Works by Gil-Alana, Luis Alberiko

Results: 76

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 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

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

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

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

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

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

Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach.

Published in:

International Advances in Economic Research, 2024, v. 30, n. 3, p. 231, doi. 10.1007/s11294-024-09909-x

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko;
Rubino, Nicola;
Vilchez, Inmaculada

Publication type:

Article

U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks.

Published in:

International Advances in Economic Research, 2023, v. 29, n. 1/2, p. 79, doi. 10.1007/s11294-023-09868-9

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko

Publication type:

Article

Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries.

Published in:

International Advances in Economic Research, 2020, v. 26, n. 3, p. 303, doi. 10.1007/s11294-020-09796-y

By:

Yaya, OlaOluwa Simon;
Gil-Alana, Luis Alberiko

Publication type:

Article

Unemployment rate cycles in Europe.

Published in:

Applied Economics Letters, 2017, v. 24, n. 2, p. 136, doi. 10.1080/13504851.2016.1170926

By:

Cuestas, Juan Carlos;
Gil-Alana, Luis Alberiko

Publication type:

Article

Fractional integration and cointegration in merger and acquisitions in the US petroleum industry.

Published in:

Applied Economics Letters, 2016, v. 23, n. 10, p. 701, doi. 10.1080/13504851.2015.1100245

By:

Monge, Manuel;
Gil-Alana, Luís Alberiko

Publication type:

Article

Fractional cointegration in US term spreads.

Published in:

Applied Economics Letters, 2012, v. 19, n. 5, p. 431, doi. 10.1080/13504851.2011.581205

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko

Publication type:

Article

Brazilian airline industry: Persistence and breaks.

Published in:

International Journal of Sustainable Transportation, 2016, v. 10, n. 9, p. 794, doi. 10.1080/15568318.2016.1150533

By:

Barros, Carlos Pestana;
Gil-Alana, Luis Alberiko;
Wanke, Peter

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

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

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

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

Long Memory in Turkish Unemployment Rates.

Published in:

Emerging Markets Finance & Trade, 2019, v. 55, n. 1, p. 201, doi. 10.1080/1540496X.2018.1425837

By:

Gil-Alana, Luis Alberiko;
Ozdemir, Zeynel Abidin;
Tansel, Aysit

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

Non-linearities and persistence in US long-run interest rates.

Published in:

Applied Economics Letters, 2022, v. 29, n. 4, p. 366, doi. 10.1080/13504851.2021.1897511

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko;
Martin-Valmayor, Miguel Ángel

Publication type:

Article

A performance assessment of Mozambique banks: a Bayesian stochastic frontier.

Published in:

Applied Economics, 2017, v. 49, n. 45, p. 4579, doi. 10.1080/00036846.2017.1287857

By:

Gil-Alana, Luis Alberiko;
Barros, Carlos;
Mandlaze, Dercio

Publication type:

Article

Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score.

Published in:

Applied Economics, 2016, v. 48, n. 29, p. 2675, doi. 10.1080/00036846.2015.1128076

By:

Ayala, Astrid;
Blazsek, Szabolcs;
Cuñado, Juncal;
Gil-Alana, Luis Albériko

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

Persistence of airline accidents.

Published in:

Disasters, 2010, v. 34, n. 4, p. 1123, doi. 10.1111/j.1467-7717.2010.01186.x

By:

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

Publication type:

Article

Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks.

Published in:

Journal of International Trade & Economic Development, 2018, v. 27, n. 6, p. 638, doi. 10.1080/09638199.2017.1410853

By:

Andre, Christophe;
Balcilar, Mehmet;
Chang, Tsangyao;
Gil-Alana, Luis Alberiko;
Gupta, Rangan

Publication type:

Article

Seasonal Long Memory in Retail Sales in the G7 Countries.

Published in:

Fractal & Fractional, 2024, v. 8, n. 11, p. 650, doi. 10.3390/fractalfract8110650

By:

Gil-Alana, Luis Alberiko;
Poza, Carlos

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

Some new evidence using fractional integration about trends, breaks and persistence in polar amplification.

Published in:

Scientific Reports, 2025, v. 15, n. 1, p. 1, doi. 10.1038/s41598-025-92990-x

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis Alberiko;
Carmona-González, Nieves

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

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

Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach.

Published in:

Applied Economics, 2020, v. 52, n. 57, p. 6171, doi. 10.1080/00036846.2020.1785619

By:

Gil-Alana, Luis Alberiko;
Mudida, Robert;
Abakah, Emmanuel Joel Aikins

Publication type:

Article

UK tourism arrivals and departures: seasonality, persistence and time trends.

Published in:

Applied Economics, 2020, v. 52, n. 46, p. 5077, doi. 10.1080/00036846.2020.1752904

By:

Gil-Alana, Luis Alberiko;
Ruiz-Alba, José L.;
Ayestarán, Raquel

Publication type:

Article

Time series analysis of economic growth rate series in Nigeria: structural breaks, non-linearities and reasons behind the recent recession.

Published in:

Applied Economics, 2019, v. 51, n. 50, p. 5482, doi. 10.1080/00036846.2019.1613513

By:

Awe, Olushina Olawale;
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

Retail sales: persistence in the short-term and long-term dynamics.

Published in:

IMA Journal of Management Mathematics, 2014, v. 25, n. 3, p. 367, doi. 10.1093/imaman/dpt013

By:

Gil-Alana, Luis Alberiko;
Barros, Carlos Pestana;
Assaf, Albert

Publication type:

Article