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GDP per capita in Sub-Saharan Africa : a time series approach using long memory

Gil-Alaña, Luis A.; Mudida, Robert; Zerbo, Eleazar - In: International review of economics & finance : IREF 72 (2021), pp. 175-190

Persistent link: https://www.econbiz.de/10012671595

Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession

Awe, Olushina Olawale; Gil-Alaña, Luis A. - In: Applied economics 51 (2019) 50, pp. 5482-5489

Persistent link: https://www.econbiz.de/10012197247

Testing Okun's Law : theoretical and empirical considerations using fractional integration

Gil-Alaña, Luis A.; Škare, Marinko; Blazevic Buric, Sanja - In: Applied economics 52 (2020) 5, pp. 459-474

Persistent link: https://www.econbiz.de/10012197424

GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards

Gil-Alaña, Luis A.; Villanueva, Cecilia Font de; … - In: Journal of economic studies 49 (2022) 2, pp. 379-393

Persistent link: https://www.econbiz.de/10013173406

Productivity and GDP : international evidence of persistence and trends over 130 years of data

Gil-Alaña, Luis A.; Solarin Sakiru Adebola; Balcilar, … - In: Empirical economics : a quarterly journal of the … 64 (2023) 3, pp. 1219-1246

Persistent link: https://www.econbiz.de/10014226350

High and low prices and the range in the European stock markets : a long-memory approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: Research in international business and finance 52 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012543286

Persistence, non-linearities and structural breaks in European stock market indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 50-61

Persistent link: https://www.econbiz.de/10012430865

Cycles and long-range behaviour in the European stock markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: Recent econometric techniques for macroeconomic and …, (pp. 293-302). 2021

This paper uses a modelling framework which includes two singularities (or poles) in the spectral density function, one corresponding to the long-run (zero) frequency and the other to the cyclical (nonzero) frequency. The adopted specification is very general, since it allows for fractional...

Persistent link: https://www.econbiz.de/10012395490

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

Long-term interest rates in Europe : a fractional cointegration analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of economics & finance : IREF 61 (2019), pp. 170-178

Persistent link: https://www.econbiz.de/10012205401