Access Statistics for Luis Alberiko Gil-Alana

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A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle 0 0 0 6 0 0 12 19
A Fractional Integration Model with Autoregressive Processes 0 0 0 6 1 1 14 25
A Long-Memory Model for Multiple Cycles with an Application to the S&P500 0 0 0 28 0 0 15 48
A Multivariate Long-Memory Model with Structural Breaks 0 0 1 102 1 1 10 225
A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials 0 0 1 82 0 1 17 261
A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials 0 0 0 7 0 1 10 82
A fractionally integrated exponential model for UK unemployment 0 0 0 6 0 1 12 93
A fractionally integrated model with a mean shift for the US and the UK real oil prices 0 0 0 14 0 1 8 67
A framework for Open Innovation practices: Typology and characterisation 0 0 0 97 0 1 6 157
A generalized fractional time series model 0 0 0 31 0 0 3 128
A joint test of fractional cyclic integration and a linear time trend 0 0 0 16 0 0 2 236
A new unit root analysis for testing hysteresis in unemployment 0 0 2 85 0 0 16 151
A non-linear approach with long range dependence based on Chebyshev polynomials 0 0 0 2 5 6 17 39
A non-linear approach with long range dependence based on Chebyshev polynomials 0 0 1 55 0 0 11 145
A note on the effectiveness of national anti-terrorist policies. Evidence from ETA 0 0 1 30 0 0 12 167
AK growth models: new evidence based on fractional integration and breaking trends 0 0 1 10 1 1 11 83
Acidification in the Earth’s Oceans: Trends and Persistence 0 1 9 9 0 3 16 16
Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach 0 0 0 97 0 2 19 319
African Growth, Non-Linearities and Strong Dependence: An Empirical Study 0 0 0 8 2 2 8 47
Air Pollution in 88 US Metropolitan Areas: Trends and Persistence 0 0 1 7 0 1 11 17
An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers 0 0 0 49 1 1 12 180
Anchored to the Floor: Persistence and Liquidity Regimes in the €STR – DFR Spread 3 6 6 6 3 3 3 3
Are BRICS Exchange Rates Chaotic? 0 0 0 39 1 2 15 156
Asset Returns and CO2 Emissions: Evidence on Contemporaneous and Lagged Connectedness 0 0 16 16 0 0 20 20
Atmospheric Pollution in 10 US Cities: Trends and Persistence 0 0 2 12 0 0 11 14
Atmospheric Pollution in Chinese Cities: Trends and Persistence 0 0 0 64 0 0 14 28
Brexit and Uncertainty in Financial Markets 0 0 0 28 1 1 7 76
Brexit and Uncertainty in Financial Markets 0 0 0 55 4 4 24 211
CO2 Emissions and GDP: Evidence from China 0 0 1 53 0 0 15 135
Central Bank Policy Rates: Are They Cointegrated? 1 1 1 45 2 3 13 79
Central Bank Policy Rates: Are they Cointegrated? 0 0 0 40 0 0 15 61
Climate Change, Macroeconomic Factors and the Nigerian Indigenous Meat and Milk Industry: A Long-Memory Approach 0 0 13 13 0 0 8 8
Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach 0 0 0 22 0 1 9 180
Contemporaneous and Lagged 𝑅2 Decomposed Connectedness: Evidence for Stock Market Indices, Thematic ETFs, Bitcoin, Brent Crude Oil and Geopolitical Risks 0 0 9 9 1 1 20 20
Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break 0 0 4 5 0 0 14 19
Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies 1 1 2 35 2 3 13 82
Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis 0 0 2 18 1 1 9 63
Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks 0 0 0 6 1 1 10 177
Cycles and Long-Range Behaviour in the European Stock Market 0 0 0 26 0 1 13 44
Deterministic Seasonality versus Seasonal Fractional Integration 0 0 0 60 0 1 8 258
Deterministic seasonality versus seasonal fractional integration 0 0 0 46 0 0 4 147
Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks 0 0 0 44 1 1 9 155
Do Spanish Stock Market Prices Follow a Random Walk? 0 0 0 222 0 1 11 906
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 1 1 6 80
Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test 0 0 0 0 0 0 7 95
Does energy consumption by the US electric power secto exhibit long memory behaviour? 0 0 0 32 1 2 6 108
Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity 0 0 1 2 0 0 6 9
ETA TERRORISM:POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON ECONOMIC ACTIVITY IN THE BASQUE COUNTRY 0 1 1 242 1 3 14 942
Earthquakes and Stock Market Performance: Evidence from Japan 0 0 0 10 0 2 53 60
Economic Policy Uncertainty: Persistence and Cross-Country Linkages 0 0 3 13 0 2 16 150
Energy Consumption in the GCC Countries: Evidence on Persistence 0 0 0 10 0 1 11 72
Energy Transition and Climate Policy Uncertainty in the US: Green Versus Polluting Firms 0 0 3 4 2 3 25 32
Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models 0 0 0 33 0 1 4 100
Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data 0 0 0 16 1 1 10 49
Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis 0 0 0 29 1 1 7 54
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 0 36 0 0 13 148
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 0 18 0 0 10 125
Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB 0 0 0 22 1 1 18 87
Exploring Survey-Based Inflation Forecasts 0 0 1 44 0 0 10 524
Exponential Time Trends in a Fractional Integration Model 0 0 0 13 0 0 6 15
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 340 1 3 15 821
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 128 0 2 15 318
FRACTIONAL INTEGRATION AND IMPULSE RESPONSES: A BIVARIATE APPLICATION TO REAL OUTPUT IN THE US AND THE SCANDINAVIAN COUNTRIES 0 0 0 73 0 0 17 291
Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty 0 0 0 39 0 1 9 114
Forecasting the real output using fractionally integrated techniques 0 0 0 17 0 0 8 132
Fractional Cointegration in US Term Spreads 0 0 0 43 1 1 14 115
Fractional Integration and Business Cycles Features 0 0 0 136 0 1 12 466
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 56 3 6 21 213
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 29 2 4 13 125
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 1 108 0 0 10 176
Fractional Integration and Structural Breaks in U.S. Macro Dynamics 0 0 0 99 3 3 11 243
Fractional Integration and the Dynamics of UK Unemployment 0 0 0 102 0 0 8 561
Fractional Integration in the Purchasing Power Parity 0 0 0 0 0 1 3 128
Fractional cointegration and real exchange rates 0 0 0 44 0 0 3 116
Fractional cointegration and tests of present value models 0 0 0 39 0 0 10 139
Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data 0 0 0 31 1 2 16 79
Fractional integration and business cycle features 0 0 0 26 0 4 22 235
Fractional integration and data frequency 0 0 0 29 0 0 4 58
Fractional integration and structural breaks at unknown periods of time 1 1 1 59 2 2 9 207
Fractional integration and the dynamics of UK unemployment 0 0 0 21 0 1 9 99
Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change 0 0 0 9 0 0 11 74
Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes 0 0 1 109 2 2 17 299
GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features 0 0 0 5 1 1 10 43
Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data 0 0 0 23 1 5 30 127
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 9 0 0 11 53
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 14 0 0 16 65
Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective 0 0 0 32 1 1 8 57
Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis 0 0 0 3 1 23 75 80
HOUSING SALES IN URBAN BEIJING 0 0 0 0 0 0 10 60
High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach 2 2 3 43 9 10 33 119
High and low prices and the range in the European stock markets: a long-memory approach 0 0 0 21 0 0 7 56
Housing Sales in Urban Beijing 0 0 0 6 1 1 10 88
How do Stocks in BRICS co-move with REITs? 0 0 1 19 0 0 12 94
How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses 0 0 0 7 1 2 13 30
Identification of Segments of European Banks with a Latent Class Frontier Model 0 0 0 33 0 1 9 171
Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro 0 0 0 74 0 1 12 220
Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War 1 1 2 41 1 1 15 52
Inflation Persistence in the SCO Countries: A Fractional Integration Approach 0 0 8 8 2 3 9 9
Inflation convergence in Central and Eastern Europe with a view to adopting the euro 0 0 0 81 2 3 13 239
Inflation forecasting in Angola: a fractional approach 0 0 0 87 1 1 17 207
Inflation in South Africa. A time series view across sectors using long range dependence 0 0 0 3 1 2 9 28
Inflation in the G7 Countries: Persistence and Structural Breaks 0 0 0 30 0 0 36 107
Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach 0 0 0 19 1 1 14 85
Interest rate dynamics in Kenya 0 0 0 8 0 0 9 39
International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications 0 0 0 17 1 1 16 133
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 1 22 1 2 35 129
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 0 31 1 3 25 212
Is Inflation Persistence Different in Reality? 0 0 0 22 2 2 16 122
Is Market Fear Persistent? A Long-Memory Analysis 0 0 0 7 0 1 34 85
Is Market Fear Persistent? A Long-Memory Analysis 0 0 0 10 0 0 121 173
Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach 0 0 0 233 0 2 9 871
Is there Convergence between the Brics and International Securitized Property Markets? 0 0 0 11 2 2 9 33
Is there asymmetric behaviour in African inflation? A non-linear approach 0 0 0 6 1 1 22 55
Is there convergence between the BRICS and International REIT Markets? 0 0 0 21 1 2 17 82
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 19 0 0 9 136
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 61 0 0 9 169
LONG MEMORY AT THE LONG-RUN AND THE SEASONAL MONTHLY FREQUENCIES IN THE US MONEY STOCK 0 0 0 51 0 0 7 150
LONG RUN AND CYCLICAL DYNAMICS IN THE US STOCK MARKET 0 0 0 71 0 1 14 206
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 8 0 0 16 81
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 22 0 0 8 94
Long Memory and Asymmetric Uncertainty Effects on Stock Returns and Volatility: A Fractional Integration Approach 0 0 0 0 1 1 1 1
Long Memory and Data Frequency in Financial Markets 0 0 0 35 2 2 19 91
Long Memory and Data Frequency in Financial Markets 0 0 0 45 0 1 14 89
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 0 20 1 2 14 83
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 0 39 0 0 13 138
Long Memory and Fractional Integration in High Frequency Financial Time Series 0 0 0 87 0 1 9 208
Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates 0 0 0 11 1 2 12 70
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 70 2 3 17 161
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 6 1 1 6 55
Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994 0 0 0 16 0 0 9 129
Long Memory in German Energy Price Indices 0 0 0 48 0 0 7 136
Long Memory in German Energy Price Indices 0 0 0 11 0 0 9 77
Long Memory in Kenyan Commodity Prices 0 0 0 0 0 0 2 2
Long Memory in Latin American Sovereign Risk: Daily Evidence on the EMBI 0 4 4 4 0 4 4 4
Long Memory in Turkish Unemployment Rates 0 0 0 33 0 2 12 45
Long Memory in Turkish Unemployment Rates 0 0 0 25 1 2 11 55
Long Memory in Turkish Unemployment Rates 0 0 0 52 0 0 16 166
Long Memory in US Real Output per Capita 0 0 0 38 1 2 24 294
Long Memory in US Real Output per Capita 0 0 0 29 2 2 56 230
Long Memory in the Ukrainian Stock Market 0 0 0 51 1 1 13 116
Long Run and Cyclical Dynamics in the US Stock Market 0 0 0 44 0 8 25 241
Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour 0 0 0 4 0 0 6 39
Long memory in Turkish Unemployment Rates 0 0 0 26 0 0 9 38
Long memory in Turkish Unemployment Rates 0 0 0 39 1 1 16 101
Long memory in the ukrainian stock market and financial crises 0 0 0 22 0 0 9 76
Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria 0 0 0 3 1 1 10 32
Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited 0 0 0 13 0 0 11 76
Long-Run Linkages and Parameter Instability in the Gold–Silver Relationship, 2010–2025 0 0 8 8 3 13 22 22
Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis 0 0 1 44 0 0 13 35
Long-Run Trends and Cycles in US House Prices 0 0 0 3 0 0 10 18
Long-Term Price Overreactions: Are Markets Inefficient? 0 0 0 38 1 1 24 125
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 73 1 1 13 343
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 38 0 2 17 327
MODELLING STOCHASTIC VOLATILITY IN ASSET RETURNS USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES 0 0 0 79 0 0 8 226
MODELLING STRUCTURAL BREAKS IN THE US, UK AND JAPANESE UNEMPLOYMENT RATES 0 0 0 79 1 1 14 322
Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach 0 0 0 20 1 1 29 166
Mean reversion and long memory in African stock market prices 0 0 0 9 1 1 12 73
Mean reversion and long memory in African stock market prices 0 0 0 58 0 0 8 152
Measuring Persistence of the World Population: A Fractional Integration Approach 0 0 0 28 0 0 6 21
Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations 0 0 0 1 1 1 16 17
Modeling Persistence of Carbon Emission Allowance Prices 0 0 0 38 1 1 9 105
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 28 0 0 8 59
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 65 0 1 33 80
Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach 0 0 0 12 0 2 33 60
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 2 4 17 671
Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries 0 0 0 12 1 1 9 54
Modelling Long Run Trends and Cycles in Financial Time Series Data 0 0 0 27 1 1 9 138
Modelling Long-Run Trends and Cycles in Financial Time Series Data 0 0 0 208 1 1 18 765
Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields 0 0 1 14 0 0 13 33
Modelling Profitability of Private Equity: A Fractional Integration Approach 0 0 0 17 0 0 9 34
Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates 0 0 0 104 0 0 14 388
Modelling seasonality with fractionally integrated processes 0 0 0 33 0 0 5 178
Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks 0 0 0 36 0 0 12 121
Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets 0 0 0 2 1 2 13 44
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 23 1 2 15 138
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 15 0 0 12 136
Multivariate Tests of Fractionally Integrated Hypotheses 0 0 0 41 0 0 2 223
Multivariate Tests of Fractionally Integrated Hypotheses 0 0 0 0 1 1 7 250
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 118 0 0 6 343
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 220 0 1 7 671
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 113 0 0 14 283
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 82 0 1 16 280
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 59 0 0 8 295
Nelson and Plosser Revisited: Evidence from Fractional Arima Models 0 0 0 0 0 1 6 300
New Revelations about Unemployment Persistence in Spain 0 0 0 101 0 2 14 365
Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks 0 0 0 30 0 0 10 27
Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration 0 0 0 12 0 0 9 46
Non-Linearities and Fractional Integration in the US Unemployment Rate 0 0 0 4 3 3 20 50
Non-Linearities and Persistence in US Long-Run Interest Rates 0 0 0 17 1 2 10 33
Non-linearities and fractional integration in the US unemployment rate 0 0 1 28 1 1 11 178
Nonlinearities and fractional integration in the US unemployment rate 0 0 0 36 2 2 7 151
Oil Prices: Persistence and Breaks 0 0 0 33 0 0 8 111
Oil shocks on unemployment in Central and Eastern Europe 0 0 0 141 1 1 14 161
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 0 0 72 0 0 11 135
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 0 0 47 1 1 11 77
On the changes in the sustainability of European external debt: what have we learned 0 0 0 64 2 2 8 119
On the invertibility of seasonally adjusted series 0 0 0 29 1 1 11 63
On the persistence and volatility in European, American and Asian stocks bull and bear markets 0 0 0 1 2 2 16 54
Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals 0 0 0 15 0 0 7 42
Persistence Characteristics of Nordic Tourist Arrivals in Madeira and their Forecasting 0 0 0 0 0 0 2 2
Persistence and Cycles in Historical Oil Prices Data 0 0 0 0 0 0 12 129
Persistence and Cycles in US Hours Worked 0 0 0 10 0 0 7 75
Persistence and Cycles in US Hours Worked 0 0 0 21 1 1 9 76
Persistence and Cycles in the US Federal Funds Rate 0 0 0 48 0 0 11 69
Persistence and Cycles in the US Federal Funds Rate 0 0 0 15 1 2 9 93
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 21 0 2 7 111
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 18 0 1 8 140
Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data 0 0 0 41 1 1 15 70
Persistence and Long Memory in Monetary Policy Spreads 0 0 1 26 0 1 10 42
Persistence and Long-Run Linkages Between US Stock Market Prices and Bond Yields 0 2 20 20 2 4 5 5
Persistence and Nonlinearities in the US Federal Funds Rate 0 0 1 7 0 0 24 27
Persistence and Seasonality in the US Industrial Production Index 0 0 1 4 0 0 10 18
Persistence in ESG and Conventional Stock Market Indices 0 0 0 18 2 2 14 50
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 0 1 16 131
Persistence in Real GDP Growth Rates: Univariate and Multivariate Evidence for the US, UK and Japan 2 9 9 9 1 3 3 3
Persistence in Real GDP: Evidence from Europe and the US 0 0 1 22 3 4 20 32
Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets 0 0 10 10 0 2 21 21
Persistence in Tax Revenues: Evidence from Some OECD Countries 0 0 0 20 0 0 9 26
Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data 0 0 0 54 0 3 36 161
Persistence in UK Historical Data on Life Expectancy 0 0 0 28 0 0 12 31
Persistence in Youth Unemployment 0 0 0 38 2 2 8 128
Persistence in the Cryptocurrency Market 0 0 0 53 0 1 31 281
Persistence in the Cryptocurrency Market 0 0 1 44 1 3 19 188
Persistence in the Market Risk Premium: Evidence across Countries 0 0 0 26 1 2 9 60
Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model 0 0 4 4 2 2 13 13
Persistence in the Passion Investment Market 0 0 0 4 0 0 13 26
Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries 0 0 0 7 0 0 13 30
Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market 0 0 0 29 0 0 17 71
Persistence in the Russian Stock Market Volatility Indices 0 0 0 28 0 1 13 68
Persistence in the short and long term tourist arrivals to Australia 0 0 1 28 0 0 9 94
Persistence of precious metal prices: a fractional integration approach with structural breaks 0 0 1 11 0 1 12 78
Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe 0 0 0 3 0 0 15 26
Persistence on airline accidents 0 0 0 19 1 1 4 91
Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 0 0 0 12 0 0 14 87
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data 0 0 0 0 0 0 11 41
Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates 0 0 0 19 0 0 10 88
Persistence, long memory and seasonality in Kenyan tourism series 0 0 0 11 3 4 14 77
Persistence, non-linearities and structural breaks in European stock market indices 0 0 0 24 1 1 8 53
Polar Amplification: A Fractional Integration Analysis 0 0 0 5 0 0 8 21
Precious Metal Prices: A Tale of Four U.S. Recessions 0 0 3 22 0 2 31 43
Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff 0 0 0 3 0 1 16 140
Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data 0 0 0 10 0 1 12 39
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 0 0 0 30 2 2 14 73
Real convergence in some emerging countries: a fractionally integrated approach 0 0 0 35 0 1 13 141
Remittances in Latin America: Trends and Persistence 0 0 3 15 0 2 16 37
Retail sales. Persistence in the short term and long term dynamics 0 0 0 62 1 1 3 174
Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ 0 0 0 38 0 0 6 281
Self-employment by gender in the EU: convergence and clusters 0 0 0 32 0 0 11 96
Serial and cross-correlation in the Spanish Stock Market returns 0 0 0 157 0 1 8 508
Short-Term Price Overreaction: Identification, Testing, Exploitation 0 0 0 25 0 4 15 121
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 0 18 0 0 5 73
Stock Market Cycles and Stock Market Development in Spain 0 0 0 550 1 1 9 2,503
Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours 0 0 0 22 1 2 16 62
Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence 0 0 0 14 2 3 11 31
Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach 0 0 1 66 0 0 9 188
Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics 0 0 0 39 0 3 22 223
Structural Change and the Order of Integration in Univariate Time Series 0 0 0 74 1 2 11 493
Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 0 1 3 29 77
TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES 0 0 0 131 0 0 8 225
TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES 0 0 0 26 0 0 14 134
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 0 0 17 0 1 10 155
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 8 657
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 94 0 1 4 307
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 141 0 0 15 366
Tail Connectedness Between Robotics and AI ETFs and Traditional Us Assets Under Different Market Conditions: A Quantile Var Approach 0 0 5 5 1 1 28 28
Technology Shocks and Hours Worked: A Fractional Integration Perspective 0 0 0 56 0 1 13 252
Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend 0 0 0 0 1 1 16 69
Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve 0 0 0 26 0 4 9 86
Term Structure Persistence 0 1 1 75 0 2 16 251
Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions 0 0 1 37 1 2 17 83
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 1 51 0 0 15 105
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 32 0 0 7 91
Testing for Multiple Bubbles in the BRICS Stock Markets 0 0 0 91 0 1 11 281
Testing for Persistence in German Green and Brown Stock Market Indices 0 0 0 5 1 1 7 13
Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries 0 0 0 40 0 1 23 279
Testing for Persistence in Real House Prices in 47 Countries from the OECD Database 0 0 2 5 6 6 14 25
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 13 0 0 8 102
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 37 0 1 9 117
Testing for persistence with breaks and outliers in South African house prices 0 0 0 3 0 0 12 58
Testing of Fractional Cointegration in Macroeconomic Time Series 0 0 0 247 0 1 9 586
Testing of Nonstationary Cycles in Financial Time Series Data 0 0 0 197 0 0 7 706
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 0 0 15 291
Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income 0 0 0 0 1 1 10 22
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 1 1 9 27
Testing of fractional cointegration in macroeconomic time series 0 0 0 124 1 1 30 387
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 2 0 0 12 49
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 5 1 2 9 37
Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks 0 0 0 30 0 0 6 89
Testing stochastic cycles in macroeconomic time series 0 0 0 27 1 3 11 121
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 11 0 2 15 41
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 23 0 1 14 49
Testing the Marshall-Lerner Condition in Kenya 0 0 0 108 2 2 10 357
Testing the Marshall-Lerner condition in Kenya 0 0 0 9 1 1 15 81
Testing the PPP Hypothesis in the Sub-Saharan Countries 0 0 0 6 0 0 7 36
The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective 0 0 0 14 1 3 16 70
The COVID-19 Shock and Spanish Hotel Activity 0 0 1 3 0 0 14 19
The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields 0 0 0 21 0 0 12 59
The Deaton paradox in a long memory context with structural breaks 0 0 0 62 1 1 9 264
The Deaton paradox in a long memory context with structural breaks 0 0 0 0 0 1 10 50
The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks 0 0 1 16 0 0 10 162
The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks 0 0 0 35 0 4 35 129
The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches 0 0 0 20 1 1 18 142
The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach 0 0 0 10 1 1 8 132
The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic 0 0 0 18 0 1 15 70
The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets 0 0 0 25 0 0 5 35
The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? 0 0 0 71 2 2 12 359
The Nature of the Relationship between International Tourism and International Trade: The Case of Ge 0 0 0 290 0 0 19 1,551
The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine 0 0 0 42 0 0 10 338
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 37 1 1 9 104
The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency 0 0 0 35 0 1 8 144
The Persistence of Earnings per Share 0 0 0 51 0 0 3 170
The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration 0 0 0 29 0 0 15 87
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 1 18 2 3 19 119
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 29 0 1 6 182
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 7 92
The Relationship between Prices and Output in the UK and the US 0 0 0 18 0 0 7 48
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 0 32 0 0 18 106
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 1 33 1 3 18 168
The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? 0 0 0 21 3 3 18 124
The Weekly Structure of US Stock Prices 0 0 0 34 2 3 17 70
The Weekly Structure of US Stock Prices 0 0 0 7 2 2 9 64
The effect of the Covid-19 pandemic on tourism in Africa 0 0 2 3 0 1 11 15
The explaining role of the Earning-Price Ratio in the Spanish Stock Market 0 0 0 174 0 1 4 764
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 0 0 130 1 2 8 1,056
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 0 0 29 0 0 12 205
The persistence of air pollution in four mega-cities of China 0 0 0 90 1 1 9 131
The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models 0 0 1 20 0 0 10 129
Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes 0 0 0 21 1 1 12 118
Time series modelling of sunspot numbers using long range cyclical dependence 0 0 0 27 0 0 9 104
Time trend estimation with breaks in temperature time series 0 0 0 56 0 0 8 108
Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty 0 0 0 5 0 3 21 69
Total Solar Irradiance: Evidence from a Long-Memory Model 0 0 0 0 0 1 6 6
Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 0 0 0 20 2 3 11 26
Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament? 0 0 0 4 1 1 17 46
Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models 0 0 0 253 0 1 14 1,032
Travel Shocks to the Chinese Economy: A Fractional Integration Approach 0 0 7 7 0 0 19 19
Trends and Cycles in Historical Gold and Silver Prices 0 0 0 24 1 4 27 243
Trends and Cycles in Historical Gold and Silver Prices 0 0 0 75 0 0 11 90
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 0 62 0 0 14 98
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 0 41 0 0 18 71
Trends and Persistence in the Greenland Ice Sheet Mass 0 0 0 2 0 0 3 9
Trends and Persistence in the Number of Hot Days: Some Multi-Country Evidence 0 0 0 11 1 24 31 41
Trends in Temperatures in Sub-Saharan Africa. Is There Climate Warming? 0 0 0 11 1 2 11 21
Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis 0 0 1 7 0 0 9 16
Trump Tariffs and Persistence in Crude Oil Prices: A Long-Memory Approach 0 1 5 5 0 9 20 20
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 4 1 1 9 57
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 49 1 3 7 243
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 53 0 1 7 402
US House Prices by Census Division: Persistence, Trends and Structural Breaks 0 0 0 8 0 0 10 38
US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach 0 0 0 101 0 0 9 33
US Sea Level Data: Time Trends and Persistence 0 0 0 17 0 0 7 42
Uncovering the U.S. Term Premium: An Alternative Route 0 0 0 35 0 1 17 111
Unemployment Persistence in Europe: Evidence from the 27 EU Countries 0 0 0 30 1 1 10 46
Unemployment and entrepreneurship: a cyclical relationship? 0 0 1 149 0 1 13 381
Unemployment and input prices: A fractional cointegration approach 0 0 0 24 0 0 9 145
Unemployment hysteresis by sex and education attainment in the EU 0 0 1 16 0 1 11 63
Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe 0 0 1 81 0 0 9 179
Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies 0 0 1 91 0 2 10 207
Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf 0 0 0 19 0 0 7 190
Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate 0 0 0 20 0 1 10 148
Violence and the market for food. Evidence from Kenya 0 0 0 0 0 0 5 21
Warming break trends and fractional integration in the northern, southern and global temperature anomaly series 0 0 0 23 1 1 8 75
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 0 1 4 181 0 2 19 416
Total Working Papers 11 32 210 14,949 209 476 4,779 56,418
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Journal Article File Downloads Abstract Views
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A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle 0 0 1 1 0 0 12 12
A Fractionally Integrated Exponential Model for UK Unemployment 0 0 0 1 0 1 10 201
A Generalized Fractional Time Series Model: Testing the Order of Integration of Trend Seasonal and Cyclical components 0 1 2 201 3 6 12 521
A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break 1 1 1 108 2 2 10 344
A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market 0 0 0 0 0 0 12 16
A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada 0 0 0 2 0 0 6 56
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* 0 1 2 9 1 2 17 49
A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA 0 0 3 27 0 0 15 120
A Test for the Efficiency of Nigerian REITS Stocks 0 0 0 3 0 0 21 30
A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach 0 0 0 2 0 0 11 29
A fractional cointegration var analysis of exchange rate dynamics 0 0 0 19 1 2 22 82
A fractional integration analysis of the population in some OECD countries 0 0 0 26 2 3 17 129
A fractional multivariate long memory model for the US and the Canadian real output 0 0 0 32 0 0 4 91
A fractionally integrated model for the Spanish real GDP 0 0 1 28 0 1 15 100
A fractionally integrated model with a mean shift for the US and the UK real oil prices 0 0 0 21 0 1 6 106
A further investigation of unemployment persistence in European transition economies 0 0 1 39 0 1 17 148
A joint test of fractional integration and structural breaks at a known period of time 0 0 0 19 0 0 7 73
A look at the Spanish film industry and its level of persistence 0 0 0 1 1 2 17 22
A mean shift break in the US interest rate 0 0 0 7 1 1 6 84
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis 0 0 0 1 0 0 15 19
A performance assessment of Mozambique banks: a Bayesian stochastic frontier 0 0 0 4 1 1 9 51
A re-examination of historical real daily wages in England: 1260-1994 0 0 0 35 0 1 7 152
A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics 0 0 1 36 0 3 11 110
A simple non-linear model with fractional integration for financial time series data 0 0 0 28 0 0 7 135
A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach 0 0 1 141 0 2 14 354
A time-series analysis of US entrepreneurship: evidence from fractional integration 0 0 0 13 1 2 10 51
AK growth models: new evidence based on fractional integration and breaking trends 0 0 0 26 1 1 11 101
ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE? 0 0 0 22 1 2 9 116
Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach 0 0 0 28 0 0 10 145
All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data 0 0 0 0 0 1 9 9
An analysis of oil production by OPEC countries: Persistence, breaks, and outliers 0 1 2 84 1 3 14 231
An analysis of the OPEC and non-OPEC position in the World Oil Market: A fractionally integrated approach 0 0 1 9 1 1 10 37
An empirical analysis of freight transport traffic modes in Brazil, 1996-2012 0 0 0 8 1 2 8 44
An examination of trade-weighted real exchange rates based on fractional integration 0 0 0 0 0 0 13 25
An examination of trade-weighted real exchange rates based on fractional integration 0 0 0 1 0 1 4 18
An investigation of long range reliance on shale oil and shale gas production in the U.S. market 0 0 1 9 1 1 11 55
Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach 0 0 0 2 0 1 14 32
Analyzing Stationarity in World Coffee Prices 0 1 2 6 0 2 21 30
Analyzing rational speculative bubbles in S&P 500 index sectors through fractional integration and generalized link-based additive survival models 0 0 0 0 0 2 10 10
Application of local projections in the monetary policy in Brazil 0 0 3 12 1 2 7 44
Are BRICS exchange rates chaotic? 0 0 0 3 1 1 11 39
Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach 0 0 0 3 0 0 9 29
Atmospheric pollution in Ulaanbaatar: Persistence and long-run trends 0 0 1 1 0 0 3 3
Automobile components: Lithium and cobalt. Evidence of persistence 0 0 0 3 0 1 9 50
BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY 0 0 1 34 0 2 15 158
Black carbon emissions persistence: Evidence from 27 European Union countries using fractional integration 0 0 0 0 0 0 14 16
Brexit and Uncertainty in Financial Markets 0 0 0 27 0 2 12 113
CPI and inflation in Kenya. Structural breaks, non-linearities and dependence 0 0 0 11 0 0 10 70
CPI and inflation in Kenya. Structural breaks, non-linearities and dependenceOriginal Research Article 0 0 0 0 0 0 5 35
Carlos Pestana Barros 0 0 0 5 0 2 8 37
Central bank policy rates: Are they cointegrated? 0 0 0 2 0 0 4 40
Central bank policy rates: Are they cointegrated? 1 1 1 2 1 1 7 38
Comovement in Euro area housing prices: A fractional cointegration approach 0 0 1 25 1 3 15 90
Comovements among U.S. state housing prices: Evidence from fractional cointegration 0 0 0 43 1 3 25 179
Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach 0 0 0 35 2 2 20 205
Confidence intervals for fractionally integrated hypotheses in the real output across Europe 0 0 0 3 1 1 8 79
Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate 0 0 0 5 1 2 4 57
Consumer sentiments across G7 and BRICS economies: Are they related? 0 0 1 4 0 1 13 21
Convergence of gender unemployment gaps in Africa: new evidence from Fourier ADF and KPSS unit root tests with break 0 0 0 0 1 3 8 8
Credit-to-GDP ratios – non-linear trends and persistence: evidence from 44 OECD economies 0 0 1 2 0 0 11 24
Crude Oil Prices and COVID-19 - Persistence of the Shock 0 0 2 39 1 8 40 194
Crude oil price behaviour before and after military conflicts and geopolitical events 0 0 1 32 0 1 37 146
Cryptocurrencies and stock market indices. Are they related? 0 0 6 144 3 5 44 613
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 0 0 2 19 0 1 18 96
Daily Emissions of CO 2 in the World: A Fractional Integration Approach 0 0 1 1 0 0 6 6
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 0 1 0 0 7 25
Do climate policy uncertainty and geopolitical risk transmit opportunity or threat to the green market? Evidence from non-linear ARDL 0 0 1 2 0 2 27 35
Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test 0 0 0 1 0 0 4 49
Does energy consumption by the US electric power sector exhibit long memory behavior? 0 0 0 30 1 2 16 119
Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016 0 0 0 22 1 1 13 111
Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity 0 0 1 1 1 3 9 18
ETA: A PERSISTENT PHENOMENON 0 0 2 76 0 0 33 318
Economic Growth and Recovery After Civil Wars 0 0 0 19 1 1 12 79
Economic policy uncertainty: Persistence and cross-country linkages 0 0 0 7 0 1 28 84
Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India 0 0 1 38 0 1 13 178
Empirical evidence of the spot and the forward exchange rates in Canada 0 0 0 13 1 2 13 68
Empirical evidence on real convergence in some OECD countries 0 0 0 27 1 1 5 114
Endogenous problems in cross-sectional valuation models based on accounting information 0 0 0 15 0 0 4 93
Energy prices in Europe. Evidence of persistence across markets 0 0 2 4 0 0 15 24
Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks 0 0 0 13 0 0 13 71
Estimating persistence in the volatility of asset returns with signal plus noise models 0 0 0 0 0 1 12 60
Estimation and Testing of ARFIMA Models in the Real Exchange Rate 0 0 0 148 0 1 6 592
Estimation of Fractionally ARIMA Models for the UK Unemployment 0 0 0 0 1 3 8 27
Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques 0 0 0 9 0 0 7 145
Estimation of the order of integration in the UK and the us interest rates using fractionally integrated semiparametric techniques 0 0 0 6 0 0 4 26
European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration 0 0 0 29 0 3 17 106
Evaluating the existence of a natural U.S. hate crime rate using a fractional integration approach 0 0 0 0 0 0 6 6
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 10 14
Evidence of long memory behavior in U.S. renewable energy consumption 0 0 0 15 1 1 10 94
Evidence of persistence in U.S. short and long-term interest rates 0 0 0 9 0 2 8 58
Exchange rate dynamics in South Africa 1 1 1 10 2 3 11 53
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB 0 0 0 8 0 0 8 73
Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market 0 0 0 14 0 2 12 97
Exogenous shocks and time-varying price persistence in the EU27 0 0 0 0 1 1 9 12
Exploring Survey‐Based Inflation Forecasts 0 0 0 0 0 0 12 143
Exponential Time Trends in a Fractional Integration Model 0 0 0 2 0 0 6 10
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 22 0 2 12 137
FRACTIONAL INTEGRATION AT ZERO AND THE CYCLICAL FREQUENCIES IN THE SPECIFICATION OF US PRICES 0 0 0 2 0 0 8 15
FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES 0 0 0 0 0 1 8 15
Factors behind the performance of green bond markets 0 1 3 12 1 2 33 65
Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty 0 0 0 8 1 1 13 37
Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models 0 0 0 1 0 0 7 12
Forecasting the real output using fractionally integrated techniques 0 0 1 6 1 1 8 61
Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output 0 0 0 6 1 1 21 83
Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data 0 0 0 2 1 1 6 25
Fractional Integration and Cointegration in the Japanese Exchange Rate Market 0 0 0 16 0 0 6 72
Fractional Integration and Structural Breaks in Italian Real House Prices 0 0 0 0 0 0 0 0
Fractional Integration and Structural Breaks: Evidence from International Monthly Arrivals in the USA 0 0 0 1 0 2 19 30
Fractional Integration and the Dynamics of UK Unemployment 0 0 0 15 1 1 18 118
Fractional Integration and the Persistence of UK Inflation, 1210–2016 0 0 0 3 0 0 12 32
Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement 0 0 0 0 0 0 3 63
Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries 0 0 0 23 1 2 6 166
Fractional cointegration and real exchange rates 0 0 1 3 0 1 10 17
Fractional cointegration and real exchange rates 1 1 2 28 1 4 24 127
Fractional cointegration and tests of present value models 0 0 0 0 0 1 8 11
Fractional cointegration and tests of present value models 0 0 0 62 0 0 10 146
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar 0 0 0 4 0 1 11 19
Fractional cointegration in US term spreads 0 0 0 3 0 1 6 53
Fractional cointegration in the consumption and income relationship using semiparametric techniques 0 0 0 4 0 2 7 39
Fractional integration and business cycle features 0 0 0 24 2 3 17 223
Fractional integration and cointegration in US financial time series data 0 0 0 11 1 4 14 60
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry 0 0 0 4 0 0 5 19
Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries 0 0 0 13 1 1 5 56
Fractional integration and mean reversion in stock prices 0 0 2 90 2 2 23 236
Fractional integration and nonlinear deterministic trends in the analysis of time series data 0 0 0 5 0 0 5 22
Fractional integration and structural breaks at unknown periods of time 1 1 1 80 1 2 15 196
Fractional integration and structural breaks in U.S. macro dynamics 1 1 1 28 2 3 14 131
Fractional integration in daily stock market indexes 0 0 0 64 0 1 13 202
Fractional integration in daily stock market indexes 0 0 0 1 0 0 12 23
Fractional integration in the West African Economic and Monetary Union 0 0 0 24 0 1 6 80
Fractional integration in total factor productivity: evidence from US data 0 0 0 39 1 1 15 172
Fractional persistence in income poverty in Africa 0 0 0 4 0 1 11 32
Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes 0 0 0 42 0 0 7 204
GDP and population growth: Evidence of fractional cointegration with historical data from 1820 onwards 0 0 1 10 0 2 12 33
GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory 0 0 2 13 0 1 25 85
Gender Diversity Index. Measuring persistence 0 0 0 7 0 0 7 42
Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK 0 0 0 144 0 1 22 556
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 14 0 0 9 47
Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data 0 1 8 29 1 8 38 101
Global temperatures and sunspot numbers. Are they related? 0 0 0 9 0 1 10 74
Globalization, long memory, and real interest rate convergence: a historical perspective 0 0 0 2 1 2 11 24
Gold and silver as safe havens: A fractional integration and cointegration analysis 0 0 0 3 3 11 37 40
Gold prices and the cryptocurrencies: Evidence of convergence and cointegration 0 0 1 33 0 6 28 133
Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling 0 0 0 7 0 0 5 41
Government debt dynamics and the global financial crisis: Has anything changed in the EA12? 0 1 1 27 0 2 9 111
Growth recovery after civil conflict: a fractional integration approach 0 0 0 20 0 1 8 55
High and low prices and the range in the European stock markets: A long-memory approach 0 0 1 4 0 0 14 28
Hourly Energy Prices in Spain - Evidence of Persistence Across Different Months 0 0 1 2 0 2 11 16
Housing sales in urban Beijing 0 0 0 3 0 0 10 38
How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry 1 1 1 19 2 3 10 53
How do stocks in BRICS co-move with real estate stocks? 0 0 0 4 0 0 15 39
How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses 0 0 0 4 0 0 8 16
INFLATION IN SOUTH AFRICA: A TIME‐SERIES VIEW ACROSS SECTORS USING LONG‐RANGE DEPENDENCE 0 0 0 0 0 0 12 75
IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH 0 0 0 0 1 2 12 110
Income inequality in China 1952–2017: persistence and main determinants 0 0 0 3 0 0 23 44
Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches 0 0 2 6 0 1 13 25
Infant mortality rates: time trends and fractional integration 0 0 0 7 1 2 7 46
Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach 0 0 1 6 0 0 15 35
Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study 0 0 0 17 0 0 7 119
Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study 0 0 0 0 2 2 11 25
Inflation Forecasting in Angola: A Fractional Approach 0 0 0 11 1 2 14 74
Inflation Forecasting in Angola: A Fractional Approach 0 0 0 0 0 1 12 92
Inflation analysis in the Central American Monetary Council 0 0 1 14 0 1 9 99
Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory 0 0 0 13 1 1 9 51
Inflation in Argentina: Analysis of Persistence Using Fractional Integration 0 0 2 19 0 0 14 86
Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks 0 0 0 6 0 1 11 53
Inflation in South Africa. A long memory approach 0 0 0 26 0 0 8 118
Inflation in the G7 countries: persistence and structural breaks 0 0 1 8 1 2 20 50
Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war 0 0 1 4 1 4 34 49
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum 0 0 0 1 0 1 15 23
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum 0 0 1 3 0 2 16 33
Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate 0 0 0 1 0 1 11 39
International Arrivals in the Canary Islands: Persistence, Long Memory, Seasonality and other Implicit Dynamics 0 0 2 2 0 2 16 19
International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications 0 0 0 3 1 2 13 50
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 1 6 1 1 8 72
Introduction to the special issue on: Understanding, quantifying and modelling the terrorist threat 0 0 0 11 0 0 5 61
Investment and saving in Angola and the Feldstein-Horioka puzzle 0 0 0 6 2 2 11 49
Iranian inflation: peristence and structural breaks 0 0 1 10 1 2 13 77
Is There Convergence Between BRICS Listed Property Stocks and International REITs? 0 0 0 1 1 1 10 12
Is inflation persistence different in reality? 0 0 0 26 0 1 12 100
Is market fear persistent? A long-memory analysis 0 0 0 2 0 0 9 48
Is the US fiscal deficit sustainable?: A fractionally integrated approach 1 1 1 47 3 4 13 227
Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019 0 1 1 3 1 2 22 28
LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES 0 0 0 1 0 1 8 14
Linear and segmented trends in sea surface temperature data 0 0 0 1 0 0 7 27
Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 6 0 0 12 44
Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis 0 0 0 6 2 2 35 63
Lithium: Production and estimated consumption. Evidence of persistence 0 0 0 33 0 1 26 135
Long Memory and Change in Persistence in the Rare Earth Market Index 0 0 0 1 0 1 17 26
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 1 1 1 8 1 2 11 64
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 4 0 0 11 50
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 0 1 2 11 81
Long Memory in Turkish Unemployment Rates 0 0 0 4 0 0 8 37
Long Memory in the Housing Price Indices in China 0 0 0 2 1 1 11 17
Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks 0 0 1 11 1 2 18 64
Long memory and ARFIMA modelling: The case of CPI inflation rate in Ghana 0 0 1 18 0 0 8 57
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate 0 0 0 5 1 1 8 57
Long memory and fractional integration in the housing price series of London and Paris 0 1 1 11 2 3 7 64
Long memory and mean reversion in real exchange rates in Latin America 0 0 0 3 2 3 11 26
Long memory and structural breaks in hyperinflation countries 0 0 0 15 0 0 4 105
Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 0 0 0 10 0 0 6 94
Long memory at the long-run and the seasonal monthly frequencies in the US money stock 0 0 0 4 1 1 10 67
Long memory in US real output per capita 0 0 0 8 1 1 10 59
Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances 0 0 0 41 1 2 7 287
Long memory in the U.S. interest rate 0 0 1 29 0 0 10 113
Long memory in the interest rates in some Asian countries 0 0 0 3 1 1 9 27
Long range dependence in daily stock returns 0 0 0 35 2 2 14 211
Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited 0 0 0 7 0 1 14 64
Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis 0 0 0 0 0 3 13 15
Long-Run Trends and Cycles in US House Prices 0 0 0 0 1 1 15 15
Long-term interest rates in Europe: A fractional cointegration analysis 0 0 0 3 0 1 21 39
Long-term price overreactions: are markets inefficient? 0 0 0 2 0 2 11 42
Long‐Run and Cyclical Dynamics in the US Stock Market 0 0 0 4 0 1 12 49
MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES 0 0 0 1 0 1 4 7
MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS 0 0 0 0 0 0 5 11
Mapping US presidential terms with S&P500 index: Time series analysis approach 0 0 0 1 0 1 12 30
Market efficiency of Baltic stock markets: A fractional integration approach 0 0 0 16 0 0 11 81
Mean Reversion in Agricultural Commodity Prices in India 0 0 0 5 0 0 8 46
Mean Reversion of Short‐run Interest Rates in Emerging Countries* 0 0 0 68 1 1 15 246
Mean reversion and long memory dynamics in the Shanghai Containerized Freight Index 0 0 0 0 0 2 14 14
Mean reversion and long memory in African stock market prices 0 1 1 39 2 4 7 158
Mean reversion in monetary aggregates in Chile 0 0 0 1 2 2 9 18
Mean reversion in stock market prices: New evidence based on bull and bear markets 0 1 1 66 1 3 95 344
Mean reversion in the real exchange rates 0 0 0 69 0 0 5 209
Mean reversion of short-run interest rates: empirical evidence from new EU countries 0 0 0 40 0 0 6 116
Measuring Persistence in the US Equity Gender Diversity Index 0 0 0 0 0 0 39 47
Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration 1 1 1 10 1 3 19 109
Measuring length of business cycles across countries using a new non‐stationary unit‐root cyclical approach 0 0 0 1 1 2 8 10
Measuring the degree of persistence in the U.S. economic policy uncertainty index 0 0 1 5 0 1 13 42
Measuring unemployment persistence in terms of I(d) statistical models 0 0 0 41 1 1 7 251
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks 0 0 0 4 0 1 21 58
Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis 0 0 0 17 0 1 9 51
Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach 0 0 1 5 0 0 9 20
Model-free and model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations 0 0 1 1 0 0 16 17
Modeling US historical time-series prices and inflation using alternative long-memory approaches 0 0 0 2 0 1 13 52
Modeling persistence and non-linearities in the US treasury 10-year bond yields 0 0 2 7 0 2 24 35
Modeling persistence of carbon emission allowance prices 0 0 0 9 1 1 12 70
Modeling the Long Memory Behavior in U.S. Housing Price Volatility 0 0 0 1 0 0 9 13
Modeling the degree of persistence in Croatian tourism 1 1 1 1 1 1 12 18
Modelling African inflation rates: nonlinear deterministic terms and long-range dependence 0 0 0 27 0 1 5 83
Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach 0 0 0 3 0 3 12 16
Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries 0 0 0 3 2 2 8 25
Modelling Monthly Spanish Tourism: A Seasonal Fractionally Integrated Approach 0 0 0 0 0 0 5 11
Modelling U.S. monthly inflation in terms of a jointly seasonal and non‐seasonal long memory process 0 0 0 1 1 1 9 12
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 1 4 21 123
Modelling long-run trends and cycles in financial time series data 0 0 0 22 0 1 12 83
Modelling profitability of private equity: A fractional integration approach 0 0 0 2 0 0 12 26
Modelling stock market data in China: Crisis and Coronavirus 0 0 0 6 1 1 12 31
Modelling the Japanese Exchange Rate in Terms of I(d) Statistical Models with Parametric and Semiparametric Techniques 0 0 0 3 1 2 11 60
Modelling the Persistence of Unemployment in Canada 0 0 1 38 0 0 11 180
Modelling the U.S. interest rate in terms of I(d) statistical models 0 0 0 20 1 1 8 100
Modelling the US real GNP with fractionally integrated techniques 0 0 0 18 1 2 10 154
Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks 0 0 0 30 0 1 10 202
Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets 0 0 0 21 1 4 23 103
Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates 0 1 1 8 0 2 8 70
Multiple cyclical fractional structures in financial time series 0 0 1 5 1 2 17 47
Multiple shifts and fractional integration in the US and UK unemployment rates 0 0 0 19 0 1 5 73
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 13 56
New Evidence on Long-Run Monetary Neutrality 0 0 0 0 1 1 5 9
New Evidence on US Current Account Sustainability 0 0 0 14 0 1 9 75
New evidence on long-run monetary neutrality 0 0 0 34 1 1 7 203
New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data 0 0 0 30 1 1 12 126
Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks 0 0 0 1 0 0 10 16
Non-linearities and persistence in US long-run interest rates 0 0 0 1 0 1 6 10
Nonlinearities and Fractional Integration in the US Unemployment Rate* 0 0 0 38 1 1 19 163
Oil price shocks and unemployment in Central and Eastern Europe 0 0 2 36 0 2 20 147
On the invertibility of seasonally adjusted series 0 0 0 2 0 0 9 37
On the persistence and volatility in European, American and Asian stocks bull and bear markets 0 0 0 29 1 2 9 140
On the persistence of UK inflation: A long‐range dependence approach 0 0 0 0 1 1 20 31
Persistence analysis of research intensity in OECD countries since 1870 0 0 0 3 1 2 16 27
Persistence and Long Memory Behavior in Condominium Prices: Evidence from Major U.S. Metropolitan Areas 0 0 0 1 0 0 7 10
Persistence and cycles in US hours worked 0 0 0 4 0 1 5 53
Persistence and cycles in historical oil price data 0 0 0 25 0 1 18 115
Persistence and cycles in the us federal funds rate 0 0 0 4 0 0 6 56
Persistence and cyclical dependence in the monthly euribor rate 0 0 0 9 0 1 12 81
Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data 0 0 0 12 0 0 10 45
Persistence and long memory in monetary policy spreads 0 0 1 1 1 1 18 21
Persistence and long run co-movements across stock market prices 0 0 1 2 25 27 58 69
Persistence and trends in CO2 emissions in Africa: is Chinese FDI behind these features? 0 0 0 3 1 2 5 13
Persistence in Australian tourism employment industries 0 0 0 0 0 0 4 7
Persistence in China’s household consumption level: implications for the new growth model 0 0 0 0 0 0 21 24
Persistence in Commodity Prices 0 0 0 6 0 1 7 35
Persistence in Consumption Across Europe: Evidence Using Fractional Integration 0 0 0 0 0 2 14 14
Persistence in Croatian tourism: The impact of COVID-19 0 0 1 2 0 0 10 22
Persistence in ESG and conventional stock market indices 0 0 0 7 1 1 22 54
Persistence in International Monthly Arrivals in the Canary Islands 0 0 0 0 0 0 9 14
Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets 0 0 0 0 0 0 4 4
Persistence in Tax Revenues: Evidence from Some OECD Countries 1 1 2 2 1 1 7 8
Persistence in UK Historical Data on Life Expectancy 0 0 0 0 0 2 10 13
Persistence in US Treasury bonds 0 0 0 7 1 1 9 36
Persistence in US real personal consumption expenditure: durable versus non-durable goods 0 0 3 8 2 3 18 26
Persistence in real GDP: Evidence from Europe and the US 0 0 3 3 0 2 26 26
Persistence in silver prices and the influence of solar energy 0 0 1 4 1 3 18 38
Persistence in some energy futures markets 0 0 0 4 0 1 8 31
Persistence in sovereign debt during the past two centuries: Evidence for the US and the largest European economies 0 0 0 1 0 0 15 22
Persistence in the Realized Betas: Some Evidence from the Stock Market 0 0 0 0 0 0 14 19
Persistence in the Unemployment and Inflation Relationship. Evidence from 38 OECD Countries 0 0 1 2 1 1 37 48
Persistence in the cryptocurrency market 0 0 0 34 2 5 22 197
Persistence in the market risk premium: evidence across countries 0 0 0 7 0 1 11 31
Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries 0 0 1 4 2 3 20 32
Persistence in trends and cycles of gold and silver prices: Evidence from historical data 0 0 3 15 2 5 60 141
Persistence of Bond Yields: Evidence from BRICS Countries 0 0 1 1 0 0 13 16
Persistence of International Renewable Commodity Prices: Accounting for the Impact of the COVID-19 Pandemic and Russia–Ukraine War 2 2 2 2 2 3 4 4
Persistence of economic complexity in OECD countries 0 0 0 6 0 1 11 26
Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods 0 0 1 1 2 3 22 26
Persistence of precious metal prices: A fractional integration approach with structural breaks 0 0 0 16 1 3 18 129
Persistence of the Misery Index in African Countries 0 0 0 17 0 2 7 76
Persistence, Long Memory, and Unit Roots in Commodity Prices 0 0 1 19 0 1 10 68
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data 0 0 1 6 0 0 12 30
Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries 0 0 0 13 0 0 14 75
Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates 0 0 0 0 0 3 11 23
Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013 0 0 0 7 0 0 10 36
Persistence, non-linearities and structural breaks in European stock market indices 0 0 0 0 0 1 10 23
Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel 0 0 0 1 0 0 10 15
Persistent and Long-Term Co-Movements between Gender Equality and Global Prices 0 0 0 1 0 0 12 16
Population Growth Similarity in North and East Africa 0 0 0 0 0 0 3 3
Precious metal prices: a tale of four US recessions 0 0 0 3 0 4 34 41
Private and public debt convergence: a fractional cointegration approach 1 1 1 6 2 3 17 28
Productivity and GDP: international evidence of persistence and trends over 130 years of data 0 0 3 6 0 1 19 35
Profitability of private equity: mean reversion and transitory shocks 0 1 3 3 0 3 16 25
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 0 0 0 6 0 0 11 37
Public finances in the EU-27: Are they sustainable? 0 1 1 11 0 1 26 65
REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION 0 0 1 19 1 2 11 76
Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile 0 1 1 87 0 1 19 234
Re-examination of international bond market dependence: Evidence from a pair copula approach 0 0 0 6 2 2 31 63
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 2 3 11 0 2 16 65
Real GDP growth rates across countries: long memory and mean shifts 0 0 1 59 1 2 13 252
Real convergence in Latin America: a fractionally integrated approach 0 0 0 6 1 1 10 54
Real convergence in Taiwan: a fractionally integrated approach 0 0 0 15 0 0 11 106
Real convergence in some emerging countries: a fractionally integrated approach 0 0 0 14 0 1 12 101
Real convergence: empirical evidence for Latin America 0 0 0 34 0 0 16 155
Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques 0 0 0 8 0 0 8 88
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score 0 0 0 4 1 1 12 30
Salient features of dependence in daily US stock market indices 0 0 0 7 0 0 13 76
Searching for Inefficiencies in Exchange Rate Dynamics 0 0 0 5 0 0 14 55
Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series 0 0 0 6 0 0 4 58
Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries 0 0 0 10 0 1 9 77
Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate 0 0 0 17 0 0 6 85
Seasonal fractional components in macroeconomic time series 0 0 0 11 2 2 10 94
Seasonal fractional integration with structural break. An application to the German GNP data 0 0 2 6 0 1 13 47
Seasonal long memory in the US monthly monetary aggregate 0 0 0 14 1 1 4 255
Seasonal long memory in the aggregate output 0 0 0 19 0 0 7 83
Self-employment by gender in the EU: convergence and clusters 0 0 1 4 0 0 12 45
Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment 0 0 0 20 0 0 6 110
Semiparametric estimation of the fractional differencing parameter in the UK industrial production index 0 0 0 16 1 1 9 91
Serial correlation in the Spanish Stock Market 0 0 0 35 1 3 18 126
Shocks affecting electricity prices in Kenya, a fractional integration study 0 0 0 10 0 1 5 40
Short-Term Disruptions and Recovery Patterns in Spanish Hotel Activity: Insights from Quantitative and Qualitative Evidence 0 0 1 1 0 2 7 7
Short-Term Price Overreactions: Identification, Testing, Exploitation 1 1 1 10 1 1 17 67
Spatial crude oil production divergence and crude oil price behaviour in the United States 0 0 0 4 1 1 12 30
Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data 0 0 0 13 1 1 8 49
Stochastic behavior of nominal exchange rates 0 0 0 9 2 3 15 53
Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks 0 0 1 3 2 2 19 49
Stochastic volatility in the Spanish stock market: a long memory model with a structural break 0 0 0 39 0 1 6 117
Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach 0 1 1 3 1 3 27 39
Stock Market Persistence in MENA and OIC Countries 0 0 0 0 1 3 9 11
Stock market indices and interest rates in the US and Europe: persistence and long-run linkages 0 0 2 5 2 3 15 20
Stock market indices and sustainability: A comparison between them 0 0 1 7 0 2 12 29
Stock market price dynamics in Africa: evidence from 14 countries 0 1 4 8 0 2 26 30
Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships? 0 1 1 4 0 2 20 28
Stock market returns and terrorist violence: evidence from the Basque Country 1 1 1 38 2 2 11 103
Strong dependence in the nominal exchange rates of the Polish zloty 0 0 0 0 0 0 12 14
Strong dependence in the real interest rates 0 0 0 40 1 2 9 208
Structural Change and the Order of Integration in Univariate Time Series 0 0 0 26 0 0 5 204
Structural breaks and fractional integration in the US output and unemployment rate 0 0 0 23 1 1 8 99
TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE 0 0 0 26 1 2 11 124
TESTING OF REAL CONVERGENCE IN GERMANY IN THE PRESENCE OF STRUCTURAL BREAKS 0 0 0 0 0 0 7 25
THE PURCHASING POWER PARITY HYPOTHESIS IN THE US–CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY 0 0 0 0 0 0 6 34
Temperatures across Europe: evidence of time trends 0 0 1 9 0 1 12 49
Term Structure Persistence 0 1 1 28 0 1 16 140
Term premium in a fractionally cointegrated yield curve 0 0 1 12 1 3 19 71
Terrorism against American citizens in Africa: Related to poverty 0 0 0 41 0 0 10 194
Testing Okun’s law. Theoretical and empirical considerations using fractional integration 0 0 0 12 0 0 13 42
Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies 0 0 0 3 1 1 7 53
Testing Seasonality in the Context of Fractionally Integrated Processes 0 0 0 0 0 0 5 18
Testing Stochastic Cycles in Macroeconomic Time Series 0 0 0 0 0 0 19 30
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 1 0 2 9 14
Testing and forecasting the degree of integration in the US inflation rate 0 0 0 31 0 0 3 216
Testing for Persistence in South African House Prices 0 0 0 1 0 0 10 11
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 0 1 1 10 16
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 6 0 0 14 119
Testing for bubbles in the BRICS stock markets 0 1 1 20 0 3 18 97
Testing for deterministic and stochastic cycles in macroeconomic time series 0 0 0 19 0 0 8 86
Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials 0 0 1 45 0 0 21 122
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries 0 0 2 73 4 6 31 266
Testing for persistent deviations of stock prices to dividends in the Nasdaq index 0 0 0 16 0 0 9 80
Testing for stock market bubbles using nonlinear models and fractional integration 0 0 0 82 2 2 13 231
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates 0 0 0 8 0 1 9 70
Testing fractional integration with monthly data 0 0 0 68 1 2 7 183
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 1 1 5 72
Testing fractional unit roots with non-linear smooth break approximations using Fourier functions 0 1 1 2 2 4 23 39
Testing of Fractional Cointegration in Macroeconomic Time Series 0 0 0 41 0 1 18 201
Testing of I(d) processes in the real output 0 0 0 6 0 0 15 46
Testing of Unit Root Cycles in the Swedish Economy 0 0 0 15 0 0 6 110
Testing of nonstationary cycles in financial time series data 0 0 1 35 0 0 10 203
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 1 162 2 4 16 494
Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand 0 0 0 13 0 1 8 72
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 0 212 0 3 17 557
Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks 0 0 0 38 0 0 10 178
Testing persistence in the context of conditional heteroscedasticity errors 0 0 0 7 0 0 6 39
Testing persistence of ammonia emissions using historical data of more than two centuries in OECD countries 1 1 1 2 1 1 11 21
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 0 0 0 0 17 30
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 0 6 0 0 17 35
Testing the Marshall–Lerner Condition in Kenya 0 0 0 19 1 2 24 95
Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses 0 0 0 21 0 0 9 127
Testing the great decoupling: a long memory approach 0 1 3 16 0 1 16 88
Testing the hypothesis of duration dependence in the U.S. housing market 0 0 0 0 0 0 17 22
Testing the order of integration of the UK Unemployment 0 0 0 217 1 2 10 702
Testing unemployment theories: A multivariate long memory approach 0 0 0 13 1 1 12 66
Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques 0 0 1 1 1 2 9 20
Tests of Convergence and Long Memory Behavior in U.S. Housing Prices by State 0 0 0 0 0 0 9 9
The COVID-19 impact on the Asian Stock Markets 0 0 2 100 1 2 19 324
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields 0 0 1 5 1 2 80 89
The Deaton paradox in a long memory context with structural breaks 0 0 0 9 1 1 11 94
The EMBI in Latin America: Fractional integration, non-linearities and breaks 0 1 1 8 0 2 11 109
The Euribor rate: a forecasting exercise based on fractional integration 0 1 2 2 1 4 11 11
The Evolution of the Credit‐to‐GDP Ratio: An Empirical Analysis 0 0 1 6 0 0 10 25
The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach 0 0 0 1 0 2 20 65
The Housing Markets in Spain and Portugal: Evidence of Persistence 0 0 0 27 0 1 13 135
The Impact of China’s FDI on Economic Growth: Evidence from Africa with a Long Memory Approach 0 0 2 13 0 1 11 44
The Impact of Ethnic Violence in Kenya on Wheat and Maize Markets 0 0 0 7 1 2 7 50
The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 0 0 0 7 1 2 8 70
The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies 0 0 0 1 0 2 20 37
The Nature of Seasonality in Spanish Tourism Time Series 0 0 0 4 0 1 6 23
The Social Balance Sheet as Part of the Annual Report in Financial Institutions. A Case Study: Banco Bilbao Vizcaya Argentaria (BBVA) 0 0 1 3 2 2 15 42
The Stochastic Permanent Break Model and the Fractional Integration Hypothesis 0 0 0 30 0 0 4 122
The Sustainability of European External Debt: What have We Learned? 0 0 0 90 0 0 7 160
The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics 0 0 0 0 0 2 14 71
The asymmetric behaviour of spanish unemployment persistence 0 0 1 25 0 1 11 88
The behaviour of real interest rates: New evidence from a 'suprasecular' perspective 0 0 0 4 1 3 13 28
The cyclical structure of the UK inflation rate: 1210–2016 0 0 0 8 0 0 18 53
The demand for money in Angola 0 0 0 27 0 0 21 115
The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration 0 0 0 15 0 0 11 97
The effect of intellectual capital on firms' financial performance: an empirical investigation in India 1 1 1 26 1 2 8 86
The effect of the COVID-19 pandemic on tourism in Africa 0 0 0 0 0 0 1 1
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 11 19
The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches 0 0 1 16 1 1 17 117
The fisher relationship in Nigeria 0 0 0 5 1 2 16 54
The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets 0 0 0 12 1 2 7 45
The housing market in Beijing and delays in sales: A fractional polynomial survival model 0 0 0 7 1 2 11 56
The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach 0 0 4 39 1 4 22 139
The impact of COVID-19 on the Spanish tourism sector 0 0 1 10 0 0 12 40
The impact of geopolitical risk on the behavior of oil prices and freight rates 0 7 19 61 2 11 93 252
The influence of economic policy uncertainty shocks on art market 0 0 1 6 0 2 27 49
The macroeconomy of Angola: breaks and persistence in Angolan macro data 0 0 0 14 1 1 8 60
The nature of occupational unemployment rates in the United States: hysteresis or structural? 0 0 0 26 1 3 20 168
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 0 0 42 2 2 15 268
The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets 0 0 0 3 0 1 19 47
The permanent income hypothesis: A new framework based on fractional integration and cointegration 0 0 0 1 0 0 5 18
The persistence and asymmetric volatility in the Nigerian stock bull and bear markets 0 0 0 15 0 2 17 101
The persistence of earnings per share 0 0 0 33 0 1 8 184
The persistence of economic policy uncertainty: Evidence of long range dependence 0 0 1 8 0 0 15 41
The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models 0 0 0 116 1 1 7 589
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis 0 0 1 11 0 0 11 68
The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration 0 0 0 27 1 1 16 151
The relationship between prices and output in the UK and the US 0 0 0 0 1 1 8 17
The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence 0 0 1 11 0 1 18 76
The stochastic unit root model and fractional integration: An extension to the seasonal case 0 0 0 0 0 0 4 9
The timing of ETA terrorist attacks 0 1 2 153 0 1 16 667
The unemployment hysteresis by territory, gender, and age groups in Iran 0 0 1 9 0 1 26 45
The weekend effect: a fractional integration and trading robot analysis 0 0 1 8 0 1 6 46
The weekend effect: an exploitable anomaly in the Ukrainian stock market? 0 0 0 2 0 0 11 44
The weekly structure of US stock prices 0 0 0 19 1 3 10 67
Time Trends and Persistence in the Global CO2 Emissions Across Europe 0 0 0 15 0 0 13 68
Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach 0 0 0 21 1 1 11 119
Time series analysis of economic growth rate series in Nigeria: structural breaks, non-linearities and reasons behind the recent recession 0 0 0 13 0 0 6 61
Time series analysis of persistence in crude oil price volatility across bull and bear regimes 0 0 0 10 0 0 10 68
Time series perspectives on North Atlantic tropical cyclones: a study of fractional integration patterns 0 0 1 1 1 1 10 10
Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty 0 0 2 2 0 1 15 15
Time-varying bidirectional causality between climate policy uncertainty and renewable energy investments 0 0 2 2 0 1 11 11
Tourism in Iceland: Persistence and seasonality 0 0 2 20 1 1 11 89
Tourism in the Canary Islands: forecasting using several seasonal time series models 0 0 1 53 0 3 22 242
Tourism persistence in Spain: National versus international visitors 0 0 0 3 1 1 12 28
Tourism persistence in the Southeastern European countries: The impact of covid-19 0 0 0 0 0 2 13 15
Tourist arrivals and overnight stays along the Croatian Adriatic Coast: Changes in persistence and seasonality from the COVID-19 disruption 0 0 0 2 0 0 2 5
Trade Balance and Exchange Rate: Unit Roots, Co‐integration and Long Memory in the US and the UK 0 0 0 44 0 0 5 175
Trends and cycles in historical gold and silver prices 0 0 3 24 1 8 78 183
Trends and cycles in macro series: The case of US real GDP 0 0 0 2 0 0 6 16
True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods 0 0 0 6 2 3 14 33
U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior 0 0 0 8 1 1 14 116
U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis 0 0 0 0 1 2 5 10
U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks 0 0 1 2 0 0 11 19
U.S. shale oil production and WTI prices behaviour 0 0 0 35 0 0 14 112
UK Unemployment Dynamics: a Fractionally Cointegrated Approach 0 0 0 5 0 0 8 83
UK overseas visitors: Seasonality and persistence 0 0 0 0 0 1 8 10
UK tourism arrivals and departures: seasonality, persistence and time trends 0 0 0 2 2 3 9 22
US biofuel market persistence and mean reversion properties 0 0 1 1 0 1 14 19
US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach 0 0 0 2 1 1 8 18
US stock market volatility persistence: evidence before and after the burst of the IT bubble 0 0 1 42 0 0 19 162
Uncovering the US term premium: An alternative route 0 1 1 40 0 1 10 162
Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends 0 0 1 6 0 4 24 50
Unemployment Hysteresis by Sex and Education Attainment in the EU 0 0 3 3 0 2 19 23
Unemployment Hysteresis: Empirical Evidence for Latin America 0 0 1 2 2 2 14 22
Unemployment and COVID-19: an analysis of change in persistence 0 0 2 5 0 0 9 15
Unemployment and Fertility: A Long Run Relationship 0 0 1 15 0 0 16 68
Unemployment and entrepreneurship: A cyclical relation? 0 0 1 79 0 1 8 263
Unemployment and input prices: a fractional cointegration approach 0 0 0 42 1 1 12 209
Unemployment and real oil prices in Australia: a fractionally cointegrated approach 0 0 0 86 1 2 11 331
Unemployment hysteresis: empirical evidence for Latin America 0 0 1 68 1 1 6 211
Unemployment in Africa: A Fractional Integration Approach 0 0 0 9 0 1 8 154
Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis 0 0 0 34 1 1 13 138
Unemployment rate cycles in Europe 0 0 0 9 1 2 9 37
Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series 0 0 0 2 1 2 6 22
Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate 0 0 0 6 0 1 10 83
Unit and fractional roots with deterministic trends in the UK output 0 0 0 0 0 1 4 23
Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach 0 0 0 2 0 0 8 23
Us vehicles sales. Evidence of persistence after COVID-19 0 0 0 0 1 1 8 8
Volatility persistence in cryptocurrency markets under structural breaks 0 0 5 24 1 3 51 189
Volatility persistence in metal prices 0 0 2 3 3 5 36 43
Volatility persistence in the Russian stock market 0 0 0 3 1 1 17 38
What do productivity indices tell us? A case study of U.S. industries 0 0 1 3 0 0 12 36
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 0 0 0 39 0 1 12 157
Total Journal Articles 19 54 255 8,556 278 682 6,780 42,907
8 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 1 6 0 0 6 14
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 0 1 0 0 9 13
Currency Union in the East African Community: A Fractional Integration Approach 0 0 0 0 1 1 9 16
Cycles and Long-Range Behaviour in the European Stock Markets 0 0 0 0 0 0 9 17
Fractional Integration and Cointegration: An Overview and an Empirical Application 0 0 0 3 1 1 18 56
Terrorism: The Case of ETA 0 0 3 21 0 1 17 78
Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data 0 0 0 1 1 1 7 27
Total Chapters 0 0 4 32 3 4 75 221

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