Luis A. Gil-Alana

发表

Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks

Guglielmo Maria Caporale, Luis A. Gil-Alana, L. Gil‐Alana, 2008, Comput. Stat. Data Anal..

THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION : AN EXTENSION TO THE SEASONAL CASE Guglielmo

Guglielmo Maria Caporale, Luis A. Gil-Alana, L. Gil‐Alana, 2004 .

Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries

Luis A. Gil-Alana, Guglielmo Maria Caporale, L. Gil‐Alana, 2011 .

The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain

Luis A. Gil-Alana, L. Gil‐Alana, 2005, Math. Comput. Model..

Modelling Seasonality with Fractionally Integrated Processes

Luis A. Gil-Alana, L. Gil‐Alana, 2000 .

ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE?

Luis A. Gil-Alana, Carlos Pestana Barros, João Ricardo Faria, 2007 .

Design of an Analysis Model for Strategic Behavior in the Digital Economy

Luis A. Gil-Alana, Miguel Martin-Valmayor, L. Gil‐Alana, 2020 .

Have U.S. environmental policies been effective in the reduction of U.S. emissions? A new approach using fractional integration

Luis A. Gil-Alana, Sakiru Adebola Solarin, L. Gil‐Alana, 2018 .

Long memory in the Ukranian stock market

Guglielmo Maria Caporale, Luis A. Gil-Alana, L. Gil‐Alana, 2017 .

U.S. shale oil production and WTI prices behaviour

Luis A. Gil-Alana, Manuel Monge, Fernando Perez de Gracia, 2017 .

Gender Diversity Index. Measuring persistence

Luis A. Gil-Alana, Marta del Rio, Juan Infante, 2021 .

Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis

Luis A. Gil-Alana, Manuel Monge, L. Gil‐Alana, 2021, Resources Policy.

Detection of type of trends in surface air temperature in China

Luis A. Gil-Alana, Bellie Sivakumar, Yan-Fang Sang, 2021 .

Mean reversion in stock market prices: New evidence based on bull and bear markets

Luis A. Gil-Alana, Juncal Cunado, Fernando Perez de Gracia, 2010 .

Inflation in Argentina: Analysis of Persistence Using Fractional Integration

Luis A. Gil-Alana, L. Gil‐Alana, Mateo Isoardi, 2019, Eastern Economic Journal.

A multivariate long-memory model with structural breaks

Luis A. Gil-Alana, Guglielmo Maria Caporale, L. Gil‐Alana, 2007, SSRN Electronic Journal.

Duration of housing project sales in urban Beijing

Luis A. Gil-Alana, Carlos Pestana Barros, C. Barros, 2013 .

New Evidence on Long-Run Monetary Neutrality

Luis A. Gil-Alana, Juncal Cunado, Fernando Perez de Gracia, 2009 .

A fractionally integrated model for the Spanish real GDP

Luis A. Gil-Alana, L. Gil‐Alana, 2004 .

THE PURCHASING POWER PARITY HYPOTHESIS IN THE US–CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY

Luis A. Gil-Alana, Liang Jiang, L. Gil‐Alana, 2013 .

Persistence in the Short- and Long-Term Tourist Arrivals to Australia

Luis A. Gil-Alana, L. Gil‐Alana, A. George Assaf, 2011 .

Evidence of long memory behavior in U.S. renewable energy consumption

Luis A. Gil-Alana, Carlos Pestana Barros, James E. Payne, 2012 .

Crude oil price behaviour before and after military conflicts and geopolitical events

Luis A. Gil-Alana, Manuel Monge, Fernando Perez de Gracia, 2017 .

A fractionally integrated exponential model for UK unemployment

Luis A. Gil-Alana, L. Gil‐Alana, 2001 .

The US airline industry: persistence and breaks

Luis A. Gil-Alana, Carlos Pestana Barros, A. George Assaf, 2013 .

An analysis of oil production by OPEC countries: Persistence, breaks, and outliers

Luis A. Gil-Alana, Carlos Pestana Barros, James E. Payne, 2011 .

Fractional Integration and Cointegration: An Overview and an Empirical Application

Luis A. Gil-Alana, L. Gil‐Alana, Javier Hualde, 2009 .

Fractional integration and structural breaks at unknown periods of time

Luis A. Gil-Alana, L. Gil‐Alana, 2007 .

Long Memory and Fractional Integration in High Frequency Financial Time Series

Luis A. Gil-Alana, Guglielmo Maria Caporale, L. Gil‐Alana, 2010 .

Fractional Integration In The Stock Market Volatility Series

Luis A. Gil-Alana, L. Gil‐Alana, 2002 .

Seasonal Fractional Integration in the Spanish Tourism Quarterly Time Series

Luis A. Gil-Alana, L. Gil‐Alana, J. Cuñado, 2004 .

A mean shift break in the US interest rate

Luis A. Gil-Alana, 2002 .

Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach

Luis A. Gil-Alana, Olushina Olawale Awe, OlaOluwa S. Yaya, 2017 .

Does energy consumption by the US electric power sector exhibit long memory behavior

Luis A. Gil-Alana, David G. Loomis, James E. Payne, 2010 .

The timing of ETA terrorist attacks

Luis A. Gil-Alana, Carlos Pestana Barros, C. Barros, 2006 .

Modelling the US real GNP with fractionally integrated techniques

Luis A. Gil-Alana, L. Gil‐Alana, 2004 .

Tests of Convergence and Long Memory Behavior in U.S. Housing Prices by State

Luis A. Gil-Alana, Carlos Pestana Barros, James E. Payne, 2014 .

Modelling the U.S. interest rate in terms of I(d) statistical models

Luis A. Gil-Alana, L. Gil‐Alana, 2004 .

MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS

Luis A. Gil-Alana, L. Gil‐Alana, 2005 .

A performance assessment of Mozambique banks: a Bayesian stochastic frontier

Luis A. Gil-Alana, Carlos Pestana Barros, C. Barros, 2017 .

Is the US fiscal deficit sustainable?: A fractionally integrated approach

Luis A. Gil-Alana, Juncal Cunado, L. Gil‐Alana, 2004 .

Global temperatures and sunspot numbers. Are they related

Luis A. Gil-Alana, OlaOluwa S. Yaya, Olanrewaju I. Shittu, 2014 .

Cyclical long‐range dependence and the warming effect in a long temperature time series

Luis A. Gil-Alana, L. Gil‐Alana, L. Gil-Alana, 2008 .

U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior

Luis A. Gil-Alana, Carlos Pestana Barros, James E. Payne, 2013 .

Automobile components: Lithium and cobalt. Evidence of persistence

Luis A. Gil-Alana, Manuel Monge, L. Gil‐Alana, 2019, Energy.

Suitability of Volatility Models for Forecasting Stock Market Returns: A Study on the Indian National Stock Exchange

Luis A. Gil-Alana, L. Gil‐Alana, Trilochan Tripathy, 2010 .