| Working Paper |
File Downloads |
Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 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 |
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