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Issue Date | Title | Author(s) |
---|---|---|
2024 | Persistence and seasonality in the US Industrial Production Index | Caporale, GM; Gil-Alana, LA; Poza, C; Baños Izquierdo, A |
19-Feb-2024 | Persistence in tax revenues: evidence from some OECD countries | Caporale, GM; Garcia Tapia, S; Gil-Alana, LA |
23-Feb-2024 | Stock market indices and interest rates in the US and Europe: persistence and long-run linkages | Caporale, GM; Gil-Alana, LA; Melnicenco, E |
22-Mar-2024 | Persistence in European Stock Market Returns and Volatility | Caporale, GM; Rubio-Bezares, A; Gil-Alana, LA |
21-Mar-2024 | Exogenous shocks and time-varying price persistence in the EU27 | Caporale, GM; Gil-Alana, LA; Imeri, A |
2024 | Measuring persistence of the world population: a fractional integration approach | Caporale, GM; Infante, J; del Rio, M; Gil-Alana, LA |
2024 | Exponential time trends in a fractional integration model | Caporale, GM; Gil-Alana, LA |