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Long memory and fractional integration in the housing price series of London and Paris

Gil-Alaña, Luis A.; Barros, Carlos Pestana; Peypoch, … - In: Applied economics 46 (2014) 25/27, pp. 3377-3388

Persistent link: https://www.econbiz.de/10010419087

Retail sales : persistence in the short-term and long-term dynamics

Gil-Alaña, Luis A.; Barros, Carlos Pestana; Assaf, A. … - In: IMA journal of management mathematics 25 (2014) 3, pp. 367-386

Persistent link: https://www.econbiz.de/10010388774

Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour

Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012

Persistent link: https://www.econbiz.de/10009573955

Tourist arrivals and overnight stays along the Croatian Adriatic Coast : changes in persistence and seasonality from the COVID-19 disruption

Payne, James E.; Gil-Alaña, Luis A.; Mervar, Andrea; … - In: Tourism economics : the business and finance of tourism … 29 (2023) 6, pp. 1679-1693

Persistent link: https://www.econbiz.de/10014384529

Measuring persistence in Croatian tourism : evidence from the Adriatic region

Gil-Alaña, Luis A.; Mervar, Andrea; Payne, James E. - In: Applied economics 47 (2015) 46/48, pp. 4901-4917

Persistent link: https://www.econbiz.de/10011318440

Modeling the degree of persistence in Croatian tourism

Gil-Alaña, Luis A.; Mervar, Andrea; Payne, James E. - In: Tourism economics : the business and finance of tourism … 22 (2016) 3, pp. 655-664

Persistent link: https://www.econbiz.de/10011711760

Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks

Payne, James E.; Gil-Alaña, Luis A. - In: Tourism economics : the business and finance of tourism … 24 (2018) 1, pp. 41-50

Persistent link: https://www.econbiz.de/10011873327

Measuring the degree of persistence in the U.S. economic policy uncertainty index

Gil-Alaña, Luis A.; Payne, James E. - In: Applied economics letters 27 (2020) 10, pp. 831-835

Persistent link: https://www.econbiz.de/10012266923

Persistence in Croatian tourism : the impact of COVID-19

Payne, James E.; Gil-Alaña, Luis A.; Mervar, Andrea - In: Tourism economics : the business and finance of tourism … 28 (2022) 6, pp. 1676-1682

Persistent link: https://www.econbiz.de/10013392357

Long-run trends and cycles in US house prices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2023

This paper analyses US nominal house prices at an annual frequency over the period from 1927 to 2022 by means of a very general time series model. This includes both a (linear and non-linear) deterministic and a stochastic component, with the latter allowing for fractional orders of integration...

Persistent link: https://www.econbiz.de/10014427184