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Testing Unemployment Hysteresis in European Countries : Argument Based on Three-Generation Unit Root Tests

Yaya, OlaOluwa S.; Ogbonna, Ahamuefula Ephraim; … - 2022

This paper employs a comprehensive set of “state-of-the-art” unit root tests, including the autoregressive neural network (ARNN) unit root test (Yaya et al. 2021; Oxford Bulletin of Economics and Statistics), to investigate unemployment hysteresis in five European countries: France, Italy, the...

Persistent link: https://www.econbiz.de/10014080991

Forecasting spot and futures price volatility of agricultural commodities : the role of climate-related migration uncertainty

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2025

Persistent link: https://www.econbiz.de/10015398285

Energy market uncertainties and exchange rate volatility : a GARCH-MIDAS approach

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: Finance research letters 67 (2024) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10015062441

On the autoregressive fractional unit integrated moving average (ARFUIMA) process

Shittu, Olanrewaju I.; Yaya, OlaOluwa S. - In: Asian African journal of economics and econometrics 12 (2012) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10009712066

Do sunspot numbers cause global temperatures? : evidence from a frequency domain causality test

Gupta, Rangan; Gil-Alaña, Luis A.; Yaya, OlaOluwa S. - In: Applied economics 47 (2015) 7/9, pp. 798-808

Persistent link: https://www.econbiz.de/10010512114

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

Investigating Asian regional income convergence using Fourier Unit Root test with Break

Yaya, OlaOluwa S.; Furuoka, Fumitaka; Pui, Kiew Ling; … - In: International economics : a journal published by CEPII … 161 (2020), pp. 120-129

Persistent link: https://www.econbiz.de/10012642531

Modelling Nigerian exchange rates with asymmetric GARCH models

Oluwadare, Ojo O.; Adepoju, Adedayo A.; Yaya, OlaOluwa S. - In: Estudios de economía aplicada : revista promovida por … 39 (2021) 2, pp. 381-393

Persistent link: https://www.econbiz.de/10012814115

Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?

Dettoni, Robinson; Gil-Alaña, Luis A.; Yaya, OlaOluwa S. - In: International review of financial analysis 94 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014544069

How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis

Mensi, Walid; Ur Rehman, Mobeen; Hammoudeh, Shawkat; Vo … - In: International economics : a journal published by CEPII … 173 (2023), pp. 212-232

Persistent link: https://www.econbiz.de/10014373763