1. Brunel University Research Archive

Browsing by Author Gil-Alana, LA

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Showing results 54 to 73 of 98 < previous   next >
Issue DateTitleAuthor(s)
2004Nelson And Plosser Revisited: Evidence From Fractional Arima ModelsCaporale, GM; Gil-Alana, LA
5-Jul-2023Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaksCaporale, GM; Gil-Alana, LA
2005Non-Linearities And Fractional Integration In The Us Unemployment RateCaporale, GM; Gil-Alana, LA
2004Non-Linearities And Fractional Integration In The Us Unemployment RateCaporale, 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
11-Mar-2021Particulate matter 10 (PM10): persistence and trends in eight European capitalsCaporale, GM; Gil-Alana, LA; Carmona-Gonzales, N
2012Persistence and cycles in the US Federal Funds rateCaporale, GM; Gil-Alana, LA
2017Persistence and cycles in the US Federal Funds rateCaporale, GM; Gil-Alana, LA
2014Persistence and cycles in US hours workedCaporale, GM; Gil-Alana, LA
2012Persistence and cycles in US hours workedCaporale, GM; Gil-Alana, LA
2011Persistence and cyclical dependence in the monthly Euribor rateCaporale, GM; Gil-Alana, LA
5-Mar-2023Persistence and long memory in monetary policy spreadsCaporale, GM; Gil-Alana, LA
2024Persistence and seasonality in the US Industrial Production IndexCaporale, GM; Gil-Alana, LA; Poza, C; Baños Izquierdo, A
7-May-2022Persistence in ESG and conventional stock market indicesCaporale, GM; Gil-Alana, LA; Plastun, A; Makarenko, I
22-Mar-2024Persistence in European Stock Market Returns and VolatilityCaporale, GM; Rubio-Bezares, A; Gil-Alana, LA
19-Feb-2024Persistence in tax revenues: evidence from some OECD countriesCaporale, GM; Garcia Tapia, S; Gil-Alana, LA
28-Dec-2023Persistence in the cryptocurrency market: the impact of the Covid-19 pandemic and of the Russia-Ukraine warCaporale, GM; Imeri, A; Gil-Alana, LA
26-Dec-2022Persistence in the passion investment marketCaporale, GM; Gil-Alana, LA; Alex, P
7-Jun-2021Persistence in the private debt-to-GDP ratio: evidence from 43 OECD countriesCaporale, GM; Gil-Alana, LA; Malmierca, M
Showing results 54 to 73 of 98 < previous   next >