Access Statistics for Luis Alberiko Gil-Alana

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A Long-Memory Model for Multiple Cycles with an Application to the S&P500 0 0 22 28 0 1 26 33
A Multivariate Long-Memory Model with Structural Breaks 0 0 0 101 0 0 1 215
A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials 1 1 1 81 2 4 15 235
A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials 0 0 0 7 1 2 7 68
A fractionally integrated exponential model for UK unemployment 0 0 0 6 0 0 1 81
A fractionally integrated model with a mean shift for the US and the UK real oil prices 0 0 0 14 0 0 2 59
A framework for Open Innovation practices: Typology and characterisation 0 0 0 97 0 1 3 151
A generalized fractional time series model 0 0 0 31 0 0 0 125
A joint test of fractional cyclic integration and a linear time trend 0 0 0 16 0 0 0 234
A new unit root analysis for testing hysteresis in unemployment 0 0 0 81 1 2 5 130
A non-linear approach with long range dependence based on Chebyshev polynomials 0 0 0 53 2 2 3 131
A non-linear approach with long range dependence based on Chebyshev polynomials 1 1 1 2 2 2 2 20
A note on the effectiveness of national anti-terrorist policies. Evidence from ETA 0 0 0 29 1 1 3 151
AK growth models: new evidence based on fractional integration and breaking trends 0 0 0 9 0 0 0 72
Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach 0 0 0 97 1 1 1 300
African Growth, Non-Linearities and Strong Dependence: An Empirical Study 0 0 0 8 0 0 0 37
An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers 0 0 0 49 0 1 2 167
Are BRICS Exchange Rates Chaotic? 0 0 0 39 0 0 0 140
Atmospheric Pollution in Chinese Cities: Trends and Persistence 0 0 0 64 2 3 3 14
Brexit and Uncertainty in Financial Markets 0 0 0 54 0 0 1 185
Brexit and Uncertainty in Financial Markets 0 0 0 27 0 0 2 68
CO2 Emissions and GDP: Evidence from China 0 0 1 52 0 0 4 118
Central Bank Policy Rates: Are They Cointegrated? 0 0 0 44 0 0 0 66
Central Bank Policy Rates: Are they Cointegrated? 0 0 0 40 1 1 1 46
Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach 0 0 0 22 0 0 0 169
Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break 0 1 1 1 1 4 4 4
Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies 1 1 1 33 1 1 3 68
Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis 0 0 1 16 0 2 21 53
Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks 0 0 0 6 0 0 0 164
Cycles and Long-Range Behaviour in the European Stock Market 0 0 0 26 1 1 1 29
Deterministic Seasonality versus Seasonal Fractional Integration 0 0 0 60 0 0 0 249
Deterministic seasonality versus seasonal fractional integration 0 0 1 46 0 0 1 142
Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks 0 0 0 44 0 0 0 146
Do Spanish Stock Market Prices Follow a Random Walk? 0 0 0 222 0 0 1 894
Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016 0 0 0 38 0 0 2 74
Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test 0 0 0 0 0 0 0 88
Does energy consumption by the US electric power secto exhibit long memory behaviour? 0 0 0 32 0 0 1 102
Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity 0 1 1 1 1 2 3 3
ETA TERRORISM:POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON ECONOMIC ACTIVITY IN THE BASQUE COUNTRY 0 0 0 241 0 0 0 928
Economic Policy Uncertainty: Persistence and Cross-Country Linkages 0 0 0 10 3 5 14 130
Energy Consumption in the GCC Countries: Evidence on Persistence 0 0 0 10 2 2 3 60
Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models 0 0 0 33 0 0 0 96
Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data 0 0 0 16 0 0 0 39
Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis 0 0 1 29 0 1 2 46
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 1 18 1 1 4 115
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 0 35 0 0 1 130
Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB 0 0 0 22 1 1 2 68
Exploring Survey-Based Inflation Forecasts 0 0 0 43 0 0 1 513
Exponential Time Trends in a Fractional Integration Model 0 0 2 13 0 0 4 9
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 340 0 0 1 806
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 128 0 0 1 303
FRACTIONAL INTEGRATION AND IMPULSE RESPONSES: A BIVARIATE APPLICATION TO REAL OUTPUT IN THE US AND THE SCANDINAVIAN COUNTRIES 0 0 0 73 0 0 1 274
Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty 0 0 0 39 0 0 0 104
Forecasting the real output using fractionally integrated techniques 0 0 0 17 0 0 0 123
Fractional Cointegration in US Term Spreads 0 0 0 43 0 0 0 101
Fractional Integration and Business Cycles Features 0 0 0 136 0 1 1 452
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 107 0 0 1 165
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 56 0 0 1 191
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 28 0 0 3 111
Fractional Integration and Structural Breaks in U.S. Macro Dynamics 0 0 0 99 1 1 3 231
Fractional Integration and the Dynamics of UK Unemployment 0 0 0 102 0 0 0 553
Fractional Integration in the Purchasing Power Parity 0 0 0 0 0 0 0 125
Fractional cointegration and real exchange rates 0 0 0 44 0 0 1 113
Fractional cointegration and tests of present value models 0 0 0 39 0 0 1 129
Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data 0 0 0 31 0 0 0 63
Fractional integration and business cycle features 0 0 0 26 0 0 0 211
Fractional integration and data frequency 0 0 0 29 0 0 1 53
Fractional integration and structural breaks at unknown periods of time 0 0 2 58 1 2 7 197
Fractional integration and the dynamics of UK unemployment 0 1 1 21 0 1 1 90
Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change 0 0 0 9 0 0 2 63
Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes 0 0 0 108 1 1 1 281
GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features 0 0 0 5 0 0 0 32
Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data 0 0 0 23 0 1 4 94
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 14 0 0 0 49
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 9 0 0 1 41
Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective 0 0 0 32 2 2 4 48
Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis 0 0 0 3 0 0 1 4
HOUSING SALES IN URBAN BEIJING 0 0 0 0 0 0 0 50
High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach 0 0 1 39 0 1 13 80
High and low prices and the range in the European stock markets: a long-memory approach 0 0 0 21 0 1 2 46
Housing Sales in Urban Beijing 0 0 0 6 0 0 0 77
How do Stocks in BRICS co-move with REITs? 0 0 1 18 0 0 3 80
How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses 0 0 0 7 0 0 0 16
Identification of Segments of European Banks with a Latent Class Frontier Model 0 0 0 33 0 1 1 157
Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro 0 0 0 74 0 0 0 207
Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War 0 0 1 39 1 2 7 36
Inflation convergence in Central and Eastern Europe with a view to adopting the euro 0 0 0 80 0 0 0 223
Inflation forecasting in Angola: a fractional approach 0 0 1 87 0 1 4 190
Inflation in South Africa. A time series view across sectors using long range dependence 0 0 0 3 0 0 1 19
Inflation in the G7 Countries: Persistence and Structural Breaks 0 0 0 30 0 0 1 68
Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach 0 0 0 19 0 0 2 69
Interest rate dynamics in Kenya 0 0 0 8 0 0 1 29
International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications 0 0 0 17 0 0 1 117
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 0 30 0 0 0 182
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 0 21 1 1 1 94
Is Inflation Persistence Different in Reality? 0 0 0 22 0 0 0 106
Is Market Fear Persistent? A Long-Memory Analysis 0 0 0 7 0 1 2 50
Is Market Fear Persistent? A Long-Memory Analysis 0 0 0 10 0 1 1 51
Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach 1 1 1 233 1 2 3 862
Is there Convergence between the Brics and International Securitized Property Markets? 0 0 0 11 0 0 0 24
Is there asymmetric behaviour in African inflation? A non-linear approach 0 0 0 6 0 1 2 30
Is there convergence between the BRICS and International REIT Markets? 0 0 0 20 0 0 1 63
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 61 0 0 0 160
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 19 1 1 2 126
LONG MEMORY AT THE LONG-RUN AND THE SEASONAL MONTHLY FREQUENCIES IN THE US MONEY STOCK 0 0 0 51 0 0 0 141
LONG RUN AND CYCLICAL DYNAMICS IN THE US STOCK MARKET 0 0 0 71 0 0 1 190
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 22 0 0 1 84
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 8 0 0 0 64
Long Memory and Data Frequency in Financial Markets 0 0 0 45 0 0 2 75
Long Memory and Data Frequency in Financial Markets 0 0 0 34 0 0 0 70
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 0 20 0 0 0 69
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 0 39 0 0 0 124
Long Memory and Fractional Integration in High Frequency Financial Time Series 0 0 0 87 0 1 4 198
Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates 0 0 0 11 0 0 0 55
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 70 1 2 2 143
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 6 0 0 1 49
Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994 0 0 0 16 0 0 1 120
Long Memory in German Energy Price Indices 0 0 0 48 0 0 0 129
Long Memory in German Energy Price Indices 0 0 0 11 0 0 0 67
Long Memory in Turkish Unemployment Rates 0 0 0 33 0 1 1 33
Long Memory in Turkish Unemployment Rates 0 0 0 52 0 0 0 150
Long Memory in Turkish Unemployment Rates 0 0 0 25 1 2 4 44
Long Memory in US Real Output per Capita 0 0 0 38 0 0 0 270
Long Memory in US Real Output per Capita 0 0 0 29 0 1 1 173
Long Memory in the Ukrainian Stock Market 0 0 0 51 0 0 1 103
Long Run and Cyclical Dynamics in the US Stock Market 0 0 1 44 0 1 3 216
Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour 0 0 0 4 0 0 0 31
Long memory in Turkish Unemployment Rates 0 0 0 39 0 0 1 84
Long memory in Turkish Unemployment Rates 0 0 1 26 1 1 3 27
Long memory in the ukrainian stock market and financial crises 0 0 1 22 0 0 2 65
Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria 0 0 0 3 0 0 0 18
Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited 0 0 0 13 1 1 2 65
Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis 0 0 0 43 0 0 1 22
Long-Run Trends and Cycles in US House Prices 0 0 2 3 0 0 5 7
Long-Term Price Overreactions: Are Markets Inefficient? 0 0 0 38 0 0 0 101
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 38 1 2 2 310
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 73 2 3 4 330
MODELLING STOCHASTIC VOLATILITY IN ASSET RETURNS USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES 0 0 1 79 0 0 1 218
MODELLING STRUCTURAL BREAKS IN THE US, UK AND JAPANESE UNEMPLOYMENT RATES 0 0 0 79 0 0 1 307
Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach 0 0 0 20 0 0 0 137
Mean reversion and long memory in African stock market prices 0 0 0 9 0 0 0 59
Mean reversion and long memory in African stock market prices 0 0 0 58 0 0 2 143
Measuring Persistence of the World Population: A Fractional Integration Approach 0 0 1 28 0 0 1 14
Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations 0 1 1 1 1 1 1 1
Modeling Persistence of Carbon Emission Allowance Prices 0 0 0 38 0 1 1 96
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 65 1 1 1 45
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 28 0 0 0 51
Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach 0 0 0 12 0 1 2 27
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 0 0 3 653
Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries 0 0 0 12 0 0 0 44
Modelling Long Run Trends and Cycles in Financial Time Series Data 0 0 0 27 1 1 3 127
Modelling Long-Run Trends and Cycles in Financial Time Series Data 0 0 1 207 0 0 3 743
Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields 0 0 1 13 0 0 2 19
Modelling Profitability of Private Equity: A Fractional Integration Approach 0 0 1 16 0 0 3 23
Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates 0 0 0 104 0 0 0 372
Modelling seasonality with fractionally integrated processes 0 0 0 33 0 0 0 172
Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks 0 0 0 36 0 1 3 108
Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets 0 0 0 2 0 1 1 27
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 23 0 0 0 123
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 15 0 0 0 124
Multivariate Tests of Fractionally Integrated Hypotheses 0 0 0 41 0 0 0 221
Multivariate Tests of Fractionally Integrated Hypotheses 0 0 0 0 0 1 1 243
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 220 2 2 2 664
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 118 1 1 1 337
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 113 0 0 0 269
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 59 0 0 0 287
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 82 0 1 4 263
Nelson and Plosser Revisited: Evidence from Fractional Arima Models 0 0 0 0 0 0 2 294
New Revelations about Unemployment Persistence in Spain 0 0 0 101 1 1 2 351
Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks 0 0 0 30 0 0 0 17
Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration 0 0 0 12 0 0 0 36
Non-Linearities and Fractional Integration in the US Unemployment Rate 0 0 0 4 1 1 2 28
Non-Linearities and Persistence in US Long-Run Interest Rates 0 0 0 17 0 0 0 23
Non-linearities and fractional integration in the US unemployment rate 0 0 0 27 0 0 1 166
Nonlinearities and fractional integration in the US unemployment rate 0 0 0 36 0 0 0 143
Oil Prices: Persistence and Breaks 0 0 0 33 2 2 2 103
Oil shocks on unemployment in Central and Eastern Europe 0 0 0 141 0 0 0 147
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 0 0 47 0 0 1 66
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 0 1 72 1 1 3 123
On the changes in the sustainability of European external debt: what have we learned 0 0 0 64 0 0 0 110
On the invertibility of seasonally adjusted series 0 0 0 29 0 1 2 50
On the persistence and volatility in European, American and Asian stocks bull and bear markets 0 0 0 1 1 1 2 37
Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals 0 0 0 15 3 3 3 35
Persistence Characteristics of Nordic Tourist Arrivals in Madeira and their Forecasting 0 0 0 0 0 0 0 0
Persistence and Cycles in Historical Oil Prices Data 0 0 0 0 0 0 0 116
Persistence and Cycles in US Hours Worked 0 0 0 21 0 0 0 67
Persistence and Cycles in US Hours Worked 0 0 0 10 0 0 0 68
Persistence and Cycles in the US Federal Funds Rate 0 0 0 15 0 0 1 83
Persistence and Cycles in the US Federal Funds Rate 0 0 0 48 0 0 0 57
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 18 0 1 1 131
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 21 0 0 0 101
Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data 0 0 0 41 0 0 2 55
Persistence and Long Memory in Monetary Policy Spreads 0 0 0 25 0 0 1 32
Persistence and Seasonality in the US Industrial Production Index 0 0 0 1 1 1 1 2
Persistence in ESG and Conventional Stock Market Indices 0 0 0 18 0 0 5 35
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 1 1 1 115
Persistence in Tax Revenues: Evidence from Some OECD Countries 0 0 0 20 0 0 1 16
Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data 0 0 0 54 1 1 1 121
Persistence in UK Historical Data on Life Expectancy 0 0 1 28 1 1 2 18
Persistence in Youth Unemployment 0 1 1 38 1 2 2 120
Persistence in the Cryptocurrency Market 0 0 0 42 1 1 3 167
Persistence in the Cryptocurrency Market 0 0 1 52 0 0 6 239
Persistence in the Market Risk Premium: Evidence across Countries 0 0 0 26 1 1 2 51
Persistence in the Passion Investment Market 0 0 2 4 0 0 2 11
Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries 0 0 0 7 0 0 0 17
Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market 0 0 1 29 1 1 3 53
Persistence in the Russian Stock Market Volatility Indices 0 0 0 28 0 0 0 55
Persistence in the short and long term tourist arrivals to Australia 0 0 0 27 0 1 3 84
Persistence of precious metal prices: a fractional integration approach with structural breaks 0 0 0 10 0 0 0 66
Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe 0 0 3 3 0 2 10 10
Persistence on airline accidents 0 0 0 19 0 0 0 86
Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 0 0 0 12 0 0 0 71
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data 0 0 0 0 1 1 1 30
Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates 0 0 0 19 0 0 2 78
Persistence, long memory and seasonality in Kenyan tourism series 0 0 0 11 0 1 4 60
Persistence, non-linearities and structural breaks in European stock market indices 0 0 0 24 0 0 0 43
Polar Amplification: A Fractional Integration Analysis 0 0 5 5 1 4 13 13
Precious Metal Prices: A Tale of Four U.S. Recessions 0 1 1 19 0 1 2 10
Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff 0 0 0 3 0 0 3 123
Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data 0 0 0 10 0 3 4 26
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 1 1 1 30 1 1 1 59
Real convergence in some emerging countries: a fractionally integrated approach 0 0 0 35 2 2 3 128
Remittances in Latin America: Trends and Persistence 1 12 12 12 3 18 18 18
Retail sales. Persistence in the short term and long term dynamics 0 0 0 61 1 1 2 170
Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ 0 0 0 38 0 0 0 275
Self-employment by gender in the EU: convergence and clusters 0 0 1 32 0 0 2 84
Serial and cross-correlation in the Spanish Stock Market returns 0 0 0 157 0 0 0 500
Short-Term Price Overreaction: Identification, Testing, Exploitation 0 0 0 25 2 2 2 103
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 0 18 0 1 2 68
Stock Market Cycles and Stock Market Development in Spain 0 0 1 550 0 1 3 2,493
Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours 0 0 0 22 1 2 3 45
Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence 0 1 3 14 1 2 5 19
Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach 0 0 1 65 0 0 3 178
Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics 0 0 1 39 0 0 6 195
Structural Change and the Order of Integration in Univariate Time Series 0 0 0 74 0 0 0 482
TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES 0 0 0 131 0 0 0 216
TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES 0 0 0 25 0 0 0 118
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 0 0 144 0 0 0 648
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 0 0 17 0 0 0 145
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 94 0 0 0 303
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 141 0 0 0 351
Technology Shocks and Hours Worked: A Fractional Integration Perspective 0 0 0 56 0 2 11 238
Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend 0 0 0 0 0 0 6 51
Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve 0 0 0 26 0 1 1 77
Term Structure Persistence 0 1 1 74 2 4 7 233
Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions 0 0 0 36 0 2 3 65
Testing Unemployment Theories: A Multivariate Long Memory Approach 1 1 1 32 1 1 1 84
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 50 0 1 1 89
Testing for Multiple Bubbles in the BRICS Stock Markets 0 0 0 91 2 3 5 269
Testing for Persistence in German Green and Brown Stock Market Indices 0 0 5 5 1 1 5 5
Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries 0 0 0 40 0 0 5 255
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 37 1 2 2 104
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 13 0 1 1 94
Testing for persistence with breaks and outliers in South African house prices 0 0 0 3 0 0 0 46
Testing of Fractional Cointegration in Macroeconomic Time Series 0 0 1 247 0 1 4 577
Testing of Nonstationary Cycles in Financial Time Series Data 0 0 0 197 0 0 0 698
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 1 1 2 275
Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income 0 0 0 0 0 0 0 10
Testing of Unit Root and Other Nonstationary Hypotheses in Macroeconomic Time Series - (Now published in 'Journal of Econometrics', 80, 1997, pp.241-268.) 0 0 0 0 2 3 4 18
Testing of fractional cointegration in macroeconomic time series 0 0 0 124 0 2 2 357
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 2 0 0 0 33
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 5 0 0 0 28
Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks 0 0 0 30 1 1 1 83
Testing stochastic cycles in macroeconomic time series 0 1 1 27 0 2 3 110
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 11 0 0 1 25
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 23 0 0 0 34
Testing the Marshall-Lerner Condition in Kenya 0 1 2 107 0 1 4 344
Testing the Marshall-Lerner condition in Kenya 0 0 0 9 0 1 2 62
Testing the PPP Hypothesis in the Sub-Saharan Countries 0 0 0 6 0 0 0 29
The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective 0 0 0 14 1 1 4 52
The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields 1 1 1 21 1 1 1 45
The Deaton paradox in a long memory context with structural breaks 0 0 0 62 0 0 1 252
The Deaton paradox in a long memory context with structural breaks 0 0 0 0 0 0 0 40
The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks 0 0 1 15 0 1 4 150
The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks 0 0 1 35 0 1 3 93
The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches 0 0 0 20 0 0 2 124
The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach 0 0 0 10 0 0 1 124
The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic 0 0 0 18 0 3 6 51
The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets 0 0 3 25 1 1 4 30
The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? 0 1 1 71 0 1 1 346
The Nature of the Relationship between International Tourism and International Trade: The Case of Ge 0 0 1 290 0 1 10 1,531
The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine 0 0 0 42 1 2 2 327
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 37 1 1 4 95
The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency 0 0 1 34 0 0 5 135
The Persistence of Earnings per Share 0 0 0 50 1 1 7 165
The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration 0 0 0 29 0 0 1 72
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 29 0 2 3 173
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 17 2 2 2 100
The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 19 0 0 0 82
The Relationship between Prices and Output in the UK and the US 0 0 0 18 1 1 1 40
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 0 32 0 0 0 87
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 1 32 0 0 1 149
The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? 0 1 2 21 0 1 2 106
The Weekly Structure of US Stock Prices 0 0 0 7 1 1 1 54
The Weekly Structure of US Stock Prices 0 0 0 34 0 0 0 52
The explaining role of the Earning-Price Ratio in the Spanish Stock Market 0 0 1 174 0 0 2 760
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 0 1 29 0 0 1 192
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 0 0 130 0 0 0 1,048
The persistence of air pollution in four mega-cities of China 0 0 0 88 0 0 1 117
The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models 0 0 0 19 0 1 2 118
Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes 0 0 0 21 1 1 2 106
Time series modelling of sunspot numbers using long range cyclical dependence 0 0 0 27 0 1 3 95
Time trend estimation with breaks in temperature time series 0 0 1 56 0 1 3 100
Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty 0 1 5 5 1 4 11 11
Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 0 0 0 20 1 1 1 15
Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament? 0 0 0 4 0 1 2 29
Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models 0 0 0 253 0 0 2 1,018
Trends and Cycles in Historical Gold and Silver Prices 0 0 1 75 0 0 1 78
Trends and Cycles in Historical Gold and Silver Prices 0 0 0 24 0 0 3 209
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 0 41 1 1 1 53
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 0 62 0 0 1 83
Trends and Persistence in the Greenland Ice Sheet Mass 0 0 0 2 0 0 0 4
Trends in Temperatures in Sub-Saharan Africa. Is There Climate Warming? 0 0 4 10 0 1 5 6
Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis 0 5 5 5 3 4 5 5
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 4 0 0 0 48
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 1 53 0 0 6 395
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 1 1 49 0 2 2 235
US House Prices by Census Division: Persistence, Trends and Structural Breaks 0 0 0 8 0 0 0 24
US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach 0 0 0 101 0 0 1 23
US Sea Level Data: Time Trends and Persistence 0 0 0 17 1 1 1 35
Uncovering the U.S. Term Premium: An Alternative Route 0 0 0 35 0 0 0 94
Unemployment Persistence in Europe: Evidence from the 27 EU Countries 0 0 1 30 1 2 5 35
Unemployment and entrepreneurship: a cyclical relationship? 0 0 0 148 0 0 0 368
Unemployment and input prices: A fractional cointegration approach 0 0 0 24 1 1 1 135
Unemployment hysteresis by sex and education attainment in the EU 0 0 3 15 2 2 8 51
Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe 0 0 0 80 0 0 0 168
Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies 0 0 1 90 0 0 1 194
Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf 0 0 0 19 1 1 1 182
Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate 0 0 0 20 0 0 0 137
Violence and the market for food. Evidence from Kenya 0 0 0 0 0 0 1 15
Warming break trends and fractional integration in the northern, southern and global temperature anomaly series 0 0 0 23 0 0 1 66
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 0 0 6 177 1 1 9 396
Total Working Papers 8 38 143 14,629 111 230 678 51,101
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Fractionally Integrated Exponential Model for UK Unemployment 0 0 0 1 1 1 1 191
A Generalized Fractional Time Series Model: Testing the Order of Integration of Trend Seasonal and Cyclical components 0 0 0 198 0 1 2 508
A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break 0 0 2 107 0 0 3 334
A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market 0 0 0 0 1 3 3 3
A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada 0 0 0 1 1 1 1 48
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* 0 0 4 7 0 0 9 31
A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA 0 0 0 24 0 0 1 103
A Test for the Efficiency of Nigerian REITS Stocks 0 0 1 3 1 1 5 8
A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach 0 0 0 2 0 1 2 18
A fractional cointegration var analysis of exchange rate dynamics 0 1 1 19 3 8 12 57
A fractional integration analysis of the population in some OECD countries 0 0 0 26 0 0 1 112
A fractional multivariate long memory model for the US and the Canadian real output 0 0 1 32 1 1 2 87
A fractionally integrated model for the Spanish real GDP 0 0 1 26 0 0 1 84
A fractionally integrated model with a mean shift for the US and the UK real oil prices 0 0 0 21 1 1 2 99
A further investigation of unemployment persistence in European transition economies 0 0 1 38 1 1 2 131
A joint test of fractional integration and structural breaks at a known period of time 0 0 0 19 1 1 2 65
A look at the Spanish film industry and its level of persistence 0 0 0 0 0 0 0 2
A mean shift break in the US interest rate 0 0 0 7 0 0 2 77
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis 0 0 0 0 0 0 2 2
A performance assessment of Mozambique banks: a Bayesian stochastic frontier 0 0 0 3 0 0 2 38
A re-examination of historical real daily wages in England: 1260-1994 0 0 0 35 0 0 1 143
A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics 0 1 1 35 1 2 2 97
A simple non-linear model with fractional integration for financial time series data 0 0 1 27 0 1 2 126
A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach 0 0 0 140 0 0 3 340
A time-series analysis of US entrepreneurship: evidence from fractional integration 0 0 1 13 1 1 3 39
AK growth models: new evidence based on fractional integration and breaking trends 0 0 0 26 0 0 1 90
ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE? 0 0 0 22 0 1 3 106
Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach 0 1 1 28 0 1 1 135
All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data 0 0 0 0 0 0 0 0
An I(d) Statistical Model for the Canadian Real Output 0 0 0 0 0 1 1 56
An analysis of oil production by OPEC countries: Persistence, breaks, and outliers 0 0 0 82 0 0 2 217
An analysis of the OPEC and non-OPEC position in the World Oil Market: A fractionally integrated approach 0 0 1 7 1 1 3 22
An empirical analysis of freight transport traffic modes in Brazil, 1996-2012 0 0 0 8 0 0 1 35
An examination of trade-weighted real exchange rates based on fractional integration 0 0 0 0 0 0 0 11
An examination of trade-weighted real exchange rates based on fractional integration 0 0 0 0 0 1 1 13
An investigation of long range reliance on shale oil and shale gas production in the U.S. market 0 0 0 8 1 1 3 41
Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach 0 0 0 2 0 1 1 13
Application of local projections in the monetary policy in Brazil 0 1 1 8 0 3 3 35
Are BRICS exchange rates chaotic? 0 0 0 3 0 0 1 26
Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach 0 0 0 3 0 0 2 19
Automobile components: Lithium and cobalt. Evidence of persistence 0 0 0 3 0 0 0 41
BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY 0 0 0 33 0 0 2 142
Brexit and Uncertainty in Financial Markets 1 1 2 27 1 4 5 100
CPI and inflation in Kenya. Structural breaks, non-linearities and dependence 0 0 0 11 0 0 2 60
CPI and inflation in Kenya. Structural breaks, non-linearities and dependenceOriginal Research Article 0 0 0 0 0 0 0 29
Carlos Pestana Barros 0 0 1 5 0 0 1 29
Central bank policy rates: Are they cointegrated? 0 0 0 1 0 0 0 29
Central bank policy rates: Are they cointegrated? 0 0 0 2 0 0 0 36
Comovement in Euro area housing prices: A fractional cointegration approach 0 0 1 21 0 1 3 72
Comovements among U.S. state housing prices: Evidence from fractional cointegration 0 0 0 43 0 0 1 154
Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach 0 1 6 34 4 5 36 178
Confidence intervals for fractionally integrated hypotheses in the real output across Europe 0 0 0 3 0 0 0 70
Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate 0 0 0 5 0 0 0 53
Consumer sentiments across G7 and BRICS economies: Are they related? 2 3 3 3 2 6 6 6
Credit-to-GDP ratios – non-linear trends and persistence: evidence from 44 OECD economies 0 0 0 1 2 2 4 13
Crude Oil Prices and COVID-19 - Persistence of the Shock 0 3 7 36 2 11 26 145
Crude oil price behaviour before and after military conflicts and geopolitical events 0 0 3 30 0 1 9 106
Cryptocurrencies and stock market indices. Are they related? 0 2 8 131 2 9 44 550
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 0 0 0 14 0 2 3 75
Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks 0 0 1 1 0 0 3 18
Do climate policy uncertainty and geopolitical risk transmit opportunity or threat to the green market? Evidence from non-linear ARDL 0 0 0 0 2 4 4 4
Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test 0 0 0 1 2 3 3 45
Does energy consumption by the US electric power sector exhibit long memory behavior? 0 0 0 30 0 0 0 103
Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016 0 0 1 22 1 5 8 96
Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity 0 0 0 0 2 7 7 7
ETA: A PERSISTENT PHENOMENON 1 1 1 74 2 3 4 280
Economic Growth and Recovery After Civil Wars 0 0 1 18 0 0 1 65
Economic policy uncertainty: Persistence and cross-country linkages 0 0 1 7 2 2 8 51
Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India 0 0 1 37 0 0 2 165
Empirical evidence of the spot and the forward exchange rates in Canada 0 0 0 13 0 0 0 55
Empirical evidence on real convergence in some OECD countries 0 0 0 27 0 1 2 109
Endogenous problems in cross-sectional valuation models based on accounting information 0 0 0 15 1 1 4 89
Energy prices in Europe. Evidence of persistence across markets 0 0 0 1 1 2 4 7
Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks 0 0 0 13 0 0 0 58
Estimating persistence in the volatility of asset returns with signal plus noise models 0 0 0 0 1 1 1 48
Estimation and Testing of ARFIMA Models in the Real Exchange Rate 0 0 1 148 0 0 1 585
Estimation of Fractionally ARIMA Models for the UK Unemployment 0 0 0 0 0 0 1 19
Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques 0 0 0 9 0 0 0 138
Estimation of the order of integration in the UK and the us interest rates using fractionally integrated semiparametric techniques 0 0 1 6 0 0 1 21
European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration 0 0 0 29 2 2 2 89
Evidence of Inflation Using Harmonized Consumer Price Indices in Some Euro Countries: France, Germany, Italy, and Spain, along with the Euro Zone 0 0 0 2 0 0 0 4
Evidence of long memory behavior in U.S. renewable energy consumption 0 0 1 15 0 0 1 83
Evidence of persistence in U.S. short and long-term interest rates 0 0 0 9 0 0 1 50
Exchange rate dynamics in South Africa 0 0 0 9 0 0 0 41
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB 0 0 0 7 0 0 0 61
Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market 0 0 0 13 0 0 0 79
Exogenous shocks and time-varying price persistence in the EU27 0 0 0 0 1 2 2 2
Exploring Survey‐Based Inflation Forecasts 0 0 0 0 1 1 3 130
Exponential Time Trends in a Fractional Integration Model 0 0 2 2 0 1 4 4
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 1 22 0 0 2 123
FRACTIONAL INTEGRATION AT ZERO AND THE CYCLICAL FREQUENCIES IN THE SPECIFICATION OF US PRICES 0 0 0 2 0 0 0 7
FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES 0 0 0 0 0 0 0 7
Factors behind the performance of green bond markets 0 0 4 6 2 2 18 21
Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty 0 0 1 8 1 1 2 24
Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models 0 0 1 1 0 0 2 5
Forecasting the real output using fractionally integrated techniques 0 0 0 5 0 0 0 52
Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output 0 0 0 6 0 0 3 59
Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data 0 0 0 2 0 0 0 16
Fractional Integration and Cointegration in the Japanese Exchange Rate Market 0 0 0 15 0 0 0 65
Fractional Integration and Structural Breaks: Evidence from International Monthly Arrivals in the USA 0 0 0 0 0 0 2 10
Fractional Integration and the Dynamics of UK Unemployment 0 0 0 15 0 1 3 100
Fractional Integration and the Persistence of UK Inflation, 1210–2016 0 0 1 3 0 1 2 19
Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement 0 0 0 0 0 0 0 60
Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries 0 0 0 21 1 1 1 158
Fractional cointegration and real exchange rates 0 0 1 2 0 0 1 7
Fractional cointegration and real exchange rates 0 0 2 26 0 0 4 103
Fractional cointegration and tests of present value models 0 0 0 62 0 0 0 134
Fractional cointegration and tests of present value models 0 0 0 0 0 0 0 3
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar 0 0 3 3 0 1 5 6
Fractional cointegration in US term spreads 0 0 0 3 0 0 1 47
Fractional cointegration in the consumption and income relationship using semiparametric techniques 0 0 1 4 1 1 2 31
Fractional integration and business cycle features 0 0 0 24 0 0 0 205
Fractional integration and cointegration in US financial time series data 0 0 0 11 0 0 1 45
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry 0 0 0 4 0 0 1 13
Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries 0 0 0 13 0 0 0 49
Fractional integration and mean reversion in stock prices 0 0 0 87 0 2 2 209
Fractional integration and nonlinear deterministic trends in the analysis of time series data 0 0 0 5 0 0 1 16
Fractional integration and structural breaks at unknown periods of time 0 0 1 79 1 1 2 180
Fractional integration and structural breaks in U.S. macro dynamics 0 0 0 27 0 0 2 117
Fractional integration in daily stock market indexes 0 0 0 64 0 0 2 189
Fractional integration in daily stock market indexes 0 0 0 1 0 0 1 11
Fractional integration in the West African Economic and Monetary Union 0 0 0 24 0 0 1 74
Fractional integration in total factor productivity: evidence from US data 0 0 0 39 0 0 1 157
Fractional persistence in income poverty in Africa 0 0 0 4 1 1 1 20
Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes 0 0 0 42 0 2 2 194
GDP and population growth: Evidence of fractional cointegration with historical data from 1820 onwards 0 0 3 5 2 4 9 16
GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory 0 0 0 11 0 0 1 59
Gender Diversity Index. Measuring persistence 0 0 2 7 1 1 7 35
Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK 0 0 0 144 0 0 1 534
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 14 1 2 4 38
Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data 0 2 3 20 1 3 5 58
Global temperatures and sunspot numbers. Are they related? 0 0 0 9 0 0 2 64
Globalization, long memory, and real interest rate convergence: a historical perspective 1 1 1 2 1 2 4 10
Gold prices and the cryptocurrencies: Evidence of convergence and cointegration 0 1 2 32 5 7 10 99
Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling 0 0 0 7 0 0 2 36
Government debt dynamics and the global financial crisis: Has anything changed in the EA12? 0 0 0 26 0 0 2 99
Growth recovery after civil conflict: a fractional integration approach 0 0 0 19 1 1 1 46
High and low prices and the range in the European stock markets: A long-memory approach 0 0 1 3 0 0 2 14
Housing sales in urban Beijing 0 0 0 3 0 0 0 28
How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry 0 2 4 18 0 2 8 43
How do stocks in BRICS co-move with real estate stocks? 0 0 0 4 0 0 2 23
How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses 0 0 0 3 0 1 1 6
INFLATION IN SOUTH AFRICA: A TIME‐SERIES VIEW ACROSS SECTORS USING LONG‐RANGE DEPENDENCE 0 0 0 0 0 1 2 62
IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH 0 0 0 0 1 1 1 98
Income inequality in China 1952–2017: persistence and main determinants 0 0 0 3 0 1 6 20
Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches 0 0 0 4 0 0 2 11
Infant mortality rates: time trends and fractional integration 0 0 0 7 0 0 0 38
Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach 0 0 3 5 2 2 7 20
Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study 0 0 0 17 0 0 0 112
Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study 0 0 0 0 0 0 0 14
Inflation Forecasting in Angola: A Fractional Approach 0 0 0 11 2 2 2 60
Inflation Forecasting in Angola: A Fractional Approach 0 0 0 0 0 0 1 77
Inflation analysis in the Central American Monetary Council 0 0 0 13 0 0 0 87
Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory 0 0 1 13 1 1 3 41
Inflation in Argentina: Analysis of Persistence Using Fractional Integration 0 0 2 17 0 0 4 70
Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks 0 0 0 6 1 2 3 41
Inflation in South Africa. A long memory approach 0 0 0 25 1 1 1 107
Inflation in the G7 countries: persistence and structural breaks 0 1 1 5 0 3 7 27
Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war 1 1 1 1 3 4 8 8
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum 0 0 0 1 0 0 2 15
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum 0 0 1 1 1 1 4 7
Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate 0 0 0 1 0 0 0 27
International Arrivals in the Canary Islands: Persistence, Long Memory, Seasonality and other Implicit Dynamics 0 0 0 0 0 0 0 2
International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications 0 0 0 3 0 0 2 34
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 0 5 1 2 3 62
Introduction to the special issue on: Understanding, quantifying and modelling the terrorist threat 0 0 0 11 0 0 0 56
Investment and saving in Angola and the Feldstein-Horioka puzzle 0 0 1 6 0 0 1 38
Iranian inflation: peristence and structural breaks 0 0 1 9 0 0 2 64
Is There Convergence Between BRICS Listed Property Stocks and International REITs? 0 0 0 0 0 0 1 1
Is inflation persistence different in reality? 0 0 1 25 0 1 3 84
Is market fear persistent? A long-memory analysis 0 0 0 2 0 1 2 38
Is the US fiscal deficit sustainable?: A fractionally integrated approach 0 0 2 46 0 2 6 211
LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES 0 0 0 1 0 0 0 6
Linear and segmented trends in sea surface temperature data 0 0 0 1 0 0 3 20
Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 6 0 0 0 32
Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis 0 0 1 6 0 0 4 28
Lithium: Production and estimated consumption. Evidence of persistence 0 1 3 33 0 2 6 106
Long Memory and Change in Persistence in the Rare Earth Market Index 0 1 1 1 3 6 8 8
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 7 0 0 1 53
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 0 0 1 1 67
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 4 0 0 0 39
Long Memory in Turkish Unemployment Rates 0 0 0 4 0 0 0 28
Long Memory in the Housing Price Indices in China 0 0 1 1 0 1 2 5
Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks 0 0 0 10 0 0 0 46
Long memory and ARFIMA modelling: The case of CPI inflation rate in Ghana 0 0 0 17 0 0 0 48
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate 0 0 0 5 0 1 2 49
Long memory and fractional integration in the housing price series of London and Paris 0 0 0 10 1 1 2 55
Long memory and mean reversion in real exchange rates in Latin America 0 0 0 3 1 1 1 14
Long memory and structural breaks in hyperinflation countries 0 0 0 15 1 2 3 101
Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 0 0 0 10 0 0 0 85
Long memory at the long-run and the seasonal monthly frequencies in the US money stock 0 0 0 4 0 1 1 56
Long memory in US real output per capita 0 0 0 8 0 0 0 49
Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances 0 0 0 41 0 0 0 280
Long memory in the U.S. interest rate 0 0 0 28 0 0 1 103
Long memory in the interest rates in some Asian countries 0 0 0 3 1 1 1 18
Long range dependence in daily stock returns 0 0 0 35 0 0 0 195
Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited 0 0 0 7 1 1 2 49
Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis 0 0 0 0 0 0 0 0
Long-term interest rates in Europe: A fractional cointegration analysis 0 0 0 2 0 0 1 17
Long-term price overreactions: are markets inefficient? 0 0 0 2 0 1 1 30
Long‐Run and Cyclical Dynamics in the US Stock Market 0 0 0 4 0 1 2 37
MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES 0 0 1 1 0 0 1 3
MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS 0 0 0 0 1 1 1 6
Mapping US presidential terms with S&P500 index: Time series analysis approach 0 0 0 1 0 0 1 14
Market efficiency of Baltic stock markets: A fractional integration approach 0 0 0 16 0 0 1 69
Mean Reversion in Agricultural Commodity Prices in India 0 0 1 4 0 0 2 34
Mean Reversion of Short‐run Interest Rates in Emerging Countries* 1 1 3 67 2 2 6 229
Mean reversion and long memory in African stock market prices 0 0 0 38 0 0 2 151
Mean reversion in monetary aggregates in Chile 0 0 0 1 0 0 0 8
Mean reversion in stock market prices: New evidence based on bull and bear markets 0 0 0 65 0 0 4 247
Mean reversion in the real exchange rates 0 0 0 68 1 1 2 201
Mean reversion of short-run interest rates: empirical evidence from new EU countries 0 0 0 40 1 1 1 110
Measuring Persistence in the US Equity Gender Diversity Index 0 0 0 0 1 2 5 8
Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration 0 0 0 9 0 0 3 90
Measuring length of business cycles across countries using a new non‐stationary unit‐root cyclical approach 0 0 0 1 0 0 0 2
Measuring the degree of persistence in the U.S. economic policy uncertainty index 0 0 1 4 0 0 1 27
Measuring unemployment persistence in terms of I(d) statistical models 0 0 0 41 0 0 1 242
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks 0 0 0 4 1 4 14 34
Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis 1 1 1 17 2 2 4 42
Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach 0 1 2 3 0 1 6 9
Modeling US historical time-series prices and inflation using alternative long-memory approaches 0 0 1 2 0 0 1 36
Modeling persistence and non-linearities in the US treasury 10-year bond yields 0 0 4 4 0 3 8 8
Modeling persistence of carbon emission allowance prices 0 0 0 9 0 0 1 57
Modeling the Long Memory Behavior in U.S. Housing Price Volatility 0 0 1 1 1 3 4 4
Modeling the degree of persistence in Croatian tourism 0 0 0 0 0 1 1 6
Modelling African inflation rates: nonlinear deterministic terms and long-range dependence 0 0 0 26 0 0 0 77
Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach 0 0 1 1 0 0 2 2
Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries 0 0 0 3 0 1 2 17
Modelling Monthly Spanish Tourism: A Seasonal Fractionally Integrated Approach 0 0 0 0 0 0 0 6
Modelling U.S. monthly inflation in terms of a jointly seasonal and non‐seasonal long memory process 0 0 0 1 0 0 1 2
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 0 0 6 100
Modelling long-run trends and cycles in financial time series data 0 0 0 22 0 0 0 71
Modelling profitability of private equity: A fractional integration approach 0 0 1 2 0 0 6 10
Modelling stock market data in China: Crisis and Coronavirus 0 0 0 5 0 0 0 16
Modelling the Japanese Exchange Rate in Terms of I(d) Statistical Models with Parametric and Semiparametric Techniques 0 0 0 3 0 0 0 48
Modelling the Persistence of Unemployment in Canada 0 0 0 37 0 1 1 169
Modelling the U.S. interest rate in terms of I(d) statistical models 0 0 0 20 1 2 4 92
Modelling the US real GNP with fractionally integrated techniques 0 0 0 18 0 0 0 143
Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks 0 0 0 30 1 1 3 192
Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets 0 0 0 21 0 0 0 78
Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates 0 0 1 7 0 0 1 60
Multiple cyclical fractional structures in financial time series 0 0 0 4 0 0 0 30
Multiple shifts and fractional integration in the US and UK unemployment rates 0 0 0 19 0 0 1 68
NON-LINEARITIES, STRUCTURAL BREAKS AND FRACTIONAL INTEGRATION IN THE ANALYSIS OF THE GHANAIAN AND THE SOUTH AFRICAN CPI INFLATION RATES 0 0 0 10 0 0 0 43
New Evidence on Long-Run Monetary Neutrality 0 0 0 0 0 1 1 4
New Evidence on US Current Account Sustainability 0 0 1 14 0 0 2 66
New evidence on long-run monetary neutrality 0 0 0 34 0 0 0 196
New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data 0 0 0 30 0 0 0 108
Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks 0 0 1 1 0 0 2 5
Non-linearities and persistence in US long-run interest rates 0 0 0 1 0 0 1 4
Nonlinearities and Fractional Integration in the US Unemployment Rate* 0 0 0 38 0 0 0 144
Oil price shocks and unemployment in Central and Eastern Europe 0 0 0 34 0 1 1 124
On the invertibility of seasonally adjusted series 0 0 0 2 0 0 1 26
On the persistence and volatility in European, American and Asian stocks bull and bear markets 0 0 0 29 0 1 2 129
On the persistence of UK inflation: A long‐range dependence approach 0 0 0 0 0 1 3 9
Persistence analysis of research intensity in OECD countries since 1870 0 0 0 3 1 2 4 11
Persistence and Long Memory Behavior in Condominium Prices: Evidence from Major U.S. Metropolitan Areas 0 0 0 0 0 0 1 1
Persistence and cycles in US hours worked 0 0 0 4 1 1 1 47
Persistence and cycles in historical oil price data 0 0 0 25 1 2 3 96
Persistence and cycles in the us federal funds rate 0 0 1 4 1 1 2 47
Persistence and cyclical dependence in the monthly euribor rate 0 0 0 9 1 1 3 69
Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data 0 0 1 12 0 0 2 34
Persistence and long memory in monetary policy spreads 0 0 0 0 0 1 2 2
Persistence and long run co-movements across stock market prices 0 0 0 1 0 1 2 9
Persistence and trends in CO2 emissions in Africa: is Chinese FDI behind these features? 0 0 0 1 1 1 1 6
Persistence in Australian tourism employment industries 0 0 0 0 2 2 2 2
Persistence in Commodity Prices 0 0 0 6 0 1 1 27
Persistence in Croatian tourism: The impact of COVID-19 0 0 0 1 0 0 1 11
Persistence in ESG and conventional stock market indices 0 0 1 6 1 3 8 28
Persistence in International Monthly Arrivals in the Canary Islands 0 0 0 0 0 0 0 5
Persistence in Tax Revenues: Evidence from Some OECD Countries 0 0 0 0 0 0 0 0
Persistence in UK Historical Data on Life Expectancy 0 0 0 0 0 1 1 3
Persistence in US Treasury bonds 0 0 2 5 1 2 9 19
Persistence in silver prices and the influence of solar energy 0 0 0 3 0 0 2 17
Persistence in some energy futures markets 0 0 1 4 0 0 1 21
Persistence in sovereign debt during the past two centuries: Evidence for the US and the largest European economies 0 0 0 0 2 2 5 5
Persistence in the Realized Betas: Some Evidence from the Stock Market 0 0 0 0 0 0 2 2
Persistence in the cryptocurrency market 1 1 3 31 4 4 21 165
Persistence in the market risk premium: evidence across countries 0 0 0 6 0 1 2 19
Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries 0 0 0 3 0 1 1 11
Persistence in trends and cycles of gold and silver prices: Evidence from historical data 0 0 0 12 2 2 8 75
Persistence of economic complexity in OECD countries 1 1 1 6 1 1 3 15
Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods 0 0 0 0 0 0 0 0
Persistence of precious metal prices: A fractional integration approach with structural breaks 0 0 0 16 1 2 11 111
Persistence of the Misery Index in African Countries 0 2 3 17 0 3 14 67
Persistence, Long Memory, and Unit Roots in Commodity Prices 0 0 0 18 0 0 0 57
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data 0 0 0 5 0 0 1 17
Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries 0 0 0 13 0 0 3 58
Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates 0 0 0 0 1 2 5 12
Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013 0 0 0 7 0 0 0 26
Persistence, non-linearities and structural breaks in European stock market indices 0 0 0 0 0 1 2 13
Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel 0 0 0 1 0 0 2 3
Persistent and Long-Term Co-Movements between Gender Equality and Global Prices 0 1 1 1 0 2 3 3
Precious metal prices: a tale of four US recessions 0 1 1 1 2 3 3 3
Private and public debt convergence: a fractional cointegration approach 0 1 5 5 0 1 8 9
Productivity and GDP: international evidence of persistence and trends over 130 years of data 0 0 1 3 0 1 4 13
Profitability of private equity: mean reversion and transitory shocks 0 0 0 0 1 1 3 7
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 0 0 0 6 0 0 1 23
Public finances in the EU-27: Are they sustainable? 0 0 0 10 0 0 0 36
REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION 0 0 0 18 0 1 2 65
Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile 1 1 4 86 1 1 8 213
Re-examination of international bond market dependence: Evidence from a pair copula approach 0 0 1 6 2 3 7 29
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas 0 0 1 6 0 2 16 43
Real GDP growth rates across countries: long memory and mean shifts 0 0 0 58 0 0 0 239
Real convergence in Latin America: a fractionally integrated approach 0 0 0 6 0 1 1 44
Real convergence in Taiwan: a fractionally integrated approach 0 0 0 15 0 0 0 94
Real convergence in some emerging countries: a fractionally integrated approach 0 0 0 14 1 1 3 89
Real convergence: empirical evidence for Latin America 0 0 0 34 0 3 3 136
Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques 0 0 0 8 0 0 1 79
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score 0 0 0 4 1 4 4 18
Salient features of dependence in daily US stock market indices 0 0 0 7 1 2 2 63
Searching for Inefficiencies in Exchange Rate Dynamics 0 0 0 5 0 0 1 41
Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series 0 0 0 6 0 0 0 53
Seasonal Monthly Fractional Integration in the UK Unemployment 0 0 0 0 0 0 2 87
Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries 0 0 0 10 0 0 0 67
Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate 0 0 0 17 0 0 1 79
Seasonal fractional components in macroeconomic time series 0 0 0 9 1 2 2 82
Seasonal fractional integration with structural break. An application to the German GNP data 0 0 1 4 0 0 1 34
Seasonal long memory in the US monthly monetary aggregate 0 0 0 14 0 0 0 251
Seasonal long memory in the aggregate output 0 0 0 19 1 1 3 76
Self-employment by gender in the EU: convergence and clusters 0 0 0 3 1 1 3 31
Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment 0 0 0 20 0 0 0 101
Semiparametric estimation of the fractional differencing parameter in the UK industrial production index 0 0 0 16 1 1 1 82
Serial correlation in the Spanish Stock Market 0 0 1 35 0 0 2 107
Shocks affecting electricity prices in Kenya, a fractional integration study 0 0 0 10 0 0 0 32
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 2 9 1 2 5 50
Spatial crude oil production divergence and crude oil price behaviour in the United States 0 0 0 3 0 1 2 16
Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data 0 0 0 13 0 0 1 39
Stochastic behavior of nominal exchange rates 0 0 0 9 0 0 0 37
Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks 0 0 1 2 3 4 11 27
Stochastic volatility in the Spanish stock market: a long memory model with a structural break 0 0 0 39 0 0 0 111
Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach 0 0 1 1 0 2 4 10
Stock Market Persistence in MENA and OIC Countries 0 0 0 0 0 1 1 1
Stock market indices and interest rates in the US and Europe: persistence and long-run linkages 0 1 1 1 0 1 1 1
Stock market indices and sustainability: A comparison between them 0 2 2 2 2 5 9 9
Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships? 0 2 3 3 0 5 8 8
Stock market returns and terrorist violence: evidence from the Basque Country 0 0 1 37 0 0 2 92
Strong dependence in the nominal exchange rates of the Polish zloty 0 0 0 0 0 1 1 2
Strong dependence in the real interest rates 0 0 0 40 0 0 1 199
Structural Change and the Order of Integration in Univariate Time Series 0 0 0 26 1 1 1 199
Structural breaks and fractional integration in the US output and unemployment rate 0 0 0 23 0 0 0 90
TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE 0 0 1 26 0 0 3 110
TESTING OF REAL CONVERGENCE IN GERMANY IN THE PRESENCE OF STRUCTURAL BREAKS 0 0 0 0 1 1 1 15
THE PURCHASING POWER PARITY HYPOTHESIS IN THE US–CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY 0 0 0 0 0 0 0 28
Temperatures across Europe: evidence of time trends 0 0 2 8 1 1 3 35
Term Structure Persistence 0 0 2 27 0 1 6 122
Term premium in a fractionally cointegrated yield curve 1 2 4 9 3 5 17 39
Terrorism against American citizens in Africa: Related to poverty 0 0 0 41 0 0 0 183
Testing Okun’s law. Theoretical and empirical considerations using fractional integration 0 0 2 12 0 0 4 28
Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies 0 0 1 3 0 0 1 45
Testing Seasonality in the Context of Fractionally Integrated Processes 0 0 0 0 0 0 0 13
Testing Stochastic Cycles in Macroeconomic Time Series 0 0 0 0 0 0 1 10
Testing Unemployment Theories: A Multivariate Long Memory Approach 1 1 1 1 1 1 1 5
Testing and forecasting the degree of integration in the US inflation rate 0 0 0 31 0 0 0 213
Testing for Persistence in South African House Prices 0 0 0 0 0 0 0 0
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 0 2 2 2 5
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 6 0 1 1 103
Testing for bubbles in the BRICS stock markets 0 0 2 17 0 0 4 75
Testing for deterministic and stochastic cycles in macroeconomic time series 0 0 0 19 1 1 1 75
Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials 0 1 1 43 0 2 3 99
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries 0 0 3 68 0 1 12 222
Testing for persistent deviations of stock prices to dividends in the Nasdaq index 0 0 0 16 0 0 1 71
Testing for stock market bubbles using nonlinear models and fractional integration 0 0 1 82 0 1 2 217
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates 0 0 0 8 0 0 0 59
Testing fractional integration with monthly data 0 0 1 68 0 0 2 175
Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time 0 0 0 15 0 0 2 67
Testing fractional unit roots with non-linear smooth break approximations using Fourier functions 0 0 0 1 0 4 10 15
Testing of Fractional Cointegration in Macroeconomic Time Series 0 0 0 41 0 1 2 181
Testing of I(d) processes in the real output 0 0 0 6 0 0 0 29
Testing of Unit Root Cycles in the Swedish Economy 0 0 0 15 1 1 1 104
Testing of nonstationary cycles in financial time series data 0 0 0 34 0 0 1 191
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 161 0 0 1 477
Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand 0 0 0 13 0 0 4 63
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 3 212 0 3 9 538
Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks 0 0 0 38 0 0 1 168
Testing persistence in the context of conditional heteroscedasticity errors 0 0 0 7 0 0 0 33
Testing persistence of ammonia emissions using historical data of more than two centuries in OECD countries 0 0 0 1 0 1 2 9
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 0 0 0 0 1 12
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 0 5 0 1 1 15
Testing the Marshall–Lerner Condition in Kenya 0 0 0 19 1 1 4 69
Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses 0 0 0 21 0 1 1 116
Testing the great decoupling: a long memory approach 0 0 0 13 0 0 4 72
Testing the hypothesis of duration dependence in the U.S. housing market 0 0 0 0 0 0 3 4
Testing the order of integration of the UK Unemployment 0 0 1 217 1 1 2 691
Testing unemployment theories: A multivariate long memory approach 0 0 0 13 0 0 4 54
Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques 0 0 0 0 0 0 1 10
Tests of Convergence and Long Memory Behavior in U.S. Housing Prices by State 0 0 0 0 0 0 0 0
The COVID-19 impact on the Asian Stock Markets 0 0 5 97 0 2 22 297
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields 0 0 0 4 0 2 2 7
The Deaton paradox in a long memory context with structural breaks 0 0 0 9 0 2 2 81
The EMBI in Latin America: Fractional integration, non-linearities and breaks 0 1 3 7 0 1 6 97
The Evolution of the Credit‐to‐GDP Ratio: An Empirical Analysis 0 0 1 4 0 1 2 12
The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach 0 0 0 1 1 1 2 40
The Housing Markets in Spain and Portugal: Evidence of Persistence 0 1 2 27 0 2 5 121
The Impact of China’s FDI on Economic Growth: Evidence from Africa with a Long Memory Approach 0 0 1 11 2 3 10 30
The Impact of Ethnic Violence in Kenya on Wheat and Maize Markets 0 0 0 7 1 1 1 42
The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 0 0 0 7 0 1 2 62
The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies 0 0 0 0 1 2 2 16
The Nature of Seasonality in Spanish Tourism Time Series 0 0 0 4 1 1 2 13
The Social Balance Sheet as Part of the Annual Report in Financial Institutions. A Case Study: Banco Bilbao Vizcaya Argentaria (BBVA) 0 0 1 2 2 3 8 24
The Stochastic Permanent Break Model and the Fractional Integration Hypothesis 0 0 0 30 0 1 1 117
The Sustainability of European External Debt: What have We Learned? 0 0 0 90 0 1 2 152
The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics 0 0 0 0 0 1 1 57
The asymmetric behaviour of spanish unemployment persistence 0 0 0 24 0 0 1 77
The behaviour of real interest rates: New evidence from a 'suprasecular' perspective 0 0 0 4 1 1 1 15
The cyclical structure of the UK inflation rate: 1210–2016 0 0 0 8 0 0 0 33
The demand for money in Angola 0 1 3 27 0 2 9 93
The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration 0 0 0 15 0 0 0 85
The effect of intellectual capital on firms' financial performance: an empirical investigation in India 1 1 6 25 1 3 11 76
The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis 0 0 0 1 0 0 4 6
The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches 0 0 1 15 2 2 4 99
The fisher relationship in Nigeria 1 1 2 5 1 1 2 38
The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets 0 0 0 12 1 1 2 38
The housing market in Beijing and delays in sales: A fractional polynomial survival model 0 0 0 6 0 0 0 43
The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach 1 1 5 34 3 4 21 114
The impact of COVID-19 on the Spanish tourism sector 0 0 1 7 0 0 2 26
The impact of geopolitical risk on the behavior of oil prices and freight rates 1 2 11 34 2 9 47 125
The influence of economic policy uncertainty shocks on art market 0 0 1 5 0 0 8 19
The macroeconomy of Angola: breaks and persistence in Angolan macro data 0 0 0 13 0 0 0 51
The nature of occupational unemployment rates in the United States: hysteresis or structural? 0 0 0 26 0 1 1 145
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 0 1 42 1 1 4 250
The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets 0 0 1 2 1 2 8 20
The permanent income hypothesis: A new framework based on fractional integration and cointegration 0 0 0 1 0 0 3 13
The persistence and asymmetric volatility in the Nigerian stock bull and bear markets 0 0 0 15 0 0 1 81
The persistence of earnings per share 0 0 1 33 1 2 8 176
The persistence of economic policy uncertainty: Evidence of long range dependence 0 0 1 7 0 0 3 24
The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models 0 0 1 115 0 0 2 580
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis 0 0 0 10 1 1 2 56
The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration 0 0 1 26 0 2 7 131
The relationship between prices and output in the UK and the US 0 0 0 0 0 0 2 8
The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence 0 0 1 10 0 1 4 58
The stochastic unit root model and fractional integration: An extension to the seasonal case 0 0 0 0 0 0 0 4
The timing of ETA terrorist attacks 0 0 1 150 0 0 1 650
The unemployment hysteresis by territory, gender, and age groups in Iran 0 0 2 8 2 3 7 18
The weekend effect: a fractional integration and trading robot analysis 0 0 0 7 0 0 0 39
The weekend effect: an exploitable anomaly in the Ukrainian stock market? 0 0 0 2 1 3 4 33
The weekly structure of US stock prices 0 0 0 18 0 0 0 55
Time Trends and Persistence in the Global CO2 Emissions Across Europe 0 0 0 15 0 0 2 54
Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach 0 0 0 21 1 3 6 108
Time series analysis of economic growth rate series in Nigeria: structural breaks, non-linearities and reasons behind the recent recession 0 0 1 12 1 2 7 50
Time series analysis of persistence in crude oil price volatility across bull and bear regimes 0 0 1 10 2 2 3 58
Tourism in Iceland: Persistence and seasonality 0 1 1 18 2 5 7 76
Tourism in the Canary Islands: forecasting using several seasonal time series models 0 0 0 52 0 0 0 219
Tourism persistence in Spain: National versus international visitors 0 0 0 3 1 1 2 16
Tourism persistence in the Southeastern European countries: The impact of covid-19 0 0 0 0 0 1 2 2
Tourist arrivals and overnight stays along the Croatian Adriatic Coast: Changes in persistence and seasonality from the COVID-19 disruption 0 1 1 2 1 2 2 3
Trade Balance and Exchange Rate: Unit Roots, Co‐integration and Long Memory in the US and the UK 0 0 1 44 0 0 2 170
Trends and cycles in historical gold and silver prices 0 0 2 21 2 2 6 104
Trends and cycles in macro series: The case of US real GDP 0 0 0 2 0 0 0 9
True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods 0 1 3 6 0 1 5 18
U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior 0 0 1 8 0 0 2 101
U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis 0 0 0 0 1 2 3 3
U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks 0 0 1 1 0 0 2 8
U.S. shale oil production and WTI prices behaviour 0 0 4 35 0 2 8 98
UK Unemployment Dynamics: a Fractionally Cointegrated Approach 0 0 1 5 0 0 2 75
UK overseas visitors: Seasonality and persistence 0 0 0 0 0 0 0 2
UK tourism arrivals and departures: seasonality, persistence and time trends 0 0 0 2 0 0 1 11
US biofuel market persistence and mean reversion properties 0 0 0 0 1 2 4 4
US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach 0 0 0 2 0 0 0 6
US stock market volatility persistence: evidence before and after the burst of the IT bubble 1 1 2 40 1 1 3 140
Uncovering the US term premium: An alternative route 0 0 0 39 0 0 5 151
Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends 0 0 0 4 0 0 1 23
Unemployment Hysteresis by Sex and Education Attainment in the EU 0 0 0 0 1 2 3 3
Unemployment Hysteresis: Empirical Evidence for Latin America 1 1 1 1 1 3 4 6
Unemployment and COVID-19: an analysis of change in persistence 0 0 0 2 0 1 2 4
Unemployment and Fertility: A Long Run Relationship 1 1 4 12 2 2 14 50
Unemployment and entrepreneurship: A cyclical relation? 0 0 1 78 0 0 2 252
Unemployment and input prices: a fractional cointegration approach 0 0 0 42 0 0 1 197
Unemployment and real oil prices in Australia: a fractionally cointegrated approach 0 0 0 86 0 0 3 320
Unemployment hysteresis: empirical evidence for Latin America 0 0 0 67 0 2 2 204
Unemployment in Africa: A Fractional Integration Approach 0 0 0 9 0 3 3 145
Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis 0 0 0 34 0 0 0 125
Unemployment rate cycles in Europe 0 0 0 9 0 0 0 28
Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series 0 0 0 2 1 1 1 15
Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate 0 0 0 6 0 0 1 71
Unit and fractional roots with deterministic trends in the UK output 0 0 0 0 0 0 0 19
Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach 0 0 1 2 0 0 7 12
Volatility persistence in cryptocurrency markets under structural breaks 0 0 0 18 0 1 17 130
Volatility persistence in metal prices 0 0 0 1 0 0 3 5
Volatility persistence in the Russian stock market 0 0 0 3 0 0 4 20
What do productivity indices tell us? A case study of U.S. industries 0 0 0 2 1 2 2 23
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 0 0 2 39 0 1 5 142
Total Journal Articles 20 59 277 8,152 196 453 1,414 35,455
6 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration 0 0 0 5 0 0 1 8
Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Method 0 0 1 1 0 0 2 2
Currency Union in the East African Community: A Fractional Integration Approach 0 0 0 0 0 1 1 5
Cycles and Long-Range Behaviour in the European Stock Markets 0 0 0 0 0 1 1 8
Fractional Integration and Cointegration: An Overview and an Empirical Application 0 0 0 3 0 3 11 35
Terrorism: The Case of ETA 0 0 2 17 1 1 4 56
Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data 0 0 0 1 0 0 0 20
Total Chapters 0 0 3 27 1 6 20 134

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