Luis Alberiko Gil-Alana
Luis Alberiko Gil-Alana
Professor of Economics, University of Navarra // Universidad Francisco de Vitoria
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Testing of unit root and other nonstationary hypotheses in macroeconomic time series
LA Gil-Alana, PM Robinson
Journal of Econometrics 80 (2), 241-268, 1997
Persistence in the cryptocurrency market
GM Caporale, L Gil-Alana, A Plastun
Research in International Business and Finance 46, 141-148, 2018
Fractional integration and structural breaks at unknown periods of time
LA Gil‐Alana
Journal of Time Series Analysis 29 (1), 163-185, 2008
Crude oil prices and COVID-19: Persistence of the shock
LA Gil-Alana, M Monge
Energy Research Letters 1 (1), 2020
Cryptocurrencies and stock market indices. Are they related?
LA Gil-Alana, EJA Abakah, MFR Rojo
Research in International Business and Finance 51, 101063, 2020
Testing of seasonal fractional integration in UK and Japanese consumption and income
LA Gil‐Alana, PM Robinson
Journal of Applied Econometrics 16 (2), 95-114, 2001
Mean reversion in the real exchange rates
LA Gil-Alana
Economics Letters 69 (3), 285-288, 2000
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks
E Bouri, LA Gil‐Alana, R Gupta, D Roubaud
International Journal of Finance & Economics 24 (1), 412-426, 2019
Fractional integration and cointegration: an overview and an empirical application
LA Gil-Alana, J Hualde
Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics, 434-469, 2009
A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach
J Cuñado, LA Gil-Alana, FP De Gracia
Journal of Banking & Finance 29 (10), 2633-2654, 2005
Testing stochastic cycles in macroeconomic time series
LA Gil‐Alana
Journal of Time Series Analysis 22 (4), 411-430, 2001
The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration
LA Gil-Alana
Mathematical and Computer Modelling 39 (4-5), 429-436, 2004
Testing fractional integration with monthly data
LA Gil-Alana
Economic Modelling 16 (4), 613-629, 1999
A non-linear approach with long range dependence based on Chebyshev polynomials
JC Cuestas, LA Gil-Alana
Department of Economics, University of Sheffield, 2012
Testing of fractional cointegration in macroeconomic time series
LA Gil‐Alana
Oxford Bulletin of Economics and Statistics 65 (4), 517-529, 2003
The COVID-19 impact on the Asian stock markets
LA Gil-Alana, G Claudio-Quiroga
Asian Economics Letters 1 (2), 2020
Nonlinearities and fractional integration in the US unemployment rate
GM Caporale, LA Gil‐Alana
Oxford Bulletin of Economics and Statistics 69 (4), 521-544, 2007
An analysis of oil production by OPEC countries: Persistence, breaks, and outliers
CP Barros, LA Gil-Alana, JE Payne
Energy policy 39 (1), 442-453, 2011
Modelling international monthly arrivals using seasonal univariate long-memory processes
LA Gil-Alana
Tourism Management 26 (6), 867-878, 2005
Statistical modeling of the temperatures in the Northern Hemisphere using fractional integration techniques
LA Gil-Alana
Journal of Climate 18 (24), 5357-5369, 2005
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Artículos 1–20