1. Brunel University Research Archive

Browsing by Subject persistence

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Showing results 1 to 20 of 42  next >
Issue DateTitleAuthor(s)
19-Sep-2024Atmospheric pollution in Chinese cities: trends and persistenceCaporale, GM; Carmona-González, N; Gil-Alana, LA
17-Jun-2024COVID-19 and persistence in the stock market: a study on a leading emerging marketNandy, M; Bhattacharjee, A; Lodh, S
3-Jul-2022The Covid-19 pandemic and the degree of persistence of US stock prices and bond yieldsCaporale, GM; Gil-Alana, LA; Poza, C
24-Jul-2020Cycles and long-range behaviour in the European stock marketsCaporale, GM; Gil-Alana, L; Poza, C
19-Dec-2024Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic ActivityCaporale, GM; Gil-Alana, LA; Piqueras Martinez, PJ
1-Jun-2021Economic policy uncertainty: Persistence and cross-country linkagesAbakah, EJA; Caporale, GM; Gil-Alana, LA
30-Jan-2020Fractional integration and the persistence of UK inflation, 1210-2016Caporale, GM; Gil-Alana, L
23-Sep-2020GDP per capita in Europe: time trends and persistenceCaporale, GM; Gil-Alana, LA; Monge, M
11-Nov-2022The impact of the Covid-19 pandemic on persistence in the European stock marketsCaporale, GM; Gil-Alana, L; Arrese Lasaosa, I
5-Apr-2022Inflation in the G7 countries: persistence and structural breaksCaporale, GM; Gil-Alana, LA; Poza, C
23-Feb-2018Is market fear persistent? A long-memory analysisCaporale, GM; Gil-Alana, L; Plastun, A
3-Apr-2019Long memory and data frequency in financial marketsCaporale, GM; Gil-Alana, L; Plastun, A
13-Mar-2024Long-run linkages between US stock prices and cryptocurrencies: a fractional cointegration analysisCaporale, GM; de Dios Mazariegos, JJ; Gil-Alana, LA
6-Feb-2025Long-Run Trends and Cycles in US House PricesCaporale, GM; Gil-Alana, LA
2022Modelling persistence and non-linearities in the US Treasury 10-year bond yieldsCaporale, GM; Gil-Alana, LA; Yaya, OS
5-Jul-2023Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaksCaporale, GM; Gil-Alana, LA
9-Mar-2021Non-linearities and persistence in US long-run interest ratesCaporale, GM; Gil-Alana, LA; Martin-Valmayor, M
5-Aug-2020On the persistence of UK inflation: A long-range dependence approachCaporale, GM; Gil-Alana, LA; Trani, T
30-Nov-2020Overview of intentionally used food contact chemicals and their hazardsGroh, KJ; Geueke, B; Martin, O; Maffini, M; Muncke, J
11-Mar-2021Particulate matter 10 (PM10): persistence and trends in eight European capitalsCaporale, GM; Gil-Alana, LA; Carmona-Gonzales, N
Showing results 1 to 20 of 42  next >