| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A new unit root analysis for testing hysteresis in unemployment |
0 |
0 |
1 |
85 |
1 |
1 |
15 |
152 |
| An Information-Based Index of Uncertainty and the predictability of Energy Prices |
0 |
0 |
0 |
11 |
2 |
5 |
21 |
44 |
| Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests |
0 |
0 |
1 |
13 |
1 |
1 |
12 |
55 |
| Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break |
0 |
0 |
0 |
29 |
2 |
2 |
14 |
112 |
| Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework |
0 |
0 |
0 |
11 |
2 |
2 |
12 |
86 |
| Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods |
0 |
0 |
0 |
6 |
1 |
1 |
14 |
33 |
| Convergence among themselves and Middle-income trap of South-East Asian Nations: Findings from a New approach |
0 |
0 |
0 |
11 |
2 |
2 |
17 |
46 |
| Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break |
0 |
0 |
1 |
5 |
1 |
1 |
12 |
20 |
| Determinants of Desired and Actual Number of Children and the Risk of having more than Two Children in Ghana and Nigeria |
1 |
2 |
2 |
16 |
4 |
9 |
19 |
105 |
| Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? |
0 |
0 |
0 |
9 |
4 |
4 |
56 |
120 |
| Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
97 |
| Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm |
0 |
0 |
0 |
11 |
2 |
2 |
12 |
36 |
| Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks |
0 |
0 |
0 |
24 |
3 |
5 |
17 |
76 |
| Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data |
0 |
0 |
0 |
31 |
3 |
5 |
19 |
83 |
| GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features |
0 |
0 |
0 |
5 |
1 |
2 |
10 |
44 |
| Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach |
0 |
0 |
0 |
12 |
5 |
9 |
27 |
39 |
| Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework |
0 |
0 |
0 |
19 |
3 |
4 |
22 |
58 |
| High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach |
0 |
3 |
3 |
44 |
2 |
17 |
36 |
127 |
| Household Expenditure In Africa: Evidence Of Mean Reversion |
0 |
0 |
1 |
17 |
0 |
2 |
14 |
38 |
| How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash? |
0 |
0 |
0 |
16 |
1 |
2 |
8 |
74 |
| How do Stocks in BRICS co-move with REITs? |
0 |
0 |
1 |
19 |
2 |
2 |
13 |
96 |
| How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses |
0 |
0 |
0 |
7 |
3 |
4 |
15 |
33 |
| Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test |
1 |
1 |
1 |
34 |
2 |
3 |
27 |
125 |
| Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach |
0 |
0 |
0 |
19 |
4 |
7 |
17 |
91 |
| Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques |
0 |
0 |
1 |
18 |
1 |
1 |
16 |
46 |
| Investigating Structural break-GARCH-based Unit root test in US exchange rates |
0 |
0 |
0 |
18 |
1 |
2 |
16 |
52 |
| Is there Convergence between the Brics and International Securitized Property Markets? |
0 |
0 |
0 |
11 |
3 |
6 |
13 |
37 |
| Is there convergence between the BRICS and International REIT Markets? |
0 |
0 |
0 |
21 |
2 |
3 |
16 |
84 |
| Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North |
0 |
0 |
1 |
9 |
3 |
3 |
20 |
64 |
| Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria |
0 |
0 |
0 |
3 |
2 |
3 |
12 |
34 |
| Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends |
0 |
0 |
1 |
3 |
16 |
19 |
51 |
111 |
| Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration |
0 |
0 |
0 |
46 |
3 |
4 |
30 |
158 |
| Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test |
0 |
0 |
1 |
22 |
3 |
3 |
16 |
53 |
| Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach |
0 |
0 |
0 |
20 |
2 |
3 |
31 |
168 |
| Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic |
0 |
0 |
0 |
9 |
1 |
1 |
10 |
24 |
| Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations |
0 |
0 |
0 |
1 |
2 |
3 |
16 |
19 |
| Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR |
0 |
0 |
0 |
28 |
1 |
2 |
10 |
72 |
| Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries |
0 |
0 |
0 |
12 |
4 |
6 |
14 |
59 |
| Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields |
0 |
0 |
1 |
14 |
4 |
6 |
19 |
39 |
| Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models |
0 |
0 |
0 |
5 |
3 |
4 |
14 |
60 |
| Oil shocks and volatility of green investments: GARCH-MIDAS analyses |
0 |
0 |
1 |
13 |
1 |
1 |
21 |
39 |
| On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re-Assessment |
0 |
0 |
0 |
9 |
2 |
2 |
14 |
60 |
| On the persistence and volatility in European, American and Asian stocks bull and bear markets |
0 |
0 |
0 |
1 |
3 |
6 |
18 |
58 |
| Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices |
1 |
1 |
1 |
41 |
3 |
3 |
19 |
34 |
| Rural and Urban price inflation components in Nigeria: Persistence, Connectedness and Spillovers |
2 |
2 |
3 |
7 |
8 |
9 |
24 |
34 |
| Social Structure and Variation in the Family Formation Process: The Case of Age at First Marriage and Duration between First Marriage and First Birth in selected sub-Saharan African Countries |
0 |
0 |
0 |
1 |
4 |
4 |
13 |
48 |
| Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours |
0 |
0 |
0 |
22 |
2 |
5 |
20 |
66 |
| Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence |
0 |
0 |
0 |
14 |
3 |
5 |
14 |
34 |
| Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries |
0 |
0 |
0 |
16 |
3 |
4 |
13 |
30 |
| Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries |
0 |
0 |
0 |
3 |
2 |
4 |
16 |
24 |
| Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions |
0 |
0 |
1 |
37 |
5 |
6 |
21 |
88 |
| Testing day-of-the-week persistence and seasonality in Spanish Electricity Energy prices |
0 |
0 |
0 |
4 |
3 |
3 |
10 |
16 |
| Testing for Persistence in German Green and Brown Stock Market Indices |
0 |
0 |
0 |
5 |
0 |
1 |
7 |
13 |
| The Persistence of Stock Market Returns during the Presidential elections in Nigeria |
0 |
0 |
1 |
18 |
3 |
5 |
34 |
73 |
| The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration |
0 |
0 |
0 |
29 |
4 |
4 |
17 |
91 |
| Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes |
0 |
0 |
0 |
21 |
2 |
3 |
13 |
120 |
| Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses |
0 |
0 |
0 |
63 |
1 |
2 |
16 |
43 |
| Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management |
0 |
0 |
0 |
22 |
1 |
2 |
13 |
33 |
| Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function |
0 |
0 |
0 |
18 |
2 |
2 |
15 |
54 |
| Total Working Papers |
5 |
9 |
23 |
1,038 |
155 |
234 |
1,060 |
3,828 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* |
0 |
0 |
2 |
9 |
1 |
2 |
17 |
50 |
| A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis |
0 |
0 |
0 |
1 |
0 |
1 |
15 |
20 |
| ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS |
0 |
0 |
0 |
2 |
2 |
2 |
4 |
29 |
| ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS |
0 |
0 |
0 |
1 |
3 |
3 |
16 |
18 |
| African stock markets’ connectedness: Quantile VAR approach |
0 |
0 |
1 |
6 |
1 |
3 |
23 |
44 |
| Assessing Market Efficiency And Volatility Of Exchange Rates in South Africa and United Kingdom: Analysis Using Hurst Exponent |
0 |
0 |
0 |
14 |
3 |
5 |
13 |
68 |
| CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
11 |
| CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
19 |
| Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework |
0 |
0 |
0 |
1 |
3 |
4 |
12 |
46 |
| Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework |
0 |
0 |
0 |
5 |
4 |
5 |
11 |
48 |
| Convergence of gender unemployment gaps in Africa: new evidence from Fourier ADF and KPSS unit root tests with break |
1 |
1 |
1 |
1 |
4 |
7 |
14 |
14 |
| Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
50 |
| Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga |
0 |
1 |
3 |
61 |
2 |
8 |
28 |
179 |
| Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries |
0 |
0 |
0 |
2 |
0 |
3 |
15 |
31 |
| Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration |
0 |
0 |
0 |
16 |
2 |
2 |
16 |
68 |
| Forecasting Market Fear: the roles of policy uncertainty and geopolitical Risk |
0 |
1 |
1 |
1 |
5 |
11 |
11 |
11 |
| Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data |
0 |
0 |
0 |
2 |
1 |
2 |
7 |
26 |
| GROWTH SLOWDOWNS AND MIDDLE-INCOME TRAP: EVIDENCE FROM NEW UNIT ROOT FRAMEWORK |
0 |
0 |
4 |
6 |
0 |
2 |
24 |
36 |
| Global temperatures and sunspot numbers. Are they related? |
0 |
0 |
0 |
9 |
0 |
0 |
9 |
74 |
| Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach |
0 |
0 |
2 |
5 |
2 |
2 |
20 |
35 |
| Growth and growth disparities in Africa: Are differences in renewable energy use, technological advancement, and institutional reforms responsible? |
0 |
0 |
0 |
3 |
1 |
2 |
11 |
30 |
| How do stocks in BRICS co-move with real estate stocks? |
0 |
0 |
0 |
4 |
2 |
2 |
16 |
41 |
| How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses |
0 |
0 |
0 |
4 |
0 |
2 |
9 |
18 |
| How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? |
0 |
0 |
0 |
9 |
1 |
1 |
10 |
50 |
| Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test |
0 |
0 |
0 |
7 |
2 |
2 |
10 |
85 |
| Investigating Asian regional income convergence using Fourier Unit Root test with Break |
0 |
0 |
0 |
0 |
2 |
2 |
12 |
17 |
| Investigating Asian regional income convergence using Fourier Unit Root test with Break |
0 |
0 |
0 |
12 |
0 |
0 |
12 |
62 |
| Is There Convergence Between BRICS Listed Property Stocks and International REITs? |
0 |
0 |
0 |
1 |
0 |
2 |
9 |
13 |
| Life expectancy in West African countries: Evidence of convergence and catching up with the north |
0 |
0 |
0 |
2 |
2 |
2 |
8 |
16 |
| Life expectancy in West African countries: Evidence of convergence and catching up with the north |
0 |
0 |
0 |
1 |
3 |
3 |
3 |
13 |
| Mapping US presidential terms with S&P500 index: Time series analysis approach |
0 |
0 |
0 |
1 |
1 |
1 |
12 |
31 |
| Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic |
0 |
0 |
2 |
6 |
1 |
2 |
19 |
39 |
| Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration |
0 |
0 |
0 |
8 |
3 |
3 |
21 |
66 |
| Market efficiency of Baltic stock markets: A fractional integration approach |
0 |
0 |
0 |
16 |
1 |
1 |
10 |
82 |
| Model-free and model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations |
0 |
0 |
1 |
1 |
2 |
2 |
17 |
19 |
| Modeling persistence and non-linearities in the US treasury 10-year bond yields |
0 |
0 |
2 |
7 |
4 |
5 |
24 |
40 |
| Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries |
0 |
0 |
0 |
3 |
1 |
4 |
10 |
27 |
| Modelling cryptocurrency high–low prices using fractional cointegrating VAR |
0 |
0 |
0 |
4 |
1 |
3 |
14 |
29 |
| Oil shocks and volatility of green investments: GARCH-MIDAS analyses |
0 |
0 |
2 |
5 |
0 |
1 |
14 |
27 |
| On the persistence and volatility in European, American and Asian stocks bull and bear markets |
0 |
0 |
0 |
29 |
1 |
2 |
10 |
141 |
| Persistence and volatility spillovers of bitcoin price to gold and silver prices |
0 |
0 |
1 |
4 |
2 |
4 |
29 |
45 |
| Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities |
0 |
0 |
2 |
3 |
0 |
2 |
29 |
39 |
| Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach |
1 |
1 |
1 |
1 |
2 |
2 |
22 |
34 |
| Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications |
0 |
0 |
0 |
0 |
1 |
3 |
16 |
16 |
| Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlund's GARCH‐based unit root test |
0 |
0 |
0 |
6 |
1 |
2 |
22 |
44 |
| Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships? |
0 |
0 |
1 |
4 |
1 |
1 |
21 |
29 |
| Tail risk dependence, co-movement and predictability between green bond and green stocks |
0 |
0 |
1 |
14 |
2 |
2 |
13 |
43 |
| Testing Day-Of-The-Week Persistence and Seasonality in Spanish Electricity Energy Prices |
0 |
0 |
0 |
2 |
1 |
1 |
9 |
16 |
| Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time |
0 |
0 |
0 |
15 |
0 |
1 |
5 |
72 |
| Testing fractional unit roots with non-linear smooth break approximations using Fourier functions |
0 |
0 |
1 |
2 |
2 |
4 |
24 |
41 |
| Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques |
0 |
0 |
1 |
1 |
2 |
3 |
10 |
22 |
| The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets |
0 |
0 |
0 |
12 |
3 |
4 |
10 |
48 |
| The persistence and asymmetric volatility in the Nigerian stock bull and bear markets |
0 |
1 |
1 |
16 |
1 |
2 |
17 |
103 |
| The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration |
0 |
0 |
0 |
27 |
1 |
2 |
15 |
152 |
| Time Series Analysis of the Behaviour of Import and Export of Agricultural and Non-Agricultural Goods in West Africa: A Case Study of Nigeria |
0 |
0 |
0 |
11 |
1 |
2 |
14 |
117 |
| Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach |
0 |
0 |
0 |
21 |
1 |
3 |
12 |
121 |
| Time series analysis of persistence in crude oil price volatility across bull and bear regimes |
0 |
1 |
1 |
11 |
0 |
2 |
12 |
70 |
| Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series |
0 |
0 |
0 |
12 |
0 |
0 |
4 |
60 |
| Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses |
0 |
0 |
2 |
3 |
2 |
5 |
20 |
31 |
| Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management |
0 |
0 |
0 |
4 |
0 |
3 |
16 |
37 |
| Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends |
0 |
0 |
1 |
6 |
1 |
1 |
25 |
51 |
| Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function |
0 |
0 |
0 |
1 |
3 |
3 |
10 |
25 |
| Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data |
0 |
0 |
2 |
6 |
1 |
3 |
36 |
45 |
| Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis |
0 |
0 |
0 |
12 |
2 |
2 |
14 |
93 |
| Total Journal Articles |
2 |
6 |
36 |
461 |
93 |
163 |
928 |
3,077 |
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