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Luis Alberiko Gil-Alana

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Personal Details

First Name:Luis
Middle Name:Alberiko
Last Name:Gil-Alana
Suffix:
RePEc Short-ID:pgi173
Universidad de Navarra Faculty of Economics and Business Administration Edificio Biblioteca, Entrada Este E-31080 Pamplona SPAIN
00 34 948 425 426
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  1. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Long Memory and Data Frequency in Financial Markets," CESifo Working Paper Series 6396, CESifo Group Munich.
  2. Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017. "Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016," Working Papers 201753, University of Pretoria, Department of Economics.
  3. Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2017. "Long memory in Turkish Unemployment Rates," Working Papers 2017/5, Turkish Economic Association.
  4. Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017. "Central Bank Policy Rates: Are They Cointegrated?," Discussion Papers of DIW Berlin 1648, DIW Berlin, German Institute for Economic Research.
  5. Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017. "Long memory in Turkish Unemployment Rates," MPRA Paper 81571, University Library of Munich, Germany.
  6. Christophe André & Tsangyao Chang & Luis A. Gil-Alana & Rangan Gupta, 2017. "Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks," Working Papers 201705, University of Pretoria, Department of Economics.
  7. Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2017. "Long Memory in Turkish Unemployment Rates," Koç University-TUSIAD Economic Research Forum Working Papers 1715, Koc University-TUSIAD Economic Research Forum.
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017. "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," CESifo Working Paper Series 6477, CESifo Group Munich.
  9. Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2017. "Long Memory in Turkish Unemployment Rates," ERC Working Papers 1709, ERC - Economic Research Center, Middle East Technical University, revised Sep 2017.
  10. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Is Market Fear Persistent? A Long-Memory Analysis," Discussion Papers of DIW Berlin 1670, DIW Berlin, German Institute for Economic Research.
  11. Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017. "Long Memory in Turkish Unemployment Rates," IZA Discussion Papers 11053, Institute for the Study of Labor (IZA).
  12. Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017. "Long memory in Turkish Unemployment Rates," GLO Discussion Paper Series 123, Global Labor Organization (GLO).
  13. 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 1667, DIW Berlin, German Institute for Economic Research.
  14. Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya, 2016. "Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach," Working Papers 201617, University of Pretoria, Department of Economics.
  15. Juan Carlos Cuestas & Luis A. Gil-Alana, 2016. "Oil shocks on unemployment in Central and Eastern Europe," Faculty Working Papers 02/16, School of Economics and Business Administration, University of Navarra.
  16. Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016. "Is Inflation Persistence Different in Reality?," Working Papers 201663, University of Pretoria, Department of Economics.
  17. Gil-Alana, Luis & Lovcha, Yuliya & Pérez Laborda, Àlex, 2016. "On the invertibility of seasonally adjusted series," Working Papers 2072/261539, Universitat Rovira i Virgili, Department of Economics.
  18. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2016. "Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches," Working Papers 201683, University of Pretoria, Department of Economics.
  19. Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud, 2016. "Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks," Working Papers 201654, University of Pretoria, Department of Economics.
  20. Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2016. "Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty," Working Papers 201680, University of Pretoria, Department of Economics.
  21. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016. "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," CESifo Working Paper Series 5995, CESifo Group Munich.
  22. Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016. "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers 201610, University of Pretoria, Department of Economics.
  23. Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu, 2015. "Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data," NCID Working Papers 07/2015, Navarra Center for International Development, University of Navarra.
  24. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015. "The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?," Discussion Papers of DIW Berlin 1458, DIW Berlin, German Institute for Economic Research.
  25. Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale & Hector Carcel, 2015. "Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis," NCID Working Papers 11/2015, Navarra Center for International Development, University of Navarra.
  26. Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015. "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," CESifo Working Paper Series 5523, CESifo Group Munich.
  27. Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2015. "The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach," Working Papers 201501, University of Pretoria, Department of Economics.
  28. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015. "Long-Term Price Overreactions: Are Markets Inefficient?," Discussion Papers of DIW Berlin 1444, DIW Berlin, German Institute for Economic Research.
  29. Guglielmo-Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015. "The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks," CESifo Working Paper Series 5630, CESifo Group Munich.
  30. Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale, 2015. "African Growth, Non-Linearities and Strong Dependence: An Empirical Study," NCID Working Papers 12/2015, Navarra Center for International Development, University of Navarra.
  31. Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2015. "Trends and Cycles in Historical Gold and Silver Prices," Working Papers 201507, University of Pretoria, Department of Economics.
  32. Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015. "Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes," Working Papers 201580, University of Pretoria, Department of Economics.
  33. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015. "Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates," Working Papers 201574, University of Pretoria, Department of Economics.
  34. Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015. "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers 201515, University of Pretoria, Department of Economics.
  35. OlaOluwa S. Yaya & Luis A. Gil-Alana & Clement Kyei, 2015. "Seasonality and Fractional Integration in the Sea Level Rise and Surface Temperature Data along the Barrier Coast of Nigeria," Working Papers 201520, University of Pretoria, Department of Economics.
  36. 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 1486, DIW Berlin, German Institute for Economic Research.
  37. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015. "Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data," Working Papers 201553, University of Pretoria, Department of Economics.
  38. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2014. "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," CESifo Working Paper Series 4696, CESifo Group Munich.
  39. Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia, 2014. "Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013," Working Papers 201450, University of Pretoria, Department of Economics.
  40. Juan Carlos Cuestas & Luis A. Gil-Alana & Paolo Jose Regis, 2014. "On the changes in the sustainability of European external debt: what have we learned," Bank of Estonia Working Papers wp2014-3, Bank of Estonia, revised 10 Oct 2014.
  41. Luis A. Gil-Alana & OlaOluwa Simon Yaya, 2014. "The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration," NCID Working Papers 04/2014, Navarra Center for International Development, University of Navarra.
  42. 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 201458, University of Pretoria, Department of Economics.
  43. 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 1386, DIW Berlin, German Institute for Economic Research.
  44. Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2014. "Testing for Multiple Bubbles in the BRICS Stock Markets," Working Papers 201407, University of Pretoria, Department of Economics.
  45. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2014. "Short-Term Price Overreaction: Identification, Testing, Exploitation," Discussion Papers of DIW Berlin 1423, DIW Berlin, German Institute for Economic Research.
  46. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," CESifo Working Paper Series 4752, CESifo Group Munich.
  47. Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Guglielmo Maria Caporale, 2014. "Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour," NCID Working Papers 01/2014, Navarra Center for International Development, University of Navarra.
  48. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013. "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers 201359, University of Pretoria, Department of Economics.
  49. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013. "Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries," Working Papers 201321, University of Pretoria, Department of Economics.
  50. Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2013. "The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model," Discussion Papers of DIW Berlin 1288, DIW Berlin, German Institute for Economic Research.
  51. Rangan Gupta & Luis A. Gil-Alana & OlaOluwa S. Yaya, 2013. "Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test," Working Papers 201382, University of Pretoria, Department of Economics.
  52. Luis A. Gil-Alana & Rangan Gupta, 2013. "Persistence and Cycles in Historical Oil Prices Data," Working Papers 201375, University of Pretoria, Department of Economics.
  53. Luis Alberiko Gil-Alaña & Fernando Pérez de Gracia & Robert Mudida, 2013. "Persistence, long memory and seasonality in Kenyan tourism series," NCID Working Papers 05/2013, Navarra Center for International Development, University of Navarra.
  54. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013. "Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate," CESifo Working Paper Series 4224, CESifo Group Munich.
  55. Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2013. "Testing Unemployment Theories: A Multivariate Long Memory Approach," Discussion Papers of DIW Berlin 1345, DIW Berlin, German Institute for Economic Research.
  56. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013. "Long Memory in the Ukrainian Stock Market," Discussion Papers of DIW Berlin 1279, DIW Berlin, German Institute for Economic Research.
  57. Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna, 2013. "Long memory in the ukrainian stock market and financial crises," MPRA Paper 59061, University Library of Munich, Germany.
  58. Luis Alberiko Gil-Alaña & Robert Mudida, 2012. "Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration," NCID Working Papers 06/2012, Navarra Center for International Development, University of Navarra.
  59. Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Long Memory in German Energy Price Indices," Discussion Papers of DIW Berlin 1186, DIW Berlin, German Institute for Economic Research.
  60. Luis Alberiko Gil-Alaña & Guiglielmo Maria Caporale, 2012. "Testing the PPP Hypothesis in the Sub-Saharan Countries," NCID Working Papers 10/2012, Navarra Center for International Development, University of Navarra.
  61. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence and Cycles in the US Federal Funds Rate," Discussion Papers of DIW Berlin 1255, DIW Berlin, German Institute for Economic Research.
  62. Carlos Barros & Luis Gil-Alana, 2012. "Inflation forecasting in Angola: a fractional approach," CEsA Working Papers 103, CEsA - Center of African, Asian and Latin American Studies.
  63. 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 2012005, The University of Sheffield, Department of Economics.
  64. Luis Alberiko Gil-Alaña & Prakarsh Singh, 2012. "Violence and the market for food. Evidence from Kenya," NCID Working Papers 05/2012, Navarra Center for International Development, University of Navarra.
  65. Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012. "Testing for Persistence with Breaks and Outliers in South African House Prices," Working Papers 201233, University of Pretoria, Department of Economics.
  66. Juan Carlos Cuestas & Luis A. Gil-Alana, 2012. "A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials," Working Papers 2012013, The University of Sheffield, Department of Economics.
  67. Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida, 2012. "Testing the Marshall-Lerner Condition in Kenya," Discussion Papers of DIW Berlin 1247, DIW Berlin, German Institute for Economic Research.
  68. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence and Cycles in US Hours Worked," CESifo Working Paper Series 3767, CESifo Group Munich.
  69. Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2012. "Term Structure Persistence," Faculty Working Papers 26/12, School of Economics and Business Administration, University of Navarra.
  70. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence in Youth Unemployment," CESifo Working Paper Series 3961, CESifo Group Munich.
  71. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Persistence and Cyclical Dependence in the Monthly Euribor Rate," Discussion Papers of DIW Berlin 1165, DIW Berlin, German Institute for Economic Research.
  72. Luis Gil-Alana & Antonio Moreno & Fernando Pérez de Gracia, 2011. "Exploring Survey-Based Inflation Forecasts," Faculty Working Papers 05/11, School of Economics and Business Administration, University of Navarra.
  73. Carlos Pestana Barros & Luis A. Gil-Alana, 2011. "Oil Prices: Persistence and Breaks," Faculty Working Papers 09/11, School of Economics and Business Administration, University of Navarra.
  74. Guglielmo Maria Caporale & Luis Alberiko Gil-Alaña, 2011. "Interest rate dynamics in Kenya," NCID Working Papers 10/2011, Navarra Center for International Development, University of Navarra.
  75. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," Discussion Papers of DIW Berlin 1116, DIW Berlin, German Institute for Economic Research.
  76. Luis Alberiko Gil-Alaña & Juan C. Cuestas & Estefania Mourelle, 2011. "Is there asymmetric behaviour in African inflation? A non-linear approach," NCID Working Papers 03/2011, Navarra Center for International Development, University of Navarra.
  77. Luis A. Gil-Alana & Yun Cao, 2011. "Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics," Faculty Working Papers 12/11, School of Economics and Business Administration, University of Navarra.
  78. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates," Faculty Working Papers 02/11, School of Economics and Business Administration, University of Navarra.
  79. Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2011. "Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria," NCID Working Papers 04/2011, Navarra Center for International Development, University of Navarra.
  80. Carlos Pestana Barros & Luis A. Gil-Alana & James E. Payne, 2011. "An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers," Faculty Working Papers 01/11, School of Economics and Business Administration, University of Navarra.
  81. Carlos Pestana Barros & Zhongfei Chen & Luis A. Gil-Alana, 2011. "Housing Sales in Urban Beijing," Faculty Working Papers 10/11, School of Economics and Business Administration, University of Navarra.
  82. Luis A. Gil-Alana & Jiang Liang, 2011. "The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency," Faculty Working Papers 13/11, School of Economics and Business Administration, University of Navarra.
  83. Juan Carlos Cuestas & Luis A. Gil-Alana, 2011. "Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies," Working Papers 2011005, The University of Sheffield, Department of Economics, revised Feb 2011.
  84. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Long Memory and Fractional Integration in High Frequency Financial Time Series," Discussion Papers of DIW Berlin 1016, DIW Berlin, German Institute for Economic Research.
  85. Luis Alberiko Gil-Alaña, 2010. "Inflation in South Africa. A time series view across sectors using long range dependence," NCID Working Papers 05/2011, Navarra Center for International Development, University of Navarra.
  86. Luis A. Gil-Alana & Carlos P. Barros & Albert Assaf, 2010. "Persistence in the short and long term tourist arrivals to Australia," Faculty Working Papers 02/10, School of Economics and Business Administration, University of Navarra.
  87. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Discussion Papers of DIW Berlin 975, DIW Berlin, German Institute for Economic Research.
  88. Luis A. Gil-Alana & James Payne & David Loomis, 2010. "Does energy consumption by the US electric power secto exhibit long memory behaviour?," Faculty Working Papers 04/10, School of Economics and Business Administration, University of Navarra.
  89. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Fractional Cointegration in US Term Spreads," Discussion Papers of DIW Berlin 981, DIW Berlin, German Institute for Economic Research.
  90. Luis Alberiko Gil-Alaña, 2010. "Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament?," NCID Working Papers 06/2011, Navarra Center for International Development, University of Navarra.
  91. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "The Weekly Structure of US Stock Prices," CESifo Working Paper Series 3245, CESifo Group Munich.
  92. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models," Discussion Papers of DIW Berlin 1006, DIW Berlin, German Institute for Economic Research.
  93. Luis A. Gil-Alana & Carlos P. Barros & Albert Assaf, 2010. "Retail sales. Persistence in the short term and long term dynamics," Faculty Working Papers 03/10, School of Economics and Business Administration, University of Navarra.
  94. Luis A. Gil-Alana & Emmanuel Anoruo, 2010. "Mean reversion and long memory in African stock market prices," Faculty Working Papers 05/10, School of Economics and Business Administration, University of Navarra.
  95. 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 1070, DIW Berlin, German Institute for Economic Research.
  96. Luis A. Gil-Alana, 2009. "Warming break trends and fractional integration in the northern, southern and global temperature anomaly series," Faculty Working Papers 09/09, School of Economics and Business Administration, University of Navarra.
  97. Juan Carlos Cuestas & Luís A. Gil-Alana, 2009. "Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes," Working Papers 2009/3, Nottingham Trent University, Nottingham Business School, Economics Division.
  98. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," CESifo Working Paper Series 2671, CESifo Group Munich.
  99. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Multi-Factor Gegenbauer Processes and European Inflation Rates," Discussion Papers of DIW Berlin 879, DIW Berlin, German Institute for Economic Research.
  100. Luis A. Gil-Alana & Antonio Moreno, 2009. "Fractional Integration and Structural Breaks in U.S. Macro Dynamics," Faculty Working Papers 02/09, School of Economics and Business Administration, University of Navarra.
  101. Carlos P. Barros & Luis A. Gil-Alana, 2009. "A note on the effectiveness of national anti-terrorist policies. Evidence from ETA," Faculty Working Papers 10/09, School of Economics and Business Administration, University of Navarra.
  102. Luis A. Gil-Alana, 2009. "Time series modelling of sunspot numbers using long range cyclical dependence," Faculty Working Papers 06/09, School of Economics and Business Administration, University of Navarra.
  103. Carlos P. Barros & Joao R. Faria & Luis A. Gil-Alana, 2009. "Persistence on airline accidents," Faculty Working Papers 08/09, School of Economics and Business Administration, University of Navarra.
  104. Juan Carlos Cuestas & Luis A. Gil-Alana, 2009. "Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe," Working Papers 2009/6, Nottingham Trent University, Nottingham Business School, Economics Division.
  105. Juncal Cunado & Luis A. Gil-Alana & Fernando Perez de Garcia, 2009. "AK growth models: new evidence based on fractional integration and breaking trends," Discussion Papers (REL - Recherches Economiques de Louvain) 2009021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  106. Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2009. "The Deaton paradox in a long memory context with structural breaks," Faculty Working Papers 03/09, School of Economics and Business Administration, University of Navarra.
  107. Luis A. Gil-Alana & Guglielmo M. Caporale, 2008. "Fractional integration and data frequency," Faculty Working Papers 10/08, School of Economics and Business Administration, University of Navarra.
  108. Candelon, Bertrand & Dupuy, Arnaud & Gil-Alana, Luis A., 2008. "The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?," IZA Discussion Papers 3571, Institute for the Study of Labor (IZA).
  109. Luis A. Gil-Alana, 2008. "Time trend estimation with breaks in temperature time series," Faculty Working Papers 09/08, School of Economics and Business Administration, University of Navarra.
  110. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series 2330, CESifo Group Munich.
  111. Luis A. Gil-Alana & Guglielmo M. Caporale, 2008. "Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks," Faculty Working Papers 11/08, School of Economics and Business Administration, University of Navarra.
  112. Joao Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana, 2008. "Unemployment and entrepreneurship: a cyclical relationship?," Working Papers 2008/2, Nottingham Trent University, Nottingham Business School, Economics Division.
  113. Luis A. Gil-Alana & Rolando Pelaez, 2008. "The Persistence of Earnings per Share," Faculty Working Papers 08/08, School of Economics and Business Administration, University of Navarra.
  114. J. Cunado & L.A. Gil-Alana & F. Perez De Gracia, 2007. "Real convergence in some emerging countries : a fractionally integrated approach," Discussion Papers (REL - Recherches Economiques de Louvain) 2007034, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  115. Luis Gil-Alana & Antonio Moreno, 2007. "Uncovering the U.S. Term Premium: An Alternative Route," Faculty Working Papers 12/07, School of Economics and Business Administration, University of Navarra.
  116. Gil-Alana, Luis A. & Fischer, Christian, 2007. "International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications," 105th Seminar, March 8-10, 2007, Bologna, Italy 7859, European Association of Agricultural Economists.
  117. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "A Multivariate Long-Memory Model with Structural Breaks," CESifo Working Paper Series 1950, CESifo Group Munich.
  118. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2007. "Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks," CESifo Working Paper Series 1989, CESifo Group Munich.
  119. Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Identification of Segments of European Banks with a Latent Class Frontier Model," CESifo Working Paper Series 2110, CESifo Group Munich.
  120. Juncal Cuñado & Luis A. Gil-Alaña, 2007. "Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models," Faculty Working Papers 02/07, School of Economics and Business Administration, University of Navarra.
  121. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Fractional Integration And Impulse Responses: A Bivariate Application To Real Output In The Us And The Scandinavian Countries," Economics and Finance Discussion Papers 06-25, Economics and Finance Section, School of Social Sciences, Brunel University.
  122. Fischer, Christian & Gil-Alana, Luis A., 2006. "The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25341, International Association of Agricultural Economists.
  123. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Modelling Structural Breaks In The Us, Uk And Japanese Unemployment Rates," Economics and Finance Discussion Papers 06-10, Economics and Finance Section, School of Social Sciences, Brunel University.
  124. Luis A. Gil-Alana, 2006. "Fractional integration and structural breaks at unknown periods of time," Faculty Working Papers 16/06, School of Economics and Business Administration, University of Navarra.
  125. Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Eta Terrorism:Police Action, Political Measures And The Influence Of Violence On Economic Activity In The Basque Country," Economics and Finance Discussion Papers 06-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  126. Luis A. Gil-Alana, 2006. "Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited," Faculty Working Papers 17/06, School of Economics and Business Administration, University of Navarra.
  127. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Testing For Unit And Fractional Orders Of Integration In The Trend And Seasonal Components Of Us Monetary Aggregates," Economics and Finance Discussion Papers 06-13, Economics and Finance Section, School of Social Sciences, Brunel University.
  128. Luis Alberiko Gil-Alana & Pedro Garcia-del-Barrio, 2006. "New Revelations about Unemployment Persistence in Spain," Faculty Working Papers 10/06, School of Economics and Business Administration, University of Navarra.
  129. Luis Alberiko Gil-Alana & Antonio Moreno, 2006. "Technology Shocks and Hours Worked: A Fractional Integration Perspective," Faculty Working Papers 03/06, School of Economics and Business Administration, University of Navarra.
  130. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series," Economics and Finance Discussion Papers 05-11, Economics and Finance Section, School of Social Sciences, Brunel University.
  131. Christian Fischer & Luis Alberiko Gil-Alana, 2005. "The Nature of the Relationship between International Tourism and International Trade: The Case of Ge," Faculty Working Papers 15/05, School of Economics and Business Administration, University of Navarra.
  132. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Fractional Cointegration And Aggregate Money Demand Functions," Public Policy Discussion Papers 05-01, Economics and Finance Section, School of Social Sciences, Brunel University.
  133. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques," Economics and Finance Discussion Papers 05-10, Economics and Finance Section, School of Social Sciences, Brunel University.
  134. Luis Alberiko Gil-Alana, 2005. "Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf," Faculty Working Papers 19/05, School of Economics and Business Administration, University of Navarra.
  135. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock," Economics and Finance Discussion Papers 05-16, Economics and Finance Section, School of Social Sciences, Brunel University.
  136. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers 05-09, Economics and Finance Section, School of Social Sciences, Brunel University.
  137. Luis Alberiko Gil-Alana, 2005. "Structural Change and the Order of Integration in Univariate Time Series," Faculty Working Papers 20/05, School of Economics and Business Administration, University of Navarra.
  138. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Public Policy Discussion Papers 04-17, Economics and Finance Section, School of Social Sciences, Brunel University.
  139. Luis A. Gil-Alana & Bertrand Candelon, 2004. "Fractional Integration and Business Cycles Features," Faculty Working Papers 09/04, School of Economics and Business Administration, University of Navarra.
  140. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Nelson And Plosser Revisited: Evidence From Fractional Arima Models," Public Policy Discussion Papers 04-16, Economics and Finance Section, School of Social Sciences, Brunel University.
  141. Luis A. Gil-Alana & Bertrand Candelon, 2004. "Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ," Faculty Working Papers 08/04, School of Economics and Business Administration, University of Navarra.
  142. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994," Economics and Finance Discussion Papers 04-21, Economics and Finance Section, School of Social Sciences, Brunel University.
  143. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case," Public Policy Discussion Papers 04-15, Economics and Finance Section, School of Social Sciences, Brunel University.
  144. Luis A. Gil-Alana, 2004. "Deterministic Seasonality versus Seasonal Fractional Integration," Faculty Working Papers 07/04, School of Economics and Business Administration, University of Navarra.
  145. Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004. "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Economics and Finance Discussion Papers 04-20, Economics and Finance Section, School of Social Sciences, Brunel University.
  146. Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2003. "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Faculty Working Papers 01/03, School of Economics and Business Administration, University of Navarra.
  147. Luis A. Gil-Alana & S.G. Brian Henry, 2003. "Fractional Integration and the Dynamics of UK Unemployment," Faculty Working Papers 10/03, School of Economics and Business Administration, University of Navarra.
  148. Javier De Peña & Luis A. Gil-Alana, 2003. "Testing of Nonstationary Cycles in Financial Time Series Data," Faculty Working Papers 15/03, School of Economics and Business Administration, University of Navarra.
  149. Luis A. Gil-Alana, 2003. "Testing of Fractional Cointegration in Macroeconomic Time Series," Faculty Working Papers 09/03, School of Economics and Business Administration, University of Navarra.
  150. Javier DePeña & Luis A. Gil-Alana, 2003. "Serial and cross-correlation in the Spanish Stock Market returns," Faculty Working Papers 02/03, School of Economics and Business Administration, University of Navarra.
  151. Javier DePeña & Luis A. Gil-Alana, 2003. "The explaining role of the Earning-Price Ratio in the Spanish Stock Market," Faculty Working Papers 03/03, School of Economics and Business Administration, University of Navarra.
  152. Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002. "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers 03/02, School of Economics and Business Administration, University of Navarra.
  153. Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2002. "Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach," Faculty Working Papers 02/02, School of Economics and Business Administration, University of Navarra.
  154. Javier De Peña & Luis A. Gil-Alana, 2002. "Do Spanish Stock Market Prices Follow a Random Walk?," Faculty Working Papers 01/02, School of Economics and Business Administration, University of Navarra.
  155. Gil-Alana, L., 1998. "Multivariate Tests of Fractionally Integrated Hypotheses," Economics Working Papers eco98/19, European University Institute.
  156. Gil-Alana, L. & Robinson, P.M., 1998. "Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income," Economics Working Papers eco98/20, European University Institute.
  157. Gil-Alana, L., 1998. "Fractional Integration in the Purchasing Power Parity," Economics Working Papers eco98/18, European University Institute.
  1. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2017. "The weekend effect: a fractional integration and trading robot analysis," International Journal of Bonds and Derivatives, Inderscience Enterprises Ltd, vol. 3(2), pages 114-131.
  2. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017. "Searching for Inefficiencies in Exchange Rate Dynamics," Computational Economics, Springer;Society for Computational Economics, vol. 49(3), pages 405-432, March.
  3. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017. "Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 67(4), pages 869-883, August.
  4. Gil-Alana, Luis A. & Mudida, Robert, 2017. "CPI and inflation in Kenya. Structural breaks, non-linearities and dependence," International Economics, Elsevier, vol. 150(C), pages 72-79.
  5. OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana & Olusanya Elisa Olubusoye, 2017. "The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets," Journal of Developing Areas, Tennessee State University, College of Business, vol. 51(4), pages 29-47, October-D.
  6. Luis A. Gil-Alana & Andrea Mervar & James E. Payne, 2017. "The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence," Economic Change and Restructuring, Springer, vol. 50(1), pages 45-58, February.
  7. Trilochan Tripathy & Luis A. Gil-Alana & Debadutta Sahoo, 2017. "Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India," Review of Economics & Finance, Better Advances Press, Canada, vol. 8, pages 61-78, May.
  8. Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando, 2017. "Crude oil price behaviour before and after military conflicts and geopolitical events," Energy, Elsevier, vol. 120(C), pages 79-91.
  9. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2017. "Persistence and cycles in the us federal funds rate," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 1-8.
  10. Gil-Alana, Luis A. & Mudida, Robert & Carcel, Hector, 2017. "Shocks affecting electricity prices in Kenya, a fractional integration study," Energy, Elsevier, vol. 124(C), pages 521-530.
  11. Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2016. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 47(2), pages 275-295, February.
  12. Guglielmo Caporale & Luis Gil-Alana, 2016. "Persistence and cyclical dependence in the monthly euribor rate," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(1), pages 157-171, January.
  13. Cuestas Juan Carlos & Gil-Alana Luis Alberiko, 2016. "Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(1), pages 57-74, February.
  14. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2016. "Long memory in the Ukrainian stock market and financial crises," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(2), pages 235-257, April.
  15. Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2016. "Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate," Journal of International Development, John Wiley & Sons, Ltd., vol. 28(2), pages 214-232, 03.
  16. Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016. "Is inflation persistence different in reality?," Economics Letters, Elsevier, vol. 148(C), pages 55-58.
  17. Luis A. Gil-Alana & Rangan Gupta & Fernando Perez de Gracia, 2016. "Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013," Applied Economics, Taylor & Francis Journals, vol. 48(34), pages 3244-3252, July.
  18. Luis A. Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2016. "The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 25(7), pages 978-991, October.
  19. Luis A. Gil-Alana & Prakarsh Singh, 2016. "Growth recovery after civil conflict: a fractional integration approach," Defence and Peace Economics, Taylor & Francis Journals, vol. 27(4), pages 453-479, August.
  20. Guglielmo Maria Caporale & Luis A. Gil‐Alana & James C. Orlando, 2016. "Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(2), pages 143-153, 04.
  21. Barros, Carlos P. & Gil-Alana, Luis A. & Wanke, Peter, 2016. "Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks," Energy Economics, Elsevier, vol. 54(C), pages 88-95.
  22. Luis Alberiko Gil-Alana & Alexander Boateng & Lesaoana ‘Maseka & Hlengani Siweya & Abene Belete, 2016. "Long memory and ARFIMA modelling: The case of CPI inflation rate in Ghana," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(3), pages 287-304.
  23. Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016. "Time series analysis of persistence in crude oil price volatility across bull and bear regimes," Energy, Elsevier, vol. 109(C), pages 29-37.
  24. Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2016. "Testing unemployment theories: A multivariate long memory approach," Journal of Applied Economics, Universidad del CEMA, vol. 19, pages 95-112, May.
  25. Carlos P. Barros & Luis A. Gil-Alana & Zhongfei Chen, 2016. "Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market," Empirical Economics, Springer, vol. 51(4), pages 1399-1414, December.
  26. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2016. "The weekend effect: an exploitable anomaly in the Ukrainian stock market?," Journal of Economic Studies, Emerald Group Publishing, vol. 43(6), pages 954-965, November.
  27. Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016. "Term Structure Persistence," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 14(2), pages 331-352.
  28. 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, vol. 43(4), pages 646-660, September.
  29. Gil-Alana, Luis A. & Gupta, Rangan & de Gracia, Fernando Perez, 2016. "Modeling persistence of carbon emission allowance prices," Renewable and Sustainable Energy Reviews, Elsevier, vol. 55(C), pages 221-226.
  30. Luis A. Gil-Alana & Trilochan Tripathy, 2016. "Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(2), pages 199-215, December.
  31. Astrid Ayala & Szabolcs Blazsek & Juncal Cuñado & Luis Albériko Gil-Alana, 2016. "Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score," Applied Economics, Taylor & Francis Journals, vol. 48(29), pages 2675-2696, June.
  32. Juan Carlos Cuestas & Luis A. Gil-Alana & Karl Taylor, 2016. "Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(5), pages 519-538, November.
  33. Carlos Barros & Luis Gil-Alana & Fernando Perez de Gracia, 2016. "Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 63(1), pages 45-56, January.
  34. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Robert Mudida, 2015. "Testing the Marshall–Lerner Condition in Kenya," South African Journal of Economics, Economic Society of South Africa, vol. 83(2), pages 253-268, 06.
  35. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015. "Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies," African Development Review, African Development Bank, vol. 27(2), pages 161-170, 06.
  36. Carlos P. Barros & Luis A. Gil-Alana & João Ricardo Faria, 2015. "The macroeconomy of Angola: breaks and persistence in Angolan macro data," Applied Economics, Taylor & Francis Journals, vol. 47(27), pages 2783-2802, June.
  37. Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015. "Modelling African inflation rates: nonlinear deterministic terms and long-range dependence," Applied Economics Letters, Taylor & Francis Journals, vol. 22(5), pages 421-424, March.
  38. Carlos P. Barros & Luis Alberiko Gil-Alana & João Faria, 2015. "Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates," South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 569-575, December.
  39. Luis A. Gil-Alana, 2015. "Linear and segmented trends in sea surface temperature data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(7), pages 1531-1546, July.
  40. Luis A. Gil-Alana & James E. Payne, 2015. "A time-series analysis of US entrepreneurship: evidence from fractional integration," Applied Economics Letters, Taylor & Francis Journals, vol. 22(7), pages 521-524, May.
  41. Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan, 2015. "Persistence of precious metal prices: A fractional integration approach with structural breaks," Resources Policy, Elsevier, vol. 44(C), pages 57-64.
  42. C. P. Barros & Luis A. Gil-Alana, 2015. "Investment and saving in Angola and the Feldstein-Horioka puzzle," Applied Economics, Taylor & Francis Journals, vol. 47(44), pages 4793-4800, March.
  43. Ola Oluwa S. Yaya & Luis A. Gil‐Alana & Olanrewaju I. Shittu, 2015. "Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 20(3), pages 276-290, 07.
  44. Borja Balparda & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015. "The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20," African Journal of Economic and Sustainable Development, Inderscience Enterprises Ltd, vol. 4(3), pages 254-277.
  45. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015. "Infant mortality rates: time trends and fractional integration," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(3), pages 589-602, March.
  46. Yaya, OlaOluwa Simon & Gil-Alana, Luis Alberiko & Carcel, Hector, 2015. "Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time," Energy Economics, Elsevier, vol. 52(PA), pages 240-245.
  47. Carlos P. Barros & Luis A. Gil-Alana & Peter Wanke, 2015. "An empirical analysis of freight transport traffic modes in Brazil, 1996-2012," Transportation Planning and Technology, Taylor & Francis Journals, vol. 38(3), pages 305-319, April.
  48. Rangan Gupta & Luis A. Gil-Alana & Olaoluwa S. Yaya, 2015. "Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test," Applied Economics, Taylor & Francis Journals, vol. 47(8), pages 798-808, February.
  49. 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 (CSAE), vol. 24(4), pages 502-529.
  50. Carcel Hector & Gil-Alana Luis A. & Madigu Godfrey, 2015. "Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study," Global Economy Journal, De Gruyter, vol. 15(4), pages 507-524, December.
  51. Rangan Gupta & Christophe André & Luis Gil-Alana, 2015. "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, vol. 52(16), pages 3123-3143, December.
  52. Juan Carlos Cuestas & Luis A. Gil-Alana & Paulo José Regis, 2015. "The Sustainability of European External Debt: What have We Learned?," Review of International Economics, Wiley Blackwell, vol. 23(3), pages 445-468, 08.
  53. Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan, 2015. "Trends and cycles in historical gold and silver prices," Journal of International Money and Finance, Elsevier, vol. 58(C), pages 98-109.
  54. Trilochan Tripathy & Luis A. Gil-Alana & Debadutta Sahoo, 2015. "The effect of intellectual capital on firms' financial performance: an empirical investigation in India," International Journal of Learning and Intellectual Capital, Inderscience Enterprises Ltd, vol. 12(4), pages 342-371.
  55. Gil-Alana, Luis A. & Gupta, Rangan, 2014. "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, vol. 45(C), pages 511-516.
  56. Barros, Carlos Pestana & Gil-Alana, Luis A. & Chen, Zhongfei, 2014. "The housing market in Beijing and delays in sales: A fractional polynomial survival model," Economic Modelling, Elsevier, vol. 42(C), pages 296-300.
  57. Guglielmo Maria Caporale & Luis Gil‐Alana, 2014. "Long‐Run and Cyclical Dynamics in the US Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(2), pages 147-161, 03.
  58. Carlos Barros & Guglielmo Maria Caporale & Luis Gil-Alana, 2014. "Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour," African Development Review, African Development Bank, vol. 26(1), pages 59-73.
  59. Cuestas, Juan Carlos & Gil-Alana, Luis A. & Staehr, Karsten, 2014. "Government debt dynamics and the global financial crisis: Has anything changed in the EA12?," Economics Letters, Elsevier, vol. 124(1), pages 64-66.
  60. Gil-Alana, Luis A. & Tripathy, Trilochan, 2014. "Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets," Resources Policy, Elsevier, vol. 41(C), pages 31-39.
  61. Luis Alberiko Gil-Alana & Carlos Barros & Nicolas Peypoch, 2014. "Long memory and fractional integration in the housing price series of London and Paris," Applied Economics, Taylor & Francis Journals, vol. 46(27), pages 3377-3388, September.
  62. Christophe André & Luis A. Gil-Alana & Rangan Gupta, 2014. "Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries," Applied Economics, Taylor & Francis Journals, vol. 46(18), pages 2127-2138, June.
  63. Luis Alberiko Gil-Alana & Carlos Barros & Joao Ricardo Faria, 2014. "Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks," Applied Economics, Taylor & Francis Journals, vol. 46(21), pages 2545-2555, July.
  64. Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2014. "On the persistence and volatility in European, American and Asian stocks bull and bear markets," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 149-162.
  65. Yaya, OlaOluwa S. & Gil-Alana, Luis A., 2014. "The persistence and asymmetric volatility in the Nigerian stock bull and bear markets," Economic Modelling, Elsevier, vol. 38(C), pages 463-469.
  66. Héctor Cárcel & Luis A. Gil-Alana, 2014. "Fractional integration in the West African Economic and Monetary Union," African Journal of Economic and Sustainable Development, Inderscience Enterprises Ltd, vol. 3(3), pages 179-199.
  67. Gil-Alana Luis A. & Singh Prakarsh, 2014. "Economic Growth and Recovery After Civil Wars," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 20(4), pages 1-10, December.
  68. Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Shittu, Olanrewaju I., 2014. "Global temperatures and sunspot numbers. Are they related?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 396(C), pages 42-50.
  69. Guglielmo Caporale & Luis Gil-Alana, 2014. "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, vol. 47(4), pages 1389-1410, December.
  70. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2014. "Persistence and cycles in US hours worked," Economic Modelling, Elsevier, vol. 38(C), pages 504-511.
  71. Guglielmo Maria Caporale & Luis Gil-alana, 2014. "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(4), pages 581-591, December.
  72. Gil-Alana, Luis A. & Yaya, OlaOluwa S., 2014. "The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration," Energy Economics, Elsevier, vol. 46(C), pages 328-333.
  73. Luis Gil-Alana & Trilochan Tripathy, 2014. "Mean Reversion in Agricultural Commodity Prices in India," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 20(4), pages 385-398, November.
  74. Carlos P. Barros & Luis A. Gil-Alana, 2013. "The Housing Markets in Spain and Portugal: Evidence of Persistence," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 19-32, November.
  75. Carlos P. Barros & Luis A. Gil-Alana, 2013. "Inflation Forecasting in Angola: A Fractional Approach," African Development Review, African Development Bank, vol. 25(1), pages 91-104, 03.
  76. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2013. "Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 1-9.
  77. Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2013. "U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior," Energy Economics, Elsevier, vol. 40(C), pages 425-432.
  78. Guglielmo Caporale & Luis Gil-Alana, 2013. "Long memory in US real output per capita," Empirical Economics, Springer, vol. 44(2), pages 591-611, April.
  79. Gil-Alana, Luis A. & Cunado, Juncal & de Gracia, Fernando Perez, 2013. "Salient features of dependence in daily US stock market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(15), pages 3198-3212.
  80. Astrid Ayala & Juncal Cunado & Luis Alberiko Gil-Alana, 2013. "Real convergence: empirical evidence for Latin America," Applied Economics, Taylor & Francis Journals, vol. 45(22), pages 3220-3229, August.
  81. Luis a. Gil-alana & Liang Jiang, 2013. "Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis," Economics Bulletin, AccessEcon, vol. 33(3), pages 1978-1982.
  82. Luis Alberiko Gil‐Alana & Liang Jiang, 2013. "The Purchasing Power Parity Hypothesis In The Us–China Relationship: Fractional Integration, Time Variation And Data Frequency," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(1), pages 82-92, 01.
  83. Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013. "Modelling long-run trends and cycles in financial time series data," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 405-421, 05.
  84. Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2012. "Estimating persistence in the volatility of asset returns with signal plus noise models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 23-30, 01.
  85. Carlos P. Barros & Luis Gil-Alana & Roman Matousek, 2012. "Mean reversion of short-run interest rates: empirical evidence from new EU countries," The European Journal of Finance, Taylor & Francis Journals, vol. 18(2), pages 89-107, February.
  86. Astrid Ayala & Juncal Cuñado & Luis Albériko Gil-Alana, 2012. "Unemployment hysteresis: empirical evidence for Latin America," Journal of Applied Economics, Universidad del CEMA, vol. 15, pages 213-233, November.
  87. Pestana Barros, Carlos & Gil-Alana, Luis A. & Payne, James E., 2012. "Evidence of long memory behavior in U.S. renewable energy consumption," Energy Policy, Elsevier, vol. 41(C), pages 822-826.
  88. Astrid Ayala & Juncal Cuñado & Luis Albériko Gil-Alana, 2012. "Real convergence in Latin America: a fractionally integrated approach," Applied Financial Economics, Taylor & Francis Journals, vol. 22(20), pages 1713-1717, October.
  89. Carlos Pestana Barros & Zhongfei Chen & Luis A. Gil-Alana, 2012. "Housing sales in urban Beijing," Applied Economics, Taylor & Francis Journals, vol. 44(34), pages 4495-4504, December.
  90. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2012. "Fractional cointegration in US term spreads," Applied Economics Letters, Taylor & Francis Journals, vol. 19(5), pages 431-434, March.
  91. Luis A. Gil-Alana & Juncal Cunado & Fernando Pérez de Gracia, 2012. "Persistence, Long Memory, and Unit Roots in Commodity Prices," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 60(4), pages 451-468, December.
  92. Cuñado, J. & Gil-Alana, L.A. & Perez de Gracia, F., 2012. "Testing for persistent deviations of stock prices to dividends in the Nasdaq index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4675-4685.
  93. Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia, 2012. "Exploring Survey‐Based Inflation Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(6), pages 524-539, 09.
  94. Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2012. "Comovements among U.S. state housing prices: Evidence from fractional cointegration," Economic Modelling, Elsevier, vol. 29(3), pages 936-942.
  95. Gil-Alana, Luis A. & Moreno, Antonio, 2012. "Uncovering the US term premium: An alternative route," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1181-1193.
  96. Guglielmo Maria Caporale & Luis Gil-Alana, 2012. "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Multinational Finance Journal, Multinational Finance Journal, vol. 16(1-2), pages 105-136, March - J.
  97. Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2012. "The Deaton paradox in a long memory context with structural breaks," Applied Economics, Taylor & Francis Journals, vol. 44(25), pages 3309-3322, September.
  98. Luis Gil-Alana & Antonio Moreno, 2012. "Fractional integration and structural breaks in U.S. macro dynamics," Empirical Economics, Springer, vol. 43(1), pages 427-446, August.
  99. Emmanuel Anoruo & Luis Gil-Alana, 2011. "Mean reversion and long memory in African stock market prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(3), pages 296-308, July.
  100. Carlos P. Barros & Luis Gil‐Alana & Roman Matousek, 2011. "Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 77-92, 02.
  101. Guglielmo Maria Caporale & Luis Gil-Alana, 2011. "The weekly structure of US stock prices," Applied Financial Economics, Taylor & Francis Journals, vol. 21(23), pages 1757-1764.
  102. L. Gil-Alana & R. Iniguez-Sanchez & G. Lopez-Espinosa, 2011. "Endogenous problems in cross-sectional valuation models based on accounting information," Review of Quantitative Finance and Accounting, Springer, vol. 37(2), pages 245-265, August.
  103. Gil-Alana, Luis A., 2011. "Inflation in South Africa. A long memory approach," Economics Letters, Elsevier, vol. 111(3), pages 207-209, June.
  104. Estefania Mourelle & Juan Carlos Cuestas & Luis Alberiko Gil‐alana, 2011. "Is There An Asymmetric Behaviour In African Inflation? A Non‐Linear Approach," South African Journal of Economics, Economic Society of South Africa, vol. 79(1), pages 68-90, 03.
  105. Cuestas, Juan C. & Gil-Alana, Luis A. & Staehr, Karsten, 2011. "A further investigation of unemployment persistence in European transition economies," Journal of Comparative Economics, Elsevier, vol. 39(4), pages 514-532.
  106. Guglielmo Maria Caporale & Luis Gil-Alana, 2011. "Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(1), pages 71-85.
  107. Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2011. "An analysis of oil production by OPEC countries: Persistence, breaks, and outliers," Energy Policy, Elsevier, vol. 39(1), pages 442-453, January.
  108. Luis Gil-Alana & Christian Fischer, 2010. "International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications," Applied Economics, Taylor & Francis Journals, vol. 42(19), pages 2417-2434.
  109. Guglielmo Maria Caporale & Luis Gil-Alana, 2010. "Multiple cyclical fractional structures in financial time series," Applied Economics Letters, Taylor & Francis Journals, vol. 17(11), pages 1079-1081.
  110. Luis A. Gil‐alana, 2010. "Inflation In South Africa: A Time‐Series View Across Sectors Using Long‐Range Dependence," South African Journal of Economics, Economic Society of South Africa, vol. 78(4), pages 325-343, December.
  111. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Real Exchange Rates In Latin America: The Ppp Hypothesis And Fractional Integration," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 35(2), pages 1-21, June.
  112. Gil-Alana, Luis A. & Loomis, David & Payne, James E., 2010. "Does energy consumption by the US electric power sector exhibit long memory behavior?," Energy Policy, Elsevier, vol. 38(11), pages 7512-7518, November.
  113. Luis Gil-Alana, 2010. "Testing persistence in the context of conditional heteroscedasticity errors," Applied Financial Economics, Taylor & Francis Journals, vol. 20(22), pages 1709-1723.
  114. Juncal Cunado & Luis A. Gil‐Alana & Fernando Perez de Gracia, 2010. "Persistence in some energy futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(5), pages 490-507, 05.
  115. Juncal Cunado & Luis A Gil-Alana & Fernando Pérez de Gracia, 2010. "European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 36(2), pages 177-187, Spring.
  116. Luís A. Gil-Alana & Carlos P. Barros, 2010. "A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA," Conflict Management and Peace Science, Peace Science Society (International), vol. 27(1), pages 28-46, February.
  117. Luis Gil-Alana, 2010. "A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics," Empirical Economics, Springer, vol. 38(2), pages 471-501, April.
  118. Cunado, J. & Gil-Alana, L.A. & Gracia, Fernando Perez de, 2010. "Mean reversion in stock market prices: New evidence based on bull and bear markets," Research in International Business and Finance, Elsevier, vol. 24(2), pages 113-122, June.
  119. Luis Gil-Alana & Carlos Pestana Barros, 2009. "A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break," International Economic Journal, Taylor & Francis Journals, vol. 23(2), pages 259-279.
  120. B. Candelon & A. Dupuy & L. Gil-Alana, 2009. "The nature of occupational unemployment rates in the United States: hysteresis or structural?," Applied Economics, Taylor & Francis Journals, vol. 41(19), pages 2483-2493.
  121. Juncal Cuñado & Luis Gil-Alana & Fernando Pérez de Gracia, 2009. "New evidence on long-run monetary neutrality," Journal of Applied Economics, Universidad del CEMA, vol. 12, pages 229-248, November.
  122. Faria, João Ricardo & Cuestas, Juan Carlos & Gil-Alana, Luis A., 2009. "Unemployment and entrepreneurship: A cyclical relation?," Economics Letters, Elsevier, vol. 105(3), pages 318-320, December.
  123. Cuestas, Juan C. & Gil-Alana, Luís A., 2009. "Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes," Economic Modelling, Elsevier, vol. 26(6), pages 1184-1192, November.
  124. Luis Gil-Alana, 2009. "Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 15(2), pages 143-155, May.
  125. Carlos Barros & Luis Gil-Alana, 2009. "Stock market returns and terrorist violence: evidence from the Basque Country," Applied Economics Letters, Taylor & Francis Journals, vol. 16(15), pages 1575-1579.
  126. J. Cuñado & L. Gil-Alana & F. Gracia, 2009. "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 233-252, October.
  127. Barros, Carlos Pestana & Gil-Alana, Luis & Faria, João Ricardo, 2009. "Introduction to the special issue on: Understanding, quantifying and modelling the terrorist threat," Journal of Policy Modeling, Elsevier, vol. 31(5), pages 737-738, September.
  128. Gil-Alana, Luis Alberiko & Moreno, Antonio, 2009. "Technology Shocks And Hours Worked: A Fractional Integration Perspective," Macroeconomic Dynamics, Cambridge University Press, vol. 13(05), pages 580-604, November.
  129. Guglielmo Caporale & Luis Gil-Alana, 2009. "Multiple shifts and fractional integration in the US and UK unemployment rates," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(4), pages 364-375, October.
  130. Luis A Gil-Alana, 2009. "Seasonal Monthly Fractional Integration in the UK Unemployment," The IUP Journal of Applied Economics, IUP Publications, vol. 0(1), pages 81-96, January.
  131. Carlos Barros & Guglielmo Maria Caporale & Luis Gil-Alana, 2009. "Basque Terrorism: Police Action, Political Measures And The Influence Of Violence On The Stock Market In The Basque Country," Defence and Peace Economics, Taylor & Francis Journals, vol. 20(4), pages 287-301.
  132. Christian Fischer & Luis Gil-Alana, 2009. "The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine," Applied Economics, Taylor & Francis Journals, vol. 41(11), pages 1345-1359.
  133. Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2009. "AK growth models: new evidence based on fractional integration and breaking trends," Recherches économiques de Louvain, De Boeck Université, vol. 75(2), pages 131-149.
  134. P. Garcia-del-Barrio & L. A. Gil-Alana, 2009. "New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data," Applied Economics, Taylor & Francis Journals, vol. 41(2), pages 219-236.
  135. Luis Gil-Alana & Rolando Peláez, 2008. "The persistence of earnings per share," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 425-439, November.
  136. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2008. "Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 52(11), pages 4998-5013, July.
  137. Gil-Alana, Luis A., 2008. "A simple non-linear model with fractional integration for financial time series data," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 838-848, December.
  138. Luis Gil-Alana & Juncal Cunado & Fernando Perez De Gracia, 2008. "Stochastic volatility in the Spanish stock market: a long memory model with a structural break," The European Journal of Finance, Taylor & Francis Journals, vol. 14(1), pages 23-31.
  139. Barros, Carlos Pestana & Faria, Joao Ricardo & Gil-Alana, Luis A., 2008. "Terrorism against American citizens in Africa: Related to poverty," Journal of Policy Modeling, Elsevier, vol. 30(1), pages 55-69.
  140. Gil-Alana, L.A., 2008. "Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand," Economic Modelling, Elsevier, vol. 25(2), pages 326-339, March.
  141. Guglielmo Caporale & Luis Gil-Alana, 2008. "Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 35(3), pages 241-253, July.
  142. Juncal Cunado & Luis Alberiko Gil-Alana & Fernando Perez de Gracia, 2008. "New Evidence on US Current Account Sustainability," International Journal of Business and Economics, College of Business and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 7(1), pages 1-21, April.
  143. Luis A. Gil-Alana, 2008. "Fractional integration and structural breaks at unknown periods of time," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(1), pages 163-185, 01.
  144. Luis A. Gil-Alana & Natalia Luqui & Juncal Cunado, 2008. "Trade Balance and Exchange Rate: Unit Roots, Co-integration and Long Memory in the US and the UK," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 37(1), pages 59-74, 02.
  145. Luis Gil-Alana, 2008. "Real GDP growth rates across countries: long memory and mean shifts," Applied Economics Letters, Taylor & Francis Journals, vol. 15(6), pages 449-455.
  146. Luis A. Gil-Alana & Juncal Cunado & Fernando Perez de Gracia, 2008. "Tourism in the Canary Islands: forecasting using several seasonal time series models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 621-636.
  147. DePenya, Francisco J. & Gil-Alana, Luis A., 2007. "Serial correlation in the Spanish Stock Market," Global Finance Journal, Elsevier, vol. 18(1), pages 84-103.
  148. Luis A. Gil-Alana, 2007. "Investigating the seasonal structure in the German economy using fractional integration with structural breaks," Studies in Economics and Finance, Emerald Group Publishing, vol. 24(2), pages 96-114, June.
  149. 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, vol. 17(16), pages 1313-1321.
  150. L. Gil-Alana, 2007. "Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(2), pages 139-154, April.
  151. 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, College of Business and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 6(2), pages 135-146, August.
  152. Guglielmo Caporale & Luis Gil-Alana, 2007. "Testing for deterministic and stochastic cycles in macroeconomic time series," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(2), pages 155-169, April.
  153. Luis Gil-Alana, 2007. "Seasonal fractional integration with structural break. An application to the German GNP data," Economics Bulletin, AccessEcon, vol. 3(32), pages 1-6.
  154. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Nonlinearities and Fractional Integration in the US Unemployment Rate," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(4), pages 521-544, 08.
  155. Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2007. "Real convergence in some emerging countries: a fractionally integrated approach," Recherches économiques de Louvain, De Boeck Université, vol. 73(3), pages 293-310.
  156. Carlos Pestana Barros & Isabel Proenca & Joao Ricardo Faria & Luis Gil-Alana, 2007. "Are Usa Citizens At Risk Of Terrorism In Europe?," Defence and Peace Economics, Taylor & Francis Journals, vol. 18(6), pages 495-507.
  157. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(1), pages 9-12, January.
  158. F. DePenya & L. Gil-Alana, 2006. "Testing of nonstationary cycles in financial time series data," Review of Quantitative Finance and Accounting, Springer, vol. 27(1), pages 47-65, August.
  159. Barros, Carlos Pestana & Passos, Jose & Gil-Alana, Luis A., 2006. "The timing of ETA terrorist attacks," Journal of Policy Modeling, Elsevier, vol. 28(3), pages 335-346, April.
  160. Guglielmo Caporale & Luis Gil-Alana, 2006. "Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994," Empirical Economics, Springer, vol. 31(1), pages 83-93, March.
  161. Bertrand Candelon & Luis A. Gil-Alana, 2006. "Mean Reversion of Short-run Interest Rates in Emerging Countries," Review of International Economics, Wiley Blackwell, vol. 14(1), pages 119-135, 02.
  162. Guglielmo Maria Caporale & Luis Gil-Alana, 2006. "Long memory at the long-run and the seasonal monthly frequencies in the US money stock," Applied Economics Letters, Taylor & Francis Journals, vol. 13(15), pages 965-968.
  163. 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.
  164. Gil-Alana, L.A., 2006. "Fractional integration in daily stock market indexes," Review of Financial Economics, Elsevier, vol. 15(1), pages 28-48.
  165. Gil-Alana, L.A., 2006. "Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 87-98, March.
  166. Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2006. "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 142(1), pages 67-91, April.
  167. Carlos Pestana Barros & Luis Gil-Alana, 2006. "Eta: A Persistent Phenomenon," Defence and Peace Economics, Taylor & Francis Journals, vol. 17(2), pages 95-116.
  168. Gil-Alana, Luis A., 2006. "UK Unemployment Dynamics: a Fractionally Cointegrated Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 59(1), pages 33-50.
  169. Luis A. Gil-Alanaa, 2005. "Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate," Empirical Economics, Springer, vol. 30(1), pages 193-207, January.
  170. Cunado, J. & Gil-Alana, L.A. & de Gracia, F. Perez, 2005. "A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2633-2654, October.
  171. L.A. Gil-Alana, 2005. "Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 99-126.
  172. L. A. Gil-Alana, 2005. "Fractional Integration At Zero And The Cyclical Frequencies In The Specification Of Us Prices," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 50(02), pages 169-173.
  173. L. A. Gil-Alana, 2005. "Measuring The Memory Parameter On Several Transformations Of Asset Returns," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(06), pages 675-691.
  174. Luis Gil-Alana, 2005. "Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 11(3), pages 257-266, August.
  175. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Fractional Cointegration And Aggregate Money Demand Functions," Manchester School, University of Manchester, vol. 73(6), pages 737-753, December.
  176. Gil-Alana, L.A., 2005. "A re-examination of historical real daily wages in England: 1260-1994," Journal of Policy Modeling, Elsevier, vol. 27(7), pages 829-838, October.
  177. Luis A Gil-Alana, 2005. "An I(d) Statistical Model for the Canadian Real Output," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(1), pages 79-93, February.
  178. Luis Gil-Alana & Pedro Mendi, 2005. "Fractional integration in total factor productivity: evidence from US data," Applied Economics, Taylor & Francis Journals, vol. 37(12), pages 1369-1383.
  179. Luis A. Gil-Alana, 2005. "Fractional Integration and Cointegration in the Japanese Exchange Rate Market," Japanese Economy, M.E. Sharpe, Inc., vol. 32(4), pages 12-35, January.
  180. L. A. Gil-Alana, 2005. "Testing Of Real Convergence In Germany In The Presence Of Structural Breaks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 50(01), pages 93-101.
  181. Luis A. Gil-Alana, 2005. "Testing and forecasting the degree of integration in the US inflation rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(3), pages 173-187.
  182. Luis A. Gil-Alana, 2004. "A joint test of fractional integration and structural breaks at a known period of time," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 691-700, 09.
  183. Luis Alberiko Gil-Alana, 2004. "A fractionally integrated model for the Spanish real GDP," Economics Bulletin, AccessEcon, vol. 3(8), pages 1-6.
  184. Luis Gil-Alana, 2004. "The permanent income hypothesis: A new framework based on fractional integration and cointegration," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 10(3), pages 165-179, October.
  185. Luis Gil-Alana, 2004. "Forecasting the real output using fractionally integrated techniques," Applied Economics, Taylor & Francis Journals, vol. 36(14), pages 1583-1589.
  186. Candelon, B. & Gil-Alana, L. A., 2004. "Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 301-313, April.
  187. Luis Gil-Alana, 2004. "Seasonal fractional components in macroeconomic time series," Applied Economics, Taylor & Francis Journals, vol. 36(12), pages 1265-1279.
  188. Luis Gil-Alana, 2004. "Semiparametric estimation of the fractional differencing parameter in the UK industrial production index," Applied Economics, Taylor & Francis Journals, vol. 36(11), pages 1205-1217.
  189. Luis A. Gil-Alana, 2004. "Fractional cointegration in the consumption and income relationship using semiparametric techniques," Economics Bulletin, AccessEcon, vol. 3(47), pages 1-8.
  190. Gil-Alana, Luis A., 2004. "Modelling the U.S. interest rate in terms of I(d) statistical models," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(4), pages 475-486, September.
  191. Luis A. Gil-Alana, 2004. "The Stochastic Permanent Break Model and the Fractional Integration Hypothesis," Computational Economics, Springer;Society for Computational Economics, vol. 23(4), pages 315-324, 06.
  192. Luis A. Gil-Alana, 2004. "Structural Change and the Order of Integration in Univariate Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 23(3), pages 239-254, 04.
  193. Luis A. Gil-Alana, 2004. "Estimation of the order of integration in the UK and the us interest rates using fractionally integrated semiparametric techniques," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 29-40.
  194. Bertrand Candelon & Luis A. Gil-Alana, 2004. "Fractional integration and business cycle features," Empirical Economics, Springer, vol. 29(2), pages 343-359, 05.
  195. Luis A. Gil-Alana, 2004. "Testing of I(d) processes in the real output," Economics Bulletin, AccessEcon, vol. 3(32), pages 1-6.
  196. Luis Gil-Alana, 2004. "The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration," Applied Economics Letters, Taylor & Francis Journals, vol. 11(7), pages 429-432.
  197. Guglielmo Maria Caporale & Luis Gil-Alana, 2004. "Long range dependence in daily stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 14(6), pages 375-383.
  198. 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, College of Business and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 3(2), pages 123-138, August.
  199. Luis Gil-Alana, 2004. "Modelling the US real GNP with fractionally integrated techniques," Applied Economics, Taylor & Francis Journals, vol. 36(8), pages 873-879.
  200. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and real exchange rates," Review of Financial Economics, Elsevier, vol. 13(4), pages 327-340.
  201. Gil-Alana, Luis A., 2004. "Long memory in the U.S. interest rate," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 265-276.
  202. Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004. "Is the US fiscal deficit sustainable?: A fractionally integrated approach," Journal of Economics and Business, Elsevier, vol. 56(6), pages 501-526.
  203. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, vol. 13(3), pages 245-258.
  204. Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004. "Real convergence in Taiwan: a fractionally integrated approach," Journal of Asian Economics, Elsevier, vol. 15(3), pages 529-547, June.
  205. Luis Gil-alana, 2004. "Testing of Unit Root Cycles in the Swedish Economy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 31(4), pages 333-344, December.
  206. Guglielmo M. Caporale & Luis A. Gil-Alana, 2004. "Testing for Seasonal Fractional Roots in German Real Output," German Economic Review, Verein für Socialpolitik, vol. 5(3), pages 319-333, 08.
  207. Gil-Alana Luis A, 2003. "Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries," The B.E. Journal of Macroeconomics, De Gruyter, vol. 3(1), pages 1-15, September.
  208. L. A. Gil-Alana, 2003. "Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate," Applied Economics Letters, Taylor & Francis Journals, vol. 10(2), pages 103-105.
  209. Gil-Alana, Luis A., 2003. "Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 3(1).
  210. Luis Gil-Alana, 2003. "Stochastic behavior of nominal exchange rates," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 31(2), pages 159-173, June.
  211. Gil-Alana, Luis A., 2003. "The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 56(3), pages 323-335.
  212. Luis A. Gil-Alana, 2003. "Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks," Empirical Economics, Springer, vol. 28(1), pages 101-113, January.
  213. Luis Gil-Alana, 2003. "Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances," Applied Economics Letters, Taylor & Francis Journals, vol. 10(1), pages 33-37.
  214. Luis Gil-Alana, 2003. "Unemployment and real oil prices in Australia: a fractionally cointegrated approach," Applied Economics Letters, Taylor & Francis Journals, vol. 10(4), pages 201-204.
  215. Guglielmo Caporale & Luis Gil-Alana, 2003. "Long memory and structural breaks in hyperinflation countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 27(2), pages 136-152, June.
  216. J. Cunado & L. A. Gil-Alana & F. PErez de Gracia, 2003. "Empirical evidence on real convergence in some OECD countries," Applied Economics Letters, Taylor & Francis Journals, vol. 10(3), pages 173-176.
  217. Luis Gil-Alana, 2003. "Long memory in the interest rates in some Asian countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 9(4), pages 257-267, November.
  218. Luis Gil-Alana, 2003. "Strong dependence in the real interest rates," Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 119-124.
  219. Luis A. Gil-Alana & S. G. Brian Henry, 2003. "Fractional Integration and the Dynamics of UK Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(2), pages 221-239, 05.
  220. Gil-Alana, L. A., 2003. "A fractional multivariate long memory model for the US and the Canadian real output," Economics Letters, Elsevier, vol. 81(3), pages 355-359, December.
  221. Luis Gil-Alana, 2003. "Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(9), pages 1021-1031.
  222. Gil-Alana, L. A., 2003. "A Generalized Fractional Time Series Model: Testing the Order of Integration of Trend Seasonal and Cyclical components," Review on Economic Cycles, International Association of Economic Cycles, vol. 7(1), December.
  223. Luis Gil-Alana, 2003. "Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 22(1), pages 65-74, August.
  224. L.A. Gil-Alana, 2003. "Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses," Computational Economics, Springer;Society for Computational Economics, vol. 22(1), pages 23-38, August.
  225. Luis A. Gil-Alana, 2003. "Testing of Fractional Cointegration in Macroeconomic Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(4), pages 517-529, 09.
  226. L. A. Gil-Alana, 2003. "A fractional integration analysis of the population in some OECD countries," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(10), pages 1147-1159.
  227. Gil-Alana, Luis A., 2002. "Seasonal long memory in the aggregate output," Economics Letters, Elsevier, vol. 74(3), pages 333-337, February.
  228. Gil-Alana, Luis A, 2002. "Testing the order of integration of the UK Unemployment," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 2(1).
  229. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2002. "Fractional integration and mean reversion in stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(3), pages 599-609.
  230. Gil-Alana, Luis A., 2002. "Structural breaks and fractional integration in the US output and unemployment rate," Economics Letters, Elsevier, vol. 77(1), pages 79-84, September.
  231. Gil-Alana, L A & Toro, J, 2002. "Estimation and Testing of ARFIMA Models in the Real Exchange Rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(4), pages 279-292, October.
  232. Luis Gil-Alana, 2002. "Unit and fractional roots with deterministic trends in the UK output," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 8(4), pages 348-356, November.
  233. Luis Gil-Alana, 2002. "Modelling the Persistence of Unemployment in Canada," International Review of Applied Economics, Taylor & Francis Journals, vol. 16(4), pages 465-477.
  234. Gil-Alana, Luis A., 2002. "Empirical evidence of the spot and the forward exchange rates in Canada," Economics Letters, Elsevier, vol. 77(3), pages 405-409, November.
  235. Guglielmo Maria Caporale & Luis Gil-Alana, 2002. "Unemployment and input prices: a fractional cointegration approach," Applied Economics Letters, Taylor & Francis Journals, vol. 9(6), pages 347-351.
  236. Gil-Alana, Luis A., 2002. "A mean shift break in the US interest rate," Economics Letters, Elsevier, vol. 77(3), pages 357-363, November.
  237. Gil-Alana, Luis A, 2002. "Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment," Computational Economics, Springer;Society for Computational Economics, vol. 19(3), pages 323-339, June.
  238. Luis Gil-Alana, 2002. "Confidence intervals for fractionally integrated hypotheses in the real output across Europe," Applied Economics Letters, Taylor & Francis Journals, vol. 9(6), pages 407-409.
  239. Luis Gil-Alana, 2002. "Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques," Applied Economics Letters, Taylor & Francis Journals, vol. 9(12), pages 787-790.
  240. Gil-Alana, Luis A, 2001. "A Fractionally Integrated Exponential Model for UK Unemployment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(5), pages 329-340, August.
  241. Gil-Alana, Luis A., 2001. "A fractionally integrated model with a mean shift for the US and the UK real oil prices," Economic Modelling, Elsevier, vol. 18(4), pages 643-658, December.
  242. Luis Gil-Alana, 2001. "Seasonal long memory in the US monthly monetary aggregate," Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 573-575.
  243. L. A. Gil-Alana & P. M. Robinson, 2001. "Testing of seasonal fractional integration in UK and Japanese consumption and income," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 95-114.
  244. Luis Gil-Alana, 2001. "Measuring unemployment persistence in terms of I(d) statistical models," Applied Economics Letters, Taylor & Francis Journals, vol. 8(12), pages 761-763.
  245. 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.
  246. Luis Gil-Alana, 2001. "The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models," Applied Economics, Taylor & Francis Journals, vol. 33(10), pages 1263-1269.
  247. Gil-Alana, Luis A., 2000. "Mean reversion in the real exchange rates," Economics Letters, Elsevier, vol. 69(3), pages 285-288, December.
  248. Gil-Alana, Luis A., 1999. "Testing fractional integration with monthly data," Economic Modelling, Elsevier, vol. 16(4), pages 613-629, December.
  249. Gil-Alana, L. A. & Robinson, P. M., 1997. "Testing of unit root and other nonstationary hypotheses in macroeconomic time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 241-268, October.
  1. Carlos P. Barros & Luis A. Gil-Alana, 2011. "Terrorism: The Case of ETA," Chapters,in: Handbook on the Economics of Conflict, chapter 16 Edward Elgar Publishing.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2007. "Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data," World Scientific Book Chapters,in: Advances In Quantitative Analysis Of Finance And Accounting, chapter 2, pages 23-50 World Scientific Publishing Co. Pte. Ltd..
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 103 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (26) 2005-03-20 2005-11-05 2005-11-05 2005-11-05 2005-11-05 2006-05-20 2006-08-05 2008-07-14 2009-02-14 2009-04-25 2012-03-08 2013-12-29 2014-03-08 2014-11-01 2015-02-11 2015-07-25 2016-07-16 2016-08-28 2016-08-28 2016-11-13 2016-11-27 2017-01-22 2017-03-26 2017-05-21 2017-07-02 2017-07-16. Author is listed
  2. NEP-ETS: Econometric Time Series (25) 2004-10-21 2004-10-21 2004-10-21 2004-10-21 2004-12-02 2005-01-16 2005-03-20 2005-11-05 2005-11-05 2005-11-05 2005-11-05 2005-11-05 2006-01-24 2006-08-05 2008-12-01 2008-12-01 2009-02-14 2010-06-04 2010-06-18 2011-04-09 2012-05-08 2013-03-02 2016-05-14 2017-03-26 2017-07-02. Author is listed
  3. NEP-ECM: Econometrics (16) 2004-10-21 2004-10-21 2004-12-02 2005-03-20 2005-11-05 2005-11-05 2006-01-24 2007-02-24 2008-07-14 2008-12-01 2008-12-01 2008-12-01 2009-02-14 2009-04-25 2010-06-04 2012-05-08. Author is listed
  4. NEP-MON: Monetary Economics (11) 2005-01-16 2009-04-25 2012-03-08 2012-05-22 2013-04-27 2016-07-16 2016-08-21 2016-08-28 2016-08-28 2017-03-26 2017-05-21. Author is listed
  5. NEP-CBA: Central Banking (9) 2005-03-20 2009-03-07 2009-04-25 2010-02-27 2010-06-18 2012-03-08 2012-05-22 2016-08-28 2017-03-26. Author is listed
  6. NEP-MST: Market Microstructure (9) 2010-02-27 2010-06-04 2010-06-18 2013-05-05 2014-07-05 2014-07-05 2014-11-28 2015-02-16 2016-08-28. Author is listed
  7. NEP-FMK: Financial Markets (8) 2005-11-05 2005-11-05 2010-11-20 2012-12-06 2013-03-23 2014-02-21 2014-11-17 2016-04-16. Author is listed
  8. NEP-EEC: European Economics (7) 2005-10-29 2009-04-25 2010-02-27 2011-02-26 2011-10-22 2012-03-08 2013-10-05. Author is listed
  9. NEP-FOR: Forecasting (6) 2005-11-05 2005-11-05 2007-02-24 2012-05-22 2012-12-06 2016-11-13. Author is listed
  10. NEP-HIS: Business, Economic & Financial History (6) 2004-10-21 2006-01-24 2015-02-28 2016-11-27 2017-07-02 2017-07-16. Author is listed
  11. NEP-ENE: Energy Economics (5) 2012-02-20 2012-07-14 2015-03-22 2015-11-01 2016-07-16. Author is listed
  12. NEP-LAB: Labour Economics (5) 2008-09-29 2008-12-01 2008-12-01 2009-11-14 2011-02-26. Author is listed
  13. NEP-SEA: South East Asia (5) 2005-11-05 2006-08-05 2016-07-16 2016-08-28 2017-05-21. Author is listed
  14. NEP-TRA: Transition Economics (5) 2009-11-14 2011-02-26 2012-03-08 2013-03-23 2016-07-16. Author is listed
  15. NEP-AFR: Africa (3) 2012-10-27 2012-12-22 2016-11-13
  16. NEP-FIN: Finance (3) 2004-10-21 2004-10-21 2005-11-05
  17. NEP-GER: German Papers (3) 2016-07-16 2016-07-16 2016-07-16
  18. NEP-IFN: International Finance (3) 2009-03-07 2010-02-27 2010-06-18
  19. NEP-ORE: Operations Research (3) 2012-05-08 2013-03-02 2016-08-28
  20. NEP-URE: Urban & Real Estate Economics (3) 2013-05-11 2013-10-05 2014-11-07
  21. NEP-BEC: Business Economics (2) 2008-09-29 2009-05-23
  22. NEP-CFN: Corporate Finance (2) 2005-11-05 2005-11-05
  23. NEP-CIS: Confederation of Independent States (2) 2011-10-22 2014-02-21
  24. NEP-EUR: Microeconomic European Issues (2) 2011-02-26 2013-05-11
  25. NEP-HEA: Health Economics (2) 2015-06-13 2015-10-17
  26. NEP-OPM: Open Economy Macroeconomics (2) 2009-03-07 2013-04-27
  27. NEP-RMG: Risk Management (2) 2004-10-30 2005-11-05
  28. NEP-TUR: Tourism Economics (2) 2005-10-29 2007-02-24
  29. NEP-CMP: Computational Economics (1) 2014-07-05
  30. NEP-CUL: Cultural Economics (1) 2016-02-29
  31. NEP-CWA: Central & Western Asia (1) 2012-07-14
  32. NEP-ENT: Entrepreneurship (1) 2008-09-29
  33. NEP-ENV: Environmental Economics (1) 2015-03-22
  34. NEP-GEO: Economic Geography (1) 2006-09-03
  35. NEP-GRO: Economic Growth (1) 2016-08-28
  36. NEP-INT: International Trade (1) 2005-10-29
  37. NEP-LAM: Central & South America (1) 2015-12-08
  38. NEP-PAY: Payment Systems & Financial Technology (1) 2016-07-16
  39. NEP-PBE: Public Economics (1) 2015-06-13
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