Access Statistics for Luis Alberiko Gil-Alana

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multivariate Long-Memory Model with Structural Breaks 0 0 0 98 0 0 1 203
A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials 0 0 1 74 1 3 10 154
A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials 0 0 0 4 1 1 3 34
A framework for Open Innovation practices: Typology and characterisation 0 0 2 90 0 1 11 115
A non-linear approach with long range dependence based on Chebyshev polynomials 0 0 0 1 0 0 0 12
A non-linear approach with long range dependence based on Chebyshev polynomials 0 0 0 51 0 0 2 113
A note on the effectiveness of national anti-terrorist policies. Evidence from ETA 0 2 5 20 1 6 17 92
AK growth models: new evidence based on fractional integration and breaking trends 0 0 1 9 0 0 6 62
Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach 0 0 1 95 0 0 4 285
African Growth, Non-Linearities and Strong Dependence: An Empirical Study 0 1 1 7 0 1 1 19
An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers 0 0 2 42 1 1 9 142
Are BRICS Exchange Rates Chaotic? 0 0 0 39 2 5 31 84
Brexit and Uncertainty in Financial Markets 0 1 2 23 0 3 9 31
Brexit and Uncertainty in Financial Markets 0 3 14 43 3 14 61 109
Central Bank Policy Rates: Are They Cointegrated? 0 0 1 41 0 1 10 45
Central Bank Policy Rates: Are they Cointegrated? 0 0 1 38 1 1 5 23
Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach 0 0 0 22 0 0 5 131
Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks 0 0 0 6 2 6 19 108
Deterministic Seasonality versus Seasonal Fractional Integration 0 0 0 58 0 0 4 240
Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks 0 0 0 42 0 0 1 139
Do Spanish Stock Market Prices Follow a Random Walk? 0 0 0 220 0 0 2 875
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 6 49
Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test 0 0 0 0 0 0 1 81
Does energy consumption by the US electric power secto exhibit long memory behaviour? 0 0 0 32 1 1 6 81
ETA TERRORISM:POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON ECONOMIC ACTIVITY IN THE BASQUE COUNTRY 0 1 5 235 0 3 8 905
Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models 0 0 0 32 1 1 5 81
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 2 30
Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis 0 0 1 27 0 0 2 24
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 1 3 30 1 7 16 71
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 1 9 14 3 8 28 58
Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB 0 0 0 20 0 2 6 32
Exploring Survey-Based Inflation Forecasts 1 1 4 37 1 5 126 441
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 338 1 2 7 788
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 1 126 1 2 6 286
FRACTIONAL INTEGRATION AND IMPULSE RESPONSES: A BIVARIATE APPLICATION TO REAL OUTPUT IN THE US AND THE SCANDINAVIAN COUNTRIES 0 0 1 71 0 0 5 264
Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty 0 0 0 39 0 0 10 66
Fractional Cointegration in US Term Spreads 0 0 0 41 0 0 0 91
Fractional Integration and Business Cycles Features 0 0 2 134 5 10 16 423
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 2 106 0 0 6 148
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 1 24 0 0 4 83
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 55 0 0 2 175
Fractional Integration and Structural Breaks in U.S. Macro Dynamics 0 0 2 99 0 0 3 200
Fractional Integration and the Dynamics of UK Unemployment 0 0 0 99 0 1 3 537
Fractional Integration in the Purchasing Power Parity 0 0 0 0 0 0 1 116
Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data 0 0 1 28 0 1 5 24
Fractional integration and data frequency 0 0 0 29 0 1 2 43
Fractional integration and structural breaks at unknown periods of time 0 0 2 48 0 0 9 121
Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change 0 0 0 9 0 0 4 47
Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes 0 0 0 107 0 1 3 267
GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features 0 0 1 1 1 1 7 7
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 1 11 0 0 11 24
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 3 5 0 0 7 14
HOUSING SALES IN URBAN BEIJING 0 0 0 0 0 0 3 22
Housing Sales in Urban Beijing 0 0 0 4 0 0 5 59
How do Stocks in BRICS co-move with REITs? 0 3 10 10 1 10 22 22
Identification of Segments of European Banks with a Latent Class Frontier Model 0 0 0 32 0 0 0 143
Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro 0 0 1 74 1 1 8 197
Inflation convergence in Central and Eastern Europe with a view to adopting the euro 0 0 0 79 0 0 2 203
Inflation forecasting in Angola: a fractional approach 0 1 2 79 0 1 7 155
Inflation in South Africa. A time series view across sectors using long range dependence 0 0 0 2 0 0 2 9
Interest rate dynamics in Kenya 0 0 0 3 0 0 2 11
International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications 0 0 0 17 0 0 1 112
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 1 1 18 0 3 9 55
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 2 28 0 2 10 157
Is Inflation Persistence Different in Reality? 0 0 0 22 0 1 11 73
Is Market Fear Persistent? A Long-Memory Analysis 0 0 1 5 0 1 13 27
Is Market Fear Persistent? A Long-Memory Analysis 0 0 0 4 0 3 8 19
Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach 0 0 2 232 0 0 6 849
Is there asymmetric behaviour in African inflation? A non-linear approach 0 0 0 3 0 0 1 11
Is there convergence between the BRICS and International REIT Markets? 0 3 17 17 1 5 25 25
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 19 0 0 1 116
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 61 0 1 1 152
LONG MEMORY AT THE LONG-RUN AND THE SEASONAL MONTHLY FREQUENCIES IN THE US MONEY STOCK 0 0 0 51 0 0 0 136
LONG RUN AND CYCLICAL DYNAMICS IN THE US STOCK MARKET 0 0 0 71 1 4 5 176
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 6 2 3 5 47
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 1 13 0 0 1 45
Long Memory and Data Frequency in Financial Markets 0 1 2 31 2 4 12 34
Long Memory and Data Frequency in Financial Markets 0 1 3 41 1 5 14 41
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 0 16 0 0 2 47
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 1 37 0 0 2 101
Long Memory and Fractional Integration in High Frequency Financial Time Series 0 0 0 86 1 1 1 183
Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates 0 0 0 9 0 0 2 37
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 1 2 69 0 1 4 129
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 6 0 0 3 36
Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994 0 0 0 16 1 1 2 108
Long Memory in German Energy Price Indices 0 0 0 9 0 0 3 55
Long Memory in German Energy Price Indices 0 0 0 45 0 2 6 108
Long Memory in Turkish Unemployment Rates 0 0 0 31 1 2 6 12
Long Memory in Turkish Unemployment Rates 0 0 1 22 0 0 8 16
Long Memory in Turkish Unemployment Rates 0 0 1 50 0 0 9 96
Long Memory in US Real Output per Capita 0 0 0 37 0 1 1 260
Long Memory in US Real Output per Capita 0 0 0 28 0 0 0 161
Long Memory in the Ukrainian Stock Market 0 0 0 50 0 2 8 89
Long Run and Cyclical Dynamics in the US Stock Market 0 0 1 39 2 4 10 180
Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour 0 0 3 4 0 0 4 9
Long memory in Turkish Unemployment Rates 0 0 2 38 0 4 19 44
Long memory in Turkish Unemployment Rates 0 0 0 24 0 0 2 7
Long memory in Turkish Unemployment Rates 0 0 0 29 0 1 4 10
Long memory in the ukrainian stock market and financial crises 0 0 0 13 1 1 7 30
Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria 0 0 0 1 0 0 1 8
Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited 0 0 0 13 1 2 8 57
Long-Term Price Overreactions: Are Markets Inefficient? 0 1 3 33 0 2 12 67
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 37 1 4 5 293
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 73 4 5 8 304
MODELLING STOCHASTIC VOLATILITY IN ASSET RETURNS USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES 0 0 0 78 0 0 0 212
MODELLING STRUCTURAL BREAKS IN THE US, UK AND JAPANESE UNEMPLOYMENT RATES 0 0 1 79 0 0 1 296
Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach 0 0 0 20 1 4 23 110
Mean reversion and long memory in African stock market prices 0 0 0 55 0 0 5 122
Mean reversion and long memory in African stock market prices 0 0 1 9 0 0 4 38
Modeling Persistence of Carbon Emission Allowance Prices 0 0 0 36 0 0 2 74
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 28 0 0 5 36
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 2 61 0 0 7 26
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 2 151 10 23 121 535
Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries 0 1 5 5 0 3 19 19
Modelling Long Run Trends and Cycles in Financial Time Series Data 0 0 1 23 1 1 5 102
Modelling Long-Run Trends and Cycles in Financial Time Series Data 0 1 13 179 3 8 50 599
Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates 0 0 1 104 0 1 4 361
Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks 0 0 0 33 0 0 1 83
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 21 0 1 6 105
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 1 12 0 0 1 114
Multivariate Tests of Fractionally Integrated Hypotheses 0 0 0 0 0 0 1 232
Multivariate Tests of Fractionally Integrated Hypotheses 0 0 0 41 0 0 1 217
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 219 0 1 4 654
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 117 0 0 3 326
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 59 0 0 4 277
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 113 1 2 4 254
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 1 1 1 82 1 1 6 244
Nelson and Plosser Revisited: Evidence from Fractional Arima Models 0 0 0 0 1 1 1 280
New Revelations about Unemployment Persistence in Spain 0 0 1 99 0 0 5 331
Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration 1 2 4 6 2 5 9 17
Non-Linearities and Fractional Integration in the US Unemployment Rate 1 1 1 1 1 1 5 5
Non-linearities and fractional integration in the US unemployment rate 0 0 0 26 0 1 7 141
Nonlinearities and fractional integration in the US unemployment rate 0 0 0 34 2 2 7 122
Oil Prices: Persistence and Breaks 0 0 3 32 0 1 10 80
Oil shocks on unemployment in Central and Eastern Europe 0 0 2 131 2 2 20 117
On the Persistence of UK Inflation: A Long-Range Dependence Approach 1 4 17 62 3 8 37 63
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 0 1 36 1 1 14 30
On the changes in the sustainability of European external debt: what have we learned 0 1 3 64 0 1 4 96
On the invertibility of seasonally adjusted series 0 0 0 29 0 0 4 37
Persistence and Cycles in Historical Oil Prices Data 0 0 0 0 0 0 4 100
Persistence and Cycles in US Hours Worked 0 0 0 17 0 0 3 52
Persistence and Cycles in US Hours Worked 0 0 0 8 0 0 3 48
Persistence and Cycles in the US Federal Funds Rate 0 0 0 14 0 0 4 66
Persistence and Cycles in the US Federal Funds Rate 0 0 0 46 0 0 0 50
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 20 0 1 7 87
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 15 0 3 12 89
Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data 0 0 11 41 1 1 17 33
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 2 5 12 94
Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data 0 0 1 54 5 11 48 87
Persistence in Youth Unemployment 0 0 1 31 0 1 8 90
Persistence in the Cryptocurrency Market 0 1 6 36 2 4 22 108
Persistence in the Cryptocurrency Market 1 1 7 33 5 6 17 60
Persistence in the Russian Stock Market Volatility Indices 1 1 25 25 2 6 30 30
Persistence in the short and long term tourist arrivals to Australia 0 2 3 23 1 5 8 62
Persistence of precious metal prices: a fractional integration approach with structural breaks 0 0 2 4 0 1 8 40
Persistence on airline accidents 0 0 0 15 0 0 3 75
Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 0 0 0 12 0 0 3 59
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data 0 0 0 0 1 1 7 24
Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates 0 0 0 19 0 0 10 62
Persistence, long memory and seasonality in Kenyan tourism series 1 2 3 9 2 5 11 23
Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff 0 0 0 3 0 1 1 74
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 0 0 8 25 1 3 17 25
Real convergence in some emerging countries: a fractionally integrated approach 0 0 3 34 0 1 5 114
Retail sales. Persistence in the short term and long term dynamics 0 1 3 54 0 1 4 137
Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ 0 0 2 38 1 1 5 229
Serial and cross-correlation in the Spanish Stock Market returns 0 0 0 155 0 0 1 487
Short-Term Price Overreaction: Identification, Testing, Exploitation 0 0 0 23 0 0 7 79
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 1 12 0 1 6 50
Stock Market Cycles and Stock Market Development in Spain 0 0 1 545 1 2 10 2,458
Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics 0 0 1 31 2 3 7 137
Structural Change and the Order of Integration in Univariate Time Series 0 0 0 73 0 0 3 469
TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES 0 0 0 128 0 1 2 202
TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES 0 0 0 24 1 1 5 107
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 0 0 143 0 0 6 643
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 0 0 15 0 1 8 140
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 141 0 1 3 347
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 94 0 0 1 299
Technology Shocks and Hours Worked: A Fractional Integration Perspective 0 1 1 56 0 2 5 219
Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve 0 2 12 12 1 6 30 30
Term Structure Persistence 0 1 4 62 0 2 15 181
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 1 30 0 0 4 69
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 1 49 0 0 5 78
Testing for Multiple Bubbles in the BRICS Stock Markets 0 0 0 91 2 6 16 220
Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries 0 0 0 40 1 5 12 198
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 12 1 1 8 55
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 37 1 3 7 78
Testing for persistence with breaks and outliers in South African house prices 0 0 0 2 1 1 5 20
Testing of Fractional Cointegration in Macroeconomic Time Series 0 0 2 243 0 1 8 554
Testing of Nonstationary Cycles in Financial Time Series Data 0 0 0 194 0 0 4 679
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 0 0 2 253
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 4 0 0 2 21
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 9 0 1 6 13
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 2 22 3 3 14 24
Testing the Marshall-Lerner Condition in Kenya 0 0 1 99 2 3 11 310
Testing the Marshall-Lerner condition in Kenya 0 0 3 4 1 4 12 31
Testing the PPP Hypothesis in the Sub-Saharan Countries 0 0 0 0 0 1 2 11
The Deaton paradox in a long memory context with structural breaks 0 0 0 0 0 0 5 22
The Deaton paradox in a long memory context with structural breaks 0 0 0 61 0 1 10 219
The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks 0 0 1 8 3 6 21 46
The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks 0 0 1 33 1 1 10 54
The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches 0 1 1 20 1 6 15 95
The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach 0 0 0 10 0 1 7 102
The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? 0 0 1 67 0 1 3 324
The Nature of the Relationship between International Tourism and International Trade: The Case of Ge 0 0 0 286 0 1 5 1,466
The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine 0 0 0 41 1 3 7 312
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 1 34 0 2 6 79
The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency 0 0 0 24 0 1 2 94
The Persistence of Earnings per Share 0 0 3 49 0 1 5 145
The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration 0 0 1 27 0 1 4 29
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 3 22 0 1 23 130
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 16 1 1 13 71
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 6 66
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 2 30 0 0 4 60
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 2 2 28 0 2 12 117
The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? 0 0 0 10 0 0 6 61
The Weekly Structure of US Stock Prices 0 0 0 34 1 1 1 37
The Weekly Structure of US Stock Prices 0 0 0 6 0 0 1 40
The explaining role of the Earning-Price Ratio in the Spanish Stock Market 0 0 1 171 0 3 5 736
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 1 1 124 2 6 30 979
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 0 0 27 3 5 11 162
Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes 0 0 1 21 0 1 9 70
Time series modelling of sunspot numbers using long range cyclical dependence 0 0 1 22 0 0 2 77
Time trend estimation with breaks in temperature time series 0 0 0 48 0 0 2 81
Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament? 0 0 0 3 0 0 1 14
Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models 0 0 1 252 0 1 9 1,000
Trends and Cycles in Historical Gold and Silver Prices 0 0 0 24 1 3 12 118
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 1 55 1 4 14 56
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 0 35 3 4 9 29
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 3 0 1 4 42
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 48 0 1 8 374
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 3 41 0 3 16 155
Uncovering the U.S. Term Premium: An Alternative Route 0 0 2 33 0 0 6 75
Unemployment and entrepreneurship: a cyclical relationship? 0 0 3 146 0 1 10 353
Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe 0 1 1 80 0 1 3 158
Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies 0 0 2 87 0 0 6 171
Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf 0 0 0 19 0 0 4 177
Violence and the market for food. Evidence from Kenya 0 0 0 0 0 0 0 3
Warming break trends and fractional integration in the northern, southern and global temperature anomaly series 0 0 0 19 0 0 2 52
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 0 3 19 137 1 6 38 275
Total Working Papers 8 54 343 11,811 136 410 2,102 39,397


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Fractionally Integrated Exponential Model for UK Unemployment 0 0 0 1 1 1 4 176
A Generalized Fractional Time Series Model: Testing the Order of Integration of Trend Seasonal and Cyclical components 0 0 0 195 0 0 0 495
A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break 0 1 2 105 0 2 6 318
A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada 0 0 0 1 0 1 1 44
A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA 0 0 0 23 0 0 1 81
A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach 0 0 0 0 0 2 3 10
A fractional integration analysis of the population in some OECD countries 0 0 0 26 0 0 1 107
A fractional multivariate long memory model for the US and the Canadian real output 0 0 0 30 0 0 1 79
A fractionally integrated model for the Spanish real GDP 0 1 3 15 0 1 6 53
A fractionally integrated model with a mean shift for the US and the UK real oil prices 0 0 0 20 0 0 2 91
A further investigation of unemployment persistence in European transition economies 0 0 1 26 0 0 5 97
A joint test of fractional integration and structural breaks at a known period of time 0 0 1 19 0 0 1 54
A mean shift break in the US interest rate 0 0 0 6 0 0 1 69
A performance assessment of Mozambique banks: a Bayesian stochastic frontier 0 0 0 2 0 1 4 17
A re-examination of historical real daily wages in England: 1260-1994 0 1 1 35 0 1 2 136
A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics 0 0 0 21 0 1 3 70
A simple non-linear model with fractional integration for financial time series data 0 0 0 26 0 0 0 113
A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach 0 1 5 101 0 1 9 256
A time-series analysis of US entrepreneurship: evidence from fractional integration 0 0 0 10 0 0 0 29
AK growth models: new evidence based on fractional integration and breaking trends 0 0 1 26 0 0 2 83
ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE? 0 0 0 21 1 1 2 92
Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach 1 1 2 27 1 1 4 123
An I(d) Statistical Model for the Canadian Real Output 0 0 0 0 0 0 3 49
An analysis of oil production by OPEC countries: Persistence, breaks, and outliers 0 1 2 77 0 2 4 192
An empirical analysis of freight transport traffic modes in Brazil, 1996-2012 0 0 2 5 0 0 2 16
Application of local projections in the monetary policy in Brazil 0 0 4 4 0 2 17 17
BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY 0 0 0 29 0 0 1 125
Brexit and Uncertainty in Financial Markets 2 5 11 14 3 8 24 36
CPI and inflation in Kenya. Structural breaks, non-linearities and dependence 1 1 1 8 5 6 12 27
CPI and inflation in Kenya. Structural breaks, non-linearities and dependenceOriginal Research Article 0 0 0 0 0 0 2 6
Carlos Pestana Barros 0 0 0 2 1 2 9 15
Central bank policy rates: Are they cointegrated? 0 0 1 1 0 0 9 16
Central bank policy rates: Are they cointegrated? 0 0 0 0 0 0 3 10
Comovement in Euro area housing prices: A fractional cointegration approach 0 0 1 16 0 0 2 42
Comovements among U.S. state housing prices: Evidence from fractional cointegration 0 1 1 34 1 2 5 124
Confidence intervals for fractionally integrated hypotheses in the real output across Europe 0 0 0 3 0 0 0 68
Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate 0 0 0 5 0 0 0 50
Crude oil price behaviour before and after military conflicts and geopolitical events 0 2 5 11 1 4 14 32
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 0 0 3 3 0 2 15 15
Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test 0 0 0 1 1 1 1 27
Does energy consumption by the US electric power sector exhibit long memory behavior? 0 0 0 29 2 2 7 88
Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016 0 0 2 10 1 3 9 25
ETA: A PERSISTENT PHENOMENON 0 0 0 69 1 2 4 259
Economic Growth and Recovery After Civil Wars 0 0 2 15 0 0 2 57
Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India 0 0 5 24 7 13 38 89
Empirical evidence of the spot and the forward exchange rates in Canada 0 0 0 13 0 0 0 50
Empirical evidence on real convergence in some OECD countries 0 0 1 27 0 0 1 100
Endogenous problems in cross-sectional valuation models based on accounting information 0 0 0 12 0 0 8 74
Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks 0 0 0 8 1 1 2 38
Estimating persistence in the volatility of asset returns with signal plus noise models 0 0 0 0 0 1 4 35
Estimation and Testing of ARFIMA Models in the Real Exchange Rate 0 0 0 140 0 0 0 569
Estimation of Fractionally ARIMA Models for the UK Unemployment 0 0 0 0 0 0 0 12
Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques 0 0 0 9 0 0 1 135
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 1 20
European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration 0 0 0 28 0 0 1 75
Evidence of long memory behavior in U.S. renewable energy consumption 0 0 0 12 1 2 4 62
Evidence of persistence in U.S. short and long-term interest rates 0 0 3 4 1 2 11 21
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB 0 1 5 5 2 5 23 28
Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market 0 1 2 11 0 3 8 56
Exploring Survey‐Based Inflation Forecasts 0 0 0 0 1 2 19 101
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 20 1 3 7 100
FRACTIONAL INTEGRATION AT ZERO AND THE CYCLICAL FREQUENCIES IN THE SPECIFICATION OF US PRICES 0 0 0 1 0 0 1 2
FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES 0 0 0 0 0 0 2 2
Forecasting the real output using fractionally integrated techniques 0 0 0 5 0 0 1 52
Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output 0 1 1 6 0 1 1 45
Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data 0 0 0 1 0 0 0 10
Fractional Integration and Cointegration in the Japanese Exchange Rate Market 0 0 0 15 0 0 1 62
Fractional Integration and the Dynamics of UK Unemployment 0 0 0 14 0 2 5 85
Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement 0 0 0 0 1 1 3 57
Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries 0 0 0 18 0 0 0 143
Fractional cointegration and real exchange rates 0 1 3 23 8 9 13 84
Fractional cointegration and tests of present value models 0 0 2 58 0 0 5 119
Fractional cointegration in US term spreads 0 0 0 3 0 0 1 39
Fractional cointegration in the consumption and income relationship using semiparametric techniques 0 0 0 3 0 0 4 25
Fractional integration and business cycle features 0 0 0 24 0 1 5 195
Fractional integration and cointegration in US financial time series data 0 0 0 6 0 0 2 27
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry 0 0 0 1 0 0 1 2
Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries 0 0 0 12 0 0 0 42
Fractional integration and mean reversion in stock prices 0 0 0 76 1 2 3 187
Fractional integration and nonlinear deterministic trends in the analysis of time series data 0 0 1 2 0 0 2 9
Fractional integration and structural breaks at unknown periods of time 0 0 1 75 0 3 9 152
Fractional integration and structural breaks in U.S. macro dynamics 0 0 0 24 0 0 2 102
Fractional integration in daily stock market indexes 0 1 5 62 1 2 7 172
Fractional integration in the West African Economic and Monetary Union 0 0 3 20 0 0 6 60
Fractional integration in total factor productivity: evidence from US data 0 0 0 39 0 0 0 149
Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes 0 0 0 37 1 1 3 178
Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK 0 0 0 140 0 0 1 508
Global temperatures and sunspot numbers. Are they related? 0 0 0 7 0 0 0 47
Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling 0 0 0 1 1 1 4 17
Government debt dynamics and the global financial crisis: Has anything changed in the EA12? 0 0 0 19 0 0 1 66
Growth recovery after civil conflict: a fractional integration approach 0 1 1 19 1 2 3 38
Housing sales in urban Beijing 0 0 0 3 0 0 1 22
INFLATION IN SOUTH AFRICA: A TIME‐SERIES VIEW ACROSS SECTORS USING LONG‐RANGE DEPENDENCE 0 0 0 0 0 0 2 56
IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH 0 0 0 0 0 0 1 83
Infant mortality rates: time trends and fractional integration 0 0 0 7 0 0 2 33
Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study 0 0 1 14 1 1 9 91
Inflation Forecasting in Angola: A Fractional Approach 0 0 0 0 1 1 3 50
Inflation Forecasting in Angola: A Fractional Approach 0 0 0 11 1 1 3 45
Inflation analysis in the Central American Monetary Council 0 1 5 9 1 2 33 43
Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory 1 1 2 11 1 1 4 27
Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks 0 0 0 6 0 0 3 31
Inflation in South Africa. A long memory approach 0 0 0 20 0 0 3 87
Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate 0 0 0 1 0 0 3 19
International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications 0 0 0 2 0 0 0 28
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 1 2 0 0 8 36
Introduction to the special issue on: Understanding, quantifying and modelling the terrorist threat 0 0 0 11 0 1 5 47
Investigating the seasonal structure in the German economy using fractional integration with structural breaks 0 0 0 5 0 0 0 38
Investment and saving in Angola and the Feldstein-Horioka puzzle 0 0 0 4 0 0 2 18
Is inflation persistence different in reality? 0 0 0 14 0 1 9 60
Is the US fiscal deficit sustainable?: A fractionally integrated approach 0 0 0 42 0 1 2 177
LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES 0 0 0 0 0 0 2 2
Linear and segmented trends in sea surface temperature data 0 0 0 0 0 0 0 13
Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 3 1 1 1 14
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 5 0 0 4 40
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 2 1 1 3 24
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 0 1 1 3 46
Long Memory in Turkish Unemployment Rates 0 0 1 1 0 0 8 8
Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks 0 0 3 7 2 2 9 33
Long memory and ARFIMA modelling: The case of CPI inflation rate in Ghana 0 0 2 9 1 3 9 22
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate 0 0 0 4 0 0 1 25
Long memory and fractional integration in the housing price series of London and Paris 0 0 1 10 0 1 4 49
Long memory and mean reversion in real exchange rates in Latin America 0 0 1 1 0 0 6 6
Long memory and structural breaks in hyperinflation countries 1 1 1 15 1 1 1 95
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 77
Long memory at the long-run and the seasonal monthly frequencies in the US money stock 0 0 0 4 0 0 1 49
Long memory in US real output per capita 0 0 0 8 0 0 4 40
Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances 0 0 0 39 0 0 0 272
Long memory in the U.S. interest rate 0 0 1 26 0 0 5 94
Long memory in the interest rates in some Asian countries 0 0 0 2 0 0 0 8
Long range dependence in daily stock returns 0 0 0 35 0 0 0 190
Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited 0 0 0 7 0 0 1 43
Long‐Run and Cyclical Dynamics in the US Stock Market 0 0 0 4 1 2 3 24
MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES 0 0 0 0 0 0 1 1
MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS 0 0 0 0 0 0 1 3
Market efficiency of Baltic stock markets: A fractional integration approach 2 2 3 3 6 10 22 22
Mean Reversion in Agricultural Commodity Prices in India 0 0 0 2 1 1 4 25
Mean Reversion of Short-run Interest Rates in Emerging Countries 0 0 0 56 0 0 1 201
Mean reversion and long memory in African stock market prices 0 0 0 36 0 0 7 129
Mean reversion in stock market prices: New evidence based on bull and bear markets 1 1 1 62 1 1 4 218
Mean reversion in the real exchange rates 0 0 3 57 0 0 8 166
Mean reversion of short-run interest rates: empirical evidence from new EU countries 0 0 0 40 0 0 0 105
Measuring length of business cycles across countries using a new non‐stationary unit‐root cyclical approach 0 0 0 0 0 0 0 0
Measuring unemployment persistence in terms of I(d) statistical models 0 0 0 41 0 0 1 234
Modeling persistence of carbon emission allowance prices 0 0 0 7 1 2 7 31
Modelling African inflation rates: nonlinear deterministic terms and long-range dependence 0 0 1 25 0 0 6 71
Modelling U.S. monthly inflation in terms of a jointly seasonal and non‐seasonal long memory process 0 0 0 0 0 0 0 0
Modelling long-run trends and cycles in financial time series data 0 0 0 20 0 0 1 58
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques 0 0 0 16 0 0 3 99
Modelling the Japanese Exchange Rate in Terms of I(d) Statistical Models with Parametric and Semiparametric Techniques 0 0 0 3 0 0 0 41
Modelling the Persistence of Unemployment in Canada 0 1 2 37 2 3 8 160
Modelling the U.S. interest rate in terms of I(d) statistical models 0 0 0 20 1 1 4 73
Modelling the US real GNP with fractionally integrated techniques 0 0 0 18 0 0 0 138
Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks 0 0 0 29 1 2 2 171
Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets 0 0 2 12 0 1 8 48
Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates 0 0 0 5 0 2 10 33
Multiple cyclical fractional structures in financial time series 0 0 0 4 0 0 0 22
Multiple shifts and fractional integration in the US and UK unemployment rates 0 0 0 18 0 0 1 62
NON-LINEARITIES, STRUCTURAL BREAKS AND FRACTIONAL INTEGRATION IN THE ANALYSIS OF THE GHANAIAN AND THE SOUTH AFRICAN CPI INFLATION RATES 0 0 4 9 0 1 15 30
New Evidence on US Current Account Sustainability 1 1 2 13 1 2 4 57
New evidence on long-run monetary neutrality 0 0 3 31 0 1 6 179
New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data 0 0 0 28 1 1 2 93
Nonlinearities and Fractional Integration in the US Unemployment Rate 0 0 0 35 0 1 7 124
Oil price shocks and unemployment in Central and Eastern Europe 0 1 10 12 2 5 29 42
On the invertibility of seasonally adjusted series 0 0 0 1 0 0 5 12
On the persistence and volatility in European, American and Asian stocks bull and bear markets 0 0 1 25 0 1 6 104
Persistence and cycles in US hours worked 0 0 0 3 0 1 4 30
Persistence and cycles in historical oil price data 0 0 2 22 0 1 7 75
Persistence and cycles in the us federal funds rate 0 0 0 2 0 0 2 10
Persistence and cyclical dependence in the monthly euribor rate 0 0 2 7 0 0 12 50
Persistence in some energy futures markets 0 0 0 0 0 1 4 9
Persistence in the cryptocurrency market 0 1 2 2 3 7 19 19
Persistence of precious metal prices: A fractional integration approach with structural breaks 0 0 1 12 0 1 7 70
Persistence, Long Memory, and Unit Roots in Commodity Prices 0 1 1 17 2 4 6 48
Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries 0 0 2 4 1 4 16 25
Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013 0 0 0 5 0 0 2 16
REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION 0 0 1 14 0 0 2 48
Real GDP growth rates across countries: long memory and mean shifts 0 0 0 57 0 0 1 226
Real convergence in Latin America: a fractionally integrated approach 0 0 0 5 0 0 0 35
Real convergence in Taiwan: a fractionally integrated approach 0 0 1 14 0 0 2 78
Real convergence in some emerging countries: a fractionally integrated approach 0 0 1 14 0 0 8 76
Real convergence: empirical evidence for Latin America 0 0 0 34 1 1 1 121
Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques 0 0 0 7 0 0 0 73
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score 0 0 0 2 0 1 1 9
Salient features of dependence in daily US stock market indices 0 0 0 6 0 0 0 41
Searching for Inefficiencies in Exchange Rate Dynamics 0 0 1 5 0 0 3 27
Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series 0 0 0 6 0 0 0 51
Seasonal Monthly Fractional Integration in the UK Unemployment 0 0 0 0 0 0 5 80
Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries 0 0 0 10 0 0 0 61
Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate 0 0 0 17 0 0 0 71
Seasonal fractional components in macroeconomic time series 0 0 0 8 0 0 0 73
Seasonal fractional integration with structural break. An application to the German GNP data 0 0 0 2 0 0 2 25
Seasonal long memory in the US monthly monetary aggregate 0 0 0 12 0 0 0 247
Seasonal long memory in the aggregate output 0 0 0 17 0 0 0 65
Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment 0 0 0 19 0 0 0 98
Semiparametric estimation of the fractional differencing parameter in the UK industrial production index 0 0 1 15 0 1 2 77
Serial correlation in the Spanish Stock Market 0 0 1 32 0 0 3 93
Shocks affecting electricity prices in Kenya, a fractional integration study 0 0 1 6 0 1 5 13
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 2 3 0 2 8 19
Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data 0 0 0 3 0 1 2 17
Stochastic behavior of nominal exchange rates 0 0 0 9 0 0 1 31
Stochastic volatility in the Spanish stock market: a long memory model with a structural break 0 0 0 39 0 0 0 103
Stock market returns and terrorist violence: evidence from the Basque Country 0 1 2 32 1 2 5 75
Strong dependence in the nominal exchange rates of the Polish zloty 0 0 0 0 0 0 0 0
Strong dependence in the real interest rates 0 0 0 39 0 0 0 183
Structural Change and the Order of Integration in Univariate Time Series 0 0 0 25 0 0 1 192
Structural breaks and fractional integration in the US output and unemployment rate 0 0 0 22 1 1 3 85
TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE 0 0 0 24 0 0 2 83
TESTING OF REAL CONVERGENCE IN GERMANY IN THE PRESENCE OF STRUCTURAL BREAKS 0 0 0 0 0 0 1 3
THE PURCHASING POWER PARITY HYPOTHESIS IN THE US–CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY 0 0 0 0 0 0 1 22
Term Structure Persistence 0 0 3 21 1 2 12 74
Terrorism against American citizens in Africa: Related to poverty 0 0 2 35 1 2 6 148
Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies 0 0 0 1 2 2 3 24
Testing Seasonality in the Context of Fractionally Integrated Processes 0 0 0 0 0 0 0 4
Testing Stochastic Cycles in Macroeconomic Time Series 0 0 0 0 1 1 1 1
Testing and forecasting the degree of integration in the US inflation rate 0 0 0 31 0 0 1 208
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 6 0 0 1 95
Testing for bubbles in the BRICS stock markets 0 0 1 2 0 0 10 25
Testing for deterministic and stochastic cycles in macroeconomic time series 0 0 0 19 0 0 0 68
Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials 0 1 4 28 0 1 6 64
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries 0 0 1 44 0 2 6 157
Testing for persistent deviations of stock prices to dividends in the Nasdaq index 0 0 0 13 0 0 0 44
Testing for stock market bubbles using nonlinear models and fractional integration 0 0 1 79 0 0 2 197
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates 0 0 0 8 2 2 4 50
Testing fractional integration with monthly data 0 1 2 63 0 1 4 158
Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time 0 0 0 12 1 1 3 52
Testing of Fractional Cointegration in Macroeconomic Time Series 0 0 1 40 0 1 5 157
Testing of I(d) processes in the real output 0 0 1 6 1 1 6 23
Testing of Unit Root Cycles in the Swedish Economy 0 0 0 15 0 0 2 101
Testing of nonstationary cycles in financial time series data 0 0 0 31 0 0 0 165
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 155 0 2 4 454
Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand 0 0 0 12 1 1 2 54
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 1 1 5 178 1 2 7 447
Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks 0 0 0 36 0 0 1 160
Testing persistence in the context of conditional heteroscedasticity errors 0 0 0 7 0 0 0 23
Testing the Marshall–Lerner Condition in Kenya 0 0 2 11 0 1 7 33
Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses 0 0 0 21 0 0 0 108
Testing the great decoupling: a long memory approach 2 2 6 6 4 7 25 25
Testing the order of integration of the UK Unemployment 0 0 0 212 1 1 6 662
Testing unemployment theories: A multivariate long memory approach 0 0 1 12 0 0 4 42
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 0 0
The Deaton paradox in a long memory context with structural breaks 0 0 0 8 0 1 3 67
The EMBI in Latin America: Fractional integration, non-linearities and breaks 1 1 2 3 1 3 9 15
The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach 0 0 1 1 0 0 4 19
The Housing Markets in Spain and Portugal: Evidence of Persistence 0 0 1 18 2 2 6 93
The Impact of Ethnic Violence in Kenya on Wheat and Maize Markets 0 0 0 5 0 1 2 33
The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 0 0 0 5 0 1 4 32
The Stochastic Permanent Break Model and the Fractional Integration Hypothesis 0 0 0 30 0 0 1 109
The Sustainability of European External Debt: What have We Learned? 1 5 60 86 2 6 67 133
The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics 0 0 0 0 0 1 1 41
The asymmetric behaviour of spanish unemployment persistence 1 1 8 16 1 1 17 40
The demand for money in Angola 0 2 5 12 2 5 14 25
The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration 0 0 0 15 0 0 2 82
The effect of intellectual capital on firms' financial performance: an empirical investigation in India 0 0 1 5 1 1 7 17
The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches 0 0 1 6 2 4 17 39
The fisher relationship in Nigeria 0 0 1 3 1 2 5 17
The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets 1 1 3 10 2 2 7 22
The housing market in Beijing and delays in sales: A fractional polynomial survival model 0 0 0 5 0 0 3 30
The macroeconomy of Angola: breaks and persistence in Angolan macro data 0 0 1 12 1 1 5 36
The nature of occupational unemployment rates in the United States: hysteresis or structural? 0 0 0 26 0 0 1 133
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine 0 0 1 40 1 3 10 231
The permanent income hypothesis: A new framework based on fractional integration and cointegration 0 0 0 0 0 0 0 4
The persistence and asymmetric volatility in the Nigerian stock bull and bear markets 0 0 0 12 0 1 3 66
The persistence of earnings per share 0 0 0 32 0 0 3 138
The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models 0 1 1 112 1 4 5 566
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis 1 3 8 8 1 6 27 27
The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration 0 0 1 17 2 3 10 55
The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence 0 0 1 5 1 2 9 20
The stochastic unit root model and fractional integration: An extension to the seasonal case 0 0 0 0 0 0 1 1
The timing of ETA terrorist attacks 0 0 4 141 1 4 21 608
The weekend effect: a fractional integration and trading robot analysis 0 0 0 4 1 3 4 15
The weekend effect: an exploitable anomaly in the Ukrainian stock market? 0 0 0 0 0 0 5 14
The weekly structure of US stock prices 0 0 0 17 0 0 0 43
Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach 1 1 4 10 4 11 27 44
Time series analysis of persistence in crude oil price volatility across bull and bear regimes 0 0 0 6 0 2 9 33
Tourism in Iceland: Persistence and seasonality 0 0 2 5 1 1 9 16
Tourism in the Canary Islands: forecasting using several seasonal time series models 0 0 2 51 0 0 4 201
Trade Balance and Exchange Rate: Unit Roots, Co-integration and Long Memory in the US and the UK 0 0 0 39 1 1 2 145
Trends and cycles in historical gold and silver prices 0 0 0 12 1 5 15 64
U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior 0 0 0 5 1 1 9 80
U.S. shale oil production and WTI prices behaviour 0 1 6 9 0 4 15 25
UK Unemployment Dynamics: a Fractionally Cointegrated Approach 0 1 1 1 0 3 4 53
US stock market volatility persistence: evidence before and after the burst of the IT bubble 0 1 1 34 0 2 3 117
Uncovering the US term premium: An alternative route 0 1 4 32 0 2 9 126
Unemployment and entrepreneurship: A cyclical relation? 0 0 3 65 2 2 13 207
Unemployment and input prices: a fractional cointegration approach 0 0 0 40 1 1 4 179
Unemployment and real oil prices in Australia: a fractionally cointegrated approach 1 1 1 82 1 1 1 302
Unemployment hysteresis: empirical evidence for Latin America 1 1 2 61 1 1 8 182
Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis 0 0 3 32 0 0 6 101
Unemployment rate cycles in Europe 0 1 3 6 0 2 5 11
Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series 0 0 0 1 0 0 1 8
Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate 0 0 0 6 1 1 2 64
Unit and fractional roots with deterministic trends in the UK output 0 0 0 0 1 2 4 9
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 0 0 5 19 1 3 14 76
Total Journal Articles 21 60 323 5,966 141 324 1,452 24,537


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Terrorism: The Case of ETA 0 2 4 11 0 2 6 31
Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data 0 0 0 0 2 3 7 13
Total Chapters 0 2 4 11 2 5 13 44


Statistics updated 2019-08-03