Details about Luis Alberiko Gil-Alana

Phone:	00 34 948 425 426
Postal address:	Universidad de Navarra Faculty of Economics and Business Administration Edificio Biblioteca, Entrada Este E-31080 Pamplona SPAIN
Workplace:	Facultad de Ciencias Económicas y Empresariales (School of Economics and Business Administration), Universidad de Navarra (University of Navarra), (more information at EDIRC) Navarra Center for International Development, Universidad de Navarra (University of Navarra), (more information at EDIRC)

Access statistics for papers by Luis Alberiko Gil-Alana.

Last updated 2025-04-06. Update your information in the RePEc Author Service.

Short-id: pgi173

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Working Papers

2025

1. Persistence in Real GDP: Evidence from Europe and the US
   CESifo Working Paper Series, CESifo
2. Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach
   Working Papers, University of Pretoria, Department of Economics
3. Testing for Persistence in Real House Prices in 47 Countries from the OECD Database
   CESifo Working Paper Series, CESifo

2024

4. A Long-Memory Model for Multiple Cycles with an Application to the S&P500
   CESifo Working Paper Series, CESifo View citations (1)
5. Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break
   MPRA Paper, University Library of Munich, Germany
6. Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity
   CESifo Working Paper Series, CESifo
   See also Journal Article Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity, Econometrics, MDPI (2024) (2024)
7. Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations
   MPRA Paper, University Library of Munich, Germany
8. Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe
   CESifo Working Paper Series, CESifo
9. Polar Amplification: A Fractional Integration Analysis
   CESifo Working Paper Series, CESifo
10. Remittances in Latin America: Trends and Persistence
    CESifo Working Paper Series, CESifo
11. Testing for Persistence in German Green and Brown Stock Market Indices
    CESifo Working Paper Series, CESifo
12. The effect of the Covid-19 pandemic on tourism in Africa
    MPRA Paper, University Library of Munich, Germany
13. Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty
    Working Papers, University of Pretoria, Department of Economics
14. Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis
    CESifo Working Paper Series, CESifo

2023

15. Exponential Time Trends in a Fractional Integration Model
    CESifo Working Paper Series, CESifo
    See also Journal Article Exponential Time Trends in a Fractional Integration Model, Econometrics, MDPI (2024) (2024)
16. Long-Run Trends and Cycles in US House Prices
    CESifo Working Paper Series, CESifo
17. Measuring Persistence of the World Population: A Fractional Integration Approach
    CESifo Working Paper Series, CESifo
18. Persistence and Seasonality in the US Industrial Production Index
    CESifo Working Paper Series, CESifo
19. Persistence in Tax Revenues: Evidence from Some OECD Countries
    CESifo Working Paper Series, CESifo
    See also Journal Article Persistence in Tax Revenues: Evidence from Some OECD Countries, Journal of Quantitative Economics, Springer (2024) (2024)
20. Persistence in UK Historical Data on Life Expectancy
    CESifo Working Paper Series, CESifo
    See also Journal Article Persistence in UK Historical Data on Life Expectancy, Population Research and Policy Review, Springer (2023) (2023)
21. Precious Metal Prices: A Tale of Four U.S. Recessions
    IZA Discussion Papers, Institute of Labor Economics (IZA)
    See also Journal Article Precious metal prices: a tale of four US recessions, Studies in Economics and Finance, Emerald Group Publishing Limited (2024) (2024)
22. Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence
    MPRA Paper, University Library of Munich, Germany View citations (4)
23. Trends and Persistence in the Greenland Ice Sheet Mass
    CESifo Working Paper Series, CESifo
24. Trends in Temperatures in Sub-Saharan Africa. Is There Climate Warming?
    NCID Working Papers, Navarra Center for International Development, University of Navarra

2022

25. Atmospheric Pollution in Chinese Cities: Trends and Persistence
    CESifo Working Paper Series, CESifo
26. Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis
    CESifo Working Paper Series, CESifo
27. Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis
    CESifo Working Paper Series, CESifo
28. Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War
    CESifo Working Paper Series, CESifo View citations (3)
    See also Journal Article Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war, Economics Bulletin, AccessEcon (2023) (2023)
29. Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis
    CESifo Working Paper Series, CESifo
    See also Journal Article Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis, Computational Economics, Springer (2024) (2024)
30. Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields
    CESifo Working Paper Series, CESifo View citations (2)
    See also Journal Article Modeling persistence and non-linearities in the US treasury 10-year bond yields, Economics Bulletin, AccessEcon (2022) View citations (2) (2022)
31. Modelling Profitability of Private Equity: A Fractional Integration Approach
    CESifo Working Paper Series, CESifo
    See also Journal Article Modelling profitability of private equity: A fractional integration approach, Research in International Business and Finance, Elsevier (2024) (2024)
32. Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks
    CESifo Working Paper Series, CESifo
    See also Journal Article Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks, SN Business & Economics, Springer (2023) (2023)
33. Persistence in the Passion Investment Market
    CESifo Working Paper Series, CESifo View citations (2)
34. Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend
    Working Papers, University of Pretoria, Department of Economics
35. Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19
    CESifo Working Paper Series, CESifo
    See also Journal Article Tourism persistence in the Southeastern European countries: The impact of covid-19, Cogent Economics & Finance, Taylor & Francis Journals (2023) (2023)
36. US House Prices by Census Division: Persistence, Trends and Structural Breaks
    CESifo Working Paper Series, CESifo
    See also Journal Article U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks, International Advances in Economic Research, Springer (2023) View citations (1) (2023)
37. Unemployment hysteresis by sex and education attainment in the EU
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain)
    See also Journal Article Unemployment Hysteresis by Sex and Education Attainment in the EU, Journal of the Knowledge Economy, Springer (2024) (2024)

2021

38. Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain)
    See also Journal Article Credit-to-GDP ratios – non-linear trends and persistence: evidence from 44 OECD economies, Journal of Economic Studies, Emerald Group Publishing Limited (2022) (2022)
39. How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses
    MPRA Paper, University Library of Munich, Germany View citations (10)
    See also Journal Article How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses, Resources Policy, Elsevier (2021) View citations (10) (2021)
40. Persistence in ESG and Conventional Stock Market Indices
    CESifo Working Paper Series, CESifo
    See also Journal Article Persistence in ESG and conventional stock market indices, Journal of Economics and Finance, Springer (2022) View citations (6) (2022)
41. Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries
    CESifo Working Paper Series, CESifo View citations (4)
    See also Journal Article Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries, Applied Economics, Taylor & Francis Journals (2021) View citations (3) (2021)
42. Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Productivity and GDP: international evidence of persistence and trends over 130 years of data, Empirical Economics, Springer (2023) View citations (1) (2023)
43. Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours
    MPRA Paper, University Library of Munich, Germany
44. The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields
    CESifo Working Paper Series, CESifo
    See also Journal Article The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields, The Quarterly Review of Economics and Finance, Elsevier (2022) View citations (4) (2022)
45. The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic
    CESifo Working Paper Series, CESifo View citations (3)
46. The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets
    CESifo Working Paper Series, CESifo
47. The Relationship between Prices and Output in the UK and the US
    CESifo Working Paper Series, CESifo
    See also Journal Article The relationship between prices and output in the UK and the US, SN Business & Economics, Springer (2022) View citations (1) (2022)
48. US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach
    CESifo Working Paper Series, CESifo View citations (2)
    See also Journal Article US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach, Applied Economics, Taylor & Francis Journals (2023) (2023)
49. Unemployment Persistence in Europe: Evidence from the 27 EU Countries
    CESifo Working Paper Series, CESifo

2020

50. Economic Policy Uncertainty: Persistence and Cross-Country Linkages
    CESifo Working Paper Series, CESifo View citations (1)
    See also Journal Article Economic policy uncertainty: Persistence and cross-country linkages, Research in International Business and Finance, Elsevier (2021) View citations (6) (2021)
51. Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Globalization, long memory, and real interest rate convergence: a historical perspective, Empirical Economics, Springer (2022) (2022)
52. Inflation in the G7 Countries: Persistence and Structural Breaks
    CESifo Working Paper Series, CESifo
    See also Journal Article Inflation in the G7 countries: persistence and structural breaks, Journal of Economics and Finance, Springer (2022) View citations (1) (2022)
53. Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach
    CESifo Working Paper Series, CESifo
54. Non-Linearities and Persistence in US Long-Run Interest Rates
    CESifo Working Paper Series, CESifo
    See also Journal Article Non-linearities and persistence in US long-run interest rates, Applied Economics Letters, Taylor & Francis Journals (2022) View citations (3) (2022)
55. Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals
    CESifo Working Paper Series, CESifo
56. Persistence and Long Memory in Monetary Policy Spreads
    CESifo Working Paper Series, CESifo
    See also Journal Article Persistence and long memory in monetary policy spreads, Applied Economics, Taylor & Francis Journals (2024) (2024)
57. Persistence in the Market Risk Premium: Evidence across Countries
    CESifo Working Paper Series, CESifo View citations (2)
    See also Journal Article Persistence in the market risk premium: evidence across countries, Journal of Economics and Finance, Springer (2021) View citations (1) (2021)
58. Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market
    CESifo Working Paper Series, CESifo
59. Self-employment by gender in the EU: convergence and clusters
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (1)
    See also Journal Article Self-employment by gender in the EU: convergence and clusters, Empirica, Springer (2021) View citations (2) (2021)
60. The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective
    Working Papers, University of Pretoria, Department of Economics
61. US Sea Level Data: Time Trends and Persistence
    CESifo Working Paper Series, CESifo

2019

62. A new unit root analysis for testing hysteresis in unemployment
    MPRA Paper, University Library of Munich, Germany
63. CO2 Emissions and GDP: Evidence from China
    CESifo Working Paper Series, CESifo View citations (1)
64. Cycles and Long-Range Behaviour in the European Stock Market
    CESifo Working Paper Series, CESifo
    See also Chapter Cycles and Long-Range Behaviour in the European Stock Markets, Dynamic Modeling and Econometrics in Economics and Finance, Springer (2021) (2021)
65. Energy Consumption in the GCC Countries: Evidence on Persistence
    CESifo Working Paper Series, CESifo View citations (3)
66. Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data, Physica A: Statistical Mechanics and its Applications, Elsevier (2020) View citations (39) (2020)
67. High and low prices and the range in the European stock markets: a long-memory approach
    CESifo Working Paper Series, CESifo
    See also Journal Article High and low prices and the range in the European stock markets: A long-memory approach, Research in International Business and Finance, Elsevier (2020) (2020)
68. Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach
    MPRA Paper, University Library of Munich, Germany View citations (1)
69. Persistence, non-linearities and structural breaks in European stock market indices
    CESifo Working Paper Series, CESifo
    See also Journal Article Persistence, non-linearities and structural breaks in European stock market indices, The Quarterly Review of Economics and Finance, Elsevier (2020) View citations (7) (2020)
70. Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach
    CESifo Working Paper Series, CESifo View citations (1)

2018

71. Are BRICS Exchange Rates Chaotic?
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article Are BRICS exchange rates chaotic?, Applied Economics Letters, Taylor & Francis Journals (2019) View citations (8) (2019)
72. Brexit and Uncertainty in Financial Markets
    CESifo Working Paper Series, CESifo View citations (11)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2018) View citations (11)
    See also Journal Article Brexit and Uncertainty in Financial Markets, IJFS, MDPI (2018) View citations (11) (2018)
73. High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach
    MPRA Paper, University Library of Munich, Germany View citations (3)
74. How do Stocks in BRICS co-move with REITs?
    MPRA Paper, University Library of Munich, Germany
75. Is there Convergence between the Brics and International Securitized Property Markets?
    AfRES, African Real Estate Society (AfRES)
76. Is there convergence between the BRICS and International REIT Markets?
    MPRA Paper, University Library of Munich, Germany View citations (1)
77. Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries, International Advances in Economic Research, Springer (2020) View citations (2) (2020)
78. On the Persistence of UK Inflation: A Long-Range Dependence Approach
    CESifo Working Paper Series, CESifo View citations (4)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2018) View citations (4)
    See also Journal Article On the persistence of UK inflation: A long‐range dependence approach, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2022) (2022)
79. Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data, Urban Studies, Urban Studies Journal Limited (2021) View citations (6) (2021)
80. Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Persistence in trends and cycles of gold and silver prices: Evidence from historical data, Physica A: Statistical Mechanics and its Applications, Elsevier (2019) View citations (8) (2019)
81. Persistence in the Russian Stock Market Volatility Indices
    CESifo Working Paper Series, CESifo
82. Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence
    CESifo Working Paper Series, CESifo
    See also Journal Article Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence, South African Journal of Economics, Economic Society of South Africa (2020) View citations (2) (2020)
83. Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve
    Bank of Lithuania Working Paper Series, Bank of Lithuania View citations (1)
84. Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article Testing fractional unit roots with non-linear smooth break approximations using Fourier functions, Journal of Applied Statistics, Taylor & Francis Journals (2021) View citations (33) (2021)

2017

85. Central Bank Policy Rates: Are They Cointegrated?
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (7)
    Also in CESifo Working Paper Series, CESifo (2017) View citations (7)
    See also Journal Article Central bank policy rates: Are they cointegrated?, International Economics, CEPII research center (2017) View citations (7) (2017)
86. Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks, The Journal of International Trade & Economic Development, Taylor & Francis Journals (2018) View citations (8) (2018)
87. Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016
    Working Papers, University of Pretoria, Department of Economics View citations (50)
    See also Journal Article Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016, Resources Policy, Elsevier (2017) View citations (40) (2017)
88. Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets
    CESifo Working Paper Series, CESifo
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2017)
    See also Journal Article Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets, Journal of Economic Integration, Center for Economic Integration, Sejong University (2021) View citations (2) (2021)
89. Is Market Fear Persistent? A Long-Memory Analysis
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (3)
    Also in CESifo Working Paper Series, CESifo (2017) View citations (2)
    See also Journal Article Is market fear persistent? A long-memory analysis, Finance Research Letters, Elsevier (2018) View citations (14) (2018)
90. Long Memory and Data Frequency in Financial Markets
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (4)
    Also in CESifo Working Paper Series, CESifo (2017) View citations (5)
91. Long Memory in Turkish Unemployment Rates
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
    Also in ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2017)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2017)
    MPRA Paper, University Library of Munich, Germany (2017)
    GLO Discussion Paper Series, Global Labor Organization (GLO) (2017)
    See also Journal Article Long Memory in Turkish Unemployment Rates, Emerging Markets Finance and Trade, Taylor & Francis Journals (2019) View citations (5) (2019)
92. Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches
    Working papers, University of Connecticut, Department of Economics
    Also in Working Papers, University of Pretoria, Department of Economics (2016)
93. Persistence in the Cryptocurrency Market
    CESifo Working Paper Series, CESifo View citations (2)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2017) View citations (17)
    See also Journal Article Persistence in the cryptocurrency market, Research in International Business and Finance, Elsevier (2018) View citations (117) (2018)
94. Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data, Manchester School, University of Manchester (2019) View citations (1) (2019)
95. Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (1)
    Also in CESifo Working Paper Series, CESifo (2017)
    See also Journal Article Testing the Fisher hypothesis in the G-7 countries using I(d) techniques, International Economics, Elsevier (2019) View citations (2) (2019)
96. Trends and Cycles in Macro Series: The Case of US Real GDP
    CESifo Working Paper Series, CESifo
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2017)
    See also Journal Article Trends and cycles in macro series: The case of US real GDP, Bulletin of Economic Research, Wiley Blackwell (2022) (2022)

2016

97. A framework for Open Innovation practices: Typology and characterisation
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
98. Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (2)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2016)
    CESifo Working Paper Series, CESifo (2016) View citations (2)
    See also Journal Article Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB, Research in International Business and Finance, Elsevier (2018) View citations (8) (2018)
99. Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty, Journal of International Development, John Wiley & Sons, Ltd. (2019) View citations (11) (2019)
100. Is Inflation Persistence Different in Reality?
     Working Papers, University of Pretoria, Department of Economics View citations (11)
     See also Journal Article Is inflation persistence different in reality?, Economics Letters, Elsevier (2016) View citations (11) (2016)
101. Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article Market efficiency of Baltic stock markets: A fractional integration approach, Physica A: Statistical Mechanics and its Applications, Elsevier (2018) View citations (13) (2018)
102. Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks
     Working Papers, University of Pretoria, Department of Economics View citations (14)
     See also Journal Article Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2019) View citations (72) (2019)
103. Oil shocks on unemployment in Central and Eastern Europe
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (10)
104. On the invertibility of seasonally adjusted series
     Working Papers, Universitat Rovira i Virgili, Department of Economics
     See also Journal Article On the invertibility of seasonally adjusted series, Computational Statistics, Springer (2018) (2018)
105. The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches, International Review of Economics & Finance, Elsevier (2017) View citations (11) (2017)
106. The persistence of air pollution in four mega-cities of China
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (8)
107. Trends and Cycles in Historical Gold and Silver Prices
     NCID Working Papers, Navarra Center for International Development, University of Navarra
     Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (15)
     See also Journal Article Trends and cycles in historical gold and silver prices, Journal of International Money and Finance, Elsevier (2015) View citations (14) (2015)

2015

108. African Growth, Non-Linearities and Strong Dependence: An Empirical Study
     NCID Working Papers, Navarra Center for International Development, University of Navarra
109. Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data
     Working Papers, University of Pretoria, Department of Economics
110. Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis
     NCID Working Papers, Navarra Center for International Development, University of Navarra
111. Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (13)
112. Linkages between the US and European Stock Markets: A Fractional Cointegration Approach
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (2)
     Also in CESifo Working Paper Series, CESifo (2015) View citations (2)
     See also Journal Article Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2016) View citations (13) (2016)
113. Long-Term Price Overreactions: Are Markets Inefficient?
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
     See also Journal Article Long-term price overreactions: are markets inefficient?, Journal of Economics and Finance, Springer (2019) View citations (10) (2019)
114. Modeling Persistence of Carbon Emission Allowance Prices
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article Modeling persistence of carbon emission allowance prices, Renewable and Sustainable Energy Reviews, Elsevier (2016) View citations (11) (2016)
115. Persistence of precious metal prices: a fractional integration approach with structural breaks
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (37)
     Also in Working Papers, University of Pretoria, Department of Economics (2014)
     See also Journal Article Persistence of precious metal prices: A fractional integration approach with structural breaks, Resources Policy, Elsevier (2015) View citations (36) (2015)
116. Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates, Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer (2017) View citations (3) (2017)
117. Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff
     Working Papers, University of Pretoria, Department of Economics View citations (9)
118. The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks
     CESifo Working Paper Series, CESifo View citations (1)
     Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2015) View citations (1)
     See also Journal Article The EMBI in Latin America: Fractional integration, non-linearities and breaks, Finance Research Letters, Elsevier (2018) View citations (4) (2018)
119. The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach, The Journal of International Trade & Economic Development, Taylor & Francis Journals (2016) View citations (2) (2016)
120. The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (6)
     Also in CESifo Working Paper Series, CESifo (2015) View citations (6)
     Working Papers, University of Pretoria, Department of Economics (2015) View citations (6)
     See also Journal Article The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis, Empirical Economics, Springer (2018) View citations (1) (2018)
121. The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (3)
     See also Journal Article The weekend effect: an exploitable anomaly in the Ukrainian stock market?, Journal of Economic Studies, Emerald Group Publishing Limited (2016) View citations (4) (2016)
122. Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article Time series analysis of persistence in crude oil price volatility across bull and bear regimes, Energy, Elsevier (2016) View citations (34) (2016)

2014

123. GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features
     MPRA Paper, University Library of Munich, Germany
124. Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
     Also in CESifo Working Paper Series, CESifo (2014) View citations (2)
     See also Journal Article Intraday Anomalies and Market Efficiency: A Trading Robot Analysis, Computational Economics, Springer (2016) View citations (10) (2016)
125. Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (2)
     See also Journal Article Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour, African Development Review, African Development Bank (2014) View citations (2) (2014)
126. On the changes in the sustainability of European external debt: what have we learned
     Bank of Estonia Working Papers, Bank of Estonia
127. Persistence Characteristics of Nordic Tourist Arrivals in Madeira and their Forecasting
     Post-Print, HAL
128. Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013, Applied Economics, Taylor & Francis Journals (2016) (2016)
129. Short-Term Price Overreaction: Identification, Testing, Exploitation
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (2)
     Also in CESifo Working Paper Series, CESifo (2014) View citations (2)
     See also Journal Article Short-Term Price Overreactions: Identification, Testing, Exploitation, Computational Economics, Springer (2018) View citations (16) (2018)
130. Testing Unemployment Theories: A Multivariate Long Memory Approach
     CESifo Working Paper Series, CESifo
     Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2013)
     See also Journal Article Testing Unemployment Theories: A Multivariate Long Memory Approach, Journal of Applied Economics, Taylor & Francis Journals (2016) View citations (8) (2016)
131. Testing for Multiple Bubbles in the BRICS Stock Markets
     Working Papers, University of Pretoria, Department of Economics View citations (19)
132. The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (26)
     See also Journal Article The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration, Energy Economics, Elsevier (2014) View citations (26) (2014)
133. The Weekend Effect: A Trading Robot and Fractional Integration Analysis
     CESifo Working Paper Series, CESifo View citations (3)
     Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2014) View citations (8)
134. Youth Unemployment in Europe: Persistence and Macroeconomic Determinants
     CESifo Working Paper Series, CESifo View citations (22)
     See also Journal Article Youth Unemployment in Europe: Persistence and Macroeconomic Determinants, Comparative Economic Studies, Palgrave Macmillan (2014) View citations (22) (2014)

2013

135. A non-linear approach with long range dependence based on Chebyshev polynomials
     Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (1)
     Also in NCID Working Papers, Navarra Center for International Development, University of Navarra (2012) View citations (10)
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2012) View citations (6)
     Working Papers, The University of Sheffield, Department of Economics (2012) View citations (27)
136. Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article Comovement in Euro area housing prices: A fractional cointegration approach, Urban Studies, Urban Studies Journal Limited (2015) View citations (15) (2015)
137. Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test, Applied Economics, Taylor & Francis Journals (2015) View citations (8) (2015)
138. Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate
     CESifo Working Paper Series, CESifo View citations (21)
     Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2013) View citations (21)
     See also Journal Article Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate, International Review of Financial Analysis, Elsevier (2013) View citations (21) (2013)
139. Long Memory in the Ukrainian Stock Market
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (5)
140. Long memory in the ukrainian stock market and financial crises
     MPRA Paper, University Library of Munich, Germany View citations (7)
141. Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets
     NCID Working Papers, Navarra Center for International Development, University of Navarra
     See also Journal Article Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets, Resources Policy, Elsevier (2014) View citations (26) (2014)
142. On the persistence and volatility in European, American and Asian stocks bull and bear markets
     NCID Working Papers, Navarra Center for International Development, University of Navarra
     See also Journal Article On the persistence and volatility in European, American and Asian stocks bull and bear markets, Journal of International Money and Finance, Elsevier (2014) View citations (22) (2014)
143. Persistence and Cycles in Historical Oil Prices Data
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article Persistence and cycles in historical oil price data, Energy Economics, Elsevier (2014) View citations (21) (2014)
144. Persistence, long memory and seasonality in Kenyan tourism series
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (4)
145. Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries, Applied Economics, Taylor & Francis Journals (2014) View citations (15) (2014)
146. Testing for persistence with breaks and outliers in South African house prices
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (10)
     Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2012)
     Working Papers, University of Pretoria, Department of Economics (2012)
147. The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (2)

2012

148. Fractional Integration and Cointegration in US Financial Time Series Data
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra
     Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2011)
     CESifo Working Paper Series, CESifo (2011)
     See also Journal Article Fractional integration and cointegration in US financial time series data, Empirical Economics, Springer (2014) View citations (6) (2014)
149. Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro
     Working Papers, The University of Sheffield, Department of Economics View citations (3)
     Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2012) View citations (3)
150. Inflation forecasting in Angola: a fractional approach
     CEsA Working Papers, CEsA - Centre for African and Development Studies View citations (3)
     See also Journal Article Inflation Forecasting in Angola: A Fractional Approach, African Development Review, African Development Bank (2013) View citations (3) (2013)
151. Long Memory in German Energy Price Indices
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (3)
     Also in CESifo Working Paper Series, CESifo (2012) View citations (3)
152. Modelling Long Run Trends and Cycles in Financial Time Series Data
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (3)
     Also in CESifo Working Paper Series, CESifo (2008) View citations (2)
     See also Journal Article Modelling long-run trends and cycles in financial time series data, Journal of Time Series Analysis, Wiley Blackwell (2013) View citations (3) (2013)
153. Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (2)
154. Persistence and Cycles in US Hours Worked
     CESifo Working Paper Series, CESifo
     Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2012)
     See also Journal Article Persistence and cycles in US hours worked, Economic Modelling, Elsevier (2014) View citations (5) (2014)
155. Persistence and Cycles in the US Federal Funds Rate
     CESifo Working Paper Series, CESifo View citations (1)
     Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2012) View citations (1)
     See also Journal Article Persistence and cycles in the us federal funds rate, International Review of Financial Analysis, Elsevier (2017) View citations (5) (2017)
156. Persistence in Youth Unemployment
     CESifo Working Paper Series, CESifo View citations (1)
157. Term Structure Persistence
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (24)
     See also Journal Article Term Structure Persistence, Journal of Financial Econometrics, Oxford University Press (2016) View citations (54) (2016)
158. Testing the Marshall-Lerner Condition in Kenya
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (3)
     Also in NCID Working Papers, Navarra Center for International Development, University of Navarra (2012) View citations (2)
     See also Journal Article Testing the Marshall–Lerner Condition in Kenya, South African Journal of Economics, Economic Society of South Africa (2015) View citations (4) (2015)
159. Testing the PPP Hypothesis in the Sub-Saharan Countries
     NCID Working Papers, Navarra Center for International Development, University of Navarra
160. Violence and the market for food. Evidence from Kenya
     NCID Working Papers, Navarra Center for International Development, University of Navarra

2011

161. An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (45)
     See also Journal Article An analysis of oil production by OPEC countries: Persistence, breaks, and outliers, Energy Policy, Elsevier (2011) View citations (45) (2011)
162. Exploring Survey-Based Inflation Forecasts
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
     See also Journal Article Exploring Survey‐Based Inflation Forecasts, Journal of Forecasting, John Wiley & Sons, Ltd. (2012) View citations (11) (2012)
163. HOUSING SALES IN URBAN BEIJING
     Post-Print, HAL
     Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2011)
     See also Journal Article Housing sales in urban Beijing, Applied Economics, Taylor & Francis Journals (2012) View citations (1) (2012)
164. Interest rate dynamics in Kenya
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (1)
165. Is there asymmetric behaviour in African inflation? A non-linear approach
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (16)
     See also Journal Article IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH, South African Journal of Economics, Economic Society of South Africa (2011) View citations (18) (2011)
166. Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra
167. Long Memory and Volatility Dynamics in the US Dollar Exchange Rate
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra
     Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2010) View citations (4)
     See also Journal Article Long Memory and Volatility Dynamics in the US Dollar Exchange Rate, Multinational Finance Journal, Multinational Finance Journal (2012) (2012)
168. Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (3)
169. Oil Prices: Persistence and Breaks
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
170. Persistence and Cyclical Dependence in the Monthly Euribor Rate
     CESifo Working Paper Series, CESifo View citations (1)
     Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2011) View citations (1)
     See also Journal Article Persistence and cyclical dependence in the monthly euribor rate, Journal of Economics and Finance, Springer (2016) View citations (5) (2016)
171. Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra
172. The Deaton paradox in a long memory context with structural breaks
     Post-Print, HAL
     Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2009)
     See also Journal Article The Deaton paradox in a long memory context with structural breaks, Applied Economics, Taylor & Francis Journals (2012) (2012)
173. The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra
174. US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra
     Also in CESifo Working Paper Series, CESifo (2010) View citations (1)
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2010) View citations (1)
     See also Journal Article U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis, Journal of Housing Research, Taylor & Francis Journals (2015) View citations (1) (2015)
175. Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies
     Working Papers, The University of Sheffield, Department of Economics View citations (9)

2010

176. Does energy consumption by the US electric power secto exhibit long memory behaviour?
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (43)
     See also Journal Article Does energy consumption by the US electric power sector exhibit long memory behavior?, Energy Policy, Elsevier (2010) View citations (48) (2010)
177. Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
     See also Journal Article Estimating persistence in the volatility of asset returns with signal plus noise models, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2012) View citations (3) (2012)
178. Fractional Cointegration in US Term Spreads
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
     See also Journal Article Fractional cointegration in US term spreads, Applied Economics Letters, Taylor & Francis Journals (2012) (2012)
179. Inflation in South Africa. A time series view across sectors using long range dependence
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (4)
     See also Journal Article INFLATION IN SOUTH AFRICA: A TIME‐SERIES VIEW ACROSS SECTORS USING LONG‐RANGE DEPENDENCE, South African Journal of Economics, Economic Society of South Africa (2010) View citations (3) (2010)
180. Long Memory and Fractional Integration in High Frequency Financial Time Series
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (1)
181. Mean reversion and long memory in African stock market prices
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (1)
     Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2010) View citations (1)
     See also Journal Article Mean reversion and long memory in African stock market prices, Journal of Economics and Finance, Springer (2011) View citations (14) (2011)
182. Persistence in the short and long term tourist arrivals to Australia
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (4)
183. Retail sales. Persistence in the short term and long term dynamics
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (3)
184. The Weekly Structure of US Stock Prices
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
     Also in CESifo Working Paper Series, CESifo (2010)
     See also Journal Article The weekly structure of US stock prices, Applied Financial Economics, Taylor & Francis Journals (2011) (2011)
185. Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament?
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (2)

2009

186. A note on the effectiveness of national anti-terrorist policies. Evidence from ETA
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
     See also Journal Article A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA, Conflict Management and Peace Science, Peace Science Society (International) (2010) View citations (7) (2010)
187. AK growth models: new evidence based on fractional integration and breaking trends
     Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (2)
     See also Journal Article AK growth models: new evidence based on fractional integration and breaking trends, Recherches économiques de Louvain, De Boeck Université (2009) View citations (4) (2009)
188. Fractional Integration and Structural Breaks in U.S. Macro Dynamics
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (6)
     See also Journal Article Fractional integration and structural breaks in U.S. macro dynamics, Empirical Economics, Springer (2012) View citations (2) (2012)
189. Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (9)
     Also in NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University (2009) View citations (9)
     See also Journal Article Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes, Economic Modelling, Elsevier (2009) View citations (9) (2009)
190. Long Memory in US Real Output per Capita
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (4)
     Also in CESifo Working Paper Series, CESifo (2009) View citations (4)
     See also Journal Article Long memory in US real output per capita, Empirical Economics, Springer (2013) View citations (9) (2013)
191. Multi-Factor Gegenbauer Processes and European Inflation Rates
     CESifo Working Paper Series, CESifo View citations (1)
     Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2009) View citations (1)
192. Persistence on airline accidents
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra
193. Time series modelling of sunspot numbers using long range cyclical dependence
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
194. Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe
     NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University View citations (1)
195. Warming break trends and fractional integration in the northern, southern and global temperature anomaly series
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra

2008

196. Fractional integration and data frequency
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (2)
197. 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 View citations (40)
     See also Journal Article Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks, Computational Statistics & Data Analysis, Elsevier (2008) View citations (35) (2008)
198. The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?
     IZA Discussion Papers, Institute of Labor Economics (IZA)
     See also Journal Article The nature of occupational unemployment rates in the United States: hysteresis or structural?, Applied Economics, Taylor & Francis Journals (2009) View citations (4) (2009)
199. The Persistence of Earnings per Share
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (4)
     See also Journal Article The persistence of earnings per share, Review of Quantitative Finance and Accounting, Springer (2008) View citations (3) (2008)
200. Time trend estimation with breaks in temperature time series
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (12)
201. Unemployment and entrepreneurship: a cyclical relationship?
     NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University

2007

202. A Multivariate Long-Memory Model with Structural Breaks
     CESifo Working Paper Series, CESifo View citations (1)
203. Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks
     CESifo Working Paper Series, CESifo View citations (4)
204. Identification of Segments of European Banks with a Latent Class Frontier Model
     CESifo Working Paper Series, CESifo
205. 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 View citations (1)
206. Long Run and Cyclical Dynamics in the US Stock Market
     CESifo Working Paper Series, CESifo View citations (10)
     Also in Economics Series, Institute for Advanced Studies (2004)
     Econometric Society 2004 Latin American Meetings, Econometric Society (2004)
     Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2005)
     See also Journal Article Long‐Run and Cyclical Dynamics in the US Stock Market, Journal of Forecasting, John Wiley & Sons, Ltd. (2014) View citations (10) (2014)
207. 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) View citations (2)
     See also Journal Article Real convergence in some emerging countries: a fractionally integrated approach, Recherches économiques de Louvain, De Boeck Université (2007) View citations (2) (2007)
208. The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine
     Discussion Papers, University of Bonn, Institute for Food and Resource Economics View citations (1)
     Also in 98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece, European Association of Agricultural Economists (2006) View citations (2)
     2006 Annual Meeting, August 12-18, 2006, Queensland, Australia, International Association of Agricultural Economists (2006) View citations (1)
     See also Journal Article The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine, Applied Economics, Taylor & Francis Journals (2009) View citations (10) (2009)
209. Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
     See also Journal Article Tourism in the Canary Islands: forecasting using several seasonal time series models, Journal of Forecasting, John Wiley & Sons, Ltd. (2008) View citations (22) (2008)
210. Uncovering the U.S. Term Premium: An Alternative Route
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
     See also Journal Article Uncovering the US term premium: An alternative route, Journal of Banking & Finance, Elsevier (2012) View citations (58) (2012)

2006

211. 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
212. 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
213. Fractional integration and structural breaks at unknown periods of time
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (2)
     See also Journal Article Fractional integration and structural breaks at unknown periods of time, Journal of Time Series Analysis, Wiley Blackwell (2008) View citations (169) (2008)
214. Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
     See also Journal Article Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited, Empirica, Springer (2007) View citations (1) (2007)
215. 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 (2006) View citations (5)
216. New Revelations about Unemployment Persistence in Spain
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (2)
217. Nonlinearities and fractional integration in the US unemployment rate
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (3)
     Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
     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 (2005)
     Discussion Paper Series, Hamburg Institute of International Economics (2004) View citations (2)
     HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) (2004) View citations (2)
     See also Journal Article Nonlinearities and Fractional Integration in the US Unemployment Rate*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2007) View citations (69) (2007)
218. 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 Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates, Empirica, Springer (2008) View citations (1) (2008)
219. Technology Shocks and Hours Worked: A Fractional Integration Perspective
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (3)
     See also Journal Article TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE, Macroeconomic Dynamics, Cambridge University Press (2009) View citations (15) (2009)

2005

220. FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS
     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 (2005)
     See also Journal Article FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS, Manchester School, University of Manchester (2005) View citations (14) (2005)
221. 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 Long memory at the long-run and the seasonal monthly frequencies in the US money stock, Applied Economics Letters, Taylor & Francis Journals (2006) View citations (3) (2006)
222. Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (2)
     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)
     See also Journal Article Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994, Empirical Economics, Springer (2006) View citations (6) (2006)
223. 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
224. 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 Structural Change and the Order of Integration in Univariate Time Series, Computational Economics, Springer (2004) (2004)
225. 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 Testing for deterministic and stochastic cycles in macroeconomic time series, Empirica, Springer (2007) (2007)
226. The Nature of the Relationship between International Tourism and International Trade: The Case of Ge
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (4)
227. 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 View citations (4)

2004

228. Deterministic Seasonality versus Seasonal Fractional Integration
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (2)
     Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000)
229. Fractional Integration and Business Cycles Features
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (11)
     Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001)
     See also Journal Article Fractional integration and business cycle features, Empirical Economics, Springer (2004) View citations (11) (2004)
230. NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS
     Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
     Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
     Economics Working Papers, European University Institute (1998)
231. Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (2)
232. TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA
     Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
     Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
     See also Chapter Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2007) (2007)
233. THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE
     Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
     Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
     See also Journal Article The stochastic unit root model and fractional integration: An extension to the seasonal case, Applied Stochastic Models in Business and Industry, John Wiley & Sons (2007) (2007)

2003

234. Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (3)
     See also Journal Article Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2006) View citations (11) (2006)
235. Fractional Integration and the Dynamics of UK Unemployment
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (29)
     Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000)
     See also Journal Article Fractional Integration and the Dynamics of UK Unemployment, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2003) View citations (25) (2003)
236. Serial and cross-correlation in the Spanish Stock Market returns
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra
237. Testing of Fractional Cointegration in Macroeconomic Time Series
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (51)
     Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000)
     See also Journal Article Testing of Fractional Cointegration in Macroeconomic Time Series, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2003) View citations (51) (2003)
238. 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 Testing of nonstationary cycles in financial time series data, Review of Quantitative Finance and Accounting, Springer (2006) View citations (4) (2006)
239. 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

240. Do Spanish Stock Market Prices Follow a Random Walk?
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (3)
241. Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra
242. Multivariate Tests of Fractionally Integrated Hypotheses
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
     Also in Economics Working Papers, European University Institute (1998) View citations (2)
243. Stock Market Cycles and Stock Market Development in Spain
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra

2001

244. A joint test of fractional cyclic integration and a linear time trend
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
245. Forecasting the real output using fractionally integrated techniques
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
     See also Journal Article Forecasting the real output using fractionally integrated techniques, Applied Economics, Taylor & Francis Journals (2004) (2004)
246. Testing of seasonal fractional integration in UK and Japanese consumption and income
     LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (85)
     Also in Economics Working Papers, European University Institute (1998) View citations (15)
     STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2000) View citations (6)
     LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2000) View citations (1)
     See also Journal Article Testing of seasonal fractional integration in UK and Japanese consumption and income, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2001) View citations (93) (2001)
247. The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
248. Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
     See also Journal Article Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate, Empirical Economics, Springer (2005) View citations (4) (2005)

2000

249. A fractionally integrated exponential model for UK unemployment
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
     See also Journal Article A Fractionally Integrated Exponential Model for UK Unemployment, Journal of Forecasting, John Wiley & Sons, Ltd. (2001) View citations (23) (2001)
250. A fractionally integrated model with a mean shift for the US and the UK real oil prices
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (2)
     See also Journal Article A fractionally integrated model with a mean shift for the US and the UK real oil prices, Economic Modelling, Elsevier (2001) View citations (14) (2001)
251. A generalized fractional time series model
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
252. Fractional cointegration and real exchange rates
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
     See also Journal Article Fractional cointegration and real exchange rates, Review of Financial Economics, Elsevier (2004) View citations (18) (2004)
253. Fractional cointegration and tests of present value models
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
     See also Journal Article Fractional cointegration and tests of present value models, Review of Financial Economics, Elsevier (2004) View citations (42) (2004)
254. Modelling seasonality with fractionally integrated processes
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
255. Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
     See also Journal Article Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks, Empirical Economics, Springer (2003) View citations (20) (2003)
256. Testing stochastic cycles in macroeconomic time series
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
     See also Journal Article Testing Stochastic Cycles in Macroeconomic Time Series, Journal of Time Series Analysis, Wiley Blackwell (2001) View citations (74) (2001)
257. Unemployment and input prices: A fractional cointegration approach
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
     See also Journal Article Unemployment and input prices: a fractional cointegration approach, Applied Economics Letters, Taylor & Francis Journals (2002) View citations (16) (2002)

1998

258. Fractional Integration in the Purchasing Power Parity
     Economics Working Papers, European University Institute View citations (1)

1996

259. Testing of Unit Root and Other Nonstationary Hypotheses in Macroeconomic Time Series - (Now published in 'Journal of Econometrics', 80, 1997, pp.241-268.)
     STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

Journal Articles

2025

1. Analyzing Stationarity in World Coffee Prices
   Computational Economics, 2025, 65, (4), 2115-2131
2. Black carbon emissions persistence: Evidence from 27 European Union countries using fractional integration
   Renewable and Sustainable Energy Reviews, 2025, 212, (C)
3. Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019
   Structural Change and Economic Dynamics, 2025, 72, (C), 67-77
4. Persistence in China’s household consumption level: implications for the new growth model
   Journal of Economics and Finance, 2025, 49, (1), 283-298
5. The Euribor rate: a forecasting exercise based on fractional integration
   Applied Economics Letters, 2025, 32, (2), 179-182

2024

6. A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market
   Mathematics, 2024, 12, (22), 1-12 View citations (2)
7. A look at the Spanish film industry and its level of persistence
   Palgrave Communications, 2024, 11, (1), 1-11 View citations (1)
8. A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
   Empirical Economics, 2024, 66, (6), 2471-2499
9. All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data
   Journal of Quantitative Economics, 2024, 22, (3), 631-640
10. Consumer sentiments across G7 and BRICS economies: Are they related?
    Journal of Economics and Finance, 2024, 48, (2), 323-344
11. Do climate policy uncertainty and geopolitical risk transmit opportunity or threat to the green market? Evidence from non-linear ARDL
    The Journal of Economic Asymmetries, 2024, 30, (C)
12. Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity
    Econometrics, 2024, 12, (4), 1-14
    See also Working Paper Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity, CESifo Working Paper Series (2024) (2024)
13. Exogenous shocks and time-varying price persistence in the EU27
    Journal of Applied Economics, 2024, 27, (1), 2329857
14. Exponential Time Trends in a Fractional Integration Model
    Econometrics, 2024, 12, (2), 1-14
    See also Working Paper Exponential Time Trends in a Fractional Integration Model, CESifo Working Paper Series (2023) (2023)
15. Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
    Empirical Economics, 2024, 66, (2), 859-882
16. Long Memory and Change in Persistence in the Rare Earth Market Index
    Energy RESEARCH LETTERS, 2024, 4, (4), 1-7
17. Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis
    Computational Economics, 2024, 64, (6), 3543-3553
    See also Working Paper Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis, CESifo Working Paper Series (2022) (2022)
18. Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach
    International Advances in Economic Research, 2024, 30, (3), 231-254
19. Modelling profitability of private equity: A fractional integration approach
    Research in International Business and Finance, 2024, 67, (PA)
    See also Working Paper Modelling Profitability of Private Equity: A Fractional Integration Approach, CESifo Working Paper Series (2022) (2022)
20. Persistence and long memory in monetary policy spreads
    Applied Economics, 2024, 56, (20), 2422-2433
    See also Working Paper Persistence and Long Memory in Monetary Policy Spreads, CESifo Working Paper Series (2020) (2020)
21. Persistence in Australian tourism employment industries
    Current Issues in Tourism, 2024, 27, (5), 754-767
22. Persistence in Tax Revenues: Evidence from Some OECD Countries
    Journal of Quantitative Economics, 2024, 22, (2), 475-491
    See also Working Paper Persistence in Tax Revenues: Evidence from Some OECD Countries, CESifo Working Paper Series (2023) (2023)
23. Persistence in sovereign debt during the past two centuries: Evidence for the US and the largest European economies
    Economic Analysis and Policy, 2024, 83, (C), 390-403 View citations (1)
24. Persistence in the Realized Betas: Some Evidence from the Stock Market
    JRFM, 2024, 17, (4), 1-28 View citations (1)
25. Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods
    Economic Systems, 2024, 48, (3)
26. Persistent and Long-Term Co-Movements between Gender Equality and Global Prices
    Economies, 2024, 12, (7), 1-15
27. Precious metal prices: a tale of four US recessions
    Studies in Economics and Finance, 2024, 41, (5), 1012-1022
    See also Working Paper Precious Metal Prices: A Tale of Four U.S. Recessions, IZA Discussion Papers (2023) (2023)
28. Private and public debt convergence: a fractional cointegration approach
    Empirica, 2024, 51, (1), 161-183 View citations (1)
29. Stock Market Persistence in MENA and OIC Countries
    Emerging Markets Finance and Trade, 2024, 60, (13), 3084-3097
30. Stock market indices and interest rates in the US and Europe: persistence and long-run linkages
    Studies in Economics and Finance, 2024, 41, (5), 1044-1056 View citations (1)
31. Stock market indices and sustainability: A comparison between them
    Journal of Sustainable Finance & Investment, 2024, 14, (3), 642-657
32. Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?
    International Review of Financial Analysis, 2024, 94, (C)
33. Unemployment Hysteresis by Sex and Education Attainment in the EU
    Journal of the Knowledge Economy, 2024, 15, (1), 801-827
    See also Working Paper Unemployment hysteresis by sex and education attainment in the EU, Working Papers (2022) (2022)
34. Volatility persistence in metal prices
    Resources Policy, 2024, 88, (C)

2023

35. A Test for the Efficiency of Nigerian REITS Stocks
    Review of Development Finance Journal, 2023, 13, (2), 35-43
36. Energy prices in Europe. Evidence of persistence across markets
    Resources Policy, 2023, 82, (C) View citations (4)
37. Evidence of Inflation Using Harmonized Consumer Price Indices in Some Euro Countries: France, Germany, Italy, and Spain, along with the Euro Zone
    Mathematics, 2023, 11, (10), 1-12
38. Factors behind the performance of green bond markets
    International Review of Economics & Finance, 2023, 88, (C), 92-106 View citations (7)
39. Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war
    Economics Bulletin, 2023, 43, (1), 137 - 145
    See also Working Paper Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War, CESifo Working Paper Series (2022) View citations (3) (2022)
40. Measuring Persistence in the US Equity Gender Diversity Index
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2023, 167, (1), 175-182 View citations (1)
41. Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach
    Resources Policy, 2023, 82, (C)
42. Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks
    SN Business & Economics, 2023, 3, (8), 1-10
    See also Working Paper Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks, CESifo Working Paper Series (2022) (2022)
43. Persistence and long run co-movements across stock market prices
    The Quarterly Review of Economics and Finance, 2023, 89, (C), 347-357 View citations (2)
44. Persistence and trends in CO2 emissions in Africa: is Chinese FDI behind these features?
    Applied Economics, 2023, 55, (30), 3498-3513
45. Persistence in UK Historical Data on Life Expectancy
    Population Research and Policy Review, 2023, 42, (4), 1-11
    See also Working Paper Persistence in UK Historical Data on Life Expectancy, CESifo Working Paper Series (2023) (2023)
46. Productivity and GDP: international evidence of persistence and trends over 130 years of data
    Empirical Economics, 2023, 64, (3), 1219-1246 View citations (1)
    See also Working Paper Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data, Working Papers (2021) (2021)
47. Profitability of private equity: mean reversion and transitory shocks
    Journal of Economics and Finance, 2023, 47, (2), 458-471 View citations (1)
48. Term premium in a fractionally cointegrated yield curve
    Journal of Banking & Finance, 2023, 149, (C) View citations (3)
49. Testing persistence of ammonia emissions using historical data of more than two centuries in OECD countries
    Environment Systems and Decisions, 2023, 43, (3), 379-392
50. Testing the hypothesis of duration dependence in the U.S. housing market
    Finance Research Letters, 2023, 58, (PD)
51. The impact of geopolitical risk on the behavior of oil prices and freight rates
    Energy, 2023, 269, (C) View citations (11)
52. The influence of economic policy uncertainty shocks on art market
    Applied Economics, 2023, 55, (29), 3404-3421 View citations (1)
53. The unemployment hysteresis by territory, gender, and age groups in Iran
    SN Business & Economics, 2023, 3, (2), 1-18 View citations (1)
54. Tourism persistence in the Southeastern European countries: The impact of covid-19
    Cogent Economics & Finance, 2023, 11, (2), 2280349
    See also Working Paper Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19, CESifo Working Paper Series (2022) (2022)
55. Tourist arrivals and overnight stays along the Croatian Adriatic Coast: Changes in persistence and seasonality from the COVID-19 disruption
    Tourism Economics, 2023, 29, (6), 1679-1693
56. U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks
    International Advances in Economic Research, 2023, 29, (1), 79-90 View citations (1)
    See also Working Paper US House Prices by Census Division: Persistence, Trends and Structural Breaks, CESifo Working Paper Series (2022) (2022)
57. US biofuel market persistence and mean reversion properties
    Economic Analysis and Policy, 2023, 78, (C), 648-660 View citations (1)
58. US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach
    Applied Economics, 2023, 55, (3), 283-292
    See also Working Paper US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach, CESifo Working Paper Series (2021) View citations (2) (2021)
59. Unemployment and COVID-19: an analysis of change in persistence
    Applied Economics, 2023, 55, (39), 4511-4521

2022

60. Credit-to-GDP ratios – non-linear trends and persistence: evidence from 44 OECD economies
    Journal of Economic Studies, 2022, 50, (3), 448-463
    See also Working Paper Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies, Working Papers (2021) (2021)
61. Globalization, long memory, and real interest rate convergence: a historical perspective
    Empirical Economics, 2022, 63, (5), 2331-2355
    See also Working Paper Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective, Working Papers (2020) (2020)
62. Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2022, 164, (2), 711-725
63. Inflation in the G7 countries: persistence and structural breaks
    Journal of Economics and Finance, 2022, 46, (3), 493-506 View citations (1)
    See also Working Paper Inflation in the G7 Countries: Persistence and Structural Breaks, CESifo Working Paper Series (2020) (2020)
64. Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
    International Review of Economics & Finance, 2022, 78, (C), 141-152 View citations (3)
65. Modeling persistence and non-linearities in the US treasury 10-year bond yields
    Economics Bulletin, 2022, 42, (3), 1221 - 1229 View citations (2)
    See also Working Paper Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields, CESifo Working Paper Series (2022) View citations (2) (2022)
66. Non-linearities and persistence in US long-run interest rates
    Applied Economics Letters, 2022, 29, (4), 366-370 View citations (3)
    See also Working Paper Non-Linearities and Persistence in US Long-Run Interest Rates, CESifo Working Paper Series (2020) (2020)
67. On the persistence of UK inflation: A long‐range dependence approach
    International Journal of Finance & Economics, 2022, 27, (1), 439-454
    See also Working Paper On the Persistence of UK Inflation: A Long-Range Dependence Approach, CESifo Working Paper Series (2018) View citations (4) (2018)
68. Persistence analysis of research intensity in OECD countries since 1870
    Australian Economic Papers, 2022, 61, (4), 738-750
69. Persistence in Commodity Prices
    Journal of Agricultural and Resource Economics, 2022, 47, (2)
70. Persistence in Croatian tourism: The impact of COVID-19
    Tourism Economics, 2022, 28, (6), 1676-1682
71. Persistence in ESG and conventional stock market indices
    Journal of Economics and Finance, 2022, 46, (4), 678-703 View citations (6)
    See also Working Paper Persistence in ESG and Conventional Stock Market Indices, CESifo Working Paper Series (2021) (2021)
72. Persistence in US Treasury bonds
    Finance Research Letters, 2022, 45, (C) View citations (2)
73. Persistence of economic complexity in OECD countries
    Physica A: Statistical Mechanics and its Applications, 2022, 603, (C) View citations (1)
74. Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel
    Tourism Economics, 2022, 28, (3), 654-660 View citations (1)
75. Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas
    Finance Research Letters, 2022, 47, (PA) View citations (10)
76. Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks
    Resources Policy, 2022, 78, (C) View citations (1)
77. Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach
    Emerging Markets Finance and Trade, 2022, 58, (5), 1502-1514 View citations (6)
78. The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
    The Quarterly Review of Economics and Finance, 2022, 86, (C), 118-123 View citations (4)
    See also Working Paper The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields, CESifo Working Paper Series (2021) (2021)
79. The Impact of China’s FDI on Economic Growth: Evidence from Africa with a Long Memory Approach
    Emerging Markets Finance and Trade, 2022, 58, (6), 1753-1770 View citations (2)
80. The behaviour of real interest rates: New evidence from a 'suprasecular' perspective
    International Finance, 2022, 25, (1), 46-64
81. The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis
    Cogent Economics & Finance, 2022, 10, (1), 2159736 View citations (1)
82. The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach
    Applied Economics, 2022, 54, (27), 3074-3087
83. The impact of COVID-19 on the Spanish tourism sector
    Tourism Economics, 2022, 28, (3), 646-653 View citations (4)
84. The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets
    The North American Journal of Economics and Finance, 2022, 62, (C) View citations (9)
85. The relationship between prices and output in the UK and the US
    SN Business & Economics, 2022, 2, (6), 1-13 View citations (1)
    See also Working Paper The Relationship between Prices and Output in the UK and the US, CESifo Working Paper Series (2021) (2021)
86. Trends and cycles in macro series: The case of US real GDP
    Bulletin of Economic Research, 2022, 74, (1), 123-134
    See also Working Paper Trends and Cycles in Macro Series: The Case of US Real GDP, CESifo Working Paper Series (2017) (2017)
87. True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods
    Empirical Economics, 2022, 63, (3), 1543-1570 View citations (2)
88. Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach
    Annals of Operations Research, 2022, 313, (1), 191-229 View citations (2)

2021

89. A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network*
    Oxford Bulletin of Economics and Statistics, 2021, 83, (4), 960-981 View citations (27)
90. Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach
    Journal of Innovation and Entrepreneurship, 2021, 10, (1), 1-16 View citations (9)
91. Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach
    International Journal of Finance & Economics, 2021, 26, (1), 1197-1205
92. Crude Oil Prices and COVID-19 - Persistence of the Shock
    Energy RESEARCH LETTERS, 2021, 1, (1), 1-4 View citations (4)
93. Economic policy uncertainty: Persistence and cross-country linkages
    Research in International Business and Finance, 2021, 58, (C) View citations (6)
    See also Working Paper Economic Policy Uncertainty: Persistence and Cross-Country Linkages, CESifo Working Paper Series (2020) View citations (1) (2020)
94. Fractional persistence in income poverty in Africa
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2021, 155, (2), 563-581 View citations (1)
95. GDP and population growth: Evidence of fractional cointegration with historical data from 1820 onwards
    Journal of Economic Studies, 2021, 49, (2), 379-393
96. GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory
    International Review of Economics & Finance, 2021, 72, (C), 175-190 View citations (4)
97. Gender Diversity Index. Measuring persistence
    Research in International Business and Finance, 2021, 58, (C) View citations (1)
98. Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets
    Journal of Economic Integration, 2021, 36, (2), 185-202 View citations (2)
    See also Working Paper Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets, CESifo Working Paper Series (2017) (2017)
99. How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry
    Review of Development Finance Journal, 2021, 11, (1), 26-34 View citations (1)
100. How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses
     Resources Policy, 2021, 74, (C) View citations (10)
     See also Working Paper How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses, MPRA Paper (2021) View citations (10) (2021)
101. Income inequality in China 1952–2017: persistence and main determinants
     Oeconomia Copernicana, 2021, 12, (4), 863-888
102. Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach
     JRFM, 2021, 14, (12), 1-43 View citations (3)
103. Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum
     International Economics, 2021, (167), 29-38 View citations (4)
     Also in International Economics, 2021, 167, (C), 29-38 (2021) View citations (4)
104. Is There Convergence Between BRICS Listed Property Stocks and International REITs?
     Journal of Real Estate Portfolio Management, 2021, 27, (1), 29-42
105. Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis
     Resources Policy, 2021, 72, (C) View citations (10)
106. Mapping US presidential terms with S&P500 index: Time series analysis approach
     International Journal of Finance & Economics, 2021, 26, (2), 1938-1954 View citations (1)
107. Mean reversion in monetary aggregates in Chile
     Applied Economics, 2021, 53, (13), 1572-1584
108. Modelling stock market data in China: Crisis and Coronavirus
     Finance Research Letters, 2021, 41, (C)
109. Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data
     Urban Studies, 2021, 58, (1), 53-72 View citations (6)
     See also Working Paper Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data, Working Papers (2018) (2018)
110. Persistence in the market risk premium: evidence across countries
     Journal of Economics and Finance, 2021, 45, (3), 413-427 View citations (1)
     See also Working Paper Persistence in the Market Risk Premium: Evidence across Countries, CESifo Working Paper Series (2020) View citations (2) (2020)
111. Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries
     Applied Economics, 2021, 53, (43), 5018-5027 View citations (3)
     See also Working Paper Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries, CESifo Working Paper Series (2021) View citations (4) (2021)
112. Re-examination of international bond market dependence: Evidence from a pair copula approach
     International Review of Financial Analysis, 2021, 74, (C) View citations (18)
113. Self-employment by gender in the EU: convergence and clusters
     Empirica, 2021, 48, (3), 717-741 View citations (2)
     See also Working Paper Self-employment by gender in the EU: convergence and clusters, Working Papers (2020) View citations (1) (2020)
114. Spatial crude oil production divergence and crude oil price behaviour in the United States
     Energy, 2021, 232, (C) View citations (4)
115. Testing fractional unit roots with non-linear smooth break approximations using Fourier functions
     Journal of Applied Statistics, 2021, 48, (13-15), 2542-2559 View citations (33)
     See also Working Paper Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions, MPRA Paper (2018) View citations (4) (2018)
116. The COVID-19 impact on the Asian Stock Markets
     Asian Economics Letters, 2021, 1, (2), 1-4 View citations (1)
117. The Social Balance Sheet as Part of the Annual Report in Financial Institutions. A Case Study: Banco Bilbao Vizcaya Argentaria (BBVA)
     Sustainability, 2021, 13, (6), 1-14 View citations (1)
118. The persistence of economic policy uncertainty: Evidence of long range dependence
     Physica A: Statistical Mechanics and its Applications, 2021, 568, (C) View citations (3)
119. Tourism persistence in Spain: National versus international visitors
     Tourism Economics, 2021, 27, (4), 614-625 View citations (2)
120. What do productivity indices tell us? A case study of U.S. industries
     International Journal of Finance & Economics, 2021, 26, (4), 4946-4978

2020

121. A fractional cointegration var analysis of exchange rate dynamics
     The North American Journal of Economics and Finance, 2020, 51, (C) View citations (12)
122. An analysis of the OPEC and non-OPEC position in the World Oil Market: A fractionally integrated approach
     Physica A: Statistical Mechanics and its Applications, 2020, 541, (C)
123. An investigation of long range reliance on shale oil and shale gas production in the U.S. market
     Energy, 2020, 195, (C) View citations (22)
124. Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach
     Applied Economics, 2020, 52, (57), 6171-6182 View citations (3)
125. Cryptocurrencies and stock market indices. Are they related?
     Research in International Business and Finance, 2020, 51, (C) View citations (94)
126. Exchange rate dynamics in South Africa
     Applied Economics, 2020, 52, (22), 2339-2352 View citations (1)
127. Fractional Integration and the Persistence of UK Inflation, 1210–2016
     Economic Papers, 2020, 39, (2), 162-166 View citations (2)
128. Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data
     Physica A: Statistical Mechanics and its Applications, 2020, 540, (C) View citations (39)
     See also Working Paper Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data, Working Papers (2019) View citations (2) (2019)
129. High and low prices and the range in the European stock markets: A long-memory approach
     Research in International Business and Finance, 2020, 52, (C)
     See also Working Paper High and low prices and the range in the European stock markets: a long-memory approach, CESifo Working Paper Series (2019) (2019)
130. How do stocks in BRICS co-move with real estate stocks?
     International Review of Economics & Finance, 2020, 69, (C), 93-101 View citations (1)
131. Measuring the degree of persistence in the U.S. economic policy uncertainty index
     Applied Economics Letters, 2020, 27, (10), 831-835 View citations (5)
132. Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis
     Review of Development Finance Journal, 2020, 10, (2), 31-37
133. Modeling US historical time-series prices and inflation using alternative long-memory approaches
     Empirical Economics, 2020, 58, (4), 1491-1511
134. Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries
     International Advances in Economic Research, 2020, 26, (3), 303-315 View citations (2)
     See also Working Paper Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries, MPRA Paper (2018) (2018)
135. Persistence and Long Memory Behavior in Condominium Prices: Evidence from Major U.S. Metropolitan Areas
     Journal of Housing Research, 2020, 29, (1), 54-67
136. Persistence in silver prices and the influence of solar energy
     Resources Policy, 2020, 69, (C) View citations (6)
137. Persistence of the Misery Index in African Countries
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2020, 147, (3), 825-841 View citations (1)
138. Persistence, non-linearities and structural breaks in European stock market indices
     The Quarterly Review of Economics and Finance, 2020, 77, (C), 50-61 View citations (7)
     See also Working Paper Persistence, non-linearities and structural breaks in European stock market indices, CESifo Working Paper Series (2019) (2019)
139. Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence
     South African Journal of Economics, 2020, 88, (2), 174-185 View citations (2)
     See also Working Paper Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence, CESifo Working Paper Series (2018) (2018)
140. Public finances in the EU-27: Are they sustainable?
     Empirica, 2020, 47, (1), 181-204
141. Testing Okun’s law. Theoretical and empirical considerations using fractional integration
     Applied Economics, 2020, 52, (5), 459-474 View citations (10)
142. The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies
     Risks, 2020, 8, (4), 1-17 View citations (3)
143. UK tourism arrivals and departures: seasonality, persistence and time trends
     Applied Economics, 2020, 52, (46), 5077-5087 View citations (3)
144. Unemployment and Fertility: A Long Run Relationship
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2020, 152, (3), 1177-1196 View citations (2)
145. Volatility persistence in cryptocurrency markets under structural breaks
     International Review of Economics & Finance, 2020, 69, (C), 680-691 View citations (25)
146. Volatility persistence in the Russian stock market
     Finance Research Letters, 2020, 32, (C) View citations (5)

2019

147. An examination of trade-weighted real exchange rates based on fractional integration
     International Economics, 2019, (158), 64-76
     Also in International Economics, 2019, 158, (C), 64-76 (2019)
148. Are BRICS exchange rates chaotic?
     Applied Economics Letters, 2019, 26, (13), 1104-1110 View citations (8)
     See also Working Paper Are BRICS Exchange Rates Chaotic?, Working Papers (2018) View citations (5) (2018)
149. Automobile components: Lithium and cobalt. Evidence of persistence
     Energy, 2019, 169, (C), 489-495 View citations (6)
150. Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty
     Journal of International Development, 2019, 31, (1), 101-116 View citations (11)
     See also Working Paper Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty, Working Papers (2016) (2016)
151. Gold prices and the cryptocurrencies: Evidence of convergence and cointegration
     Physica A: Statistical Mechanics and its Applications, 2019, 523, (C), 1227-1236 View citations (13)
152. Inflation in Argentina: Analysis of Persistence Using Fractional Integration
     Eastern Economic Journal, 2019, 45, (2), 204-223 View citations (3)
153. Iranian inflation: peristence and structural breaks
     Journal of Economics and Finance, 2019, 43, (2), 398-408
154. Lithium: Production and estimated consumption. Evidence of persistence
     Resources Policy, 2019, 60, (C), 198-202 View citations (7)
155. Long Memory in Turkish Unemployment Rates
     Emerging Markets Finance and Trade, 2019, 55, (1), 201-217 View citations (5)
     See also Working Paper Long Memory in Turkish Unemployment Rates, Koç University-TUSIAD Economic Research Forum Working Papers (2017) (2017)
156. Long-term interest rates in Europe: A fractional cointegration analysis
     International Review of Economics & Finance, 2019, 61, (C), 170-178 View citations (3)
157. Long-term price overreactions: are markets inefficient?
     Journal of Economics and Finance, 2019, 43, (4), 657-680 View citations (10)
     See also Working Paper Long-Term Price Overreactions: Are Markets Inefficient?, Discussion Papers of DIW Berlin (2015) (2015)
158. Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration
     The Quarterly Review of Economics and Finance, 2019, 72, (C), 65-72 View citations (3)
159. Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks
     International Journal of Finance & Economics, 2019, 24, (1), 412-426 View citations (72)
     See also Working Paper Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks, Working Papers (2016) View citations (14) (2016)
160. Persistence in trends and cycles of gold and silver prices: Evidence from historical data
     Physica A: Statistical Mechanics and its Applications, 2019, 514, (C), 345-354 View citations (8)
     See also Working Paper Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data, Working Papers (2018) (2018)
161. Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data
     Manchester School, 2019, 87, (1), 24-36 View citations (1)
     See also Working Paper Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data, Working Papers (2017) (2017)
162. Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile
     Research in International Business and Finance, 2019, 49, (C), 269-281 View citations (4)
163. Temperatures across Europe: evidence of time trends
     Climatic Change, 2019, 157, (3), 355-364
164. Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
     International Economics, 2019, 159, (C), 140-150 View citations (2)
     Also in International Economics, 2019, (159), 140-150 (2019) View citations (2)
     See also Working Paper Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques, Discussion Papers of DIW Berlin (2017) View citations (1) (2017)
165. The Evolution of the Credit‐to‐GDP Ratio: An Empirical Analysis
     International Review of Finance, 2019, 19, (1), 237-244
166. The cyclical structure of the UK inflation rate: 1210–2016
     Economics Letters, 2019, 181, (C), 182-185 View citations (1)
167. Time Trends and Persistence in the Global CO2 Emissions Across Europe
     Environmental & Resource Economics, 2019, 73, (1), 213-228 View citations (5)
168. Time series analysis of economic growth rate series in Nigeria: structural breaks, non-linearities and reasons behind the recent recession
     Applied Economics, 2019, 51, (50), 5482-5489 View citations (5)
169. UK overseas visitors: Seasonality and persistence
     Tourism Economics, 2019, 25, (5), 827-831 View citations (2)
170. Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends
     European Journal of Population, 2019, 35, (4), 675-694 View citations (5)

2018

171. Application of local projections in the monetary policy in Brazil
     Applied Economics Letters, 2018, 25, (13), 941-944
172. Brexit and Uncertainty in Financial Markets
     IJFS, 2018, 6, (1), 1-9 View citations (11)
     See also Working Paper Brexit and Uncertainty in Financial Markets, CESifo Working Paper Series (2018) View citations (11) (2018)
173. Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks
     The Journal of International Trade & Economic Development, 2018, 27, (6), 638-654 View citations (8)
     See also Working Paper Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks, Working Papers (2017) (2017)
174. Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks
     Tourism Economics, 2018, 24, (1), 41-50 View citations (4)
175. Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
     Research in International Business and Finance, 2018, 44, (C), 227-238 View citations (8)
     See also Working Paper Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB, Discussion Papers of DIW Berlin (2016) View citations (2) (2016)
176. Inflation analysis in the Central American Monetary Council
     Empirical Economics, 2018, 54, (2), 547-565 View citations (1)
177. Is market fear persistent? A long-memory analysis
     Finance Research Letters, 2018, 27, (C), 140-147 View citations (14)
     See also Working Paper Is Market Fear Persistent? A Long-Memory Analysis, Discussion Papers of DIW Berlin (2017) View citations (3) (2017)
178. Long memory and mean reversion in real exchange rates in Latin America
     Applied Economics, 2018, 50, (29), 3148-3155 View citations (1)
179. Market efficiency of Baltic stock markets: A fractional integration approach
     Physica A: Statistical Mechanics and its Applications, 2018, 511, (C), 251-262 View citations (13)
     See also Working Paper Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach, Working Papers (2016) View citations (1) (2016)
180. NON-LINEARITIES, STRUCTURAL BREAKS AND FRACTIONAL INTEGRATION IN THE ANALYSIS OF THE GHANAIAN AND THE SOUTH AFRICAN CPI INFLATION RATES
     Journal of Developing Areas, 2018, 52, (1), 157-168
181. Oil price shocks and unemployment in Central and Eastern Europe
     Economic Systems, 2018, 42, (1), 164-173 View citations (24)
182. On the invertibility of seasonally adjusted series
     Computational Statistics, 2018, 33, (1), 443-465
     See also Working Paper On the invertibility of seasonally adjusted series, Working Papers (2016) (2016)
183. Persistence in the cryptocurrency market
     Research in International Business and Finance, 2018, 46, (C), 141-148 View citations (117)
     See also Working Paper Persistence in the Cryptocurrency Market, CESifo Working Paper Series (2017) View citations (2) (2017)
184. Short-Term Price Overreactions: Identification, Testing, Exploitation
     Computational Economics, 2018, 51, (4), 913-940 View citations (16)
     See also Working Paper Short-Term Price Overreaction: Identification, Testing, Exploitation, Discussion Papers of DIW Berlin (2014) View citations (2) (2014)
185. Testing the great decoupling: a long memory approach
     Empirica, 2018, 45, (4), 801-820 View citations (1)
186. The EMBI in Latin America: Fractional integration, non-linearities and breaks
     Finance Research Letters, 2018, 24, (C), 34-41 View citations (4)
     See also Working Paper The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks, CESifo Working Paper Series (2015) View citations (1) (2015)
187. The asymmetric behaviour of spanish unemployment persistence
     Economics Bulletin, 2018, 38, (1), 98-104 View citations (3)
188. The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis
     Empirical Economics, 2018, 55, (3), 913-935 View citations (1)
     See also Working Paper The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis, Discussion Papers of DIW Berlin (2015) View citations (6) (2015)
189. Tourism in Iceland: Persistence and seasonality
     Annals of Tourism Research, 2018, 68, (C), 20-29 View citations (9)
190. Unemployment in Africa: A Fractional Integration Approach
     South African Journal of Economics, 2018, 86, (1), 76-81 View citations (8)

2017

191. A performance assessment of Mozambique banks: a Bayesian stochastic frontier
     Applied Economics, 2017, 49, (45), 4579-4587 View citations (3)
192. CPI and inflation in Kenya. Structural breaks, non-linearities and dependence
     International Economics, 2017, 150, (C), 72-79 View citations (1)
193. CPI and inflation in Kenya. Structural breaks, non-linearities and dependenceOriginal Research Article
     International Economics, 2017, (150), 72-79 View citations (1)
194. Carlos Pestana Barros
     Defence and Peace Economics, 2017, 28, (3), 271-271
195. Central bank policy rates: Are they cointegrated?
     International Economics, 2017, (152), 116-123 View citations (7)
     Also in International Economics, 2017, 152, (C), 116-123 (2017) View citations (6)
     See also Working Paper Central Bank Policy Rates: Are They Cointegrated?, Discussion Papers of DIW Berlin (2017) View citations (7) (2017)
196. Crude oil price behaviour before and after military conflicts and geopolitical events
     Energy, 2017, 120, (C), 79-91 View citations (30)
197. Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016
     Resources Policy, 2017, 54, (C), 53-57 View citations (40)
     See also Working Paper Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016, Working Papers (2017) View citations (50) (2017)
198. Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India
     Review of Economics & Finance, 2017, 8, 61-78 View citations (1)
199. Evidence of persistence in U.S. short and long-term interest rates
     Journal of Policy Modeling, 2017, 39, (5), 775-789 View citations (4)
200. Fractional integration and nonlinear deterministic trends in the analysis of time series data
     Applied Economics Letters, 2017, 24, (14), 991-994
201. Persistence and cycles in the us federal funds rate
     International Review of Financial Analysis, 2017, 52, (C), 1-8 View citations (5)
     See also Working Paper Persistence and Cycles in the US Federal Funds Rate, CESifo Working Paper Series (2012) View citations (1) (2012)
202. Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries
     Environmental & Resource Economics, 2017, 67, (4), 869-883 View citations (6)
203. Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2017, 131, (1), 393-405 View citations (3)
     See also Working Paper Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates, Working Papers (2015) View citations (3) (2015)
204. Searching for Inefficiencies in Exchange Rate Dynamics
     Computational Economics, 2017, 49, (3), 405-432 View citations (2)
205. Shocks affecting electricity prices in Kenya, a fractional integration study
     Energy, 2017, 124, (C), 521-530 View citations (5)
206. The demand for money in Angola
     Journal of Economics and Finance, 2017, 41, (2), 408-420
207. The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches
     International Review of Economics & Finance, 2017, 51, (C), 283-294 View citations (11)
     See also Working Paper The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches, Working Papers (2016) View citations (1) (2016)
208. The fisher relationship in Nigeria
     Journal of Economics and Finance, 2017, 41, (2), 343-353 View citations (1)
209. The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets
     Journal of Developing Areas, 2017, 51, (4), 29-47 View citations (2)
210. The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence
     Economic Change and Restructuring, 2017, 50, (1), 45-58 View citations (6)
211. The weekend effect: a fractional integration and trading robot analysis
     International Journal of Bonds and Derivatives, 2017, 3, (2), 114-131 View citations (3)
212. Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach
     Resources Policy, 2017, 53, (C), 117-124 View citations (22)
213. U.S. shale oil production and WTI prices behaviour
     Energy, 2017, 141, (C), 12-19 View citations (27)
214. Unemployment rate cycles in Europe
     Applied Economics Letters, 2017, 24, (2), 136-139 View citations (2)

2016

215. Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks
     Energy Economics, 2016, 54, (C), 88-95 View citations (9)
216. Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market
     Empirical Economics, 2016, 51, (4), 1399-1414 View citations (1)
217. Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
     Applied Economics Letters, 2016, 23, (10), 701-704 View citations (5)
218. Growth recovery after civil conflict: a fractional integration approach
     Defence and Peace Economics, 2016, 27, (4), 453-479 View citations (1)
219. Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory
     Scottish Journal of Political Economy, 2016, 63, (5), 519-538 View citations (9)
220. Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate
     Journal of International Development, 2016, 28, (2), 214-232 View citations (1)
221. Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
     Computational Economics, 2016, 47, (2), 275-295 View citations (10)
     See also Working Paper Intraday Anomalies and Market Efficiency: A Trading Robot Analysis, Discussion Papers of DIW Berlin (2014) (2014)
222. Is inflation persistence different in reality?
     Economics Letters, 2016, 148, (C), 55-58 View citations (11)
     See also Working Paper Is Inflation Persistence Different in Reality?, Working Papers (2016) View citations (11) (2016)
223. Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach
     International Journal of Finance & Economics, 2016, 21, (2), 143-153 View citations (13)
     See also Working Paper Linkages between the US and European Stock Markets: A Fractional Cointegration Approach, Discussion Papers of DIW Berlin (2015) View citations (2) (2015)
224. Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks
     Journal of Quantitative Economics, 2016, 14, (2), 199-215
225. Long memory and ARFIMA modelling: The case of CPI inflation rate in Ghana
     Journal of Developing Areas, 2016, 50, (3), 287-304
226. Modeling persistence of carbon emission allowance prices
     Renewable and Sustainable Energy Reviews, 2016, 55, (C), 221-226 View citations (11)
     See also Working Paper Modeling Persistence of Carbon Emission Allowance Prices, Working Papers (2015) View citations (3) (2015)
227. Modeling the degree of persistence in Croatian tourism
     Tourism Economics, 2016, 22, (3), 655-664 View citations (7)
228. Persistence and cyclical dependence in the monthly euribor rate
     Journal of Economics and Finance, 2016, 40, (1), 157-171 View citations (5)
     See also Working Paper Persistence and Cyclical Dependence in the Monthly Euribor Rate, CESifo Working Paper Series (2011) View citations (1) (2011)
229. Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013
     Applied Economics, 2016, 48, (34), 3244-3252
     See also Working Paper Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013, Working Papers (2014) (2014)
230. Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score
     Applied Economics, 2016, 48, (29), 2675-2696
231. Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data
     Environmental & Resource Economics, 2016, 63, (1), 45-56 View citations (14)
232. Term Structure Persistence
     Journal of Financial Econometrics, 2016, 14, (2), 331-352 View citations (54)
     See also Working Paper Term Structure Persistence, Faculty Working Papers (2012) View citations (24) (2012)
233. Testing Unemployment Theories: A Multivariate Long Memory Approach
     Journal of Applied Economics, 2016, 19, (1), 95-112 View citations (8)
     Also in Journal of Applied Economics, 2016, 19, 95-112 (2016) View citations (8)
     See also Working Paper Testing Unemployment Theories: A Multivariate Long Memory Approach, CESifo Working Paper Series (2014) (2014)
234. Testing for bubbles in the BRICS stock markets
     Journal of Economic Studies, 2016, 43, (4), 646-660 View citations (12)
235. Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
     Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (1), 57-74 View citations (24)
236. Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques
     Applied Stochastic Models in Business and Industry, 2016, 32, (5), 711-724 View citations (4)
237. The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach
     The Journal of International Trade & Economic Development, 2016, 25, (7), 978-991 View citations (2)
     See also Working Paper The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach, Working Papers (2015) (2015)
238. The weekend effect: an exploitable anomaly in the Ukrainian stock market?
     Journal of Economic Studies, 2016, 43, (6), 954-965 View citations (4)
     See also Working Paper The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?, Discussion Papers of DIW Berlin (2015) View citations (3) (2015)
239. Time series analysis of persistence in crude oil price volatility across bull and bear regimes
     Energy, 2016, 109, (C), 29-37 View citations (34)
     See also Working Paper Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes, Working Papers (2015) View citations (1) (2015)

2015

240. A time-series analysis of US entrepreneurship: evidence from fractional integration
     Applied Economics Letters, 2015, 22, (7), 521-524 View citations (2)
241. An empirical analysis of freight transport traffic modes in Brazil, 1996-2012
     Transportation Planning and Technology, 2015, 38, (3), 305-319 View citations (3)
242. Comovement in Euro area housing prices: A fractional cointegration approach
     Urban Studies, 2015, 52, (16), 3123-3143 View citations (15)
     See also Working Paper Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach, Working Papers (2013) View citations (2) (2013)
243. Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test
     Applied Economics, 2015, 47, (8), 798-808 View citations (8)
     See also Working Paper Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test, Working Papers (2013) (2013)
244. Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data
     International Journal of Finance & Economics, 2015, 20, (3), 276-290 View citations (10)
245. Infant mortality rates: time trends and fractional integration
     Journal of Applied Statistics, 2015, 42, (3), 589-602 View citations (4)
246. Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study
     Global Economy Journal (GEJ), 2015, 15, (4), 507-524 View citations (4)
     Also in Global Economy Journal, 2015, 15, (4), 507-524 (2015) View citations (4)
247. Investment and saving in Angola and the Feldstein-Horioka puzzle
     Applied Economics, 2015, 47, (44), 4793-4800 View citations (7)
248. Linear and segmented trends in sea surface temperature data
     Journal of Applied Statistics, 2015, 42, (7), 1531-1546 View citations (2)
249. Modeling the Long Memory Behavior in U.S. Housing Price Volatility
     Journal of Housing Research, 2015, 24, (1), 87-106
250. Modelling African inflation rates: nonlinear deterministic terms and long-range dependence
     Applied Economics Letters, 2015, 22, (5), 421-424 View citations (4)
251. Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates
     South African Journal of Economics, 2015, 83, (4), 569-575
252. Persistence of precious metal prices: A fractional integration approach with structural breaks
     Resources Policy, 2015, 44, (C), 57-64 View citations (36)
     See also Working Paper Persistence of precious metal prices: a fractional integration approach with structural breaks, NCID Working Papers (2015) View citations (37) (2015)
253. Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies
     African Development Review, 2015, 27, (2), 161-170 View citations (7)
254. Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time
     Energy Economics, 2015, 52, (PA), 240-245 View citations (6)
255. Testing the Marshall–Lerner Condition in Kenya
     South African Journal of Economics, 2015, 83, (2), 253-268 View citations (4)
     See also Working Paper Testing the Marshall-Lerner Condition in Kenya, Discussion Papers of DIW Berlin (2012) View citations (3) (2012)
256. The Impact of Ethnic Violence in Kenya on Wheat and Maize Markets
     Journal of African Economies, 2015, 24, (4), 502-529
257. The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20
     African Journal of Economic and Sustainable Development, 2015, 4, (3), 254-277 View citations (3)
258. The Sustainability of European External Debt: What have We Learned?
     Review of International Economics, 2015, 23, (3), 445-468 View citations (6)
259. The effect of intellectual capital on firms' financial performance: an empirical investigation in India
     International Journal of Learning and Intellectual Capital, 2015, 12, (4), 342-371 View citations (5)
260. The macroeconomy of Angola: breaks and persistence in Angolan macro data
     Applied Economics, 2015, 47, (27), 2783-2802 View citations (2)
261. Trends and cycles in historical gold and silver prices
     Journal of International Money and Finance, 2015, 58, (C), 98-109 View citations (14)
     See also Working Paper Trends and Cycles in Historical Gold and Silver Prices, NCID Working Papers (2016) (2016)
262. U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis
     Journal of Housing Research, 2015, 24, (1), 73-86 View citations (1)
     See also Working Paper US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis, Faculty Working Papers (2011) (2011)

2014

263. Economic Growth and Recovery After Civil Wars
     Peace Economics, Peace Science, and Public Policy, 2014, 20, (4), 565-574
264. Fractional integration and cointegration in US financial time series data
     Empirical Economics, 2014, 47, (4), 1389-1410 View citations (6)
     See also Working Paper Fractional Integration and Cointegration in US Financial Time Series Data, Faculty Working Papers (2012) (2012)
265. Fractional integration in the West African Economic and Monetary Union
     African Journal of Economic and Sustainable Development, 2014, 3, (3), 179-199 View citations (2)
266. Global temperatures and sunspot numbers. Are they related?
     Physica A: Statistical Mechanics and its Applications, 2014, 396, (C), 42-50 View citations (5)
267. Government debt dynamics and the global financial crisis: Has anything changed in the EA12?
     Economics Letters, 2014, 124, (1), 64-66 View citations (19)
268. Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks
     Applied Economics, 2014, 46, (21), 2545-2555 View citations (1)
269. Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour
     African Development Review, 2014, 26, (1), 59–73 View citations (2)
     Also in African Development Review, 2014, 26, (1), 59-73 (2014) View citations (2)
     See also Working Paper Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour, NCID Working Papers (2014) View citations (2) (2014)
270. Long memory and fractional integration in the housing price series of London and Paris
     Applied Economics, 2014, 46, (27), 3377-3388 View citations (10)
271. Long‐Run and Cyclical Dynamics in the US Stock Market
     Journal of Forecasting, 2014, 33, (2), 147-161 View citations (10)
     See also Working Paper Long Run and Cyclical Dynamics in the US Stock Market, CESifo Working Paper Series (2007) View citations (10) (2007)
272. Mean Reversion in Agricultural Commodity Prices in India
     International Advances in Economic Research, 2014, 20, (4), 385-398 View citations (1)
273. Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets
     Resources Policy, 2014, 41, (C), 31-39 View citations (26)
     See also Working Paper Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets, NCID Working Papers (2013) (2013)
274. On the persistence and volatility in European, American and Asian stocks bull and bear markets
     Journal of International Money and Finance, 2014, 40, (C), 149-162 View citations (22)
     See also Working Paper On the persistence and volatility in European, American and Asian stocks bull and bear markets, NCID Working Papers (2013) (2013)
275. Persistence and cycles in US hours worked
     Economic Modelling, 2014, 38, (C), 504-511 View citations (5)
     See also Working Paper Persistence and Cycles in US Hours Worked, CESifo Working Paper Series (2012) (2012)
276. Persistence and cycles in historical oil price data
     Energy Economics, 2014, 45, (C), 511-516 View citations (21)
     See also Working Paper Persistence and Cycles in Historical Oil Prices Data, Working Papers (2013) (2013)
277. Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries
     Applied Economics, 2014, 46, (18), 2127-2138 View citations (15)
     See also Working Paper Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries, Working Papers (2013) View citations (1) (2013)
278. Tests of Convergence and Long Memory Behavior in U.S. Housing Prices by State
     Journal of Housing Research, 2014, 23, (1), 73-87
279. The housing market in Beijing and delays in sales: A fractional polynomial survival model
     Economic Modelling, 2014, 42, (C), 296-300 View citations (2)
280. The persistence and asymmetric volatility in the Nigerian stock bull and bear markets
     Economic Modelling, 2014, 38, (C), 463-469 View citations (10)
281. The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration
     Energy Economics, 2014, 46, (C), 328-333 View citations (26)
     See also Working Paper The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration, NCID Working Papers (2014) View citations (26) (2014)
282. Youth Unemployment in Europe: Persistence and Macroeconomic Determinants
     Comparative Economic Studies, 2014, 56, (4), 581-591 View citations (22)
     See also Working Paper Youth Unemployment in Europe: Persistence and Macroeconomic Determinants, CESifo Working Paper Series (2014) View citations (22) (2014)

2013

283. Inflation Forecasting in Angola: A Fractional Approach
     African Development Review, 2013, 25, (1), 91-104 View citations (3)
     Also in African Development Review, 2013, 25, (1), 91-104 (2013) View citations (3)
     See also Working Paper Inflation forecasting in Angola: a fractional approach, CEsA Working Papers (2012) View citations (3) (2012)
284. Long Memory in the Housing Price Indices in China
     Asian Journal of Empirical Research, 2013, 3, (7), 785-807 View citations (4)
285. Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
     International Review of Financial Analysis, 2013, 29, (C), 1-9 View citations (21)
     See also Working Paper Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate, CESifo Working Paper Series (2013) View citations (21) (2013)
286. Long memory in US real output per capita
     Empirical Economics, 2013, 44, (2), 591-611 View citations (9)
     See also Working Paper Long Memory in US Real Output per Capita, Discussion Papers of DIW Berlin (2009) View citations (4) (2009)
287. Modelling long-run trends and cycles in financial time series data
     Journal of Time Series Analysis, 2013, 34, (3), 405-421 View citations (3)
     See also Working Paper Modelling Long Run Trends and Cycles in Financial Time Series Data, Faculty Working Papers (2012) View citations (3) (2012)
288. Real convergence: empirical evidence for Latin America
     Applied Economics, 2013, 45, (22), 3220-3229 View citations (4)
289. Salient features of dependence in daily US stock market indices
     Physica A: Statistical Mechanics and its Applications, 2013, 392, (15), 3198-3212 View citations (3)
290. THE PURCHASING POWER PARITY HYPOTHESIS IN THE US–CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY
     International Journal of Finance & Economics, 2013, 18, (1), 82-92 View citations (2)
291. Testing for Persistence in South African House Prices
     Journal of Real Estate Literature, 2013, 21, (2), 293-314
292. The Housing Markets in Spain and Portugal: Evidence of Persistence
     Review of Economics & Finance, 2013, 3, 19-32
293. U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior
     Energy Economics, 2013, 40, (C), 425-432 View citations (19)
294. Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis
     Economics Bulletin, 2013, 33, (3), 1978-1982 View citations (2)

2012

295. Comovements among U.S. state housing prices: Evidence from fractional cointegration
     Economic Modelling, 2012, 29, (3), 936-942 View citations (25)
296. Estimating persistence in the volatility of asset returns with signal plus noise models
     International Journal of Finance & Economics, 2012, 17, (1), 23-30 View citations (3)
     See also Working Paper Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models, Discussion Papers of DIW Berlin (2010) (2010)
297. Evidence of long memory behavior in U.S. renewable energy consumption
     Energy Policy, 2012, 41, (C), 822-826 View citations (35)
298. Exploring Survey‐Based Inflation Forecasts
     Journal of Forecasting, 2012, 31, (6), 524-539 View citations (11)
     See also Working Paper Exploring Survey-Based Inflation Forecasts, Faculty Working Papers (2011) View citations (1) (2011)
299. Fractional cointegration in US term spreads
     Applied Economics Letters, 2012, 19, (5), 431-434
     See also Working Paper Fractional Cointegration in US Term Spreads, Discussion Papers of DIW Berlin (2010) (2010)
300. Fractional integration and structural breaks in U.S. macro dynamics
     Empirical Economics, 2012, 43, (1), 427-446 View citations (2)
     See also Working Paper Fractional Integration and Structural Breaks in U.S. Macro Dynamics, Faculty Working Papers (2009) View citations (6) (2009)
301. Housing sales in urban Beijing
     Applied Economics, 2012, 44, (34), 4495-4504 View citations (1)
     See also Working Paper HOUSING SALES IN URBAN BEIJING, Post-Print (2011) (2011)
302. Long Memory and Volatility Dynamics in the US Dollar Exchange Rate
     Multinational Finance Journal, 2012, 16, (1-2), 105-136
     See also Working Paper Long Memory and Volatility Dynamics in the US Dollar Exchange Rate, Faculty Working Papers (2011) (2011)
303. Mean reversion of short-run interest rates: empirical evidence from new EU countries
     The European Journal of Finance, 2012, 18, (2), 89-107 View citations (5)
304. Persistence, Long Memory, and Unit Roots in Commodity Prices
     Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 2012, 60, (4), 451-468 View citations (7)
305. Real convergence in Latin America: a fractionally integrated approach
     Applied Financial Economics, 2012, 22, (20), 1713-1717
306. Testing for persistent deviations of stock prices to dividends in the Nasdaq index
     Physica A: Statistical Mechanics and its Applications, 2012, 391, (20), 4675-4685
307. The Deaton paradox in a long memory context with structural breaks
     Applied Economics, 2012, 44, (25), 3309-3322
     See also Working Paper The Deaton paradox in a long memory context with structural breaks, Post-Print (2011) (2011)
308. Uncovering the US term premium: An alternative route
     Journal of Banking & Finance, 2012, 36, (4), 1181-1193 View citations (58)
     See also Working Paper Uncovering the U.S. Term Premium: An Alternative Route, Faculty Working Papers (2007) View citations (1) (2007)
309. Unemployment Hysteresis: Empirical Evidence for Latin America
     Journal of Applied Economics, 2012, 15, (2), 213-233 View citations (8)
     Also in Journal of Applied Economics, 2012, 15, 213-233 (2012) View citations (13)

2011

310. A further investigation of unemployment persistence in European transition economies
     Journal of Comparative Economics, 2011, 39, (4), 514-532 View citations (30)
311. An analysis of oil production by OPEC countries: Persistence, breaks, and outliers
     Energy Policy, 2011, 39, (1), 442-453 View citations (45)
     See also Working Paper An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers, Faculty Working Papers (2011) View citations (45) (2011)
312. Endogenous problems in cross-sectional valuation models based on accounting information
     Review of Quantitative Finance and Accounting, 2011, 37, (2), 245-265 View citations (9)
313. Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models
     American Journal of Economics and Business Administration, 2011, 3, (4), 586-588
314. Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement
     Review of International Economics, 2011, 19, (1), 77-92 View citations (3)
315. Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries
     Journal of Applied Statistics, 2011, 38, (1), 71-85 View citations (3)
316. IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH
     South African Journal of Economics, 2011, 79, (1), 68-90 View citations (18)
     See also Working Paper Is there asymmetric behaviour in African inflation? A non-linear approach, NCID Working Papers (2011) View citations (16) (2011)
317. Inflation in South Africa. A long memory approach
     Economics Letters, 2011, 111, (3), 207-209 View citations (8)
318. Mean reversion and long memory in African stock market prices
     Journal of Economics and Finance, 2011, 35, (3), 296-308 View citations (14)
     See also Working Paper Mean reversion and long memory in African stock market prices, NCID Working Papers (2010) View citations (1) (2010)
319. The weekly structure of US stock prices
     Applied Financial Economics, 2011, 21, (23), 1757-1764
     See also Working Paper The Weekly Structure of US Stock Prices, Discussion Papers of DIW Berlin (2010) (2010)

2010

320. A Note on the Effectiveness of National Anti-Terrorist Policies: Evidence from ETA
     Conflict Management and Peace Science, 2010, 27, (1), 28-46 View citations (7)
     See also Working Paper A note on the effectiveness of national anti-terrorist policies. Evidence from ETA, Faculty Working Papers (2009) View citations (1) (2009)
321. A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
     Empirical Economics, 2010, 38, (2), 471-501 View citations (3)
322. Does energy consumption by the US electric power sector exhibit long memory behavior?
     Energy Policy, 2010, 38, (11), 7512-7518 View citations (48)
     See also Working Paper Does energy consumption by the US electric power secto exhibit long memory behaviour?, Faculty Working Papers (2010) View citations (43) (2010)
323. European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration
     Eastern Economic Journal, 2010, 36, (2), 177-187 View citations (14)
324. INFLATION IN SOUTH AFRICA: A TIME‐SERIES VIEW ACROSS SECTORS USING LONG‐RANGE DEPENDENCE
     South African Journal of Economics, 2010, 78, (4), 325-343 View citations (3)
     See also Working Paper Inflation in South Africa. A time series view across sectors using long range dependence, NCID Working Papers (2010) View citations (4) (2010)
325. International Arrivals in the Canary Islands: Persistence, Long Memory, Seasonality and other Implicit Dynamics
     Tourism Economics, 2010, 16, (2), 287-302 View citations (11)
326. International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications
     Applied Economics, 2010, 42, (19), 2417-2434 View citations (4)
327. Mean reversion in stock market prices: New evidence based on bull and bear markets
     Research in International Business and Finance, 2010, 24, (2), 113-122 View citations (8)
328. Multiple cyclical fractional structures in financial time series
     Applied Economics Letters, 2010, 17, (11), 1079-1081 View citations (1)
329. Persistence in some energy futures markets
     Journal of Futures Markets, 2010, 30, (5), 490-507 View citations (17)
330. REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION
     Journal of Economic Development, 2010, 35, (2), 1-21 View citations (6)
331. Testing persistence in the context of conditional heteroscedasticity errors
     Applied Financial Economics, 2010, 20, (22), 1709-1723

2009

332. 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
333. AK growth models: new evidence based on fractional integration and breaking trends
     Recherches économiques de Louvain, 2009, 75, (2), 131-149 View citations (4)
     See also Working Paper AK growth models: new evidence based on fractional integration and breaking trends, Discussion Papers (REL - Recherches Economiques de Louvain) (2009) View citations (2) (2009)
334. BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY
     Defence and Peace Economics, 2009, 20, (4), 287-301 View citations (7)
335. Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes
     Economic Modelling, 2009, 26, (6), 1184-1192 View citations (9)
     See also Working Paper Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change, Faculty Working Papers (2009) View citations (9) (2009)
336. Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling
     International Advances in Economic Research, 2009, 15, (2), 143-155 View citations (6)
337. Introduction to the special issue on: Understanding, quantifying and modelling the terrorist threat
     Journal of Policy Modeling, 2009, 31, (5), 737-738
338. Multiple shifts and fractional integration in the US and UK unemployment rates
     Journal of Economics and Finance, 2009, 33, (4), 364-375 View citations (4)
339. New Evidence on Long-Run Monetary Neutrality
     Journal of Applied Economics, 2009, 12, (2), 229-248
     Also in Journal of Applied Economics, 2009, 12, 229-248 (2009)
340. New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data
     Applied Economics, 2009, 41, (2), 219-236 View citations (9)
341. Stock market returns and terrorist violence: evidence from the Basque Country
     Applied Economics Letters, 2009, 16, (15), 1575-1579 View citations (14)
342. TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE
     Macroeconomic Dynamics, 2009, 13, (5), 580-604 View citations (15)
     See also Working Paper Technology Shocks and Hours Worked: A Fractional Integration Perspective, Faculty Working Papers (2006) View citations (3) (2006)
343. The nature of occupational unemployment rates in the United States: hysteresis or structural?
     Applied Economics, 2009, 41, (19), 2483-2493 View citations (4)
     See also Working Paper The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?, IZA Discussion Papers (2008) (2008)
344. 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 View citations (10)
     See also Working Paper The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine, Discussion Papers (2007) View citations (1) (2007)
345. 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 View citations (6)
346. Unemployment and entrepreneurship: A cyclical relation?
     Economics Letters, 2009, 105, (3), 318-320 View citations (23)

2008

347. A simple non-linear model with fractional integration for financial time series data
     International Review of Financial Analysis, 2008, 17, (5), 838-848 View citations (1)
348. Fractional Integration and Structural Breaks: Evidence from International Monthly Arrivals in the USA
     Tourism Economics, 2008, 14, (1), 13-23 View citations (10)
349. Fractional integration and structural breaks at unknown periods of time
     Journal of Time Series Analysis, 2008, 29, (1), 163-185 View citations (169)
     See also Working Paper Fractional integration and structural breaks at unknown periods of time, Faculty Working Papers (2006) View citations (2) (2006)
350. Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks
     Computational Statistics & Data Analysis, 2008, 52, (11), 4998-5013 View citations (35)
     See also Working Paper Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks, Faculty Working Papers (2008) View citations (40) (2008)
351. New Evidence on US Current Account Sustainability
     International Journal of Business and Economics, 2008, 7, (1), 1-21 View citations (1)
352. Persistence in International Monthly Arrivals in the Canary Islands
     Tourism Economics, 2008, 14, (1), 123-129 View citations (4)
353. Real GDP growth rates across countries: long memory and mean shifts
     Applied Economics Letters, 2008, 15, (6), 449-455
354. Stochastic volatility in the Spanish stock market: a long memory model with a structural break
     The European Journal of Finance, 2008, 14, (1), 23-31 View citations (1)
355. Terrorism against American citizens in Africa: Related to poverty
     Journal of Policy Modeling, 2008, 30, (1), 55-69 View citations (39)
356. Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
     Empirica, 2008, 35, (3), 241-253 View citations (1)
     See also Working Paper TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES, Economics and Finance Discussion Papers (2006) (2006)
357. Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand
     Economic Modelling, 2008, 25, (2), 326-339 View citations (3)
358. The persistence of earnings per share
     Review of Quantitative Finance and Accounting, 2008, 31, (4), 425-439 View citations (3)
     See also Working Paper The Persistence of Earnings per Share, Faculty Working Papers (2008) View citations (4) (2008)
359. Tourism in the Canary Islands: forecasting using several seasonal time series models
     Journal of Forecasting, 2008, 27, (7), 621-636 View citations (22)
     See also Working Paper Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models, Faculty Working Papers (2007) View citations (1) (2007)
360. 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 View citations (4)

2007

361. A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada
     International Journal of Business and Economics, 2007, 6, (2), 135-146 View citations (1)
362. ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE?
     Defence and Peace Economics, 2007, 18, (6), 495-507 View citations (5)
363. Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited
     Empirica, 2007, 34, (2), 139-154 View citations (1)
     See also Working Paper Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited, Faculty Working Papers (2006) View citations (1) (2006)
364. Nonlinearities and Fractional Integration in the US Unemployment Rate*
     Oxford Bulletin of Economics and Statistics, 2007, 69, (4), 521-544 View citations (69)
     See also Working Paper Nonlinearities and fractional integration in the US unemployment rate, Faculty Working Papers (2006) View citations (3) (2006)
365. Real convergence in some emerging countries: a fractionally integrated approach
     Recherches économiques de Louvain, 2007, 73, (3), 293-310 View citations (2)
     See also Working Paper Real convergence in some emerging countries: a fractionally integrated approach, Discussion Papers (REL - Recherches Economiques de Louvain) (2007) View citations (2) (2007)
366. Seasonal fractional integration with structural break. An application to the German GNP data
     Economics Bulletin, 2007, 3, (32), 1-6
367. Serial correlation in the Spanish Stock Market
     Global Finance Journal, 2007, 18, (1), 84-103 View citations (11)
368. Strong dependence in the nominal exchange rates of the Polish zloty
     Applied Stochastic Models in Business and Industry, 2007, 23, (2), 97-116 View citations (8)
369. Testing for deterministic and stochastic cycles in macroeconomic time series
     Empirica, 2007, 34, (2), 155-169
     See also Working Paper TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES, Economics and Finance Discussion Papers (2005) (2005)
370. Testing for stock market bubbles using nonlinear models and fractional integration
     Applied Financial Economics, 2007, 17, (16), 1313-1321 View citations (16)
371. The stochastic unit root model and fractional integration: An extension to the seasonal case
     Applied Stochastic Models in Business and Industry, 2007, 23, (5), 439-453
     See also Working Paper THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE, Public Policy Discussion Papers (2004) (2004)

2006

372. Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
     Review of World Economics (Weltwirtschaftliches Archiv), 2006, 142, (1), 67-91 View citations (11)
     See also Working Paper Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach, Faculty Working Papers (2003) View citations (3) (2003)
373. ETA: A PERSISTENT PHENOMENON
     Defence and Peace Economics, 2006, 17, (2), 95-116 View citations (7)
374. Fractional integration in daily stock market indexes
     Review of Financial Economics, 2006, 15, (1), 28-48 View citations (1)
     Also in Review of Financial Economics, 2006, 15, (1), 28-48 (2006) View citations (29)
375. 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 View citations (6)
     See also Working Paper Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994, Faculty Working Papers (2005) View citations (2) (2005)
376. Long memory at the long-run and the seasonal monthly frequencies in the US money stock
     Applied Economics Letters, 2006, 13, (15), 965-968 View citations (3)
     See also Working Paper LONG MEMORY AT THE LONG-RUN AND THE SEASONAL MONTHLY FREQUENCIES IN THE US MONEY STOCK, Economics and Finance Discussion Papers (2005) (2005)
377. Mean Reversion of Short‐run Interest Rates in Emerging Countries*
     Review of International Economics, 2006, 14, (1), 119-135 View citations (10)
378. Measuring length of business cycles across countries using a new non‐stationary unit‐root cyclical approach
     Applied Stochastic Models in Business and Industry, 2006, 22, (4), 385-395
379. 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 View citations (2)
380. Testing Seasonality in the Context of Fractionally Integrated Processes
     Annals of Economics and Statistics, 2006, (81), 69-91 View citations (9)
381. Testing of nonstationary cycles in financial time series data
     Review of Quantitative Finance and Accounting, 2006, 27, (1), 47-65 View citations (4)
     See also Working Paper Testing of Nonstationary Cycles in Financial Time Series Data, Faculty Working Papers (2003) (2003)
382. The timing of ETA terrorist attacks
     Journal of Policy Modeling, 2006, 28, (3), 335-346 View citations (11)
383. UK Unemployment Dynamics: a Fractionally Cointegrated Approach
     Economia Internazionale / International Economics, 2006, 59, (1), 33-50 View citations (5)

2005

384. A re-examination of historical real daily wages in England: 1260-1994
     Journal of Policy Modeling, 2005, 27, (7), 829-838 View citations (1)
385. 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 (69)
386. FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS
     Manchester School, 2005, 73, (6), 737-753 View citations (14)
     See also Working Paper FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS, Economics and Finance Discussion Papers (2005) (2005)
387. FRACTIONAL INTEGRATION AT ZERO AND THE CYCLICAL FREQUENCIES IN THE SPECIFICATION OF US PRICES
     The Singapore Economic Review (SER), 2005, 50, (02), 169-173
388. Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output
     European Research Studies Journal, 2005, VIII, (1-2), 99-126
389. Fractional Integration and Cointegration in the Japanese Exchange Rate Market
     Japanese Economy, 2005, 32, (4), 12-35
390. Fractional integration in total factor productivity: evidence from US data
     Applied Economics, 2005, 37, (12), 1369-1383 View citations (5)
391. MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS
     International Journal of Theoretical and Applied Finance (IJTAF), 2005, 08, (06), 675-691
392. Modelling U.S. monthly inflation in terms of a jointly seasonal and non‐seasonal long memory process
     Applied Stochastic Models in Business and Industry, 2005, 21, (1), 83-94
393. TESTING OF REAL CONVERGENCE IN GERMANY IN THE PRESENCE OF STRUCTURAL BREAKS
     The Singapore Economic Review (SER), 2005, 50, (01), 93-101
394. Testing and forecasting the degree of integration in the US inflation rate
     Journal of Forecasting, 2005, 24, (3), 173-187 View citations (6)
395. The Nature of Seasonality in Spanish Tourism Time Series
     Tourism Economics, 2005, 11, (4), 483-499 View citations (10)
396. 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
397. 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 (4)
     See also Working Paper Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate, SFB 373 Discussion Papers (2001) View citations (1) (2001)

2004

398. A fractionally integrated model for the Spanish real GDP
     Economics Bulletin, 2004, 3, (8), 1-6 View citations (1)
399. 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 (12)
400. Estimation of the order of integration in the UK and the us interest rates using fractionally integrated semiparametric techniques
     European Research Studies Journal, 2004, VII, (1-2), 29-40 View citations (2)
401. Forecasting the real output using fractionally integrated techniques
     Applied Economics, 2004, 36, (14), 1583-1589
     See also Working Paper Forecasting the real output using fractionally integrated techniques, SFB 373 Discussion Papers (2001) (2001)
402. Fractional cointegration and real exchange rates
     Review of Financial Economics, 2004, 13, (4), 327-340 View citations (18)
     Also in Review of Financial Economics, 2004, 13, (4), 327-340 (2004) View citations (3)
     See also Working Paper Fractional cointegration and real exchange rates, SFB 373 Discussion Papers (2000) (2000)
403. Fractional cointegration and tests of present value models
     Review of Financial Economics, 2004, 13, (3), 245-258 View citations (42)
     Also in Review of Financial Economics, 2004, 13, (3), 245-258 (2004) View citations (6)
     See also Working Paper Fractional cointegration and tests of present value models, SFB 373 Discussion Papers (2000) View citations (1) (2000)
404. Fractional cointegration in the consumption and income relationship using semiparametric techniques
     Economics Bulletin, 2004, 3, (47), 1-8
405. Fractional integration and business cycle features
     Empirical Economics, 2004, 29, (2), 343-359 View citations (11)
     See also Working Paper Fractional Integration and Business Cycles Features, Faculty Working Papers (2004) View citations (11) (2004)
406. Is the US fiscal deficit sustainable?: A fractionally integrated approach
     Journal of Economics and Business, 2004, 56, (6), 501-526 View citations (33)
407. Long memory in the U.S. interest rate
     International Review of Financial Analysis, 2004, 13, (3), 265-276 View citations (13)
408. Long range dependence in daily stock returns
     Applied Financial Economics, 2004, 14, (6), 375-383 View citations (10)
409. Modelling Monthly Spanish Tourism: A Seasonal Fractionally Integrated Approach
     Tourism Economics, 2004, 10, (1), 79-94 View citations (6)
410. Modelling the Japanese Exchange Rate in Terms of I(d) Statistical Models with Parametric and Semiparametric Techniques
     International Journal of Business and Economics, 2004, 3, (2), 123-138 View citations (1)
411. 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 View citations (8)
412. Modelling the US real GNP with fractionally integrated techniques
     Applied Economics, 2004, 36, (8), 873-879 View citations (2)
413. Real convergence in Taiwan: a fractionally integrated approach
     Journal of Asian Economics, 2004, 15, (3), 529-547 View citations (2)
414. 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 View citations (2)
415. Seasonal fractional components in macroeconomic time series
     Applied Economics, 2004, 36, (12), 1265-1279
416. Semiparametric estimation of the fractional differencing parameter in the UK industrial production index
     Applied Economics, 2004, 36, (11), 1205-1217
417. Structural Change and the Order of Integration in Univariate Time Series
     Computational Economics, 2004, 23, (3), 239-254
     See also Working Paper Structural Change and the Order of Integration in Univariate Time Series, Faculty Working Papers (2005) (2005)
418. Testing for Seasonal Fractional Roots in German Real Output
     German Economic Review, 2004, 5, (3), 319-333 View citations (2)
     Also in German Economic Review, 2004, 5, (3), 319-333 (2004) View citations (2)
419. Testing of I(d) processes in the real output
     Economics Bulletin, 2004, 3, (32), 1-6
420. Testing of Unit Root Cycles in the Swedish Economy
     Empirica, 2004, 31, (4), 333-344
421. The Stochastic Permanent Break Model and the Fractional Integration Hypothesis
     Computational Economics, 2004, 23, (4), 315-324
422. 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 View citations (2)
423. The permanent income hypothesis: A new framework based on fractional integration and cointegration
     International Advances in Economic Research, 2004, 10, (3), 165-179

2003

424. A Generalized Fractional Time Series Model: Testing the Order of Integration of Trend Seasonal and Cyclical components
     Review on Economic Cycles, 2003, 7, (1)
425. A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach
     Brazilian Review of Econometrics, 2003, 23, (2)
426. A fractional integration analysis of the population in some OECD countries
     Journal of Applied Statistics, 2003, 30, (10), 1147-1159 View citations (10)
427. A fractional multivariate long memory model for the US and the Canadian real output
     Economics Letters, 2003, 81, (3), 355-359 View citations (7)
428. Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate
     Applied Economics Letters, 2003, 10, (2), 103-105
429. Empirical evidence on real convergence in some OECD countries
     Applied Economics Letters, 2003, 10, (3), 173-176 View citations (9)
430. 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 View citations (2)
431. Fractional Integration and the Dynamics of UK Unemployment
     Oxford Bulletin of Economics and Statistics, 2003, 65, (2), 221-239 View citations (25)
     See also Working Paper Fractional Integration and the Dynamics of UK Unemployment, Faculty Working Papers (2003) View citations (29) (2003)
432. Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries
     The B.E. Journal of Macroeconomics, 2003, 3, (1), 15 View citations (1)
433. Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK
     Applied Econometrics and International Development, 2003, 3, (1)
434. LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES
     International Journal of Theoretical and Applied Finance (IJTAF), 2003, 06, (02), 119-134
435. Long memory and structural breaks in hyperinflation countries
     Journal of Economics and Finance, 2003, 27, (2), 136-152 View citations (2)
436. Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances
     Applied Economics Letters, 2003, 10, (1), 33-37 View citations (2)
437. Long memory in the interest rates in some Asian countries
     International Advances in Economic Research, 2003, 9, (4), 257-267 View citations (6)
438. Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series
     Computational Economics, 2003, 22, (1), 65-74 View citations (3)
439. Stochastic behavior of nominal exchange rates
     Atlantic Economic Journal, 2003, 31, (2), 159-173 View citations (3)
440. Strong dependence in the real interest rates
     Applied Economics, 2003, 35, (2), 119-124 View citations (1)
441. Testing of Fractional Cointegration in Macroeconomic Time Series
     Oxford Bulletin of Economics and Statistics, 2003, 65, (4), 517-529 View citations (51)
     See also Working Paper Testing of Fractional Cointegration in Macroeconomic Time Series, Faculty Working Papers (2003) View citations (51) (2003)
442. Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
     Empirical Economics, 2003, 28, (1), 101-113 View citations (20)
     See also Working Paper Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks, SFB 373 Discussion Papers (2000) View citations (1) (2000)
443. Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses
     Computational Economics, 2003, 22, (1), 23-38 View citations (2)
444. The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics
     Economia Internazionale / International Economics, 2003, 56, (3), 323-335
445. Unemployment and real oil prices in Australia: a fractionally cointegrated approach
     Applied Economics Letters, 2003, 10, (4), 201-204 View citations (15)

2002

446. A mean shift break in the US interest rate
     Economics Letters, 2002, 77, (3), 357-363 View citations (4)
447. Confidence intervals for fractionally integrated hypotheses in the real output across Europe
     Applied Economics Letters, 2002, 9, (6), 407-409 View citations (3)
448. Empirical evidence of the spot and the forward exchange rates in Canada
     Economics Letters, 2002, 77, (3), 405-409 View citations (4)
449. Estimation and Testing of ARFIMA Models in the Real Exchange Rate
     International Journal of Finance & Economics, 2002, 7, (4), 279-92 View citations (4)
450. FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES
     International Journal of Theoretical and Applied Finance (IJTAF), 2002, 05, (08), 775-783
451. Fractional integration and mean reversion in stock prices
     The Quarterly Review of Economics and Finance, 2002, 42, (3), 599-609 View citations (32)
452. MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES
     International Journal of Theoretical and Applied Finance (IJTAF), 2002, 05, (06), 645-657 View citations (1)
453. Modelling the Persistence of Unemployment in Canada
     International Review of Applied Economics, 2002, 16, (4), 465-477 View citations (9)
454. Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques
     Applied Economics Letters, 2002, 9, (12), 787-790 View citations (3)
455. Seasonal long memory in the aggregate output
     Economics Letters, 2002, 74, (3), 333-337 View citations (24)
456. Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment
     Computational Economics, 2002, 19, (3), 323-39 View citations (2)
457. Structural breaks and fractional integration in the US output and unemployment rate
     Economics Letters, 2002, 77, (1), 79-84 View citations (48)
458. Testing the order of integration of the UK Unemployment
     Applied Econometrics and International Development, 2002, 2, (1) View citations (2)
459. Unemployment and input prices: a fractional cointegration approach
     Applied Economics Letters, 2002, 9, (6), 347-351 View citations (16)
     See also Working Paper Unemployment and input prices: A fractional cointegration approach, SFB 373 Discussion Papers (2000) (2000)
460. Unit and fractional roots with deterministic trends in the UK output
     International Advances in Economic Research, 2002, 8, (4), 348-356

2001

461. A Fractionally Integrated Exponential Model for UK Unemployment
     Journal of Forecasting, 2001, 20, (5), 329-40 View citations (23)
     See also Working Paper A fractionally integrated exponential model for UK unemployment, SFB 373 Discussion Papers (2000) View citations (1) (2000)
462. 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 (14)
     See also Working Paper A fractionally integrated model with a mean shift for the US and the UK real oil prices, SFB 373 Discussion Papers (2000) View citations (2) (2000)
463. Estimation of Fractionally ARIMA Models for the UK Unemployment
     Annals of Economics and Statistics, 2001, (62), 127-137 View citations (2)
464. Measuring unemployment persistence in terms of I(d) statistical models
     Applied Economics Letters, 2001, 8, (12), 761-763 View citations (3)
465. Seasonal long memory in the US monthly monetary aggregate
     Applied Economics Letters, 2001, 8, (9), 573-575 View citations (7)
466. Testing Stochastic Cycles in Macroeconomic Time Series
     Journal of Time Series Analysis, 2001, 22, (4), 411-430 View citations (74)
     See also Working Paper Testing stochastic cycles in macroeconomic time series, SFB 373 Discussion Papers (2000) View citations (1) (2000)
467. Testing of seasonal fractional integration in UK and Japanese consumption and income
     Journal of Applied Econometrics, 2001, 16, (2), 95-114 View citations (93)
     See also Working Paper Testing of seasonal fractional integration in UK and Japanese consumption and income, LSE Research Online Documents on Economics (2001) View citations (85) (2001)
468. The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models
     Applied Economics, 2001, 33, (10), 1263-1269 View citations (21)

2000

469. Mean reversion in the real exchange rates
     Economics Letters, 2000, 69, (3), 285-288 View citations (91)

1999

470. Testing fractional integration with monthly data
     Economic Modelling, 1999, 16, (4), 613-629 View citations (60)

1997

471. Testing of unit root and other nonstationary hypotheses in macroeconomic time series
     Journal of Econometrics, 1997, 80, (2), 241-268 View citations (240)

Chapters

2024

1. Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Method
   Chapter 9 in Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, 2024, pp 283-320

2021

2. Cycles and Long-Range Behaviour in the European Stock Markets
   Springer
   See also Working Paper Cycles and Long-Range Behaviour in the European Stock Market, CESifo (2019) (2019)

2020

3. ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration
   Chapter 23 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 889-915

2016

4. Currency Union in the East African Community: A Fractional Integration Approach
   Springer

2011

5. Terrorism: The Case of ETA
   Chapter 16 in Handbook on the Economics of Conflict, 2011

2009

6. Fractional Integration and Cointegration: An Overview and an Empirical Application
   Palgrave Macmillan View citations (68)

2007

7. Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data
   Chapter 2 in Advances In Quantitative Analysis Of Finance And Accounting, 2007, pp 23-50
   See also Working Paper TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA, Economics and Finance Section, School of Social Sciences, Brunel University (2004) (2004)