Details about Luis Alberiko Gil-Alana

Access statistics for papers by Luis Alberiko Gil-Alana.

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Short-id: pgi173

Working Papers

2009

1. Fractional Integration and Structural Breaks in U.S. Macro Dynamics
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra
2. Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes
   Working Papers, Nottingham Trent University, Nottingham Business School, Economics Division
3. Long Memory in US Real Output per Capita
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations
   Also in CESifo Working Paper Series, CESifo Group Munich (2009) View citations
4. Multi-Factor Gegenbauer Processes and European Inflation Rates
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations
   Also in CESifo Working Paper Series, CESifo Group Munich (2009) View citations
5. The Deaton paradox in a long memory context with structural breaks
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra

2008

6. Fractional integration and data frequency
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra
7. Modelling Long-Run Trends and Cycles in Financial Time Series Data
   CESifo Working Paper Series, CESifo Group Munich
8. Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra
9. Persistence in Airline Accidents
   Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
10. The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?
    IZA Discussion Papers, Institute for the Study of Labor (IZA)
    See also Journal Article in Applied Economics (2009)
11. The Persistence of Earnings per Share
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
    See also Journal Article in Review of Quantitative Finance and Accounting (2008)
12. Time trend estimation with breaks in temperature time series
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
13. Tourism in Azores Islands: Persistence in the Monthly Arrivals
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
14. Unemployment and entrepreneurship: a cyclical relationship?
    Working Papers, Nottingham Trent University, Nottingham Business School, Economics Division View citations

2007

15. A Multivariate Long-Memory Model with Structural Breaks
    CESifo Working Paper Series, CESifo Group Munich
16. Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks
    CESifo Working Paper Series, CESifo Group Munich
17. Identification of Segments of European Banks with a Latent Class Frontier Model
    CESifo Working Paper Series, CESifo Group Munich
18. International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications
    105th Seminar, March 8-10, 2007, Bologna, Italy, European Association of Agricultural Economists
19. Long Run and Cyclical Dynamics in the US Stock Market
    CESifo Working Paper Series, CESifo Group Munich
    Also in Economics Series, Institute for Advanced Studies (2004)
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2005)
    Econometric Society 2004 Latin American Meetings, Econometric Society (2004)
20. Real convergence in some emerging countries: a fractionally integrated approach
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
    See also Journal Article in Recherches économiques de Louvain (2007)
21. The Expenditure Composition Hypothesis: Empirical Evidence and Implications for Monetary Policy
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.

2006

22. ETA TERRORISM:POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON ECONOMIC ACTIVITY IN THE BASQUE COUNTRY
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
23. FRACTIONAL INTEGRATION AND IMPULSE RESPONSES: A BIVARIATE APPLICATION TO REAL OUTPUT IN THE US AND THE SCANDINAVIAN COUNTRIES
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
24. MODELLING STRUCTURAL BREAKS IN THE US, UK AND JAPANESE UNEMPLOYMENT RATES
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in CESifo Working Paper Series, CESifo Group Munich (2006)
25. TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    See also Journal Article in Empirica (2008)
26. The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine
    2006 Annual Meeting, August 12-18, 2006, Queensland, Australia, International Association of Agricultural Economists
    Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2005)
    98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece, European Association of Agricultural Economists (2006)
    See also Journal Article in Applied Economics (2009)

2005

27. FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University View citations
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2005) View citations
    See also Journal Article in Manchester School (2005)
28. LONG MEMORY AT THE LONG-RUN AND THE SEASONAL MONTHLY FREQUENCIES IN THE US MONEY STOCK
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    See also Journal Article in Applied Economics Letters (2006)
29. MODELLING STOCHASTIC VOLATILITY IN ASSET RETURNS USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    See also Journal Article in Applied Financial Economics Letters (2006)
30. NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University View citations
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
    Discussion Paper Series, Hamburg Institute of International Economics (2004)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2007)
31. TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    See also Journal Article in Empirica (2007)

2004

32. Deterministic Seasonality versus Seasonal Fractional Integration
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
    Also in Working Papers, Humboldt University, Sonderforschungsbereich 373
33. Fractional Integration and Business Cycles Features
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations
    Also in Working Papers, Humboldt University, Sonderforschungsbereich 373 View citations
    See also Journal Article in Empirical Economics (2004)
34. LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
    See also Journal Article in Empirical Economics (2006)
35. NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Economics Working Papers, European University Institute (1998)
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
36. Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin American Countries
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
    See also Journal Article in Journal of Policy Modeling (2004)
37. TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
38. THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)

2003

39. Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2006)
40. Fractional Integration and the Dynamics of UK Unemployment
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations
    Also in Working Papers, Humboldt University, Sonderforschungsbereich 373
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
41. Serial and cross-correlation in the Spanish Stock Market returns
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
42. Testing of Fractional Cointegration in Macroeconomic Time Series
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations
    Also in Working Papers, Humboldt University, Sonderforschungsbereich 373
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
43. Testing of Nonstationary Cycles in Financial Time Series Data
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
    See also Journal Article in Review of Quantitative Finance and Accounting (2006)
44. The explaining role of the Earning-Price Ratio in the Spanish Stock Market
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra

2002

45. Do Spanish Stock Market Prices Follow a Random Walk?
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
46. Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
47. Multivariate Tests of Fractionally Integrated Hypotheses
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
    Also in Economics Working Papers, European University Institute (1998) View citations

1998

48. Fractional Integration in the Purchasing Power Parity
    Economics Working Papers, European University Institute
49. Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income
    Economics Working Papers, European University Institute View citations
    See also Journal Article in Journal of Applied Econometrics (2001)

Undated

50. A Fractionally Integrated Exponential Model for U.K. Unemployment
    Working Papers, Humboldt University, Sonderforschungsbereich 373
    See also Journal Article in Journal of Forecasting (2001)
51. A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices
    Working Papers, Humboldt University, Sonderforschungsbereich 373
    See also Journal Article in Economic Modelling (2001)
52. A Generalized Fractional Time Series Model
    Working Papers, Humboldt University, Sonderforschungsbereich 373
53. A Joint Test of Fractional Cyclic Integration and a Linear Time Trend
    Working Papers, Humboldt University, Sonderforschungsbereich 373
54. Forecasting the Real Output Using Fractionally Integrated Techniques
    Working Papers, Humboldt University, Sonderforschungsbereich 373
    See also Journal Article in Applied Economics (2004)
55. Fractional Cointegration and Real Exchange Rates
    Working Papers, Humboldt University, Sonderforschungsbereich 373
    See also Journal Article in Review of Financial Economics (2004)
56. Fractional Cointegration and Tests of Present Value Models
    Working Papers, Humboldt University, Sonderforschungsbereich 373
    See also Journal Article in Review of Financial Economics (2004)
57. Modelling Seasonality with Fractionally Integrated Processes
    Working Papers, Humboldt University, Sonderforschungsbereich 373 View citations
58. New Revelations about Unemployment Persistence in Spain
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
59. Structural Change and the Order of Integration in Univariate Time Series
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
    See also Journal Article in Computational Economics (2004)
60. Technology Shocks and Hours Worked: A Fractional Integration Perspective
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
61. Testing Stochastic Cycles in Macroeconomic Time Series
    Working Papers, Humboldt University, Sonderforschungsbereich 373 View citations
62. Testing of Unit Roots and other Fractionally Integrated Hypotheses in the Presence of Structural Breaks
    Working Papers, Humboldt University, Sonderforschungsbereich 373
    See also Journal Article in Empirical Economics (2003)
63. The Power of the Tests of Robinson (1994) in the Context of Fractionally Integrated Moving Average Models
    Working Papers, Humboldt University, Sonderforschungsbereich 373
64. Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
    See also Journal Article in Journal of Forecasting (2008)
65. Unemployment and Input Prices: A Fractional Cointegration Approach
    Working Papers, Humboldt University, Sonderforschungsbereich 373
    See also Journal Article in Applied Economics Letters (2002)
66. Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
67. Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inflation Rate
    Working Papers, Humboldt University, Sonderforschungsbereich 373
    See also Journal Article in Empirical Economics (2005)

Journal Articles

2009

1. A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break
   International Economic Journal, 2009, 23, (2), 259-279
2. AK growth models: new evidence based on fractional integration and breaking trends
   Recherches économiques de Louvain, 2009, 75, (2), 131-149
3. Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling
   International Advances in Economic Research, 2009, 15, (2), 143-155
4. Introduction to the special issue on: Understanding, quantifying and modelling the terrorist threat
   Journal of Policy Modeling, 2009, 31, (5), 737-738
5. New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data
   Applied Economics, 2009, 41, (2), 219-236
6. Seasonal Monthly Fractional Integration in the UK Unemployment
   The IUP Journal of Applied Economics, 2009, VIII, (1), 81-96
7. The nature of occupational unemployment rates in the United States: hysteresis or structural?
   Applied Economics, 2009, 41, (19), 2483-2493
   See also Working Paper (2008)
8. The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine
   Applied Economics, 2009, 41, (11), 1345-1359
   See also Working Paper (2006)
9. US stock market volatility persistence: evidence before and after the burst of the IT bubble
   Review of Quantitative Finance and Accounting, 2009, 33, (3), 233-252

2008

10. A simple non-linear model with fractional integration for financial time series data
    International Review of Financial Analysis, 2008, 17, (5), 838-848
11. Fractional integration and structural breaks at unknown periods of time
    Journal of Time Series Analysis, 2008, 29, (1), 163-185 View citations
12. Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks
    Computational Statistics & Data Analysis, 2008, 52, (11), 4998-5013
13. Real GDP growth rates across countries: long memory and mean shifts
    Applied Economics Letters, 2008, 15, (6), 449-455
14. Stochastic volatility in the Spanish stock market: a long memory model with a structural break
    European Journal of Finance, 2008, 14, (1), 23-31
15. Terrorism against American citizens in Africa: Related to poverty
    Journal of Policy Modeling, 2008, 30, (1), 55-69
16. Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
    Empirica, 2008, 35, (3), 241-253
    See also Working Paper (2006)
17. Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand
    Economic Modelling, 2008, 25, (2), 326-339
18. The persistence of earnings per share
    Review of Quantitative Finance and Accounting, 2008, 31, (4), 425-439
    See also Working Paper (2008)
19. Tourism in the Canary Islands: forecasting using several seasonal time series models
    Journal of Forecasting, 2008, 27, (7), 621-636 View citations
    See also Working Paper
20. Trade Balance and Exchange Rate: Unit Roots, Co-integration and Long Memory in the US and the UK
    Economic Notes, 2008, 37, (1), 59-74

2007

21. ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE?
    Defence and Peace Economics, 2007, 18, (6), 495-507
22. Investigating the seasonal structure in the German economy using fractional integration with structural breaks
    Studies in Economics and Finance, 2007, 24, (2), 96-114
23. Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited
    Empirica, 2007, 34, (2), 139-154
24. Nonlinearities and Fractional Integration in the US Unemployment Rate
    Oxford Bulletin of Economics and Statistics, 2007, 69, (4), 521-544 View citations
    See also Working Paper (2005)
25. Real convergence in some emerging countries: a fractionally integrated approach
    Recherches économiques de Louvain, 2007, 73, (3), 293-310
    See also Working Paper (2007)
26. Seasonal fractional integration with structural break. An application to the German GNP data
    Economics Bulletin, 2007, 3, (32), 1-6
27. Serial correlation in the Spanish Stock Market
    Global Finance Journal, 2007, 18, (1), 84-103
28. Testing for deterministic and stochastic cycles in macroeconomic time series
    Empirica, 2007, 34, (2), 155-169
    See also Working Paper (2005)
29. Testing for stock market bubbles using nonlinear models and fractional integration
    Applied Financial Economics, 2007, 17, (16), 1313-1321

2006

30. Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
    Review of World Economics (Weltwirtschaftliches Archiv), 2006, 142, (1), 67-91 View citations
    See also Working Paper (2003)
31. ETA: A PERSISTENT PHENOMENON
    Defence and Peace Economics, 2006, 17, (2), 95-116
32. Fractional integration in daily stock market indexes
    Review of Financial Economics, 2006, 15, (1), 28-48 View citations
33. Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994
    Empirical Economics, 2006, 31, (1), 83-93
    See also Working Paper (2004)
34. Long memory at the long-run and the seasonal monthly frequencies in the US money stock
    Applied Economics Letters, 2006, 13, (15), 965-968
    See also Working Paper (2005)
35. Mean Reversion of Short-run Interest Rates in Emerging Countries
    Review of International Economics, 2006, 14, (1), 119-135
36. Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
    Applied Financial Economics Letters, 2006, 2, (1), 9-12
    See also Working Paper (2005)
37. Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate
    Journal of the Japanese and International Economies, 2006, 20, (1), 87-98
38. Testing Seasonality in the Context of Fractionally Integrated Processes
    Annales d'Economie et de Statistique, 2006, (81), 03 View citations
39. Testing of nonstationary cycles in financial time series data
    Review of Quantitative Finance and Accounting, 2006, 27, (1), 47-65
    See also Working Paper (2003)
40. The timing of ETA terrorist attacks
    Journal of Policy Modeling, 2006, 28, (3), 335-346 View citations
41. UK Unemployment Dynamics: a Fractionally Cointegrated Approach
    Economia Internazionale / International Economics, 2006, 59, (1), 33-50

2005

42. A re-examination of historical real daily wages in England: 1260-1994
    Journal of Policy Modeling, 2005, 27, (7), 829-838
43. A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach
    Journal of Banking & Finance, 2005, 29, (10), 2633-2654 View citations
44. An I(d) Statistical Model for the Canadian Real Output
    The IUP Journal of Journal of Monetary Economics, 2005, III, (1), 79 - 93
45. FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS
    Manchester School, 2005, 73, (6), 737-753 View citations
    See also Working Paper (2005)
46. FRACTIONAL INTEGRATION AT ZERO AND THE CYCLICAL FREQUENCIES IN THE SPECIFICATION OF US PRICES
    The Singapore Economic Review (SER), 2005, 50, (02), 169-173
47. Fractional Integration and Cointegration in the Japanese Exchange Rate Market
    Japanese Economy, 2005, 32, (4), 12-35
48. Fractional integration in total factor productivity: evidence from US data
    Applied Economics, 2005, 37, (12), 1369-1383
49. MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS
    International Journal of Theoretical and Applied Finance (IJTAF), 2005, 08, (06), 675-691
50. TESTING OF REAL CONVERGENCE IN GERMANY IN THE PRESENCE OF STRUCTURAL BREAKS
    The Singapore Economic Review (SER), 2005, 50, (01), 93-101
51. Testing and forecasting the degree of integration in the US inflation rate
    Journal of Forecasting, 2005, 24, (3), 173-187 View citations
52. Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series
    International Advances in Economic Research, 2005, 11, (3), 257-266
53. Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate
    Empirical Economics, 2005, 30, (1), 193-207 View citations
    See also Working Paper

2004

54. A fractionally integrated model for the Spanish real GDP
    Economics Bulletin, 2004, 3, (8), 1-6
55. A joint test of fractional integration and structural breaks at a known period of time
    Journal of Time Series Analysis, 2004, 25, (5), 691-700 View citations
56. Forecasting the real output using fractionally integrated techniques
    Applied Economics, 2004, 36, (14), 1583-1589
    See also Working Paper
57. Fractional cointegration and real exchange rates
    Review of Financial Economics, 2004, 13, (4), 327-340 View citations
    See also Working Paper
58. Fractional cointegration and tests of present value models
    Review of Financial Economics, 2004, 13, (3), 245-258 View citations
    See also Working Paper
59. Fractional cointegration in the consumption and income relationship using semiparametric techniques
    Economics Bulletin, 2004, 3, (47), 1-8
60. Fractional integration and business cycle features
    Empirical Economics, 2004, 29, (2), 343-359 View citations
    See also Working Paper (2004)
61. Is the US fiscal deficit sustainable?: A fractionally integrated approach
    Journal of Economics and Business, 2004, 56, (6), 501-526 View citations
62. Long memory in the U.S. interest rate
    International Review of Financial Analysis, 2004, 13, (3), 265-276 View citations
63. Long range dependence in daily stock returns
    Applied Financial Economics, 2004, 14, (6), 375-383
64. Modelling the U.S. interest rate in terms of I(d) statistical models
    The Quarterly Review of Economics and Finance, 2004, 44, (4), 475-486
65. Modelling the US real GNP with fractionally integrated techniques
    Applied Economics, 2004, 36, (8), 873-879
66. Real convergence in Taiwan: a fractionally integrated approach
    Journal of Asian Economics, 2004, 15, (3), 529-547
67. Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries
    Journal of Policy Modeling, 2004, 26, (3), 301-313
    See also Working Paper (2004)
68. Seasonal fractional components in macroeconomic time series
    Applied Economics, 2004, 36, (12), 1265-1279
69. Semiparametric estimation of the fractional differencing parameter in the UK industrial production index
    Applied Economics, 2004, 36, (11), 1205-1217
70. Structural Change and the Order of Integration in Univariate Time Series
    Computational Economics, 2004, 23, (3), 239-254
    See also Working Paper
71. Testing for Seasonal Fractional Roots in German Real Output
    German Economic Review, 2004, 5, (3), 319-333
72. Testing of I(d) processes in the real output
    Economics Bulletin, 2004, 3, (32), 1-6
73. Testing of Unit Root Cycles in the Swedish Economy
    Empirica, 2004, 31, (4), 333-344
74. The Stochastic Permanent Break Model and the Fractional Integration Hypothesis
    Computational Economics, 2004, 23, (4), 315-324
75. The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration
    Applied Economics Letters, 2004, 11, (7), 429-432
76. Unit root cycles in the US unemployment rate
    Economics Bulletin, 2004, 3, (7), 1-10

2003

77. A Generalized Fractional Time Series Model: Testing the Order of Integration of Trend Seasonal and Cyclical components
    Review on Economic Cycles, 2003, 7, (1)
78. A fractional integration analysis of the population in some OECD countries
    Journal of Applied Statistics, 2003, 30, (10), 1147-1159 View citations
79. A fractional multivariate long memory model for the US and the Canadian real output
    Economics Letters, 2003, 81, (3), 355-359 View citations
80. Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate
    Applied Economics Letters, 2003, 10, (2), 103-105
81. Empirical evidence on real convergence in some OECD countries
    Applied Economics Letters, 2003, 10, (3), 173-176 View citations
82. Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques
    Journal of Applied Statistics, 2003, 30, (9), 1021-1031
83. Fractional Integration and the Dynamics of UK Unemployment
    Oxford Bulletin of Economics and Statistics, 2003, 65, (2), 221-239 View citations
    See also Working Paper (2003)
84. Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK
    Applied Econometrics and International Development, 2003, 3, (1)
85. Long memory and structural breaks in hyperinflation countries
    Journal of Economics and Finance, 2003, 27, (2), 136-152
86. Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances
    Applied Economics Letters, 2003, 10, (1), 33-37
87. Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series
    Computational Economics, 2003, 22, (1), 65-74 View citations
88. Stochastic behavior of nominal exchange rates
    Atlantic Economic Journal, 2003, 31, (2), 159-173
89. Strong dependence in the real interest rates
    Applied Economics, 2003, 35, (2), 119-124
90. Testing of Fractional Cointegration in Macroeconomic Time Series
    Oxford Bulletin of Economics and Statistics, 2003, 65, (4), 517-529 View citations
    See also Working Paper (2003)
91. Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
    Empirical Economics, 2003, 28, (1), 101-113
    See also Working Paper
92. Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses
    Computational Economics, 2003, 22, (1), 23-38
93. The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics
    Economia Internazionale / International Economics, 2003, 56, (3), 323-335
94. Unemployment and real oil prices in Australia: a fractionally cointegrated approach
    Applied Economics Letters, 2003, 10, (4), 201-204

2002

95. A mean shift break in the US interest rate
    Economics Letters, 2002, 77, (3), 357-363
96. Confidence Intervals for Fractionally Integrated Hypotheses in the Real Output across Europe
    Applied Economics Letters, 2002, 9, (6), 407-09 View citations
97. Empirical evidence of the spot and the forward exchange rates in Canada
    Economics Letters, 2002, 77, (3), 405-409 View citations
98. Estimation and Testing of ARFIMA Models in the Real Exchange Rate
    International Journal of Finance & Economics, 2002, 7, (4), 279-92 View citations
99. Fractional integration and mean reversion in stock prices
    The Quarterly Review of Economics and Finance, 2002, 42, (3), 599-609 View citations
100. Modelling the Persistence of Unemployment in Canada
     International Review of Applied Economics, 2002, 16, (4), 465-477 View citations
101. Real Exchange Rates: Evidence from Black Markets Using Fractionally Integrated Semiparametric Techniques
     Applied Economics Letters, 2002, 9, (12), 787-90
102. Seasonal long memory in the aggregate output
     Economics Letters, 2002, 74, (3), 333-337 View citations
103. Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment
     Computational Economics, 2002, 19, (3), 323-39
104. Structural breaks and fractional integration in the US output and unemployment rate
     Economics Letters, 2002, 77, (1), 79-84 View citations
105. Testing the order of integration of the UK Unemployment
     Applied Econometrics and International Development, 2002, 2, (1) View citations
106. Unemployment and Input Prices: A Fractional Cointegration Approach
     Applied Economics Letters, 2002, 9, (6), 347-51 View citations
     See also Working Paper

2001

107. A Fractionally Integrated Exponential Model for UK Unemployment
     Journal of Forecasting, 2001, 20, (5), 329-40 View citations
     See also Working Paper
108. A fractionally integrated model with a mean shift for the US and the UK real oil prices
     Economic Modelling, 2001, 18, (4), 643-658 View citations
     See also Working Paper
109. Estimation of Fractionally ARIMA Models for the UK Unemployment
     Annales d'Economie et de Statistique, 2001, (62), 07
110. Measuring Unemployment Persistence in Terms of I(d) Statistical Models
     Applied Economics Letters, 2001, 8, (12), 761-63
111. Seasonal Long Memory in the US Monthly Monetary Aggregate
     Applied Economics Letters, 2001, 8, (9), 573-75
112. Testing of seasonal fractional integration in UK and Japanese consumption and income
     Journal of Applied Econometrics, 2001, 16, (2), 95-114 View citations
     See also Working Paper (1998)
113. The Persistence of Unemployment in the USA and Europe in Terms of Fractionally ARIMA Models
     Applied Economics, 2001, 33, (10), 1263-69 View citations

2000

114. Mean reversion in the real exchange rates
     Economics Letters, 2000, 69, (3), 285-288 View citations

1999

115. Testing fractional integration with monthly data
     Economic Modelling, 1999, 16, (4), 613-629 View citations

1997

116. Testing of unit root and other nonstationary hypotheses in macroeconomic time series
     Journal of Econometrics, 1997, 80, (2), 241-268 View citations