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type:"article"
subject:"USA"
~person:"Payne, James E."
~person:"Gil-Alaña, Luis A."
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166
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166
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83
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83
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59
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59
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43
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Payne, James E.
Gil-Alaña, Luis A.
Gupta, Rangan
51
Bahmani-Oskooee, Mohsen
32
Caporale, Guglielmo Maria
25
Wohar, Mark E.
22
Heckman, James J.
14
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13
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11
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11
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10
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10
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10
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10
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10
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10
Sarno, Lucio
10
Stock, James H.
10
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9
Bali, Turan G.
9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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4
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
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2
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2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
3
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
4
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
5
Monetary policy rules and the equity risk premium : evidence from the US experience
Apergēs, Nikolaos
;
Payne, James E.
- In:
Review of financial economics : RFE
36
(
2018
)
4
,
pp. 287-299
Persistent link: https://www.econbiz.de/10011948609
Saved in:
6
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
7
Evidence of persistence in U.S. short and long-term interest rates
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of policy modeling : JPMOD ; a social science …
39
(
2017
)
5
,
pp. 775-789
Persistent link: https://www.econbiz.de/10011792860
Saved in:
8
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
9
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
10
An empirical note on entrepreneurship and unemployment : further evidence form U.S. States
Apergēs, Nikolaos
;
Payne, James E.
- In:
Journal of entrepreneurship and public policy : JEPP
5
(
2016
)
1
,
pp. 73-81
Persistent link: https://www.econbiz.de/10011568516
Saved in:
11
Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.
;
Gil-Alaña, Luis A.
;
Faria, João Ricardo
- In:
The South African journal of economics
83
(
2015
)
4
,
pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
Saved in:
12
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
13
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
14
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
15
Dynamics of US State cigarette consumption : evidence from panel error correction modeling
Apergis, Nicolas
;
Goel, Rajeev K.
;
Payne, James E.
- In:
Atlantic economic journal : AEJ
42
(
2014
)
1
,
pp. 3-20
Persistent link: https://www.econbiz.de/10010364861
Saved in:
16
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
17
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
18
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
Saved in:
19
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
Saved in:
20
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
21
A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
2
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
Saved in:
22
The nature of occupational unemployment rates in the United States : hysteresis or structural?
Candelon, Bertrand
;
Dupuy, Arnaud
;
Gil-Alaña, Luis A.
- In:
Applied economics
41
(
2009
)
19/21
,
pp. 2483-2493
Persistent link: https://www.econbiz.de/10003886063
Saved in:
23
Technology shocks and hours worked : a fractional integration perspective
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Macroeconomic dynamics
13
(
2009
)
5
,
pp. 580-604
Persistent link: https://www.econbiz.de/10003906381
Saved in:
24
AK growth models : new evidence based on fractional integration and breaking trends
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Recherches économiques de Louvain
75
(
2009
)
2
,
pp. 131-149
Persistent link: https://www.econbiz.de/10003847506
Saved in:
25
Nonlinearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
4
,
pp. 521-544
Persistent link: https://www.econbiz.de/10003506541
Saved in:
26
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
Saved in:
27
Testing seasonality in the context of fractionally integrated processes
Gil-Alaña, Luis A.
- In:
Annales d'économie et de statistique
81
(
2006
),
pp. 69-91
Persistent link: https://www.econbiz.de/10003376911
Saved in:
28
Fractional integration at zero and the cyclical frequencies in the specification of US prices
Gil-Alaña, Luis A.
- In:
The Singapore economic review : journal of the Economic …
50
(
2005
)
2
,
pp. 169-174
Persistent link: https://www.econbiz.de/10003203685
Saved in:
29
Testing of real convergence in Germany in the presence of structural breaks
Gil-Alaña, Luis A.
- In:
The Singapore economic review : journal of the Economic …
50
(
2005
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10002806283
Saved in:
30
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
31
The transmission of shocks across real estate investment trust (REIT) markets
Payne, James E.
;
Mohammadi, Hassan
- In:
Applied financial economics
14
(
2004
)
17
,
pp. 1211-1217
Persistent link: https://www.econbiz.de/10002415091
Saved in:
32
Random walks, cointegration, and the transmission of shocks across global real estate and equity markets
Payne, James E.
;
Sahu, Anandi Prasad
- In:
Journal of economics and finance
28
(
2004
)
2
,
pp. 198-210
Persistent link: https://www.econbiz.de/10002417663
Saved in:
33
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
34
Monetary volatility and the paper-bill spread
Ewing, Bradley T.
;
Lynch, Gerald J.
;
Payne, James E.
- In:
Progress in economics research
8
(
2004
),
pp. 53-65
Persistent link: https://www.econbiz.de/10003747216
Saved in:
35
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
36
Total offset method : is it appropriate? ; Evidence from ECI data
Payne, James E.
;
Ewing, Bradley T.
;
Piette, Michael J.
- In:
Journal of legal economics
11
(
2001
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001780478
Saved in:
37
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Saved in:
38
The trade-off between supervision and wages : evidence of efficiency wages from the NLSY
Ewing, Bradley T.
;
Payne, James E.
- In:
Southern economic journal
66
(
1999
)
2
,
pp. 424-432
Persistent link: https://www.econbiz.de/10001419507
Saved in:
39
Time series dynamics of US State unemployment rates
Payne, James E.
;
Ewing, Bradley T.
;
George, Erik P.
- In:
Applied economics
31
(
1999
)
11
,
pp. 1503-1510
Persistent link: https://www.econbiz.de/10001464890
Saved in:
40
A reexamination of budgetary disequilibria
Ross, Kevin L.
- In:
Public finance review : PFR
26
(
1998
)
1
,
pp. 67-79
Persistent link: https://www.econbiz.de/10001231778
Saved in:
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