1. Brunel University Research Archive

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Issue DateTitleAuthor(s)
2024Persistence and seasonality in the US Industrial Production IndexCaporale, GM; Gil-Alana, LA; Poza, C; Baños Izquierdo, A
23-Feb-2024Stock market indices and interest rates in the US and Europe: persistence and long-run linkagesCaporale, GM; Gil-Alana, LA; Melnicenco, E
22-Mar-2024Persistence in European Stock Market Returns and VolatilityCaporale, GM; Rubio-Bezares, A; Gil-Alana, LA
31-May-2024Exponential time trends in a fractional integration modelCaporale, GM; Gil-Alana, LA
21-Mar-2024Exogenous shocks and time-varying price persistence in the EU27Caporale, GM; Gil-Alana, LA; Imeri, A
19-Feb-2024Persistence in tax revenues: evidence from some OECD countriesCaporale, GM; Garcia Tapia, S; Gil-Alana, LA
7-Nov-2024A long-memory model for multiple cycles with an application to the US stock marketCaporale, GM; Gil-Alana, LA
20-Apr-2024Measuring persistence of the world population: a fractional integration approachGil-Alana, LA; Caporale, GM; Infante, J; del Rio, M
19-Dec-2024Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic ActivityCaporale, GM; Gil-Alana, LA; Piqueras Martinez, PJ

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