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Inflation analysis in the Central American Monetary Council

Carcel, Hector; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 547-565

Persistent link: https://www.econbiz.de/10011949281

Fractional integration and nonlinear deterministic trends in the analysis of time series data

Gil-Alaña, Luis A.; Carcel, Hector - In: Applied economics letters 24 (2017) 13/15, pp. 991-994

Persistent link: https://www.econbiz.de/10011716504

Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time

Yaya, OlaOluwa S.; Gil-Alaña, Luis A.; Carcel, Hector - In: Energy economics 52 (2015) 1, pp. 240-245

Persistent link: https://www.econbiz.de/10011568248

The EMBI in Latin America : fractional integration, non-linearities and breaks

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: Finance research letters 24 (2018), pp. 34-41

Persistent link: https://www.econbiz.de/10011982450

On the linkages between Africa's emerging equity markets and globalmarkets : evidence from fractional integration and cointegration

Gil-Alaña, Luis A.; Carcel, Hector; Abakah, Emmanuel … - In: Review of development finance 8 (2018) 2, pp. 96-105

This paper uses fractional integration and cointegration for the period of January 2000-June 2018 to investigate the stochastic properties of the bilateral linkages between stock markets in Africa and selected international markets to establish if markets in Africa co-move with the rest of the...

Persistent link: https://www.econbiz.de/10011979979

All road user casualties (killed) in Great Britain from 1926 : linear and nonlinear trends with persistent data

Gil-Alaña, Luis A. - In: Journal of quantitative economics 22 (2024) 3, pp. 631-640

Persistent link: https://www.econbiz.de/10015185233

Persistence and long run co-movements across stock market prices

Gil-Alaña, Luis A.; Infante, Juan; Martín-Valmayor, … - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 347-357

Persistent link: https://www.econbiz.de/10014429885

Economic policy uncertainty : persistence and cross-country linkages

Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - In: Research in international business and finance 58 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013286262

Gender diversity index. measuring persistence

Rio, Marta del; Infante, Juan; Gil-Alaña, Luis A. - In: Research in international business and finance 58 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10013286443

Basque terrorism : police action, political measures and the influence of violence on the stock market in the Basque Country

Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - In: Defence and peace economics 20 (2009) 4, pp. 287-301

Persistent link: https://www.econbiz.de/10003902479