Works matching AU Gil-Alana, Luis Alberiko

Results: 76

The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2159736

By:

Abakah, Emmanuel Joel Aikins;
Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko

Publication type:

Article

Trends and cycles in macro series: The case of US real GDP.

Published in:

Bulletin of Economic Research, 2022, v. 74, n. 1, p. 123, doi. 10.1111/boer.12278

By:

Caporale, Guglielmo Maria;
Gil‐Alana, Luis Alberiko

Publication type:

Article

Long memory and fractional integration in the housing price series of London and Paris.

Published in:

Applied Economics, 2014, v. 46, n. 27, p. 3377, doi. 10.1080/00036846.2014.929630

By:

Gil-Alana, Luis Alberiko;
Barros, Carlos;
Peypoch, Nicolas

Publication type:

Article

Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks.

Published in:

Applied Economics, 2014, v. 46, n. 21, p. 2545, doi. 10.1080/00036846.2014.907482

By:

Gil-Alana, Luis Alberiko;
Barros, Carlos;
Faria, Joao Ricardo

Publication type:

Article

Unemployment in Africa: A Fractional Integration Approach.

Published in:

South African Journal of Economics, 2018, v. 86, n. 1, p. 76, doi. 10.1111/saje.12178

By:

Caporale, Guglielmo Maria;
Gil‐Alana, Luis Alberiko

Publication type:

Article

MOZAMBIQUE METICAL EXCHANGE RATE DYNAMICS: EVIDENCE OF FRACTIONAL CO-INTEGRATION IN THE USA AND SOUTH AFRICAN RATES.

Published in:

South African Journal of Economics, 2015, v. 83, n. 4, p. 569, doi. 10.1111/saje.12078

By:

BARROS, CARLOS P.;
ALBERIKO GIL-ALANA, LUIS;
FARIA, JOÃO

Publication type:

Article

Testing the Marshall- Lerner Condition in Kenya.

Published in:

South African Journal of Economics, 2015, v. 83, n. 2, p. 253, doi. 10.1111/saje.12052

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko;
Mudida, Robert

Publication type:

Article

IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON-LINEAR APPROACH.

Published in:

South African Journal of Economics, 2011, v. 79, n. 1, p. 68, doi. 10.1111/j.1813-6982.2011.01266.x

By:

Mourelle, Estefania;
Cuestas, Juan Carlos;
Gil-alana, Luis Alberiko

Publication type:

Article

Inflation Persistence in the G7: The Effects of the Covid‐19 Pandemic and of the Russia‐Ukraine War.

Published in:

Manchester School (1463-6786), 2025, v. 93, n. 3, p. 281, doi. 10.1111/manc.12507

By:

Usman, Nuruddeen;
Gil‐Alana, Luis Alberiko

Publication type:

Article

Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data.

Published in:

Manchester School (1463-6786), 2019, v. 87, n. 1, p. 24, doi. 10.1111/manc.12213

By:

Gil‐Alana, Luis Alberiko;
Gupta, Rangan

Publication type:

Article

Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity.

Published in:

Econometrics (2225-1146), 2024, v. 12, n. 4, p. 39, doi. 10.3390/econometrics12040039

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko;
Piqueras Martinez, Pedro Jose

Publication type:

Article

Exponential Time Trends in a Fractional Integration Model.

Published in:

Econometrics (2225-1146), 2024, v. 12, n. 2, p. 15, doi. 10.3390/econometrics12020015

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko

Publication type:

Article

Stock market indices and sustainability: A comparison between them.

Published in:

Journal of Sustainable Finance & Investment, 2024, v. 14, n. 3, p. 642, doi. 10.1080/20430795.2021.1896988

By:

de Dios-Alija, Teresa;
del Río Caballero, Marta;
Gil-Alana, Luis Alberiko;
Martin-Valmayor, Miguel

Publication type:

Article

Labour market mismatches in G7 countries: a fractional integration approach.

Published in:

Applied Economics, 2025, v. 57, n. 7, p. 736, doi. 10.1080/00036846.2024.2305620

By:

A. Gil-Alana, Luis Alberiko;
González-Blanch, María Jesús;
Poza, Carlos

Publication type:

Article

Persistence and long memory in monetary policy spreads.

Published in:

Applied Economics, 2024, v. 56, n. 20, p. 2422, doi. 10.1080/00036846.2023.2186371

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko

Publication type:

Article

Unemployment and COVID-19: an analysis of change in persistence.

Published in:

Applied Economics, 2023, v. 55, n. 39, p. 4511, doi. 10.1080/00036846.2022.2129574

By:

Bermejo, Lorenzo;
Malmierca-Ordoqui, Maria;
Gil-Alana, Luis Alberiko

Publication type:

Article

Persistence and trends in CO<sub>2</sub> emissions in Africa: is Chinese FDI behind these features?

Published in:

Applied Economics, 2023, v. 55, n. 30, p. 3498, doi. 10.1080/00036846.2022.2115452

By:

Claudio-Quiroga, Gloria;
Gil-Alana, Luis Alberiko;
Maiza-Larrarte, Andoni

Publication type:

Article

The influence of economic policy uncertainty shocks on art market.

Published in:

Applied Economics, 2023, v. 55, n. 29, p. 3404, doi. 10.1080/00036846.2022.2114999

By:

Abakah, Emmanuel Joel Aikins;
Tiwari, Aviral Kumar;
Kwesi Arthur, Emmanuel;
Gil-Alana, Luis Alberiko

Publication type:

Article

US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach.

Published in:

Applied Economics, 2023, v. 55, n. 3, p. 283, doi. 10.1080/00036846.2022.2086686

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko;
Abakah, Emmanuel Joel Aikins

Publication type:

Article

The impact of COVID-19 on Turkey's tourism sector: fresh evidence from the fractional integration approach.

Published in:

Applied Economics, 2022, v. 54, n. 27, p. 3074, doi. 10.1080/00036846.2022.2047602

By:

Yucel, Ali Gokhan;
Koksal, Cihat;
Acar, Sevil;
Gil-Alana, Luis Alberiko

Publication type:

Article

Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries.

Published in:

Applied Economics, 2021, v. 53, n. 43, p. 5018, doi. 10.1080/00036846.2021.1912700

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko;
Malmierca, Maria

Publication type:

Article

Mean reversion in monetary aggregates in Chile.

Published in:

Applied Economics, 2021, v. 53, n. 13, p. 1572, doi. 10.1080/00036846.2020.1838433

By:

Martin-Valmayor, Miguel Angel;
Gil-Alana, Luis Alberiko;
Monge Moreno, Manuel;
Madariaga Becerra, Luis

Publication type:

Article

Temperature Anomalies in the Northern and Southern Hemispheres: Evidence of Persistence and Trends.

Published in:

Advances in Meteorology, 2024, v. 2024, p. 1, doi. 10.1155/2024/8900065

By:

Gil-Alana, Luis Alberiko;
Carmona-González, Nieves;
Donateo, Antonio

Publication type:

Article

On the persistence of UK inflation: A long‐range dependence approach.

Published in:

International Journal of Finance & Economics, 2022, v. 27, n. 1, p. 439, doi. 10.1002/ijfe.2161

By:

Caporale, Guglielmo Maria;
Gil‐Alana, Luis Alberiko;
Trani, Tommaso

Publication type:

Article

THE PURCHASING POWER PARITY HYPOTHESIS IN THE US-CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY.

Published in:

International Journal of Finance & Economics, 2013, v. 18, n. 1, p. 82, doi. 10.1002/ijfe.461

By:

Alberiko Gil‐Alana, Luis;
Jiang, Liang

Publication type:

Article

TOURISM PERSISTENCE IN ASEAN COUNTRIES: THE IMPACT OF COVID-19.

Published in:

Tourism & Hospitality Management, 2024, v. 30, n. 3, p. 447, doi. 10.20867/thm.30.3.7

By:

IMERI, Amir;
GIL-ALANA, Luis Alberiko

Publication type:

Article

TESTING VOLATILITY PERSISTENCE WITH FRACTIONAL INTEGRATIONAND COINTEGRATION IN WORLDWIDE COMMODITY MARKETS.

Published in:

International Journal of Business & Economics (IJBE), 2023, v. 8, n. 2, p. 32, doi. 10.58885/ijbe.v08i2.032.mk

By:

Kamal, Mariam;
Alberiko Gil-Alana, Luis

Publication type:

Article

Persistent and Long-Term Co-Movements between Gender Equality and Global Prices.

Published in:

Economies, 2024, v. 12, n. 7, p. 175, doi. 10.3390/economies12070175

By:

Infante, Juan;
del Rio, Marta;
Gil-Alana, Luis Alberiko

Publication type:

Article

TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE.

Published in:

Macroeconomic Dynamics, 2009, v. 13, n. 5, p. 580, doi. 10.1017/S1365100509080249

By:

Gil-Alana, Luis Alberiko;
Moreno, Antonio

Publication type:

Article

Carlos Pestana Barros.

Published in:

2017

By:

Gil-Alana, Luis Alberiko;
Faria, Joao Ricardo

Publication type:

Obituary

CO<sub>2</sub> emissions in Latin America: a time series perspective based on fractional integration.

Published in:

Environmental Science & Pollution Research, 2023, v. 30, n. 50, p. 109585, doi. 10.1007/s11356-023-29987-4

By:

Asturias-Schaub, Luis Rodrigo;
Gil-Alana, Luis Alberiko

Publication type:

Article

Mean reversion and convergence of ecological footprint in the MENA region: evidence from a fractional integration procedure.

Published in:

Environmental Science & Pollution Research, 2023, v. 30, n. 12, p. 35384, doi. 10.1007/s11356-022-24678-y

By:

Bello, Mufutau Opeyemi;
Gil-Alana, Luis Alberiko;
Ch'ng, Kean Siang

Publication type:

Article

Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2016, v. 20, n. 1, p. 57, doi. 10.1515/snde-2014-0005

By:

Carlos, Juan Carlos;
Gil-Alana, Luis Alberiko

Publication type:

Article

A look at the Spanish film industry and its level of persistence.

Published in:

Humanities & Social Sciences Communications, 2024, v. 11, n. 1, p. 1, doi. 10.1057/s41599-023-02563-4

By:

Gil-Ruiz, Francisco José;
Gil-Alana, Luis Alberiko;
Hernández-Herrera, María;
Ayestarán-Crespo, Raquel

Publication type:

Article

A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market.

Published in:

Mathematics (2227-7390), 2024, v. 12, n. 22, p. 3487, doi. 10.3390/math12223487

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko

Publication type:

Article

Evidence of Inflation Using Harmonized Consumer Price Indices in Some Euro Countries: France, Germany, Italy, and Spain, along with the Euro Zone.

Published in:

Mathematics (2227-7390), 2023, v. 11, n. 10, p. 2365, doi. 10.3390/math11102365

By:

Ayestarán, Raquel;
Infante, Juan;
Tenorio, Juan José;
Gil-Alana, Luis Alberiko

Publication type:

Article

Fractional Integration and the Persistence of UK Inflation, 1210–2016.

Published in:

Economic Papers, 2020, v. 39, n. 2, p. 162, doi. 10.1111/1759-3441.12275

By:

Caporale, Guglielmo Maria;
Gil‐Alana, Luis Alberiko

Publication type:

Article

Tourism and covid-19 in three European cities. Change in persistence.

Published in:

Cogent Social Sciences, 2024, v. 10, n. 1, p. 1, doi. 10.1080/23311886.2024.2358159

By:

Claudio-Quiroga, Gloria;
de Villanueva, Cecilia Font;
Gil-Alana, Luis Alberiko

Publication type:

Article

THE GLOBAL FINANCIAL CRISIS: TESTING FOR FRACTIONAL COINTEGRATION BETWEEN THE US AND NIGERIAN STOCK MARKETS.

Published in:

Journal of Developing Areas, 2017, v. 51, n. 4, p. 29, doi. 10.1353/jda.2017.0086

By:

Yaya, OlaOluwa Simon;
Olubusoye, Olusanya Elisa;
Gil-Alana, Luis Alberiko

Publication type:

Article

LONG MEMORY AND ARFIMA MODELLING: THE CASE OF CPI INFLATION RATE IN GHANA.

Published in:

Journal of Developing Areas, 2016, v. 50, n. 3, p. 287, doi. 10.1353/jda.2016.0107

By:

Boateng, Alexander;
‘Maseka, Lesaoana;
Siweya, Hlengani;
Belete, Abenet;
Gil-Alana, Luis Alberiko

Publication type:

Article

The Euribor rate: a forecasting exercise based on fractional integration.

Published in:

Applied Economics Letters, 2025, v. 32, n. 2, p. 179, doi. 10.1080/13504851.2023.2259592

By:

Cuestas, Juan Carlos;
Gil-Alana, Luis Alberiko

Publication type:

Article

Alcohol consumption in the G7 countries (1960–2021). Permanent versus transitory shocks.

Published in:

PLoS ONE, 2024, v. 19, n. 12, p. 1, doi. 10.1371/journal.pone.0314877

By:

Gil-Alana, Luis Alberiko;
Lopez, Gema;
Hernández-Herrera, María

Publication type:

Article

Persistence in China's household consumption level: implications for the new growth model.

Published in:

Journal of Economics & Finance, 2025, v. 49, n. 1, p. 283, doi. 10.1007/s12197-025-09709-x

By:

Claudio-Quiroga, Gloria;
Gil-Alana, Luis Alberiko;
Larrarte, Andoni Maiza

Publication type:

Article

Profitability of private equity: mean reversion and transitory shocks.

Published in:

Journal of Economics & Finance, 2023, v. 47, n. 2, p. 458, doi. 10.1007/s12197-022-09606-7

By:

Gil-Alana, Luis Alberiko;
Puertolas-Montanes, Francisco

Publication type:

Article

Inflation in the G7 countries: persistence and structural breaks.

Published in:

Journal of Economics & Finance, 2022, v. 46, n. 3, p. 493, doi. 10.1007/s12197-022-09576-w

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko;
Poza, Carlos

Publication type:

Article

Stochastic convergence of renewable energy consumption in OECD countries: a fractional integration approach.

Published in:

Environmental Science & Pollution Research, 2018, v. 25, n. 18, p. 17289, doi. 10.1007/s11356-018-1920-7

By:

Solarin, Sakiru Adebola;
Gil-Alana, Luis Alberiko;
Al-Mulali, Usama

Publication type:

Article

New Evidence on US Current Account Sustainability.

Published in:

International Journal of Business & Economics, 2008, v. 7, n. 1, p. 1

By:

Juncal Cuñado;
Gil-Alana, Luis Alberiko;
de Gracia, Fernando Perez

Publication type:

Article

UNEMPLOYMENT HYSTERESIS: EMPIRICAL EVIDENCE FOR LATIN AMERICA.

Published in:

Journal of Applied Economics, 2012, v. 15, n. 2, p. 213, doi. 10.1016/S1514-0326(12)60010-5

By:

AYALA, ASTRID;
CUÑADO, JUNCAL;
GIL-ALANA, LUIS ALBÉRIKO

Publication type:

Article

Trends in road accidents on Brazil's highways: Evidence of persistence using fractional integration.

Published in:

PLoS ONE, 2023, v. 18, n. 7, p. 1, doi. 10.1371/journal.pone.0287302

By:

Wanke, Peter;
Gil-Alana, Luis Alberiko;
Tan, Yong

Publication type:

Article

Gold and silver as safe havens: A fractional integration and cointegration analysis.

Published in:

PLoS ONE, 2023, v. 18, n. 3, p. 1, doi. 10.1371/journal.pone.0282631

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko

Publication type:

Article