Showing results 56 to 75 of 100
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Issue Date | Title | Author(s) |
2004 | Nelson And Plosser Revisited: Evidence From Fractional Arima Models | Caporale, GM; Gil-Alana, LA |
5-Jul-2023 | Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks | Caporale, GM; Gil-Alana, LA |
2005 | Non-Linearities And Fractional Integration In The Us Unemployment Rate | Caporale, GM; Gil-Alana, LA |
2004 | Non-Linearities And Fractional Integration In The Us Unemployment Rate | Caporale, GM; Gil-Alana, LA |
9-Mar-2021 | Non-linearities and persistence in US long-run interest rates | Caporale, GM; Gil-Alana, LA; Martin-Valmayor, M |
5-Aug-2020 | On the persistence of UK inflation: A long-range dependence approach | Caporale, GM; Gil-Alana, LA; Trani, T |
11-Mar-2021 | Particulate matter 10 (PM10): persistence and trends in eight European capitals | Caporale, GM; Gil-Alana, LA; Carmona-Gonzales, N |
2012 | Persistence and cycles in the US Federal Funds rate | Caporale, GM; Gil-Alana, LA |
2017 | Persistence and cycles in the US Federal Funds rate | Caporale, GM; Gil-Alana, LA |
2014 | Persistence and cycles in US hours worked | Caporale, GM; Gil-Alana, LA |
2012 | Persistence and cycles in US hours worked | Caporale, GM; Gil-Alana, LA |
2011 | Persistence and cyclical dependence in the monthly Euribor rate | Caporale, GM; Gil-Alana, LA |
5-Mar-2023 | Persistence and long memory in monetary policy spreads | Caporale, GM; Gil-Alana, LA |
2024 | Persistence and seasonality in the US Industrial Production Index | Caporale, GM; Gil-Alana, LA; Poza, C; Baños Izquierdo, A |
7-May-2022 | Persistence in ESG and conventional stock market indices | Caporale, GM; Gil-Alana, LA; Plastun, A; Makarenko, I |
22-Mar-2024 | Persistence in European Stock Market Returns and Volatility | Caporale, GM; Rubio-Bezares, A; Gil-Alana, LA |
19-Feb-2024 | Persistence in tax revenues: evidence from some OECD countries | Caporale, GM; Garcia Tapia, S; Gil-Alana, LA |
28-Dec-2023 | Persistence in the cryptocurrency market: the impact of the Covid-19 pandemic and of the Russia-Ukraine war | Caporale, GM; Imeri, A; Gil-Alana, LA |
26-Dec-2022 | Persistence in the passion investment market | Caporale, GM; Gil-Alana, LA; Alex, P |
7-Jun-2021 | Persistence in the private debt-to-GDP ratio: evidence from 43 OECD countries | Caporale, GM; Gil-Alana, LA; Malmierca, M |