Access Statistics for Luis Alberiko Gil-Alana

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A Multivariate Long-Memory Model with Structural Breaks 0 0 1 101 0 0 2 214
A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials 0 1 3 79 0 5 16 205
A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials 0 0 0 6 2 2 4 56
A fractionally integrated exponential model for UK unemployment 0 0 0 6 1 1 1 80
A fractionally integrated model with a mean shift for the US and the UK real oil prices 0 0 0 14 1 1 1 57
A framework for Open Innovation practices: Typology and characterisation 0 0 0 96 0 0 0 144
A generalized fractional time series model 0 0 0 31 0 0 0 125
A joint test of fractional cyclic integration and a linear time trend 0 0 0 16 0 0 0 234
A new unit root analysis for testing hysteresis in unemployment 0 0 2 77 0 0 6 113
A non-linear approach with long range dependence based on Chebyshev polynomials 0 0 0 1 0 0 0 18
A non-linear approach with long range dependence based on Chebyshev polynomials 0 0 1 53 0 1 3 128
A note on the effectiveness of national anti-terrorist policies. Evidence from ETA 0 0 0 27 1 1 3 141
AK growth models: new evidence based on fractional integration and breaking trends 0 0 0 9 0 0 0 71
Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach 0 0 0 97 0 0 0 297
African Growth, Non-Linearities and Strong Dependence: An Empirical Study 0 0 0 8 0 0 0 37
An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers 0 0 1 48 0 2 5 164
Are BRICS Exchange Rates Chaotic? 0 0 0 39 0 0 0 138
Atmospheric Pollution in Chinese Cities: Trends and Persistence 0 64 64 64 1 6 7 7
Brexit and Uncertainty in Financial Markets 0 0 0 27 0 1 3 65
Brexit and Uncertainty in Financial Markets 0 0 0 54 0 0 1 184
CO2 Emissions and GDP: Evidence from China 0 0 0 51 0 0 1 109
Central Bank Policy Rates: Are They Cointegrated? 0 0 0 44 0 0 3 66
Central Bank Policy Rates: Are they Cointegrated? 0 0 0 40 0 0 1 44
Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach 0 0 0 22 1 4 11 163
Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies 0 0 5 30 0 2 15 61
Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis 0 0 15 15 2 5 21 23
Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks 0 0 0 6 0 0 2 162
Cycles and Long-Range Behaviour in the European Stock Market 0 0 0 26 0 0 0 24
Deterministic Seasonality versus Seasonal Fractional Integration 0 1 1 59 0 2 2 246
Deterministic seasonality versus seasonal fractional integration 0 0 0 45 0 0 0 141
Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks 0 0 0 44 0 0 0 145
Do Spanish Stock Market Prices Follow a Random Walk? 0 0 0 222 0 0 1 893
Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016 0 0 0 38 0 0 2 71
Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test 0 0 0 0 0 0 3 87
Does energy consumption by the US electric power secto exhibit long memory behaviour? 0 0 0 32 0 0 0 101
ETA TERRORISM:POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON ECONOMIC ACTIVITY IN THE BASQUE COUNTRY 0 0 2 241 0 0 8 927
Economic Policy Uncertainty: Persistence and Cross-Country Linkages 0 0 0 10 0 3 21 100
Energy Consumption in the GCC Countries: Evidence on Persistence 0 0 0 10 0 0 0 57
Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models 0 0 0 33 0 0 0 96
Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data 0 0 0 16 0 0 0 39
Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis 0 0 0 28 0 0 1 44
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 0 17 0 0 0 106
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 1 35 0 0 5 129
Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB 0 0 0 22 0 0 2 65
Exploring Survey-Based Inflation Forecasts 0 0 0 42 0 0 2 508
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 1 128 0 0 1 299
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 1 1 1 340 1 1 2 804
FRACTIONAL INTEGRATION AND IMPULSE RESPONSES: A BIVARIATE APPLICATION TO REAL OUTPUT IN THE US AND THE SCANDINAVIAN COUNTRIES 0 0 0 73 0 0 0 272
Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty 0 0 0 39 1 1 6 104
Forecasting the real output using fractionally integrated techniques 0 0 0 17 0 0 0 123
Fractional Cointegration in US Term Spreads 0 0 1 42 0 1 2 100
Fractional Integration and Business Cycles Features 0 0 0 136 0 0 1 450
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 107 0 0 1 164
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 28 0 0 2 107
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 56 0 0 0 188
Fractional Integration and Structural Breaks in U.S. Macro Dynamics 0 0 0 99 0 1 3 226
Fractional Integration and the Dynamics of UK Unemployment 0 0 1 102 0 0 1 552
Fractional Integration in the Purchasing Power Parity 0 0 0 0 0 0 0 125
Fractional cointegration and real exchange rates 0 0 1 44 0 0 2 112
Fractional cointegration and tests of present value models 0 0 0 39 0 0 0 128
Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data 0 0 1 31 0 0 3 61
Fractional integration and business cycle features 0 0 0 26 0 0 0 211
Fractional integration and data frequency 0 0 0 29 0 0 0 52
Fractional integration and structural breaks at unknown periods of time 0 0 3 56 0 0 5 190
Fractional integration and the dynamics of UK unemployment 0 0 0 20 0 0 1 89
Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change 0 0 0 9 0 0 2 61
Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes 0 0 0 108 0 0 0 280
GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features 0 0 0 5 0 0 3 32
Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data 0 0 0 23 0 1 4 87
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 1 3 9 0 1 4 40
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 1 1 14 0 1 2 48
Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective 0 0 0 32 1 2 4 43
Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis 0 0 3 3 0 0 3 3
HOUSING SALES IN URBAN BEIJING 0 0 0 0 0 1 2 49
High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach 0 0 2 36 0 3 11 62
High and low prices and the range in the European stock markets: a long-memory approach 0 0 0 21 0 1 1 43
Housing Sales in Urban Beijing 0 0 0 6 0 1 2 77
How do Stocks in BRICS co-move with REITs? 0 0 0 17 0 0 0 73
How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses 0 1 2 6 0 1 5 15
Identification of Segments of European Banks with a Latent Class Frontier Model 0 0 0 33 0 0 1 155
Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro 0 0 0 74 0 0 0 207
Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War 2 5 35 35 2 8 23 23
Inflation convergence in Central and Eastern Europe with a view to adopting the euro 0 0 0 80 0 0 2 223
Inflation forecasting in Angola: a fractional approach 0 0 1 85 0 0 3 185
Inflation in South Africa. A time series view across sectors using long range dependence 0 0 0 3 0 0 0 18
Inflation in the G7 Countries: Persistence and Structural Breaks 0 0 0 29 0 1 1 64
Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach 0 0 0 19 1 1 3 67
Interest rate dynamics in Kenya 0 0 3 7 0 0 3 23
International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications 0 0 0 17 0 0 0 116
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 0 30 0 0 3 178
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 1 1 21 0 2 6 91
Is Inflation Persistence Different in Reality? 0 0 0 22 0 0 3 105
Is Market Fear Persistent? A Long-Memory Analysis 0 0 0 10 1 3 3 49
Is Market Fear Persistent? A Long-Memory Analysis 0 0 0 7 0 1 1 46
Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach 0 0 0 232 0 0 0 858
Is there Convergence between the Brics and International Securitized Property Markets? 0 0 0 10 5 5 5 21
Is there asymmetric behaviour in African inflation? A non-linear approach 0 0 1 6 0 0 3 28
Is there convergence between the BRICS and International REIT Markets? 0 0 0 20 0 0 2 60
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 19 0 1 3 123
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 61 0 0 0 157
LONG MEMORY AT THE LONG-RUN AND THE SEASONAL MONTHLY FREQUENCIES IN THE US MONEY STOCK 0 0 0 51 0 0 0 140
LONG RUN AND CYCLICAL DYNAMICS IN THE US STOCK MARKET 0 0 0 71 0 0 0 189
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 8 0 0 0 63
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 22 0 0 2 81
Long Memory and Data Frequency in Financial Markets 0 0 1 34 0 1 2 70
Long Memory and Data Frequency in Financial Markets 0 0 1 45 0 0 3 73
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 0 39 0 0 2 123
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 1 20 0 0 4 69
Long Memory and Fractional Integration in High Frequency Financial Time Series 0 0 1 87 0 0 2 193
Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates 0 0 0 11 0 0 0 53
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 6 0 0 0 47
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 70 0 0 2 140
Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994 0 0 0 16 0 0 1 119
Long Memory in German Energy Price Indices 0 0 1 48 0 0 1 129
Long Memory in German Energy Price Indices 0 0 0 11 0 0 0 66
Long Memory in Turkish Unemployment Rates 0 0 0 25 0 0 1 39
Long Memory in Turkish Unemployment Rates 0 0 0 52 1 2 3 147
Long Memory in Turkish Unemployment Rates 0 0 1 33 0 0 2 32
Long Memory in US Real Output per Capita 0 0 0 38 0 0 1 269
Long Memory in US Real Output per Capita 0 0 0 29 0 0 1 171
Long Memory in the Ukrainian Stock Market 0 0 0 51 2 2 2 100
Long Run and Cyclical Dynamics in the US Stock Market 0 0 0 43 0 0 0 213
Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour 0 0 0 4 0 0 2 31
Long memory in Turkish Unemployment Rates 0 0 0 25 0 0 0 24
Long memory in Turkish Unemployment Rates 0 1 1 39 0 1 3 83
Long memory in the ukrainian stock market and financial crises 0 1 3 20 0 3 6 60
Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria 0 0 0 3 0 1 1 18
Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited 0 0 0 13 0 0 0 62
Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis 0 2 42 42 0 4 19 19
Long-Term Price Overreactions: Are Markets Inefficient? 0 0 1 38 0 0 1 100
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 73 0 0 0 326
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 38 0 0 0 307
MODELLING STOCHASTIC VOLATILITY IN ASSET RETURNS USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES 0 0 0 78 1 1 2 217
MODELLING STRUCTURAL BREAKS IN THE US, UK AND JAPANESE UNEMPLOYMENT RATES 0 0 0 79 0 0 1 304
Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach 0 0 0 20 0 0 2 136
Mean reversion and long memory in African stock market prices 0 0 0 9 0 0 0 57
Mean reversion and long memory in African stock market prices 0 0 1 57 0 0 3 139
Measuring Persistence of the World Population: A Fractional Integration Approach 0 22 22 22 1 6 6 6
Modeling Persistence of Carbon Emission Allowance Prices 0 0 0 38 0 0 1 93
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 28 0 0 2 50
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 65 0 0 0 42
Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach 0 0 0 11 0 0 1 23
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 1 2 9 645
Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries 0 0 0 12 0 0 0 44
Modelling Long Run Trends and Cycles in Financial Time Series Data 0 1 2 27 0 1 4 124
Modelling Long-Run Trends and Cycles in Financial Time Series Data 0 0 2 206 0 2 14 735
Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields 0 0 10 11 0 2 11 14
Modelling Profitability of Private Equity: A Fractional Integration Approach 0 1 14 14 0 1 17 17
Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates 0 0 0 104 0 0 0 372
Modelling seasonality with fractionally integrated processes 0 0 0 33 0 0 7 172
Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks 0 0 0 36 0 0 1 104
Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets 0 0 0 2 0 0 0 25
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 14 0 0 0 123
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 22 0 0 0 120
Multivariate Tests of Fractionally Integrated Hypotheses 0 0 0 41 0 0 0 221
Multivariate Tests of Fractionally Integrated Hypotheses 0 0 0 0 0 0 0 242
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 1 1 118 0 3 4 335
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 1 1 220 0 1 1 661
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 59 0 0 0 286
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 113 0 0 0 269
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 82 0 0 0 259
Nelson and Plosser Revisited: Evidence from Fractional Arima Models 0 0 0 0 0 0 1 291
New Revelations about Unemployment Persistence in Spain 0 0 0 100 0 0 0 348
Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks 0 3 29 29 1 5 16 16
Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration 0 0 0 11 0 0 0 33
Non-Linearities and Fractional Integration in the US Unemployment Rate 0 0 1 4 0 0 2 25
Non-Linearities and Persistence in US Long-Run Interest Rates 0 0 1 17 0 0 2 23
Non-linearities and fractional integration in the US unemployment rate 0 0 0 27 0 0 0 165
Nonlinearities and fractional integration in the US unemployment rate 0 0 0 36 0 0 0 142
Oil Prices: Persistence and Breaks 0 0 0 33 0 0 0 101
Oil shocks on unemployment in Central and Eastern Europe 0 0 3 141 0 0 4 147
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 0 0 71 0 1 2 119
On the Persistence of UK Inflation: A Long-Range Dependence Approach 1 1 1 44 2 4 6 61
On the changes in the sustainability of European external debt: what have we learned 0 0 0 64 0 0 0 109
On the invertibility of seasonally adjusted series 0 0 0 29 0 1 3 48
On the persistence and volatility in European, American and Asian stocks bull and bear markets 0 0 0 1 1 1 1 34
Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals 0 0 0 15 0 0 0 30
Persistence and Cycles in Historical Oil Prices Data 0 0 0 0 0 0 1 116
Persistence and Cycles in US Hours Worked 0 0 0 10 0 0 1 67
Persistence and Cycles in US Hours Worked 0 0 1 21 0 0 1 67
Persistence and Cycles in the US Federal Funds Rate 0 0 0 15 0 0 0 81
Persistence and Cycles in the US Federal Funds Rate 0 0 0 48 0 0 0 57
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 21 0 0 0 99
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 18 0 0 1 129
Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data 0 0 0 41 0 0 0 52
Persistence and Long Memory in Monetary Policy Spreads 0 1 1 25 0 1 1 30
Persistence in ESG and Conventional Stock Market Indices 0 0 4 18 0 0 9 29
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 0 0 1 111
Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data 0 0 0 54 0 1 1 119
Persistence in UK Historical Data on Life Expectancy 1 19 19 19 1 5 5 5
Persistence in Youth Unemployment 0 0 0 37 0 0 1 118
Persistence in the Cryptocurrency Market 0 0 0 42 0 0 5 162
Persistence in the Cryptocurrency Market 0 0 4 51 0 2 19 229
Persistence in the Market Risk Premium: Evidence across Countries 0 0 0 26 0 0 1 49
Persistence in the Passion Investment Market 0 0 1 1 0 0 3 4
Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries 0 1 1 7 0 1 3 15
Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market 0 0 1 28 0 1 2 50
Persistence in the Russian Stock Market Volatility Indices 0 0 0 28 0 0 1 55
Persistence in the short and long term tourist arrivals to Australia 0 0 0 27 0 0 0 80
Persistence of precious metal prices: a fractional integration approach with structural breaks 0 0 0 10 0 0 2 65
Persistence on airline accidents 0 0 1 19 0 0 1 85
Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 0 0 0 12 0 1 3 70
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 0 28
Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates 0 0 0 19 0 0 1 75
Persistence, long memory and seasonality in Kenyan tourism series 0 0 0 11 0 0 1 54
Persistence, non-linearities and structural breaks in European stock market indices 0 0 1 24 0 0 3 42
Precious Metal Prices: A Tale of Four U.S. Recessions 15 15 15 15 1 2 2 2
Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff 0 0 0 3 0 0 4 118
Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data 0 0 0 10 0 0 5 16
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 0 0 0 29 0 0 1 57
Real convergence in some emerging countries: a fractionally integrated approach 0 0 0 35 0 0 0 125
Retail sales. Persistence in the short term and long term dynamics 1 1 1 61 1 1 1 165
Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ 0 0 0 38 0 0 0 274
Self-employment by gender in the EU: convergence and clusters 0 0 0 31 0 1 2 82
Serial and cross-correlation in the Spanish Stock Market returns 0 0 0 157 0 0 0 500
Short-Term Price Overreaction: Identification, Testing, Exploitation 0 1 1 25 0 1 2 100
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 2 18 0 0 2 66
Stock Market Cycles and Stock Market Development in Spain 0 0 0 548 0 0 0 2,489
Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours 2 6 7 22 4 10 21 42
Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach 0 0 0 64 1 2 3 175
Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics 0 0 1 38 0 0 3 185
Structural Change and the Order of Integration in Univariate Time Series 0 0 0 74 0 0 0 480
TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES 0 0 1 130 0 0 3 213
TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES 0 0 0 24 0 0 0 116
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 0 1 144 0 0 1 648
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 1 2 17 0 1 3 145
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 94 0 0 1 303
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 141 0 0 0 350
Technology Shocks and Hours Worked: A Fractional Integration Perspective 0 0 0 56 0 0 0 226
Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend 0 0 0 0 1 1 29 43
Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve 0 0 0 25 0 0 2 74
Term Structure Persistence 0 2 3 70 0 3 10 217
Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions 0 0 0 35 3 3 3 61
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 50 0 0 1 87
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 31 0 0 2 82
Testing for Multiple Bubbles in the BRICS Stock Markets 0 0 0 91 0 2 3 261
Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries 0 0 0 40 1 4 14 248
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 1 13 0 0 1 93
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 37 0 0 3 102
Testing for persistence with breaks and outliers in South African house prices 0 0 1 3 0 0 1 46
Testing of Fractional Cointegration in Macroeconomic Time Series 0 0 0 246 0 1 1 573
Testing of Nonstationary Cycles in Financial Time Series Data 0 0 1 197 1 2 3 698
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 0 1 1 270
Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income 0 0 0 0 0 0 1 8
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 0 0 0 13
Testing of fractional cointegration in macroeconomic time series 0 0 0 124 0 0 0 354
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 2 0 0 0 30
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 5 0 1 1 27
Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks 0 0 0 30 0 0 0 82
Testing stochastic cycles in macroeconomic time series 0 1 1 26 0 1 2 104
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 23 0 0 0 34
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 11 0 0 0 24
Testing the Marshall-Lerner Condition in Kenya 0 0 1 104 0 0 5 339
Testing the Marshall-Lerner condition in Kenya 1 1 2 9 1 1 3 60
Testing the PPP Hypothesis in the Sub-Saharan Countries 0 1 4 6 0 1 5 29
The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective 0 0 0 14 1 1 3 46
The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields 1 1 1 20 1 2 3 43
The Deaton paradox in a long memory context with structural breaks 0 0 1 62 1 3 4 249
The Deaton paradox in a long memory context with structural breaks 0 0 0 0 0 0 1 39
The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks 0 1 1 14 0 2 4 144
The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks 0 0 0 34 0 0 0 89
The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches 0 0 0 20 0 0 2 121
The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach 0 0 0 10 0 1 3 122
The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic 0 0 3 18 2 3 15 40
The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets 0 0 2 20 0 0 5 23
The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? 0 0 0 70 0 0 0 345
The Nature of the Relationship between International Tourism and International Trade: The Case of Ge 0 0 0 289 0 0 0 1,517
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 0 325
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 37 0 0 0 88
The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency 1 1 1 31 3 3 3 125
The Persistence of Earnings per Share 0 0 0 50 0 0 2 157
The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration 0 0 1 29 0 0 4 69
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 17 0 0 1 96
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 1 1 29 0 2 3 170
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 1 82
The Relationship between Prices and Output in the UK and the US 0 0 0 18 0 0 1 39
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 0 31 0 1 1 85
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 0 31 1 1 4 143
The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? 1 1 2 19 3 5 12 96
The Weekly Structure of US Stock Prices 0 0 0 7 1 1 1 50
The Weekly Structure of US Stock Prices 0 0 0 34 1 1 2 52
The explaining role of the Earning-Price Ratio in the Spanish Stock Market 0 0 0 173 0 0 1 758
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 0 1 130 1 3 6 1,048
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 0 0 27 1 1 3 190
The persistence of air pollution in four mega-cities of China 0 0 1 87 1 1 2 114
The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models 0 0 0 19 0 0 1 116
Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes 0 0 0 21 1 1 1 102
Time series modelling of sunspot numbers using long range cyclical dependence 0 0 0 25 0 0 0 89
Time trend estimation with breaks in temperature time series 0 0 2 55 0 0 4 95
Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 1 2 20 20 1 2 12 12
Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament? 0 0 1 4 0 0 1 27
Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models 0 0 0 253 0 0 0 1,014
Trends and Cycles in Historical Gold and Silver Prices 0 0 0 24 1 1 4 203
Trends and Cycles in Historical Gold and Silver Prices 0 0 0 73 0 0 0 76
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 0 41 0 0 0 51
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 0 62 0 0 0 81
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 4 0 0 0 46
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 1 48 0 1 7 232
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 1 50 0 1 2 385
US House Prices by Census Division: Persistence, Trends and Structural Breaks 0 6 8 8 0 8 22 22
US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach 0 1 3 101 2 3 6 18
US Sea Level Data: Time Trends and Persistence 0 0 1 17 0 0 2 34
Uncovering the U.S. Term Premium: An Alternative Route 0 0 0 34 0 1 1 90
Unemployment Persistence in Europe: Evidence from the 27 EU Countries 0 0 1 27 0 0 2 26
Unemployment and entrepreneurship: a cyclical relationship? 0 0 0 148 0 0 1 368
Unemployment and input prices: A fractional cointegration approach 0 0 0 24 0 0 0 133
Unemployment hysteresis by sex and education attainment in the EU 0 0 2 10 0 1 18 35
Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe 0 0 0 80 1 1 1 168
Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies 0 0 0 89 1 1 2 192
Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf 0 0 0 19 0 0 0 181
Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate 0 0 0 20 0 0 0 137
Violence and the market for food. Evidence from Kenya 0 0 0 0 0 1 1 14
Warming break trends and fractional integration in the northern, southern and global temperature anomaly series 0 0 1 23 0 0 1 65
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 0 0 0 168 1 2 7 380
Total Working Papers 28 174 433 14,343 71 225 870 49,871


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Fractionally Integrated Exponential Model for UK Unemployment 0 0 0 1 0 0 0 190
A Generalized Fractional Time Series Model: Testing the Order of Integration of Trend Seasonal and Cyclical components 0 0 0 196 0 0 1 504
A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break 0 0 0 105 0 0 0 330
A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada 0 0 0 1 0 0 1 46
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* 0 0 0 2 1 1 5 16
A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA 0 0 1 24 1 1 4 102
A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach 0 0 1 2 0 1 2 16
A fractional cointegration var analysis of exchange rate dynamics 0 0 3 16 0 0 5 42
A fractional integration analysis of the population in some OECD countries 0 0 0 26 0 0 0 110
A fractional multivariate long memory model for the US and the Canadian real output 0 0 0 31 0 0 0 85
A fractionally integrated model for the Spanish real GDP 1 1 2 25 1 2 3 81
A fractionally integrated model with a mean shift for the US and the UK real oil prices 0 0 0 21 0 0 0 96
A further investigation of unemployment persistence in European transition economies 0 1 2 37 0 2 6 128
A joint test of fractional integration and structural breaks at a known period of time 0 0 0 19 0 0 1 63
A mean shift break in the US interest rate 0 0 0 7 0 0 0 75
A performance assessment of Mozambique banks: a Bayesian stochastic frontier 0 0 0 3 0 1 3 34
A re-examination of historical real daily wages in England: 1260-1994 0 0 0 35 0 0 0 142
A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics 0 0 2 33 0 0 3 93
A simple non-linear model with fractional integration for financial time series data 0 0 0 26 0 0 0 123
A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach 0 1 5 136 0 1 8 329
A time-series analysis of US entrepreneurship: evidence from fractional integration 0 0 0 11 0 0 2 35
AK growth models: new evidence based on fractional integration and breaking trends 0 0 0 26 0 0 0 89
ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE? 0 0 1 22 0 0 1 103
Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach 0 0 0 27 0 0 0 132
An I(d) Statistical Model for the Canadian Real Output 0 0 0 0 0 0 0 55
An analysis of oil production by OPEC countries: Persistence, breaks, and outliers 0 1 2 82 0 2 6 213
An analysis of the OPEC and non-OPEC position in the World Oil Market: A fractionally integrated approach 0 1 1 5 0 3 6 18
An empirical analysis of freight transport traffic modes in Brazil, 1996-2012 0 0 0 8 0 0 0 33
An examination of trade-weighted real exchange rates based on fractional integration 0 0 0 0 0 0 0 11
An examination of trade-weighted real exchange rates based on fractional integration 0 0 0 0 0 0 0 11
An investigation of long range reliance on shale oil and shale gas production in the U.S. market 0 0 1 6 0 1 4 34
Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach 0 0 0 1 0 0 0 8
Application of local projections in the monetary policy in Brazil 0 0 0 7 0 0 1 29
Are BRICS exchange rates chaotic? 0 0 0 3 0 0 0 22
Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach 0 0 0 2 0 0 0 15
Automobile components: Lithium and cobalt. Evidence of persistence 0 1 1 2 3 5 5 38
BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY 0 0 0 33 0 1 1 140
Brexit and Uncertainty in Financial Markets 0 0 0 19 0 0 6 87
CPI and inflation in Kenya. Structural breaks, non-linearities and dependence 0 0 1 11 0 0 3 57
CPI and inflation in Kenya. Structural breaks, non-linearities and dependenceOriginal Research Article 0 0 0 0 0 0 1 29
Carlos Pestana Barros 0 0 0 2 0 0 3 26
Central bank policy rates: Are they cointegrated? 0 0 0 0 0 0 0 27
Central bank policy rates: Are they cointegrated? 0 0 0 2 1 2 3 35
Comovement in Euro area housing prices: A fractional cointegration approach 0 0 0 19 0 1 2 68
Comovements among U.S. state housing prices: Evidence from fractional cointegration 0 0 0 40 0 1 4 147
Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach 1 1 16 21 1 5 80 120
Confidence intervals for fractionally integrated hypotheses in the real output across Europe 0 0 0 3 0 0 0 70
Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate 0 0 0 5 0 0 0 53
Crude Oil Prices and COVID-19 - Persistence of the Shock 1 2 13 19 4 9 54 93
Crude oil price behaviour before and after military conflicts and geopolitical events 0 0 3 24 0 1 11 84
Cryptocurrencies and stock market indices. Are they related? 3 8 29 106 6 23 123 464
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 0 0 0 14 0 0 1 69
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 0 0 0 0 14
Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test 0 0 0 1 0 0 1 41
Does energy consumption by the US electric power sector exhibit long memory behavior? 0 0 1 30 0 0 1 103
Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016 1 1 4 20 1 4 15 83
ETA: A PERSISTENT PHENOMENON 0 0 1 72 0 0 2 274
Economic Growth and Recovery After Civil Wars 0 1 1 17 0 2 2 63
Economic policy uncertainty: Persistence and cross-country linkages 0 0 1 5 0 2 8 29
Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India 0 0 2 36 1 1 4 161
Empirical evidence of the spot and the forward exchange rates in Canada 0 0 0 13 0 1 1 54
Empirical evidence on real convergence in some OECD countries 0 0 0 27 0 0 0 106
Endogenous problems in cross-sectional valuation models based on accounting information 0 0 1 15 0 0 3 84
Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks 0 1 1 13 0 2 3 57
Estimating persistence in the volatility of asset returns with signal plus noise models 0 0 0 0 0 0 1 47
Estimation and Testing of ARFIMA Models in the Real Exchange Rate 0 1 1 146 0 1 3 582
Estimation of Fractionally ARIMA Models for the UK Unemployment 0 0 0 0 0 0 1 18
Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques 0 0 0 9 0 0 0 138
Estimation of the order of integration in the UK and the us interest rates using fractionally integrated semiparametric techniques 0 0 0 5 0 0 0 20
European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration 0 0 0 29 0 0 3 87
Evidence of long memory behavior in U.S. renewable energy consumption 0 0 0 14 0 0 2 81
Evidence of persistence in U.S. short and long-term interest rates 1 1 2 8 1 1 7 47
Exchange rate dynamics in South Africa 0 0 0 8 0 0 2 40
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB 0 0 0 7 1 1 3 58
Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market 0 0 0 13 0 0 0 78
Exploring Survey‐Based Inflation Forecasts 0 0 0 0 1 1 4 124
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 21 0 0 1 120
FRACTIONAL INTEGRATION AT ZERO AND THE CYCLICAL FREQUENCIES IN THE SPECIFICATION OF US PRICES 0 0 0 2 0 0 0 6
FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES 0 0 0 0 0 0 0 6
Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty 0 0 0 7 0 0 2 22
Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models 0 0 0 0 0 0 0 3
Forecasting the real output using fractionally integrated techniques 0 0 0 5 0 0 0 52
Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output 0 0 0 6 0 0 0 56
Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data 0 0 0 2 0 0 0 16
Fractional Integration and Cointegration in the Japanese Exchange Rate Market 0 0 0 15 0 0 0 64
Fractional Integration and Structural Breaks: Evidence from International Monthly Arrivals in the USA 0 0 0 0 0 0 0 7
Fractional Integration and the Dynamics of UK Unemployment 0 0 0 15 0 0 0 95
Fractional Integration and the Persistence of UK Inflation, 1210–2016 0 0 0 2 0 1 1 15
Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement 0 0 0 0 0 0 0 59
Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries 0 0 2 21 2 2 4 157
Fractional cointegration and real exchange rates 0 0 0 24 1 1 2 99
Fractional cointegration and real exchange rates 0 0 1 1 0 0 2 5
Fractional cointegration and tests of present value models 0 0 0 0 0 0 1 2
Fractional cointegration and tests of present value models 0 0 0 62 0 0 0 134
Fractional cointegration in US term spreads 0 0 0 3 0 0 1 46
Fractional cointegration in the consumption and income relationship using semiparametric techniques 0 0 0 3 0 0 0 29
Fractional integration and business cycle features 0 0 0 24 0 1 1 204
Fractional integration and cointegration in US financial time series data 0 0 0 10 0 0 3 42
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry 0 0 0 4 0 0 0 11
Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries 0 0 0 13 0 0 0 49
Fractional integration and mean reversion in stock prices 0 0 0 84 0 0 0 201
Fractional integration and nonlinear deterministic trends in the analysis of time series data 0 0 1 5 0 0 2 15
Fractional integration and structural breaks at unknown periods of time 0 0 1 77 0 0 5 175
Fractional integration and structural breaks in U.S. macro dynamics 0 0 0 26 0 0 0 113
Fractional integration in daily stock market indexes 0 0 0 64 0 0 2 186
Fractional integration in daily stock market indexes 0 0 1 1 0 0 1 10
Fractional integration in the West African Economic and Monetary Union 0 0 0 24 0 0 0 73
Fractional integration in total factor productivity: evidence from US data 0 0 0 39 0 0 0 156
Fractional persistence in income poverty in Africa 0 1 3 4 1 3 10 17
Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes 0 0 0 42 0 0 1 191
GDP and population growth: Evidence of fractional cointegration with historical data from 1820 onwards 0 0 0 0 0 2 2 2
GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory 0 0 2 10 0 1 13 51
Gender Diversity Index. Measuring persistence 0 0 2 3 0 2 9 21
Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK 0 1 1 144 0 1 1 533
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 1 1 13 0 1 7 31
Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data 0 0 0 16 2 2 5 49
Global temperatures and sunspot numbers. Are they related? 0 0 1 9 1 1 4 61
Globalization, long memory, and real interest rate convergence: a historical perspective 1 1 1 1 2 2 3 3
Gold prices and the cryptocurrencies: Evidence of convergence and cointegration 0 2 7 27 0 4 15 83
Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling 0 0 1 7 1 1 3 34
Government debt dynamics and the global financial crisis: Has anything changed in the EA12? 0 0 0 26 0 0 2 96
Growth recovery after civil conflict: a fractional integration approach 0 0 0 19 0 0 0 45
High and low prices and the range in the European stock markets: A long-memory approach 0 0 1 2 0 1 3 12
Housing sales in urban Beijing 0 0 0 3 0 0 0 27
How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry 0 1 3 9 0 1 9 24
How do stocks in BRICS co-move with real estate stocks? 0 0 1 4 1 1 2 18
How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses 0 0 0 1 0 0 0 2
INFLATION IN SOUTH AFRICA: A TIME‐SERIES VIEW ACROSS SECTORS USING LONG‐RANGE DEPENDENCE 0 0 0 0 0 0 1 58
IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH 0 0 0 0 0 0 1 97
Income inequality in China 1952–2017: persistence and main determinants 0 0 0 0 0 2 2 2
Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches 1 1 1 1 1 2 4 4
Infant mortality rates: time trends and fractional integration 0 0 0 7 0 0 0 38
Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach 0 0 2 2 0 2 5 9
Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study 0 0 0 17 0 0 2 112
Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study 0 0 0 0 0 0 0 14
Inflation Forecasting in Angola: A Fractional Approach 0 0 0 0 1 1 1 73
Inflation Forecasting in Angola: A Fractional Approach 0 0 0 11 0 0 0 58
Inflation analysis in the Central American Monetary Council 0 0 0 13 0 2 5 87
Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory 0 0 0 12 0 0 0 36
Inflation in Argentina: Analysis of Persistence Using Fractional Integration 2 3 4 15 2 4 8 65
Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks 0 0 0 6 0 0 1 37
Inflation in South Africa. A long memory approach 0 0 2 25 0 0 4 106
Inflation in the G7 countries: persistence and structural breaks 0 0 2 2 0 4 8 8
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum 0 0 1 1 0 0 5 10
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum 0 0 0 0 0 2 2 2
Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate 0 0 0 1 0 0 0 25
International Arrivals in the Canary Islands: Persistence, Long Memory, Seasonality and other Implicit Dynamics 0 0 0 0 0 0 0 2
International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications 0 0 1 3 0 0 1 32
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 1 1 5 1 2 3 58
Introduction to the special issue on: Understanding, quantifying and modelling the terrorist threat 0 0 0 11 0 0 0 56
Investment and saving in Angola and the Feldstein-Horioka puzzle 0 0 0 5 0 0 3 36
Iranian inflation: peristence and structural breaks 0 1 1 6 0 1 1 54
Is inflation persistence different in reality? 0 0 1 24 0 0 2 80
Is market fear persistent? A long-memory analysis 0 0 0 0 0 1 3 32
Is the US fiscal deficit sustainable?: A fractionally integrated approach 0 0 1 44 0 0 3 205
LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES 0 0 0 1 0 0 0 6
Linear and segmented trends in sea surface temperature data 0 1 1 1 0 1 1 17
Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 6 0 0 0 30
Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis 0 0 0 4 1 3 8 21
Lithium: Production and estimated consumption. Evidence of persistence 0 0 3 26 2 4 21 87
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 7 0 0 1 52
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 0 0 1 3 66
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 1 4 1 1 2 39
Long Memory in Turkish Unemployment Rates 0 0 0 4 1 1 1 27
Long Memory in the Housing Price Indices in China 0 0 0 0 0 0 0 2
Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks 0 0 0 10 1 1 1 45
Long memory and ARFIMA modelling: The case of CPI inflation rate in Ghana 0 0 0 17 0 1 1 48
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate 0 0 0 5 0 2 5 45
Long memory and fractional integration in the housing price series of London and Paris 0 0 0 10 0 0 0 52
Long memory and mean reversion in real exchange rates in Latin America 0 0 1 3 0 0 1 13
Long memory and structural breaks in hyperinflation countries 0 0 0 15 0 0 0 97
Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 0 0 0 10 0 1 1 84
Long memory at the long-run and the seasonal monthly frequencies in the US money stock 0 0 0 4 0 0 0 55
Long memory in US real output per capita 0 0 0 8 0 1 2 48
Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances 0 0 0 40 0 0 0 279
Long memory in the U.S. interest rate 0 0 1 28 0 0 1 101
Long memory in the interest rates in some Asian countries 0 0 0 3 0 0 0 17
Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited 0 0 0 7 0 0 0 47
Long-term interest rates in Europe: A fractional cointegration analysis 0 0 0 2 0 0 0 15
Long-term price overreactions: are markets inefficient? 0 0 1 2 0 0 3 28
Long‐Run and Cyclical Dynamics in the US Stock Market 0 0 0 4 0 0 0 35
MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES 0 0 0 0 0 0 0 2
MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS 0 0 0 0 0 0 0 5
Mapping US presidential terms with S&P500 index: Time series analysis approach 0 0 0 1 0 0 2 11
Market efficiency of Baltic stock markets: A fractional integration approach 0 0 3 16 1 1 4 68
Mean Reversion in Agricultural Commodity Prices in India 0 0 0 3 0 0 0 31
Mean Reversion of Short‐run Interest Rates in Emerging Countries* 0 1 1 63 0 1 3 221
Mean reversion and long memory in African stock market prices 0 0 0 38 0 0 1 148
Mean reversion in monetary aggregates in Chile 0 0 0 1 0 0 1 8
Mean reversion in stock market prices: New evidence based on bull and bear markets 0 0 1 64 0 0 2 237
Mean reversion in the real exchange rates 0 0 1 66 0 0 2 197
Mean reversion of short-run interest rates: empirical evidence from new EU countries 0 0 0 40 0 0 1 109
Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration 0 0 0 8 1 1 3 83
Measuring length of business cycles across countries using a new non‐stationary unit‐root cyclical approach 0 0 0 1 0 0 0 2
Measuring the degree of persistence in the U.S. economic policy uncertainty index 0 0 0 3 0 0 4 24
Measuring unemployment persistence in terms of I(d) statistical models 0 0 0 41 0 0 1 241
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks 0 0 3 3 1 2 10 14
Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis 0 2 8 14 3 5 21 34
Modeling US historical time-series prices and inflation using alternative long-memory approaches 0 0 0 1 0 0 3 35
Modeling persistence of carbon emission allowance prices 0 0 1 9 0 0 1 54
Modeling the degree of persistence in Croatian tourism 0 0 0 0 0 0 2 5
Modelling African inflation rates: nonlinear deterministic terms and long-range dependence 0 0 0 26 0 0 0 77
Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries 0 0 0 3 1 1 3 15
Modelling Monthly Spanish Tourism: A Seasonal Fractionally Integrated Approach 0 0 0 0 0 0 2 4
Modelling U.S. monthly inflation in terms of a jointly seasonal and non‐seasonal long memory process 0 0 0 1 0 0 0 1
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 2 27 1 4 8 90
Modelling long-run trends and cycles in financial time series data 0 0 0 22 0 0 1 71
Modelling stock market data in China: Crisis and Coronavirus 0 0 2 5 0 0 3 16
Modelling the Japanese Exchange Rate in Terms of I(d) Statistical Models with Parametric and Semiparametric Techniques 0 0 0 3 0 0 0 48
Modelling the Persistence of Unemployment in Canada 0 0 0 37 0 0 0 168
Modelling the U.S. interest rate in terms of I(d) statistical models 0 0 0 20 0 0 0 85
Modelling the US real GNP with fractionally integrated techniques 0 0 0 18 0 0 0 143
Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks 0 0 1 30 0 0 1 189
Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets 0 0 1 20 0 0 1 76
Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates 0 0 0 6 0 1 2 57
Multiple cyclical fractional structures in financial time series 0 0 0 4 0 0 0 29
Multiple shifts and fractional integration in the US and UK unemployment rates 0 0 0 19 0 0 0 67
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 1 43
New Evidence on Long-Run Monetary Neutrality 0 0 0 0 0 0 1 2
New Evidence on US Current Account Sustainability 0 0 0 13 0 0 0 63
New evidence on long-run monetary neutrality 0 0 0 34 0 0 0 196
New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data 0 0 0 30 0 0 0 107
Non-linearities and persistence in US long-run interest rates 0 0 1 1 0 0 1 2
Nonlinearities and Fractional Integration in the US Unemployment Rate* 1 1 1 37 1 1 1 142
Oil price shocks and unemployment in Central and Eastern Europe 1 2 3 32 1 4 9 119
On the invertibility of seasonally adjusted series 0 0 0 2 0 1 1 25
On the persistence and volatility in European, American and Asian stocks bull and bear markets 0 0 0 29 0 0 3 127
On the persistence of UK inflation: A long‐range dependence approach 0 0 0 0 0 1 4 4
Persistence analysis of research intensity in OECD countries since 1870 0 0 1 1 0 0 1 1
Persistence and cycles in US hours worked 0 0 0 4 0 0 0 44
Persistence and cycles in historical oil price data 0 0 1 25 0 0 2 92
Persistence and cycles in the us federal funds rate 0 0 0 3 0 2 7 43
Persistence and cyclical dependence in the monthly euribor rate 0 0 0 8 0 0 2 64
Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data 0 0 1 11 0 0 3 32
Persistence in Commodity Prices 0 0 1 4 0 0 4 23
Persistence in Croatian tourism: The impact of COVID-19 0 1 1 1 0 3 4 4
Persistence in ESG and conventional stock market indices 0 0 3 3 0 1 8 8
Persistence in International Monthly Arrivals in the Canary Islands 0 0 0 0 0 0 0 5
Persistence in US Treasury bonds 0 0 2 2 0 0 7 8
Persistence in silver prices and the influence of solar energy 0 0 1 3 0 0 1 12
Persistence in some energy futures markets 0 0 0 3 0 0 0 20
Persistence in the cryptocurrency market 0 0 7 23 0 3 32 126
Persistence in the market risk premium: evidence across countries 0 0 3 6 0 0 7 15
Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries 0 0 0 1 0 0 2 7
Persistence in trends and cycles of gold and silver prices: Evidence from historical data 0 0 0 12 0 0 1 64
Persistence of economic complexity in OECD countries 0 0 3 3 0 0 4 4
Persistence of precious metal prices: A fractional integration approach with structural breaks 0 0 0 16 0 0 4 97
Persistence of the Misery Index in African Countries 0 0 1 12 0 0 4 46
Persistence, Long Memory, and Unit Roots in Commodity Prices 0 0 1 18 0 0 1 57
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data 0 0 0 5 0 0 0 16
Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries 0 0 0 12 0 0 1 54
Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates 0 0 0 0 0 0 1 7
Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013 0 0 0 7 0 0 0 23
Persistence, non-linearities and structural breaks in European stock market indices 0 0 0 0 0 0 1 11
Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel 0 0 1 1 0 0 1 1
Productivity and GDP: international evidence of persistence and trends over 130 years of data 0 1 1 1 0 2 2 2
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 0 0 0 6 0 0 1 22
Public finances in the EU-27: Are they sustainable? 0 0 2 9 0 0 4 34
REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION 0 0 1 18 0 0 1 63
Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile 0 1 12 81 0 1 20 202
Re-examination of international bond market dependence: Evidence from a pair copula approach 0 0 1 1 0 1 6 17
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas 0 0 0 0 1 3 10 10
Real GDP growth rates across countries: long memory and mean shifts 0 0 0 58 0 0 0 238
Real convergence in Taiwan: a fractionally integrated approach 0 0 0 15 0 0 1 91
Real convergence in some emerging countries: a fractionally integrated approach 0 0 0 14 1 1 1 86
Real convergence: empirical evidence for Latin America 0 0 0 34 0 0 1 133
Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques 0 0 0 8 0 0 0 78
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score 0 1 1 3 0 1 1 13
Salient features of dependence in daily US stock market indices 0 0 0 7 1 1 1 61
Searching for Inefficiencies in Exchange Rate Dynamics 0 0 0 5 0 0 0 40
Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series 0 0 0 6 0 0 0 53
Seasonal Monthly Fractional Integration in the UK Unemployment 0 0 0 0 0 0 2 85
Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries 0 0 0 10 0 0 0 67
Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate 0 0 0 17 0 0 0 78
Seasonal fractional components in macroeconomic time series 0 0 1 9 0 0 2 80
Seasonal fractional integration with structural break. An application to the German GNP data 0 0 1 3 0 0 1 33
Seasonal long memory in the US monthly monetary aggregate 0 0 0 14 0 0 0 251
Seasonal long memory in the aggregate output 0 0 0 18 0 0 0 72
Self-employment by gender in the EU: convergence and clusters 0 0 1 2 0 1 5 26
Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment 0 0 0 19 0 0 0 100
Semiparametric estimation of the fractional differencing parameter in the UK industrial production index 0 0 0 16 0 0 0 81
Serial correlation in the Spanish Stock Market 0 0 0 34 0 0 0 103
Shocks affecting electricity prices in Kenya, a fractional integration study 0 0 1 9 0 0 4 29
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 2 7 0 1 5 43
Spatial crude oil production divergence and crude oil price behaviour in the United States 1 1 1 2 1 3 5 11
Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data 0 0 2 12 0 1 3 35
Stochastic behavior of nominal exchange rates 0 0 0 9 0 0 0 37
Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks 0 0 0 0 1 3 5 5
Stochastic volatility in the Spanish stock market: a long memory model with a structural break 0 0 0 39 0 0 0 110
Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach 0 0 0 0 0 1 2 2
Stock market returns and terrorist violence: evidence from the Basque Country 0 0 0 36 0 1 2 90
Strong dependence in the nominal exchange rates of the Polish zloty 0 0 0 0 0 0 0 1
Strong dependence in the real interest rates 0 0 0 40 0 0 0 198
Structural Change and the Order of Integration in Univariate Time Series 0 0 0 26 0 0 0 198
Structural breaks and fractional integration in the US output and unemployment rate 0 0 0 23 0 0 0 90
TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE 0 0 0 25 0 0 0 104
TESTING OF REAL CONVERGENCE IN GERMANY IN THE PRESENCE OF STRUCTURAL BREAKS 0 0 0 0 0 0 0 14
THE PURCHASING POWER PARITY HYPOTHESIS IN THE US–CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY 0 0 0 0 2 2 2 27
Temperatures across Europe: evidence of time trends 0 1 1 5 0 1 2 28
Term Structure Persistence 0 0 0 25 0 1 5 108
Terrorism against American citizens in Africa: Related to poverty 0 1 2 40 0 1 4 180
Testing Okun’s law. Theoretical and empirical considerations using fractional integration 0 0 1 7 2 5 6 18
Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies 0 0 0 2 0 0 1 43
Testing Seasonality in the Context of Fractionally Integrated Processes 0 0 0 0 0 0 0 13
Testing Stochastic Cycles in Macroeconomic Time Series 0 0 0 0 0 0 1 8
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 0 0 0 0 4
Testing and forecasting the degree of integration in the US inflation rate 0 0 0 31 0 0 0 213
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 0 0 0 0 3
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 6 0 0 1 102
Testing for bubbles in the BRICS stock markets 0 1 1 1 0 1 1 1
Testing for deterministic and stochastic cycles in macroeconomic time series 0 0 0 19 0 0 1 72
Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials 1 1 2 42 1 1 3 95
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries 0 1 5 63 0 2 9 204
Testing for persistent deviations of stock prices to dividends in the Nasdaq index 0 0 0 15 0 0 0 68
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates 0 0 0 8 0 0 0 59
Testing fractional integration with monthly data 0 0 1 67 0 0 1 172
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 1 15 0 0 1 65
Testing fractional unit roots with non-linear smooth break approximations using Fourier functions 0 0 0 0 1 1 2 2
Testing of Fractional Cointegration in Macroeconomic Time Series 0 0 0 41 0 0 0 178
Testing of I(d) processes in the real output 0 0 0 6 0 0 0 29
Testing of Unit Root Cycles in the Swedish Economy 0 0 0 15 0 0 0 103
Testing of nonstationary cycles in financial time series data 0 0 0 34 1 1 1 190
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 161 3 4 6 472
Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand 0 0 0 13 0 1 1 58
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 1 9 202 0 5 21 516
Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks 0 0 0 37 0 0 0 166
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 1 4 0 0 1 12
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 0 0 0 0 0 11
Testing the Marshall–Lerner Condition in Kenya 0 1 1 16 0 3 6 61
Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses 0 0 0 21 0 0 0 115
Testing the great decoupling: a long memory approach 0 0 1 13 0 0 6 68
Testing the order of integration of the UK Unemployment 0 0 0 215 0 0 0 686
Testing unemployment theories: A multivariate long memory approach 0 0 0 13 1 1 1 50
Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques 0 0 0 0 0 0 1 9
The COVID-19 impact on the Asian Stock Markets 0 3 24 77 5 15 90 232
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields 0 0 1 1 1 1 2 2
The Deaton paradox in a long memory context with structural breaks 0 0 1 9 0 0 1 79
The EMBI in Latin America: Fractional integration, non-linearities and breaks 0 0 1 4 0 1 2 88
The Evolution of the Credit‐to‐GDP Ratio: An Empirical Analysis 0 0 0 2 0 0 0 8
The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach 0 0 0 1 0 1 1 37
The Housing Markets in Spain and Portugal: Evidence of Persistence 2 3 5 25 2 3 5 115
The Impact of China’s FDI on Economic Growth: Evidence from Africa with a Long Memory Approach 0 1 9 9 1 2 12 12
The Impact of Ethnic Violence in Kenya on Wheat and Maize Markets 0 0 1 7 0 0 2 41
The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 0 0 1 7 0 0 4 58
The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies 0 0 0 0 0 0 0 13
The Nature of Seasonality in Spanish Tourism Time Series 0 0 0 4 0 0 3 11
The Social Balance Sheet as Part of the Annual Report in Financial Institutions. A Case Study: Banco Bilbao Vizcaya Argentaria (BBVA) 0 0 0 0 1 1 4 12
The Stochastic Permanent Break Model and the Fractional Integration Hypothesis 0 0 0 30 0 0 0 115
The Sustainability of European External Debt: What have We Learned? 0 0 0 90 0 0 0 147
The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics 0 0 0 0 0 0 1 56
The asymmetric behaviour of spanish unemployment persistence 0 0 0 24 0 0 1 76
The behaviour of real interest rates: New evidence from a 'suprasecular' perspective 0 0 2 2 0 0 9 10
The cyclical structure of the UK inflation rate: 1210–2016 0 0 1 7 0 0 2 32
The demand for money in Angola 0 3 3 23 1 5 5 81
The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration 0 0 0 15 0 0 0 85
The effect of intellectual capital on firms' financial performance: an empirical investigation in India 1 2 6 17 1 2 8 58
The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis 0 0 0 0 0 1 1 1
The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches 0 0 1 11 1 2 9 90
The fisher relationship in Nigeria 0 0 0 3 0 1 4 36
The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets 0 0 1 12 0 0 1 36
The housing market in Beijing and delays in sales: A fractional polynomial survival model 0 0 0 6 0 0 3 42
The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach 1 3 21 24 2 9 67 75
The impact of COVID-19 on the Spanish tourism sector 0 1 3 3 0 2 18 18
The impact of geopolitical risk on the behavior of oil prices and freight rates 1 2 2 2 2 7 7 7
The macroeconomy of Angola: breaks and persistence in Angolan macro data 0 0 0 13 0 0 1 51
The nature of occupational unemployment rates in the United States: hysteresis or structural? 0 0 0 26 3 4 4 143
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 0 0 40 0 0 0 244
The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets 0 0 0 0 0 0 6 6
The permanent income hypothesis: A new framework based on fractional integration and cointegration 1 1 1 1 1 1 1 9
The persistence and asymmetric volatility in the Nigerian stock bull and bear markets 0 0 0 15 0 0 2 80
The persistence of earnings per share 0 0 0 32 0 1 4 164
The persistence of economic policy uncertainty: Evidence of long range dependence 0 0 2 6 0 0 5 20
The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models 0 1 1 114 0 1 2 578
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis 0 0 0 10 0 0 2 53
The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration 0 0 0 22 0 2 4 112
The relationship between prices and output in the UK and the US 0 0 0 0 0 2 6 6
The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence 0 0 1 8 0 1 4 51
The stochastic unit root model and fractional integration: An extension to the seasonal case 0 0 0 0 0 0 0 4
The timing of ETA terrorist attacks 0 1 2 146 0 1 3 646
The unemployment hysteresis by territory, gender, and age groups in Iran 0 1 1 1 0 3 4 4
The weekend effect: a fractional integration and trading robot analysis 0 0 2 7 0 1 4 38
The weekend effect: an exploitable anomaly in the Ukrainian stock market? 0 0 0 2 0 0 1 27
Time Trends and Persistence in the Global CO2 Emissions Across Europe 0 0 2 12 1 2 4 48
Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach 0 0 2 21 0 1 7 100
Time series analysis of economic growth rate series in Nigeria: structural breaks, non-linearities and reasons behind the recent recession 0 0 3 11 0 1 10 43
Time series analysis of persistence in crude oil price volatility across bull and bear regimes 1 2 2 9 4 5 5 54
Tourism in Iceland: Persistence and seasonality 1 1 4 17 1 2 8 65
Tourism in the Canary Islands: forecasting using several seasonal time series models 0 0 0 52 0 0 0 218
Tourism persistence in Spain: National versus international visitors 1 1 1 3 1 1 1 11
Trade Balance and Exchange Rate: Unit Roots, Co‐integration and Long Memory in the US and the UK 0 0 0 40 0 1 1 163
Trends and cycles in historical gold and silver prices 0 0 0 19 0 0 2 98
Trends and cycles in macro series: The case of US real GDP 0 0 0 2 0 1 5 8
True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods 0 0 2 2 1 1 7 7
U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior 0 0 1 6 1 1 2 96
U.S. shale oil production and WTI prices behaviour 1 1 1 30 1 2 4 87
UK Unemployment Dynamics: a Fractionally Cointegrated Approach 0 0 1 4 0 0 3 73
UK overseas visitors: Seasonality and persistence 0 0 0 0 0 0 0 2
UK tourism arrivals and departures: seasonality, persistence and time trends 0 0 0 2 0 0 1 9
US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach 0 1 1 1 1 2 4 4
US stock market volatility persistence: evidence before and after the burst of the IT bubble 0 0 0 38 0 0 1 136
Uncovering the US term premium: An alternative route 0 0 0 39 0 0 1 146
Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends 0 0 0 3 0 0 1 20
Unemployment Hysteresis: Empirical Evidence for Latin America 0 0 0 0 0 0 0 1
Unemployment and Fertility: A Long Run Relationship 0 0 0 8 0 0 6 34
Unemployment and entrepreneurship: A cyclical relation? 0 0 6 75 0 0 14 247
Unemployment and input prices: a fractional cointegration approach 0 0 0 41 0 2 2 194
Unemployment and real oil prices in Australia: a fractionally cointegrated approach 0 0 1 84 0 0 1 313
Unemployment hysteresis: empirical evidence for Latin America 0 0 0 66 0 0 0 201
Unemployment in Africa: A Fractional Integration Approach 0 0 1 8 0 0 3 140
Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis 0 1 1 34 0 2 2 124
Unemployment rate cycles in Europe 0 0 1 9 0 2 5 28
Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series 0 0 1 2 0 0 1 14
Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate 0 0 0 6 0 0 0 70
Unit and fractional roots with deterministic trends in the UK output 0 0 0 0 0 0 0 19
Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach 0 0 1 1 0 0 4 4
Volatility persistence in cryptocurrency markets under structural breaks 0 0 2 14 0 0 22 93
Volatility persistence in the Russian stock market 0 0 1 3 0 0 3 15
What do productivity indices tell us? A case study of U.S. industries 0 0 1 2 0 0 1 20
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 0 1 1 36 0 3 3 132
Total Journal Articles 26 84 393 7,402 103 329 1,478 32,309
10 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 5 0 0 2 6
Currency Union in the East African Community: A Fractional Integration Approach 0 0 0 0 0 1 1 4
Cycles and Long-Range Behaviour in the European Stock Markets 0 0 0 0 0 0 1 3
Fractional Integration and Cointegration: An Overview and an Empirical Application 0 0 1 1 1 5 13 18
Terrorism: The Case of ETA 0 1 1 15 0 1 2 48
Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data 0 1 1 1 0 1 1 20
Total Chapters 0 2 4 22 1 8 20 99


Statistics updated 2023-05-07