Access Statistics for Luis Alberiko Gil-Alana

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle 0 0 6 6 2 8 16 16
A Fractional Integration Model with Autoregressive Processes 0 0 6 6 3 9 22 22
A Long-Memory Model for Multiple Cycles with an Application to the S&P500 0 0 0 28 3 11 12 45
A Multivariate Long-Memory Model with Structural Breaks 0 0 0 101 0 5 7 222
A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials 1 1 1 82 1 8 22 257
A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials 0 0 0 7 1 3 11 79
A fractionally integrated exponential model for UK unemployment 0 0 0 6 0 6 7 88
A fractionally integrated model with a mean shift for the US and the UK real oil prices 0 0 0 14 0 3 6 65
A framework for Open Innovation practices: Typology and characterisation 0 0 0 97 0 2 4 155
A generalized fractional time series model 0 0 0 31 0 3 3 128
A joint test of fractional cyclic integration and a linear time trend 0 0 0 16 0 1 2 236
A new unit root analysis for testing hysteresis in unemployment 0 1 4 85 0 7 14 144
A non-linear approach with long range dependence based on Chebyshev polynomials 0 0 0 2 1 6 10 30
A non-linear approach with long range dependence based on Chebyshev polynomials 0 0 2 55 0 4 11 142
A note on the effectiveness of national anti-terrorist policies. Evidence from ETA 0 0 1 30 1 5 14 165
AK growth models: new evidence based on fractional integration and breaking trends 0 0 0 9 1 8 8 80
Acidification in the Earth’s Oceans: Trends and Persistence 0 8 8 8 1 10 10 10
Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach 0 0 0 97 0 10 14 314
African Growth, Non-Linearities and Strong Dependence: An Empirical Study 0 0 0 8 0 0 3 40
Air Pollution in 88 US Metropolitan Areas: Trends and Persistence 0 1 7 7 0 7 13 13
An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers 0 0 0 49 1 4 7 174
Are BRICS Exchange Rates Chaotic? 0 0 0 39 3 7 13 153
Asset Returns and CO2 Emissions: Evidence on Contemporaneous and Lagged Connectedness 7 15 15 15 3 15 15 15
Atmospheric Pollution in 10 US Cities: Trends and Persistence 0 1 12 12 0 8 12 12
Atmospheric Pollution in Chinese Cities: Trends and Persistence 0 0 0 64 1 8 11 25
Brexit and Uncertainty in Financial Markets 0 0 1 28 1 4 6 74
Brexit and Uncertainty in Financial Markets 0 0 1 55 2 9 14 199
CO2 Emissions and GDP: Evidence from China 0 0 1 53 0 7 12 130
Central Bank Policy Rates: Are They Cointegrated? 0 0 0 44 1 5 5 71
Central Bank Policy Rates: Are they Cointegrated? 0 0 0 40 2 10 12 58
Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach 0 0 0 22 1 4 7 176
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 3 16 16
Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break 0 0 4 5 1 4 12 16
Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies 0 0 0 33 2 5 6 74
Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis 0 0 1 17 1 3 6 59
Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks 0 0 0 6 2 4 8 172
Cycles and Long-Range Behaviour in the European Stock Market 0 0 0 26 0 7 10 39
Deterministic Seasonality versus Seasonal Fractional Integration 0 0 0 60 0 5 6 255
Deterministic seasonality versus seasonal fractional integration 0 0 0 46 1 2 4 146
Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks 0 0 0 44 0 2 4 150
Do Spanish Stock Market Prices Follow a Random Walk? 0 0 0 222 0 6 9 903
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 2 3 4 78
Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test 0 0 0 0 0 2 3 91
Does energy consumption by the US electric power secto exhibit long memory behaviour? 0 0 0 32 1 4 4 106
Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity 0 1 1 2 0 2 2 5
ETA TERRORISM:POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON ECONOMIC ACTIVITY IN THE BASQUE COUNTRY 0 0 0 241 0 4 7 935
Earthquakes and Stock Market Performance: Evidence from Japan 0 0 10 10 3 37 50 50
Economic Policy Uncertainty: Persistence and Cross-Country Linkages 0 0 0 10 0 4 13 143
Energy Consumption in the GCC Countries: Evidence on Persistence 0 0 0 10 0 5 9 69
Energy Transition and Climate Policy Uncertainty in the US: Green Versus Polluting Firms 0 1 4 4 1 13 26 26
Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models 0 0 0 33 1 2 3 99
Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data 0 0 0 16 0 3 4 43
Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis 0 0 0 29 0 4 5 51
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 0 18 0 6 8 123
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 1 36 0 3 12 142
Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB 0 0 0 22 0 13 16 84
Exploring Survey-Based Inflation Forecasts 0 0 1 44 1 6 9 522
Exponential Time Trends in a Fractional Integration Model 0 0 0 13 0 3 4 13
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 128 1 7 11 314
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 340 5 12 12 818
FRACTIONAL INTEGRATION AND IMPULSE RESPONSES: A BIVARIATE APPLICATION TO REAL OUTPUT IN THE US AND THE SCANDINAVIAN COUNTRIES 0 0 0 73 0 9 13 287
Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty 0 0 0 39 0 3 6 110
Forecasting the real output using fractionally integrated techniques 0 0 0 17 0 5 8 131
Fractional Cointegration in US Term Spreads 0 0 0 43 0 6 7 108
Fractional Integration and Business Cycles Features 0 0 0 136 1 3 9 461
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 1 29 0 4 7 118
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 1 108 1 2 4 169
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 56 0 9 13 204
Fractional Integration and Structural Breaks in U.S. Macro Dynamics 0 0 0 99 0 1 5 236
Fractional Integration and the Dynamics of UK Unemployment 0 0 0 102 1 5 7 560
Fractional Integration in the Purchasing Power Parity 0 0 0 0 0 1 1 126
Fractional cointegration and real exchange rates 0 0 0 44 0 1 2 115
Fractional cointegration and tests of present value models 0 0 0 39 0 4 8 137
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 7 9 72
Fractional integration and business cycle features 0 0 0 26 3 12 18 229
Fractional integration and data frequency 0 0 0 29 0 2 4 57
Fractional integration and structural breaks at unknown periods of time 0 0 0 58 1 5 7 204
Fractional integration and the dynamics of UK unemployment 0 0 0 21 1 6 7 97
Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change 0 0 0 9 0 5 6 69
Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes 0 0 1 109 4 11 13 294
GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features 0 0 0 5 1 4 8 40
Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data 0 0 0 23 7 9 18 112
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 9 0 4 8 49
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 14 5 11 14 63
Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective 0 0 0 32 1 5 7 55
Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis 0 0 0 3 4 9 13 17
HOUSING SALES IN URBAN BEIJING 0 0 0 0 3 6 6 56
High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach 0 0 2 41 0 7 21 101
High and low prices and the range in the European stock markets: a long-memory approach 0 0 0 21 1 3 9 55
Housing Sales in Urban Beijing 0 0 0 6 1 6 10 87
How do Stocks in BRICS co-move with REITs? 0 0 1 19 1 5 12 92
How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses 0 0 0 7 2 8 10 26
Identification of Segments of European Banks with a Latent Class Frontier Model 0 0 0 33 0 5 11 168
Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro 0 0 0 74 0 3 5 212
Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War 0 1 1 40 0 5 9 45
Inflation convergence in Central and Eastern Europe with a view to adopting the euro 0 0 1 81 1 7 11 234
Inflation forecasting in Angola: a fractional approach 0 0 0 87 3 10 12 202
Inflation in South Africa. A time series view across sectors using long range dependence 0 0 0 3 2 4 4 23
Inflation in the G7 Countries: Persistence and Structural Breaks 0 0 0 30 2 26 35 103
Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach 0 0 0 19 2 4 9 78
Interest rate dynamics in Kenya 0 0 0 8 0 5 7 36
International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications 0 0 0 17 4 10 11 128
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 1 1 22 1 17 20 114
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 1 31 0 8 14 196
Is Inflation Persistence Different in Reality? 0 0 0 22 5 11 11 117
Is Market Fear Persistent? A Long-Memory Analysis 0 0 0 10 6 102 109 160
Is Market Fear Persistent? A Long-Memory Analysis 0 0 0 7 4 24 26 76
Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach 0 0 0 233 0 4 5 867
Is there Convergence between the Brics and International Securitized Property Markets? 0 0 0 11 0 4 6 30
Is there asymmetric behaviour in African inflation? A non-linear approach 0 0 0 6 2 10 15 45
Is there convergence between the BRICS and International REIT Markets? 0 0 1 21 0 5 14 77
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 19 1 4 8 134
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 61 0 2 5 165
LONG MEMORY AT THE LONG-RUN AND THE SEASONAL MONTHLY FREQUENCIES IN THE US MONEY STOCK 0 0 0 51 0 5 7 148
LONG RUN AND CYCLICAL DYNAMICS IN THE US STOCK MARKET 0 0 0 71 1 8 11 201
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 8 0 6 14 78
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 22 0 4 7 91
Long Memory and Data Frequency in Financial Markets 0 0 1 35 2 10 13 83
Long Memory and Data Frequency in Financial Markets 0 0 0 45 2 9 9 84
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 0 20 2 9 10 79
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 0 39 0 7 11 135
Long Memory and Fractional Integration in High Frequency Financial Time Series 0 0 0 87 0 4 7 205
Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates 0 0 0 11 0 7 11 66
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 70 1 11 15 158
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 6 3 4 5 54
Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994 0 0 0 16 1 6 6 126
Long Memory in German Energy Price Indices 0 0 0 48 1 4 6 135
Long Memory in German Energy Price Indices 0 0 0 11 0 4 7 74
Long Memory in Turkish Unemployment Rates 0 0 0 33 0 7 9 42
Long Memory in Turkish Unemployment Rates 0 0 0 52 1 9 10 160
Long Memory in Turkish Unemployment Rates 0 0 0 25 0 3 5 49
Long Memory in US Real Output per Capita 0 0 0 38 4 22 22 292
Long Memory in US Real Output per Capita 0 0 0 29 0 52 54 227
Long Memory in the Ukrainian Stock Market 0 0 0 51 2 8 10 113
Long Run and Cyclical Dynamics in the US Stock Market 0 0 0 44 1 7 11 227
Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour 0 0 0 4 0 4 6 37
Long memory in Turkish Unemployment Rates 0 0 0 26 0 4 9 36
Long memory in Turkish Unemployment Rates 0 0 0 39 0 6 9 93
Long memory in the ukrainian stock market and financial crises 0 0 0 22 1 3 5 70
Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria 0 0 0 3 0 3 13 31
Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited 0 0 0 13 1 8 9 74
Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis 0 1 1 44 1 10 13 35
Long-Run Trends and Cycles in US House Prices 0 0 0 3 3 6 8 15
Long-Term Price Overreactions: Are Markets Inefficient? 0 0 0 38 3 16 19 120
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 73 1 9 9 339
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 38 1 8 12 322
MODELLING STOCHASTIC VOLATILITY IN ASSET RETURNS USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES 0 0 0 79 0 6 6 224
MODELLING STRUCTURAL BREAKS IN THE US, UK AND JAPANESE UNEMPLOYMENT RATES 0 0 0 79 1 3 5 312
Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach 0 0 0 20 0 27 27 164
Mean reversion and long memory in African stock market prices 0 0 0 58 0 5 6 149
Mean reversion and long memory in African stock market prices 0 0 0 9 1 5 8 67
Measuring Persistence of the World Population: A Fractional Integration Approach 0 0 0 28 0 2 5 19
Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations 0 0 0 1 1 10 13 14
Modeling Persistence of Carbon Emission Allowance Prices 0 0 0 38 1 5 5 101
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 28 2 4 4 55
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 65 6 26 31 76
Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach 0 0 0 12 6 20 23 50
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 1 7 9 662
Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries 0 0 0 12 0 4 5 49
Modelling Long Run Trends and Cycles in Financial Time Series Data 0 0 0 27 0 1 6 133
Modelling Long-Run Trends and Cycles in Financial Time Series Data 0 0 1 208 1 12 18 761
Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields 0 0 1 14 0 4 9 28
Modelling Profitability of Private Equity: A Fractional Integration Approach 0 0 1 17 3 7 9 32
Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates 0 0 0 104 0 6 12 384
Modelling seasonality with fractionally integrated processes 0 0 0 33 0 0 2 174
Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks 0 0 0 36 3 5 7 115
Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets 0 0 0 2 0 4 9 36
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 23 2 9 11 134
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 15 1 6 7 131
Multivariate Tests of Fractionally Integrated Hypotheses 0 0 0 0 1 4 5 248
Multivariate Tests of Fractionally Integrated Hypotheses 0 0 0 41 1 2 2 223
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 220 0 3 3 667
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 118 1 5 6 343
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 59 0 4 5 292
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 82 1 8 10 273
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 113 0 4 11 280
Nelson and Plosser Revisited: Evidence from Fractional Arima Models 0 0 0 0 0 1 3 297
New Revelations about Unemployment Persistence in Spain 0 0 0 101 1 7 9 360
Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks 0 0 0 30 0 7 9 26
Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration 0 0 0 12 2 4 6 42
Non-Linearities and Fractional Integration in the US Unemployment Rate 0 0 0 4 3 11 17 45
Non-Linearities and Persistence in US Long-Run Interest Rates 0 0 0 17 0 4 7 30
Non-linearities and fractional integration in the US unemployment rate 0 0 0 27 1 4 8 174
Nonlinearities and fractional integration in the US unemployment rate 0 0 0 36 1 5 6 149
Oil Prices: Persistence and Breaks 0 0 0 33 0 6 6 109
Oil shocks on unemployment in Central and Eastern Europe 0 0 0 141 0 5 5 152
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 0 0 72 1 7 8 131
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 0 0 47 2 7 9 75
On the changes in the sustainability of European external debt: what have we learned 0 0 0 64 0 4 6 116
On the invertibility of seasonally adjusted series 0 0 0 29 0 6 10 60
On the persistence and volatility in European, American and Asian stocks bull and bear markets 0 0 0 1 0 3 8 45
Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals 0 0 0 15 0 4 6 41
Persistence Characteristics of Nordic Tourist Arrivals in Madeira and their Forecasting 0 0 0 0 0 2 2 2
Persistence and Cycles in Historical Oil Prices Data 0 0 0 0 2 7 9 125
Persistence and Cycles in US Hours Worked 0 0 0 21 0 2 3 70
Persistence and Cycles in US Hours Worked 0 0 0 10 0 3 4 72
Persistence and Cycles in the US Federal Funds Rate 0 0 0 48 0 5 9 66
Persistence and Cycles in the US Federal Funds Rate 0 0 0 15 0 6 8 91
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 18 3 5 7 138
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 21 0 1 5 106
Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data 0 0 0 41 2 8 9 64
Persistence and Long Memory in Monetary Policy Spreads 1 1 1 26 1 4 5 37
Persistence and Nonlinearities in the US Federal Funds Rate 0 0 7 7 2 10 16 16
Persistence and Seasonality in the US Industrial Production Index 1 1 3 4 2 5 12 14
Persistence in ESG and Conventional Stock Market Indices 0 0 0 18 0 6 10 45
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 0 8 10 125
Persistence in Real GDP: Evidence from Europe and the US 0 0 22 22 3 6 22 22
Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets 0 0 10 10 2 5 16 16
Persistence in Tax Revenues: Evidence from Some OECD Countries 0 0 0 20 2 5 7 23
Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data 0 0 0 54 14 20 26 147
Persistence in UK Historical Data on Life Expectancy 0 0 0 28 0 6 11 29
Persistence in Youth Unemployment 0 0 0 38 1 5 5 125
Persistence in the Cryptocurrency Market 0 0 1 53 3 22 34 273
Persistence in the Cryptocurrency Market 0 1 2 44 1 10 13 180
Persistence in the Market Risk Premium: Evidence across Countries 0 0 0 26 0 5 7 58
Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model 0 0 0 0 4 4 4 4
Persistence in the Passion Investment Market 0 0 0 4 1 7 12 23
Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries 0 0 0 7 0 10 10 27
Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market 0 0 0 29 0 5 13 66
Persistence in the Russian Stock Market Volatility Indices 0 0 0 28 1 5 6 61
Persistence in the short and long term tourist arrivals to Australia 1 1 1 28 3 7 8 92
Persistence of precious metal prices: a fractional integration approach with structural breaks 0 0 0 10 2 8 9 75
Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe 0 0 0 3 1 3 8 18
Persistence on airline accidents 0 0 0 19 0 0 3 89
Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 0 0 0 12 1 8 13 84
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data 0 0 0 0 2 8 10 40
Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates 0 0 0 19 2 6 8 86
Persistence, long memory and seasonality in Kenyan tourism series 0 0 0 11 0 1 8 68
Persistence, non-linearities and structural breaks in European stock market indices 0 0 0 24 0 6 9 52
Polar Amplification: A Fractional Integration Analysis 0 0 0 5 2 6 7 20
Precious Metal Prices: A Tale of Four U.S. Recessions 2 3 3 22 4 24 28 38
Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff 0 0 0 3 2 7 13 136
Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data 0 0 0 10 1 5 10 36
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 0 0 0 30 2 7 9 68
Real convergence in some emerging countries: a fractionally integrated approach 0 0 0 35 4 6 10 138
Remittances in Latin America: Trends and Persistence 0 0 3 15 0 5 16 34
Retail sales. Persistence in the short term and long term dynamics 0 0 1 62 0 1 2 172
Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ 0 0 0 38 1 5 5 280
Self-employment by gender in the EU: convergence and clusters 0 0 0 32 0 4 10 94
Serial and cross-correlation in the Spanish Stock Market returns 0 0 0 157 1 5 6 506
Short-Term Price Overreaction: Identification, Testing, Exploitation 0 0 0 25 0 3 9 112
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 0 18 0 3 3 71
Stock Market Cycles and Stock Market Development in Spain 0 0 0 550 0 6 7 2,500
Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours 0 0 0 22 4 10 12 57
Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence 0 0 0 14 0 3 4 23
Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach 0 1 1 66 0 5 10 188
Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics 0 0 0 39 1 13 22 217
Structural Change and the Order of Integration in Univariate Time Series 0 0 0 74 0 3 5 487
Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 0 3 10 46 66
TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES 0 0 0 131 0 2 5 221
TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES 0 0 1 26 0 6 9 127
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 0 0 144 0 5 6 654
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 0 0 17 1 5 7 152
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 141 2 5 8 359
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 94 0 2 2 305
Tail Connectedness Between Robotics and AI ETFs and Traditional Us Assets Under Different Market Conditions: A Quantile Var Approach 0 0 4 4 1 9 18 18
Technology Shocks and Hours Worked: A Fractional Integration Perspective 0 0 0 56 1 9 11 249
Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend 0 0 0 0 3 7 11 62
Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve 0 0 0 26 1 2 4 81
Term Structure Persistence 0 0 0 74 0 4 14 247
Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions 1 1 1 37 2 7 9 74
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 50 4 12 14 103
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 32 0 4 5 89
Testing for Multiple Bubbles in the BRICS Stock Markets 0 0 0 91 1 5 9 278
Testing for Persistence in German Green and Brown Stock Market Indices 0 0 0 5 0 3 4 9
Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries 0 0 0 40 1 10 15 270
Testing for Persistence in Real House Prices in 47 Countries from the OECD Database 1 2 3 5 1 5 9 18
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 13 2 8 8 102
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 37 0 4 9 113
Testing for persistence with breaks and outliers in South African house prices 0 0 0 3 2 7 8 54
Testing of Fractional Cointegration in Macroeconomic Time Series 0 0 0 247 0 1 4 581
Testing of Nonstationary Cycles in Financial Time Series Data 0 0 0 197 0 2 8 706
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 2 7 13 288
Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income 0 0 0 0 0 3 8 18
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 3 6 24
Testing of fractional cointegration in macroeconomic time series 0 0 0 124 8 18 19 376
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 5 2 7 7 35
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 2 0 11 15 48
Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks 0 0 0 30 1 3 6 89
Testing stochastic cycles in macroeconomic time series 0 0 0 27 1 5 8 118
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 11 0 8 10 35
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 23 4 12 14 48
Testing the Marshall-Lerner Condition in Kenya 0 0 1 108 0 3 7 351
Testing the Marshall-Lerner condition in Kenya 0 0 0 9 1 4 9 71
Testing the PPP Hypothesis in the Sub-Saharan Countries 0 0 0 6 0 5 5 34
The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective 0 0 0 14 3 8 13 65
The COVID-19 Shock and Spanish Hotel Activity 0 1 3 3 1 8 15 15
The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields 0 0 0 21 0 7 11 56
The Deaton paradox in a long memory context with structural breaks 0 0 0 0 0 5 6 46
The Deaton paradox in a long memory context with structural breaks 0 0 0 62 0 2 7 259
The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks 1 1 1 16 2 4 10 160
The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks 0 0 0 35 2 23 28 121
The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches 0 0 0 20 1 7 13 137
The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach 0 0 0 10 1 3 4 128
The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic 0 0 0 18 0 2 12 63
The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets 0 0 0 25 0 2 2 32
The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? 0 0 0 71 1 5 6 352
The Nature of the Relationship between International Tourism and International Trade: The Case of Ge 0 0 0 290 0 17 19 1,550
The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine 0 0 0 42 0 5 7 334
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 37 0 2 2 97
The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency 0 0 1 35 1 6 8 143
The Persistence of Earnings per Share 0 0 1 51 0 2 5 170
The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration 0 0 0 29 0 5 7 79
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 1 1 1 18 1 8 11 111
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 6 179
The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 19 1 5 8 90
The Relationship between Prices and Output in the UK and the US 0 0 0 18 3 4 8 48
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 0 32 1 8 13 100
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 0 32 0 6 9 158
The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? 0 0 0 21 1 6 8 114
The Weekly Structure of US Stock Prices 0 0 0 34 0 7 10 62
The Weekly Structure of US Stock Prices 0 0 0 7 0 5 6 60
The effect of the Covid-19 pandemic on tourism in Africa 0 2 2 3 1 6 8 12
The explaining role of the Earning-Price Ratio in the Spanish Stock Market 0 0 0 174 0 3 3 763
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 0 0 29 1 8 13 205
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 0 0 130 0 1 1 1,049
The persistence of air pollution in four mega-cities of China 0 0 2 90 0 6 11 128
The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models 0 0 1 20 0 5 9 127
Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes 0 0 0 21 1 8 10 116
Time series modelling of sunspot numbers using long range cyclical dependence 0 0 0 27 3 8 9 104
Time trend estimation with breaks in temperature time series 0 0 0 56 0 5 7 107
Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty 0 0 0 5 3 9 52 63
Total Solar Irradiance: Evidence from a Long-Memory Model 0 0 0 0 1 1 1 1
Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 0 0 0 20 1 5 6 21
Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament? 0 0 0 4 0 8 10 39
Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models 0 0 0 253 3 6 9 1,027
Travel Shocks to the Chinese Economy: A Fractional Integration Approach 0 1 7 7 3 8 17 17
Trends and Cycles in Historical Gold and Silver Prices 0 0 0 24 5 16 26 235
Trends and Cycles in Historical Gold and Silver Prices 0 0 0 75 0 3 9 87
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 0 62 1 10 13 96
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 0 41 3 9 10 63
Trends and Persistence in the Greenland Ice Sheet Mass 0 0 0 2 0 2 4 8
Trends and Persistence in the Number of Hot Days: Some Multi-Country Evidence 0 0 11 11 0 1 13 13
Trends in Temperatures in Sub-Saharan Africa. Is There Climate Warming? 0 0 1 11 0 1 11 17
Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis 0 0 1 6 0 5 8 13
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 53 0 5 5 400
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 4 1 6 7 55
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 49 0 1 3 238
US House Prices by Census Division: Persistence, Trends and Structural Breaks 0 0 0 8 0 4 11 35
US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach 0 0 0 101 1 4 5 28
US Sea Level Data: Time Trends and Persistence 0 0 0 17 0 4 6 41
Uncovering the U.S. Term Premium: An Alternative Route 0 0 0 35 0 7 11 105
Unemployment Persistence in Europe: Evidence from the 27 EU Countries 0 0 0 30 1 7 9 44
Unemployment and entrepreneurship: a cyclical relationship? 0 0 1 149 0 7 8 376
Unemployment and input prices: A fractional cointegration approach 0 0 0 24 0 4 9 144
Unemployment hysteresis by sex and education attainment in the EU 0 0 0 15 2 4 7 58
Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe 0 0 1 81 0 5 9 177
Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies 0 0 0 90 0 5 9 203
Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf 0 0 0 19 0 6 7 189
Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate 0 0 0 20 1 5 8 145
Violence and the market for food. Evidence from Kenya 0 0 0 0 0 4 6 21
Warming break trends and fractional integration in the northern, southern and global temperature anomaly series 0 0 0 23 0 2 4 70
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 0 0 0 177 2 6 10 406
Total Working Papers 17 49 211 14,843 375 2,357 3,594 54,728
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 Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle 0 0 0 0 2 9 10 10
A Fractionally Integrated Exponential Model for UK Unemployment 0 0 0 1 0 7 8 199
A Generalized Fractional Time Series Model: Testing the Order of Integration of Trend Seasonal and Cyclical components 0 0 1 199 0 2 4 512
A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break 0 0 0 107 0 5 6 340
A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market 0 0 0 0 0 5 7 10
A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada 0 0 1 2 0 3 6 54
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* 0 1 1 8 2 7 12 43
A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA 0 1 2 26 1 5 11 114
A Test for the Efficiency of Nigerian REITS Stocks 0 0 0 3 1 15 19 27
A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach 0 0 0 2 0 6 6 24
A fractional cointegration var analysis of exchange rate dynamics 0 0 0 19 0 12 21 78
A fractional integration analysis of the population in some OECD countries 0 0 0 26 0 7 8 120
A fractional multivariate long memory model for the US and the Canadian real output 0 0 0 32 0 2 2 89
A fractionally integrated model for the Spanish real GDP 0 0 2 28 0 8 12 96
A fractionally integrated model with a mean shift for the US and the UK real oil prices 0 0 0 21 2 5 6 105
A further investigation of unemployment persistence in European transition economies 0 1 1 39 2 11 11 142
A joint test of fractional integration and structural breaks at a known period of time 0 0 0 19 0 3 5 70
A look at the Spanish film industry and its level of persistence 0 0 1 1 1 9 13 15
A mean shift break in the US interest rate 0 0 0 7 0 3 5 82
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis 0 0 1 1 0 11 15 17
A performance assessment of Mozambique banks: a Bayesian stochastic frontier 0 0 1 4 0 4 10 48
A re-examination of historical real daily wages in England: 1260-1994 0 0 0 35 0 1 3 146
A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics 1 1 1 36 1 6 8 105
A simple non-linear model with fractional integration for financial time series data 0 0 1 28 0 4 6 132
A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach 0 0 1 141 1 4 6 346
A time-series analysis of US entrepreneurship: evidence from fractional integration 0 0 0 13 1 5 8 47
AK growth models: new evidence based on fractional integration and breaking trends 0 0 0 26 0 6 9 99
ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE? 0 0 0 22 0 4 5 111
Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach 0 0 0 28 0 4 8 143
All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data 0 0 0 0 0 4 6 6
An analysis of oil production by OPEC countries: Persistence, breaks, and outliers 1 1 1 83 1 6 8 225
An analysis of the OPEC and non-OPEC position in the World Oil Market: A fractionally integrated approach 1 1 2 9 1 3 11 33
An empirical analysis of freight transport traffic modes in Brazil, 1996-2012 0 0 0 8 0 2 5 40
An examination of trade-weighted real exchange rates based on fractional integration 0 0 0 0 2 8 13 24
An examination of trade-weighted real exchange rates based on fractional integration 0 0 1 1 0 1 3 16
An investigation of long range reliance on shale oil and shale gas production in the U.S. market 0 0 1 9 0 6 11 52
Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach 0 0 0 2 1 8 15 28
Analyzing Stationarity in World Coffee Prices 0 0 4 4 5 12 22 22
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 3 3 3
Application of local projections in the monetary policy in Brazil 0 1 3 11 0 3 6 41
Are BRICS exchange rates chaotic? 0 0 0 3 0 3 8 34
Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach 0 0 0 3 0 3 5 24
Atmospheric pollution in Ulaanbaatar: Persistence and long-run trends 0 0 0 0 0 0 1 1
Automobile components: Lithium and cobalt. Evidence of persistence 0 0 0 3 0 3 6 47
BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY 0 1 1 34 1 6 10 152
Black carbon emissions persistence: Evidence from 27 European Union countries using fractional integration 0 0 0 0 2 8 13 13
Brexit and Uncertainty in Financial Markets 0 0 0 27 0 5 7 107
CPI and inflation in Kenya. Structural breaks, non-linearities and dependence 0 0 0 11 2 5 6 66
CPI and inflation in Kenya. Structural breaks, non-linearities and dependenceOriginal Research Article 0 0 0 0 1 2 4 33
Carlos Pestana Barros 0 0 0 5 0 1 3 32
Central bank policy rates: Are they cointegrated? 0 0 0 1 2 6 8 37
Central bank policy rates: Are they cointegrated? 0 0 0 2 0 1 2 38
Comovement in Euro area housing prices: A fractional cointegration approach 0 1 4 25 1 5 9 81
Comovements among U.S. state housing prices: Evidence from fractional cointegration 0 0 0 43 3 15 16 170
Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach 0 0 1 35 1 10 18 196
Confidence intervals for fractionally integrated hypotheses in the real output across Europe 0 0 0 3 0 2 3 73
Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate 0 0 0 5 0 2 2 55
Consumer sentiments across G7 and BRICS economies: Are they related? 0 0 1 4 2 9 13 19
Convergence of gender unemployment gaps in Africa: new evidence from Fourier ADF and KPSS unit root tests with break 0 0 0 0 0 4 4 4
Credit-to-GDP ratios – non-linear trends and persistence: evidence from 44 OECD economies 1 1 1 2 2 6 6 19
Crude Oil Prices and COVID-19 - Persistence of the Shock 0 0 2 38 3 12 28 173
Crude oil price behaviour before and after military conflicts and geopolitical events 0 0 1 31 3 9 13 119
Cryptocurrencies and stock market indices. Are they related? 0 0 10 141 2 23 50 600
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 0 1 5 19 2 10 19 94
Daily Emissions of CO 2 in the World: A Fractional Integration Approach 0 0 0 0 1 4 4 4
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 1 4 5 23
Do climate policy uncertainty and geopolitical risk transmit opportunity or threat to the green market? Evidence from non-linear ARDL 0 0 1 1 2 15 21 25
Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test 0 0 0 1 0 0 2 47
Does energy consumption by the US electric power sector exhibit long memory behavior? 0 0 0 30 1 8 10 113
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 5 11 107
Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity 0 0 1 1 0 2 6 13
ETA: A PERSISTENT PHENOMENON 0 0 0 74 0 22 31 311
Economic Growth and Recovery After Civil Wars 0 0 1 19 0 1 4 69
Economic policy uncertainty: Persistence and cross-country linkages 0 0 0 7 1 8 26 77
Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India 0 0 1 38 2 9 10 175
Empirical evidence of the spot and the forward exchange rates in Canada 0 0 0 13 2 8 8 63
Empirical evidence on real convergence in some OECD countries 0 0 0 27 0 3 3 112
Endogenous problems in cross-sectional valuation models based on accounting information 0 0 0 15 1 4 4 93
Energy prices in Europe. Evidence of persistence across markets 1 1 3 4 1 9 14 21
Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks 0 0 0 13 0 5 5 63
Estimating persistence in the volatility of asset returns with signal plus noise models 0 0 0 0 0 1 4 52
Estimation and Testing of ARFIMA Models in the Real Exchange Rate 0 0 0 148 0 5 6 591
Estimation of Fractionally ARIMA Models for the UK Unemployment 0 0 0 0 0 3 3 22
Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques 0 0 0 9 1 2 2 140
Estimation of the order of integration in the UK and the us interest rates using fractionally integrated semiparametric techniques 0 0 0 6 0 1 3 24
European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration 0 0 0 29 0 5 9 98
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 5 9 13
Evidence of long memory behavior in U.S. renewable energy consumption 0 0 0 15 0 5 9 92
Evidence of persistence in U.S. short and long-term interest rates 0 0 0 9 0 1 2 52
Exchange rate dynamics in South Africa 0 0 0 9 0 3 4 45
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB 0 0 1 8 1 5 10 71
Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market 0 0 1 14 0 5 15 94
Exogenous shocks and time-varying price persistence in the EU27 0 0 0 0 0 3 5 7
Exploring Survey‐Based Inflation Forecasts 0 0 0 0 1 9 11 141
Exponential Time Trends in a Fractional Integration Model 0 0 0 2 1 2 4 8
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 22 1 5 8 131
FRACTIONAL INTEGRATION AT ZERO AND THE CYCLICAL FREQUENCIES IN THE SPECIFICATION OF US PRICES 0 0 0 2 1 3 4 11
FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES 0 0 0 0 1 5 6 13
Factors behind the performance of green bond markets 0 0 5 11 2 16 33 54
Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty 0 0 0 8 2 5 8 32
Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models 0 0 0 1 0 1 3 8
Forecasting the real output using fractionally integrated techniques 0 0 1 6 0 0 3 55
Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output 0 0 0 6 0 9 15 74
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 4 7 23
Fractional Integration and Cointegration in the Japanese Exchange Rate Market 0 0 1 16 1 4 5 70
Fractional Integration and Structural Breaks: Evidence from International Monthly Arrivals in the USA 0 0 1 1 2 8 12 22
Fractional Integration and the Dynamics of UK Unemployment 0 0 0 15 0 9 11 111
Fractional Integration and the Persistence of UK Inflation, 1210–2016 0 0 0 3 0 5 8 27
Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement 0 0 0 0 0 1 2 62
Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries 0 0 2 23 0 0 6 164
Fractional cointegration and real exchange rates 0 0 1 27 1 11 15 118
Fractional cointegration and real exchange rates 0 0 1 3 0 3 4 11
Fractional cointegration and tests of present value models 0 0 0 0 1 5 6 9
Fractional cointegration and tests of present value models 0 0 0 62 0 8 11 145
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar 0 0 1 4 2 7 9 15
Fractional cointegration in US term spreads 0 0 0 3 0 3 4 51
Fractional cointegration in the consumption and income relationship using semiparametric techniques 0 0 0 4 0 0 2 33
Fractional integration and business cycle features 0 0 0 24 1 6 9 214
Fractional integration and cointegration in US financial time series data 0 0 0 11 1 2 5 50
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry 0 0 0 4 0 1 4 17
Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries 0 0 0 13 0 2 4 53
Fractional integration and mean reversion in stock prices 1 1 2 89 7 11 19 228
Fractional integration and nonlinear deterministic trends in the analysis of time series data 0 0 0 5 0 2 3 19
Fractional integration and structural breaks at unknown periods of time 0 0 0 79 1 10 12 192
Fractional integration and structural breaks in U.S. macro dynamics 0 0 0 27 0 7 8 125
Fractional integration in daily stock market indexes 0 0 0 1 4 7 9 20
Fractional integration in daily stock market indexes 0 0 0 64 0 6 10 199
Fractional integration in the West African Economic and Monetary Union 0 0 0 24 0 3 3 77
Fractional integration in total factor productivity: evidence from US data 0 0 0 39 0 6 6 163
Fractional persistence in income poverty in Africa 0 0 0 4 1 7 8 28
Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes 0 0 0 42 0 1 7 201
GDP and population growth: Evidence of fractional cointegration with historical data from 1820 onwards 0 1 5 10 0 3 10 26
GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory 0 0 2 13 0 4 10 69
Gender Diversity Index. Measuring persistence 0 0 0 7 0 2 2 37
Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK 0 0 0 144 3 13 18 552
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 14 0 7 7 45
Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data 1 1 5 25 3 13 26 84
Global temperatures and sunspot numbers. Are they related? 0 0 0 9 0 3 4 68
Globalization, long memory, and real interest rate convergence: a historical perspective 0 0 0 2 1 2 6 16
Gold and silver as safe havens: A fractional integration and cointegration analysis 0 0 3 3 2 8 12 12
Gold prices and the cryptocurrencies: Evidence of convergence and cointegration 0 1 1 33 1 15 23 122
Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling 0 0 0 7 0 4 4 40
Government debt dynamics and the global financial crisis: Has anything changed in the EA12? 0 0 0 26 0 1 7 106
Growth recovery after civil conflict: a fractional integration approach 0 0 1 20 0 5 8 54
High and low prices and the range in the European stock markets: A long-memory approach 0 0 1 4 0 7 9 23
Hourly Energy Prices in Spain - Evidence of Persistence Across Different Months 0 0 0 1 2 6 7 11
Housing sales in urban Beijing 0 0 0 3 1 4 7 35
How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry 0 0 0 18 0 6 7 50
How do stocks in BRICS co-move with real estate stocks? 0 0 0 4 0 6 11 34
How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses 0 0 1 4 0 1 4 10
INFLATION IN SOUTH AFRICA: A TIME‐SERIES VIEW ACROSS SECTORS USING LONG‐RANGE DEPENDENCE 0 0 0 0 1 7 9 71
IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH 0 0 0 0 0 6 8 106
Income inequality in China 1952–2017: persistence and main determinants 0 0 0 3 4 13 17 37
Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches 0 2 2 6 0 7 11 22
Infant mortality rates: time trends and fractional integration 0 0 0 7 1 4 5 43
Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach 0 0 1 6 2 9 14 34
Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study 0 0 0 0 1 5 9 23
Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study 0 0 0 17 2 4 4 116
Inflation Forecasting in Angola: A Fractional Approach 0 0 0 11 2 6 7 67
Inflation Forecasting in Angola: A Fractional Approach 0 0 0 0 0 4 11 88
Inflation analysis in the Central American Monetary Council 0 0 0 13 2 5 10 97
Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory 0 0 0 13 0 3 8 49
Inflation in Argentina: Analysis of Persistence Using Fractional Integration 0 0 1 18 4 8 13 83
Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks 0 0 0 6 0 5 7 48
Inflation in South Africa. A long memory approach 0 0 1 26 4 6 10 117
Inflation in the G7 countries: persistence and structural breaks 0 1 3 8 0 7 20 47
Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war 0 1 3 4 1 20 30 38
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum 0 0 1 2 3 7 11 26
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum 0 0 0 1 0 10 11 18
Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate 0 0 0 1 0 3 6 33
International Arrivals in the Canary Islands: Persistence, Long Memory, Seasonality and other Implicit Dynamics 1 1 2 2 3 8 11 13
International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications 0 0 0 3 0 6 11 45
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 1 6 0 3 7 69
Introduction to the special issue on: Understanding, quantifying and modelling the terrorist threat 0 0 0 11 0 2 3 59
Investment and saving in Angola and the Feldstein-Horioka puzzle 0 0 0 6 0 4 5 43
Iranian inflation: peristence and structural breaks 0 0 1 10 1 3 6 70
Is There Convergence Between BRICS Listed Property Stocks and International REITs? 0 0 1 1 1 5 9 10
Is inflation persistence different in reality? 0 0 1 26 0 4 12 96
Is market fear persistent? A long-memory analysis 0 0 0 2 1 5 8 46
Is the US fiscal deficit sustainable?: A fractionally integrated approach 0 0 0 46 0 4 10 221
Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019 0 0 2 2 2 12 23 23
LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES 0 0 0 1 0 1 3 9
Linear and segmented trends in sea surface temperature data 0 0 0 1 0 3 4 24
Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 6 0 6 9 41
Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis 0 0 0 6 2 8 14 42
Lithium: Production and estimated consumption. Evidence of persistence 0 0 0 33 5 11 16 122
Long Memory and Change in Persistence in the Rare Earth Market Index 0 0 0 1 1 11 16 24
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 7 0 4 6 59
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 4 0 7 7 46
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 0 0 2 6 73
Long Memory in Turkish Unemployment Rates 0 0 0 4 0 4 9 37
Long Memory in the Housing Price Indices in China 0 0 1 2 0 4 7 12
Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks 0 1 1 11 1 8 13 59
Long memory and ARFIMA modelling: The case of CPI inflation rate in Ghana 0 0 1 18 1 2 5 53
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate 0 0 0 5 1 4 5 54
Long memory and fractional integration in the housing price series of London and Paris 0 0 0 10 0 3 5 60
Long memory and mean reversion in real exchange rates in Latin America 0 0 0 3 1 5 7 21
Long memory and structural breaks in hyperinflation countries 0 0 0 15 0 2 2 103
Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 0 0 0 10 0 6 9 94
Long memory at the long-run and the seasonal monthly frequencies in the US money stock 0 0 0 4 1 3 9 65
Long memory in US real output per capita 0 0 0 8 0 4 7 56
Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances 0 0 0 41 1 4 4 284
Long memory in the U.S. interest rate 0 1 1 29 0 4 8 111
Long memory in the interest rates in some Asian countries 0 0 0 3 0 6 6 24
Long range dependence in daily stock returns 0 0 0 35 0 2 6 201
Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited 0 0 0 7 1 8 9 58
Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis 0 0 0 0 1 6 10 10
Long-Run Trends and Cycles in US House Prices 0 0 0 0 1 8 8 8
Long-term interest rates in Europe: A fractional cointegration analysis 0 0 1 3 0 9 12 29
Long-term price overreactions: are markets inefficient? 0 0 0 2 1 4 5 35
Long‐Run and Cyclical Dynamics in the US Stock Market 0 0 0 4 2 4 7 44
MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES 0 0 0 1 0 2 3 6
MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS 0 0 0 0 1 4 4 10
Mapping US presidential terms with S&P500 index: Time series analysis approach 0 0 0 1 1 5 12 26
Market efficiency of Baltic stock markets: A fractional integration approach 0 0 0 16 1 5 10 79
Mean Reversion in Agricultural Commodity Prices in India 0 0 1 5 0 3 10 44
Mean Reversion of Short‐run Interest Rates in Emerging Countries* 0 0 1 68 0 4 9 238
Mean reversion and long memory dynamics in the Shanghai Containerized Freight Index 0 0 0 0 0 7 10 10
Mean reversion and long memory in African stock market prices 0 0 0 38 0 2 3 154
Mean reversion in monetary aggregates in Chile 0 0 0 1 1 2 4 12
Mean reversion in stock market prices: New evidence based on bull and bear markets 0 0 0 65 0 79 85 332
Mean reversion in the real exchange rates 0 0 1 69 1 4 8 209
Mean reversion of short-run interest rates: empirical evidence from new EU countries 0 0 0 40 0 3 5 115
Measuring Persistence in the US Equity Gender Diversity Index 0 0 0 0 0 6 7 15
Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration 0 0 0 9 0 8 11 101
Measuring length of business cycles across countries using a new non‐stationary unit‐root cyclical approach 0 0 0 1 2 5 5 7
Measuring the degree of persistence in the U.S. economic policy uncertainty index 1 1 1 5 1 7 11 38
Measuring unemployment persistence in terms of I(d) statistical models 0 0 0 41 0 4 6 248
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks 0 0 0 4 0 14 19 53
Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis 0 0 0 17 0 4 5 47
Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach 0 0 1 4 1 5 9 18
Model-free and model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations 0 0 0 0 2 8 15 15
Modeling US historical time-series prices and inflation using alternative long-memory approaches 0 0 0 2 2 7 12 48
Modeling persistence and non-linearities in the US treasury 10-year bond yields 1 1 2 6 5 10 21 29
Modeling persistence of carbon emission allowance prices 0 0 0 9 0 5 8 65
Modeling the Long Memory Behavior in U.S. Housing Price Volatility 0 0 0 1 0 6 8 12
Modeling the degree of persistence in Croatian tourism 0 0 0 0 0 3 6 12
Modelling African inflation rates: nonlinear deterministic terms and long-range dependence 0 0 1 27 0 2 4 81
Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach 0 0 2 3 2 5 8 10
Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries 0 0 0 3 0 5 5 22
Modelling Monthly Spanish Tourism: A Seasonal Fractionally Integrated Approach 0 0 0 0 0 3 5 11
Modelling U.S. monthly inflation in terms of a jointly seasonal and non‐seasonal long memory process 0 0 0 1 2 6 7 9
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 3 8 12 112
Modelling long-run trends and cycles in financial time series data 0 0 0 22 2 8 9 80
Modelling profitability of private equity: A fractional integration approach 0 0 0 2 3 8 13 23
Modelling stock market data in China: Crisis and Coronavirus 0 0 1 6 0 6 13 29
Modelling the Japanese Exchange Rate in Terms of I(d) Statistical Models with Parametric and Semiparametric Techniques 0 0 0 3 0 2 8 56
Modelling the Persistence of Unemployment in Canada 0 0 1 38 0 8 10 179
Modelling the U.S. interest rate in terms of I(d) statistical models 0 0 0 20 0 4 5 97
Modelling the US real GNP with fractionally integrated techniques 0 0 0 18 0 3 5 148
Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks 0 0 0 30 1 5 6 198
Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets 0 0 0 21 1 12 18 96
Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates 0 0 0 7 0 5 7 67
Multiple cyclical fractional structures in financial time series 0 0 0 4 0 7 8 38
Multiple shifts and fractional integration in the US and UK unemployment rates 0 0 0 19 0 2 3 71
NON-LINEARITIES, STRUCTURAL BREAKS AND FRACTIONAL INTEGRATION IN THE ANALYSIS OF THE GHANAIAN AND THE SOUTH AFRICAN CPI INFLATION RATES 0 0 0 10 1 9 11 54
New Evidence on Long-Run Monetary Neutrality 0 0 0 0 0 2 3 7
New Evidence on US Current Account Sustainability 0 0 0 14 1 5 5 71
New evidence on long-run monetary neutrality 0 0 0 34 0 1 2 198
New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data 0 0 0 30 1 8 14 122
Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks 0 0 0 1 1 7 9 14
Non-linearities and persistence in US long-run interest rates 0 0 0 1 0 2 5 9
Nonlinearities and Fractional Integration in the US Unemployment Rate* 0 0 0 38 0 7 13 157
Oil price shocks and unemployment in Central and Eastern Europe 0 0 0 34 1 13 16 140
On the invertibility of seasonally adjusted series 0 0 0 2 0 4 6 32
On the persistence and volatility in European, American and Asian stocks bull and bear markets 0 0 0 29 2 4 7 136
On the persistence of UK inflation: A long‐range dependence approach 0 0 0 0 2 14 19 28
Persistence analysis of research intensity in OECD countries since 1870 0 0 0 3 2 8 9 20
Persistence and Long Memory Behavior in Condominium Prices: Evidence from Major U.S. Metropolitan Areas 0 0 1 1 2 4 6 7
Persistence and cycles in US hours worked 0 0 0 4 0 1 4 51
Persistence and cycles in historical oil price data 0 0 0 25 3 9 16 112
Persistence and cycles in the us federal funds rate 0 0 0 4 0 4 8 55
Persistence and cyclical dependence in the monthly euribor rate 0 0 0 9 3 9 10 79
Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data 0 0 0 12 1 4 7 41
Persistence and long memory in monetary policy spreads 0 1 1 1 0 8 15 17
Persistence and long run co-movements across stock market prices 0 0 1 2 2 9 16 25
Persistence and trends in CO2 emissions in Africa: is Chinese FDI behind these features? 0 0 2 3 0 2 4 10
Persistence in Australian tourism employment industries 0 0 0 0 0 2 4 6
Persistence in China’s household consumption level: implications for the new growth model 0 0 0 0 3 14 19 19
Persistence in Commodity Prices 0 0 0 6 0 4 5 32
Persistence in Consumption Across Europe: Evidence Using Fractional Integration 0 0 0 0 0 5 5 5
Persistence in Croatian tourism: The impact of COVID-19 0 0 0 1 1 7 10 21
Persistence in ESG and conventional stock market indices 0 0 1 7 1 11 18 46
Persistence in International Monthly Arrivals in the Canary Islands 0 0 0 0 0 3 3 8
Persistence in Tax Revenues: Evidence from Some OECD Countries 0 1 1 1 0 3 5 5
Persistence in UK Historical Data on Life Expectancy 0 0 0 0 0 3 4 7
Persistence in US Treasury bonds 0 0 2 7 0 5 15 34
Persistence in US real personal consumption expenditure: durable versus non-durable goods 0 0 8 8 1 4 17 17
Persistence in real GDP: Evidence from Europe and the US 0 1 3 3 2 14 21 21
Persistence in silver prices and the influence of solar energy 0 1 1 4 1 12 16 33
Persistence in some energy futures markets 0 0 0 4 0 5 7 28
Persistence in sovereign debt during the past two centuries: Evidence for the US and the largest European economies 0 0 1 1 0 8 14 19
Persistence in the Realized Betas: Some Evidence from the Stock Market 0 0 0 0 2 8 13 15
Persistence in the Unemployment and Inflation Relationship. Evidence from 38 OECD Countries 0 0 2 2 2 19 38 38
Persistence in the cryptocurrency market 0 0 3 34 1 6 21 186
Persistence in the market risk premium: evidence across countries 0 0 1 7 2 5 6 25
Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries 0 0 0 3 3 10 12 23
Persistence in trends and cycles of gold and silver prices: Evidence from historical data 0 1 2 14 2 33 45 120
Persistence of Bond Yields: Evidence from BRICS Countries 0 0 1 1 1 7 12 12
Persistence of economic complexity in OECD countries 0 0 0 6 0 4 4 19
Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods 0 0 0 0 2 11 15 15
Persistence of precious metal prices: A fractional integration approach with structural breaks 0 0 0 16 1 10 10 121
Persistence of the Misery Index in African Countries 0 0 0 17 1 2 5 72
Persistence, Long Memory, and Unit Roots in Commodity Prices 0 0 1 19 1 5 7 64
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data 0 0 1 6 3 8 11 28
Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries 0 0 0 13 1 9 12 70
Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates 0 0 0 0 0 7 8 20
Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013 0 0 0 7 1 4 6 32
Persistence, non-linearities and structural breaks in European stock market indices 0 0 0 0 0 1 3 16
Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel 0 0 0 1 0 3 9 12
Persistent and Long-Term Co-Movements between Gender Equality and Global Prices 0 0 0 1 0 4 8 11
Population Growth Similarity in North and East Africa 0 0 0 0 0 2 2 2
Precious metal prices: a tale of four US recessions 0 0 2 3 5 16 22 25
Private and public debt convergence: a fractional cointegration approach 0 0 0 5 1 5 10 19
Productivity and GDP: international evidence of persistence and trends over 130 years of data 0 2 3 6 0 8 16 29
Profitability of private equity: mean reversion and transitory shocks 0 0 0 0 2 7 10 17
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 0 0 0 6 0 3 8 31
Public finances in the EU-27: Are they sustainable? 0 0 0 10 2 13 24 60
REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION 0 0 0 18 0 4 6 71
Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile 0 0 0 86 2 9 14 227
Re-examination of international bond market dependence: Evidence from a pair copula approach 0 0 0 6 1 16 26 55
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 1 3 9 0 3 15 58
Real GDP growth rates across countries: long memory and mean shifts 0 0 0 58 1 6 7 246
Real convergence in Latin America: a fractionally integrated approach 0 0 0 6 1 4 6 50
Real convergence in Taiwan: a fractionally integrated approach 0 0 0 15 0 4 7 101
Real convergence in some emerging countries: a fractionally integrated approach 0 0 0 14 0 6 9 98
Real convergence: empirical evidence for Latin America 0 0 0 34 0 13 18 154
Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques 0 0 0 8 0 2 8 87
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score 0 0 0 4 1 6 7 25
Salient features of dependence in daily US stock market indices 0 0 0 7 0 7 8 71
Searching for Inefficiencies in Exchange Rate Dynamics 0 0 0 5 3 8 10 51
Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series 0 0 0 6 0 3 4 57
Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries 0 0 0 10 0 3 7 74
Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate 0 0 0 17 0 3 4 83
Seasonal fractional components in macroeconomic time series 0 0 2 11 1 3 5 87
Seasonal fractional integration with structural break. An application to the German GNP data 0 2 2 6 1 7 10 44
Seasonal long memory in the US monthly monetary aggregate 0 0 0 14 0 2 2 253
Seasonal long memory in the aggregate output 0 0 0 19 3 4 5 81
Self-employment by gender in the EU: convergence and clusters 0 0 1 4 5 6 10 41
Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment 0 0 0 20 1 3 7 108
Semiparametric estimation of the fractional differencing parameter in the UK industrial production index 0 0 0 16 0 6 6 88
Serial correlation in the Spanish Stock Market 0 0 0 35 1 9 12 119
Shocks affecting electricity prices in Kenya, a fractional integration study 0 0 0 10 0 1 4 36
Short-Term Disruptions and Recovery Patterns in Spanish Hotel Activity: Insights from Quantitative and Qualitative Evidence 0 0 0 0 1 1 1 1
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 0 9 3 10 10 60
Spatial crude oil production divergence and crude oil price behaviour in the United States 0 0 1 4 1 6 9 25
Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data 0 0 0 13 1 4 8 47
Stochastic behavior of nominal exchange rates 0 0 0 9 1 10 11 48
Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks 0 1 1 3 0 6 16 43
Stochastic volatility in the Spanish stock market: a long memory model with a structural break 0 0 0 39 1 2 3 114
Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach 0 0 1 2 1 17 21 31
Stock Market Persistence in MENA and OIC Countries 0 0 0 0 0 2 5 6
Stock market indices and interest rates in the US and Europe: persistence and long-run linkages 0 0 3 4 1 6 14 15
Stock market indices and sustainability: A comparison between them 0 1 5 7 1 6 17 26
Stock market price dynamics in Africa: evidence from 14 countries 0 0 6 6 1 11 20 20
Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships? 0 0 0 3 2 9 11 19
Stock market returns and terrorist violence: evidence from the Basque Country 0 0 0 37 1 5 7 99
Strong dependence in the nominal exchange rates of the Polish zloty 0 0 0 0 2 5 8 10
Strong dependence in the real interest rates 0 0 0 40 0 4 6 205
Structural Change and the Order of Integration in Univariate Time Series 0 0 0 26 1 3 4 203
Structural breaks and fractional integration in the US output and unemployment rate 0 0 0 23 1 6 7 97
TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE 0 0 0 26 0 7 10 120
TESTING OF REAL CONVERGENCE IN GERMANY IN THE PRESENCE OF STRUCTURAL BREAKS 0 0 0 0 0 4 8 23
THE PURCHASING POWER PARITY HYPOTHESIS IN THE US–CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY 0 0 0 0 1 3 3 31
Temperatures across Europe: evidence of time trends 0 0 0 8 1 7 10 45
Term Structure Persistence 0 0 0 27 1 7 14 136
Term premium in a fractionally cointegrated yield curve 0 0 2 11 1 6 23 62
Terrorism against American citizens in Africa: Related to poverty 0 0 0 41 1 6 10 193
Testing Okun’s law. Theoretical and empirical considerations using fractional integration 0 0 0 12 0 9 11 39
Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies 0 0 0 3 0 0 2 47
Testing Seasonality in the Context of Fractionally Integrated Processes 0 0 0 0 0 3 3 16
Testing Stochastic Cycles in Macroeconomic Time Series 0 0 0 0 1 16 18 28
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 1 1 4 4 9
Testing and forecasting the degree of integration in the US inflation rate 0 0 0 31 1 2 3 216
Testing for Persistence in South African House Prices 0 0 1 1 2 4 5 5
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 6 1 10 12 115
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 0 1 6 7 12
Testing for bubbles in the BRICS stock markets 0 0 2 19 1 7 11 86
Testing for deterministic and stochastic cycles in macroeconomic time series 0 0 0 19 1 6 11 86
Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials 0 0 1 44 1 7 15 114
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries 0 1 5 73 5 12 33 255
Testing for persistent deviations of stock prices to dividends in the Nasdaq index 0 0 0 16 0 4 8 79
Testing for stock market bubbles using nonlinear models and fractional integration 0 0 0 82 1 4 9 226
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates 0 0 0 8 0 5 8 67
Testing fractional integration with monthly data 0 0 0 68 1 2 5 180
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 3 3 70
Testing fractional unit roots with non-linear smooth break approximations using Fourier functions 0 0 0 1 0 14 17 32
Testing of Fractional Cointegration in Macroeconomic Time Series 0 0 0 41 1 8 14 195
Testing of I(d) processes in the real output 0 0 0 6 0 7 11 40
Testing of Unit Root Cycles in the Swedish Economy 0 0 0 15 0 4 4 108
Testing of nonstationary cycles in financial time series data 0 0 1 35 1 5 9 200
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 1 1 162 0 6 11 488
Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand 0 0 0 13 0 2 6 69
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 0 212 2 7 11 549
Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks 0 0 0 38 0 7 9 177
Testing persistence in the context of conditional heteroscedasticity errors 0 0 0 7 0 2 5 38
Testing persistence of ammonia emissions using historical data of more than two centuries in OECD countries 0 0 0 1 2 5 8 17
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 0 0 3 11 14 26
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 1 6 1 10 15 30
Testing the Marshall–Lerner Condition in Kenya 0 0 0 19 4 16 21 90
Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses 0 0 0 21 1 6 9 125
Testing the great decoupling: a long memory approach 2 2 2 15 3 14 14 86
Testing the hypothesis of duration dependence in the U.S. housing market 0 0 0 0 1 9 14 18
Testing the order of integration of the UK Unemployment 0 0 0 217 1 4 7 698
Testing unemployment theories: A multivariate long memory approach 0 0 0 13 0 8 9 63
Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques 0 1 1 1 0 4 6 16
Tests of Convergence and Long Memory Behavior in U.S. Housing Prices by State 0 0 0 0 1 7 8 8
The COVID-19 impact on the Asian Stock Markets 0 0 3 100 0 7 19 316
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields 0 1 1 5 5 65 72 79
The Deaton paradox in a long memory context with structural breaks 0 0 0 9 0 4 7 88
The EMBI in Latin America: Fractional integration, non-linearities and breaks 0 0 0 7 0 4 7 104
The Euribor rate: a forecasting exercise based on fractional integration 0 1 1 1 0 3 5 5
The Evolution of the Credit‐to‐GDP Ratio: An Empirical Analysis 0 1 2 6 1 5 9 21
The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach 0 0 0 1 1 10 17 57
The Housing Markets in Spain and Portugal: Evidence of Persistence 0 0 0 27 0 5 7 128
The Impact of China’s FDI on Economic Growth: Evidence from Africa with a Long Memory Approach 0 1 2 13 1 5 10 40
The Impact of Ethnic Violence in Kenya on Wheat and Maize Markets 0 0 0 7 2 3 4 46
The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 0 0 0 7 3 5 5 67
The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies 0 0 1 1 2 11 14 30
The Nature of Seasonality in Spanish Tourism Time Series 0 0 0 4 1 5 9 22
The Social Balance Sheet as Part of the Annual Report in Financial Institutions. A Case Study: Banco Bilbao Vizcaya Argentaria (BBVA) 0 0 0 2 0 4 11 35
The Stochastic Permanent Break Model and the Fractional Integration Hypothesis 0 0 0 30 0 2 3 120
The Sustainability of European External Debt: What have We Learned? 0 0 0 90 1 5 6 158
The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics 0 0 0 0 2 10 11 68
The asymmetric behaviour of spanish unemployment persistence 0 0 0 24 0 5 6 83
The behaviour of real interest rates: New evidence from a 'suprasecular' perspective 0 0 0 4 3 5 6 21
The cyclical structure of the UK inflation rate: 1210–2016 0 0 0 8 0 6 11 44
The demand for money in Angola 0 0 0 27 1 9 17 110
The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration 0 0 0 15 0 7 10 95
The effect of intellectual capital on firms' financial performance: an empirical investigation in India 0 0 0 25 2 3 7 83
The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis 0 0 0 1 1 6 8 14
The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches 1 1 1 16 2 11 14 113
The fisher relationship in Nigeria 0 0 0 5 0 6 8 46
The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets 0 0 0 12 0 4 5 43
The housing market in Beijing and delays in sales: A fractional polynomial survival model 0 0 1 7 1 6 9 52
The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach 1 1 5 39 3 9 16 130
The impact of COVID-19 on the Spanish tourism sector 0 0 2 9 0 6 11 37
The impact of geopolitical risk on the behavior of oil prices and freight rates 0 1 14 48 3 23 80 205
The influence of economic policy uncertainty shocks on art market 0 1 1 6 0 12 20 39
The macroeconomy of Angola: breaks and persistence in Angolan macro data 0 0 1 14 0 2 6 57
The nature of occupational unemployment rates in the United States: hysteresis or structural? 0 0 0 26 5 10 15 160
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 0 0 42 0 8 15 265
The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets 0 0 1 3 3 6 18 38
The permanent income hypothesis: A new framework based on fractional integration and cointegration 0 0 0 1 1 4 4 17
The persistence and asymmetric volatility in the Nigerian stock bull and bear markets 0 0 0 15 2 7 13 94
The persistence of earnings per share 0 0 0 33 1 2 6 182
The persistence of economic policy uncertainty: Evidence of long range dependence 0 1 1 8 0 6 12 36
The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models 0 0 1 116 0 5 7 587
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis 0 1 1 11 1 4 9 65
The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration 0 0 1 27 2 7 13 144
The relationship between prices and output in the UK and the US 0 0 0 0 0 5 7 15
The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence 0 0 1 11 0 6 10 68
The stochastic unit root model and fractional integration: An extension to the seasonal case 0 0 0 0 0 2 3 7
The timing of ETA terrorist attacks 0 0 1 151 1 4 8 658
The unemployment hysteresis by territory, gender, and age groups in Iran 1 1 1 9 2 13 19 37
The weekend effect: a fractional integration and trading robot analysis 0 0 1 8 0 3 5 44
The weekend effect: an exploitable anomaly in the Ukrainian stock market? 0 0 0 2 0 5 7 40
The weekly structure of US stock prices 0 0 1 19 0 2 7 62
Time Trends and Persistence in the Global CO2 Emissions Across Europe 0 0 0 15 2 9 10 64
Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach 0 0 0 21 1 3 6 114
Time series analysis of economic growth rate series in Nigeria: structural breaks, non-linearities and reasons behind the recent recession 0 0 1 13 1 3 10 60
Time series analysis of persistence in crude oil price volatility across bull and bear regimes 0 0 0 10 0 4 4 62
Time series perspectives on North Atlantic tropical cyclones: a study of fractional integration patterns 1 1 1 1 1 5 5 5
Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty 0 0 2 2 2 5 8 8
Time-varying bidirectional causality between climate policy uncertainty and renewable energy investments 1 1 1 1 1 6 6 6
Tourism in Iceland: Persistence and seasonality 1 1 1 19 1 3 7 83
Tourism in the Canary Islands: forecasting using several seasonal time series models 0 0 1 53 0 9 16 235
Tourism persistence in Spain: National versus international visitors 0 0 0 3 0 5 5 21
Tourism persistence in the Southeastern European countries: The impact of covid-19 0 0 0 0 0 6 7 9
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 1 1 4
Trade Balance and Exchange Rate: Unit Roots, Co‐integration and Long Memory in the US and the UK 0 0 0 44 1 3 3 173
Trends and cycles in historical gold and silver prices 0 1 1 22 3 45 52 156
Trends and cycles in macro series: The case of US real GDP 0 0 0 2 2 4 5 14
True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods 0 0 0 6 1 5 8 26
U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior 0 0 0 8 1 7 8 109
U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis 0 0 0 0 0 1 4 7
U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks 0 1 1 2 2 5 7 15
U.S. shale oil production and WTI prices behaviour 0 0 0 35 0 7 9 107
UK Unemployment Dynamics: a Fractionally Cointegrated Approach 0 0 0 5 2 4 6 81
UK overseas visitors: Seasonality and persistence 0 0 0 0 0 6 6 8
UK tourism arrivals and departures: seasonality, persistence and time trends 0 0 0 2 1 5 7 18
US biofuel market persistence and mean reversion properties 1 1 1 1 5 11 13 17
US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach 0 0 0 2 2 5 10 16
US stock market volatility persistence: evidence before and after the burst of the IT bubble 1 1 2 42 1 8 20 160
Uncovering the US term premium: An alternative route 0 0 0 39 0 2 6 157
Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends 0 0 2 6 1 8 17 40
Unemployment Hysteresis by Sex and Education Attainment in the EU 0 1 3 3 0 9 15 18
Unemployment Hysteresis: Empirical Evidence for Latin America 0 0 0 1 1 6 11 17
Unemployment and COVID-19: an analysis of change in persistence 0 1 3 5 1 4 8 12
Unemployment and Fertility: A Long Run Relationship 0 1 3 15 1 8 11 61
Unemployment and entrepreneurship: A cyclical relation? 0 0 1 79 1 2 7 259
Unemployment and input prices: a fractional cointegration approach 0 0 0 42 0 5 6 203
Unemployment and real oil prices in Australia: a fractionally cointegrated approach 0 0 0 86 0 1 3 323
Unemployment hysteresis: empirical evidence for Latin America 0 0 1 68 0 1 3 207
Unemployment in Africa: A Fractional Integration Approach 0 0 0 9 1 4 6 151
Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis 0 0 0 34 0 10 10 135
Unemployment rate cycles in Europe 0 0 0 9 0 1 3 31
Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series 0 0 0 2 0 0 1 16
Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate 0 0 0 6 2 6 8 79
Unit and fractional roots with deterministic trends in the UK output 0 0 0 0 0 2 3 22
Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach 0 0 0 2 0 3 8 20
Us vehicles sales. Evidence of persistence after COVID-19 0 0 0 0 0 5 6 6
Volatility persistence in cryptocurrency markets under structural breaks 3 4 5 23 12 26 48 178
Volatility persistence in metal prices 0 1 2 3 7 19 25 30
Volatility persistence in the Russian stock market 0 0 0 3 0 7 13 33
What do productivity indices tell us? A case study of U.S. industries 0 1 1 3 1 6 8 31
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 0 0 0 39 0 4 10 152
Total Journal Articles 23 69 290 8,443 456 3,174 5,025 40,341
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 1 1 6 0 5 5 13
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 3 7 9
Currency Union in the East African Community: A Fractional Integration Approach 0 0 0 0 0 3 7 12
Cycles and Long-Range Behaviour in the European Stock Markets 0 0 0 0 1 2 4 12
Fractional Integration and Cointegration: An Overview and an Empirical Application 0 0 0 3 2 11 17 52
Terrorism: The Case of ETA 0 1 2 19 0 8 19 75
Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data 0 0 0 1 0 2 4 24
Total Chapters 0 2 3 30 3 34 63 197

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04