruco, Ximena & Ñopo, Hugo R. & Rossi, Máximo & Elías, Víctor & El, 2010, "Discrimination in Latin America: An Economic Perspective," IDB Publications (Books), Inter-American Development Bank, number 363, ISBN: ARRAY(0xa9fc2c90), DOI: http://dx.doi.org/10.18235/0014120.
2008
- Berkman, Heather & Pagés, Carmen & Gandelman, Néstor & Gandelman, Eduardo & Calónico, Sebastián & Azevedo, Viviane & Payne, J. Mark & Cárdenas, Juan Camilo & Duryea, Suzanne & Chaparro, Juan Camilo & , 2008, "Outsiders?: The Changing Patterns of Exclusion in Latin America and the Caribbean. Economic and Social Progress in Latin America. 2008 Report," IDB Publications (Books), Inter-American Development Bank, number 405, DOI: http://dx.doi.org/10.18235/0012517.
Undated
- Lili Yan Ing & Santiago Fernandez de Cordoba & Olivier Cadot (ed.), undated, "Non-Tariff Measures in ASEAN," Books, Economic Research Institute for ASEAN and East Asia (ERIA), number 2015-rpr-01, June.
Chapters
2024
- Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Richard Adjei Dwumfour & Luis Alberiko Gil-Alana, 2024, "Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Method," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
2022
- Javier Pinto-Garay & Germán Scalzo & Ignacio Ferrero, 2022, "Three Rival Versions of Work and Technology: Smith, Marx, and MacIntyre in Discussion," Springer Books, Springer, chapter 0, in: Guglielmo Faldetta & Edoardo Mollona & Massimiliano Matteo Pellegrini, "Philosophy and Business Ethics", DOI: 10.1007/978-3-030-97106-9_11.
2021
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021, "Cycles and Long-Range Behaviour in the European Stock Markets," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Gilles Dufrénot & Takashi Matsuki, "Recent Econometric Techniques for Macroeconomic and Financial Data", DOI: 10.1007/978-3-030-54252-8_11.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "Cycles and Long-Range Behaviour in the European Stock Market," CESifo Working Paper Series, CESifo, number 7943.
2020
- Luis Alberiko Gil-Alana & Hector Carcel, 2020, "ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
2016
- Hector Carcel & Luis A. Gil-Alana & Godfrey Madigu, 2016, "Currency Union in the East African Community: A Fractional Integration Approach," Advances in African Economic, Social and Political Development, Springer, in: Almas Heshmati, "Economic Integration, Currency Union, and Sustainable and Inclusive Growth in East Africa", DOI: 10.1007/978-3-319-30432-8_3.
2012
- Esteban Fernández-Vazquez & Rafael Garduño-Rivera, 2012, "Ecological Inference with Entropy Econometrics: Using the Mexican Census as a Benchmark," Advances in Spatial Science, Springer, chapter 0, in: Esteban Fernández Vázquez & Fernando Rubiera Morollón, "Defining the Spatial Scale in Modern Regional Analysis", DOI: 10.1007/978-3-642-31994-5_5.
- Esteban Fernandez-Vazquez & Rafael Garduño, 2011, "Ecological Inference with Entropy Econometrics: using the Mexican Census as a benchmark," ERSA conference papers, European Regional Science Association, number ersa11p794, Sep.
2011
- Carlos P. Barros & Luis A. Gil-Alana, 2011, "Terrorism: The Case of ETA," Chapters, Edward Elgar Publishing, chapter 16, in: Derek L. Braddon & Keith Hartley, "Handbook on the Economics of Conflict".
2010
- Juncal Cuñado & Fernando Pérez de Gracia, 2010, "Education and happiness in Spain," Investigaciones de Economía de la Educación volume 5, Asociación de Economía de la Educación, chapter 10, in: María Jesús Mancebón-Torrubia & Domingo P. Ximénez-de-Embún & José María Gómez-Sancho & Gregorio Gim, "Investigaciones de Economía de la Educación 5".
2009
- Christine Choirat & Raffaello Seri, 2009, "On Embedding Gretl in a Python Module," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, chapter 14, in: Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban, "Econometrics with gretl. Proceedings of the gretl Conference 2009".
- Luis A. Gil-Alana & Javier Hualde, 2009, "Fractional Integration and Cointegration: An Overview and an Empirical Application," Palgrave Macmillan Books, Palgrave Macmillan, chapter 10, in: Terence C. Mills & Kerry Patterson, "Palgrave Handbook of Econometrics", DOI: 10.1057/9780230244405_10.
- Francesc Pujol, 2009, "Measuring US Presidents’ Political Commitment for Fiscal Discipline Between 1920 and 2008," Studies in Public Choice, Springer, chapter 0, in: Louis M. Imbeau, "Do They Walk Like They Talk?", DOI: 10.1007/978-0-387-89672-4_6.
- Francesc Pujol, 2009, "Measuring US Presidents Political Commitment for Fiscal Discipline between 1920 and 2008," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/09, Jan.
2007
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2007, "Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004, "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-20, Oct.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004, "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-20, Oct.
Undated
- Santiago Fernandez de Cordoba & Maxim Gubarev & Michelle Ayu Chinta Kristy & Chi Le Ngo, undated, "Collecting and Classifying Non-tariff Measures in ASEAN," Chapters, Economic Research Institute for ASEAN and East Asia (ERIA), chapter 1, in: Lili Yan Ing & Santiago Fernandez de Cordoba & Olivier Cadot, "Non-Tariff Measures in ASEAN".
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