Showing results 64 to 83 of 98
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Issue Date | Title | Author(s) |
2012 | Persistence and cycles in US hours worked | Caporale, GM; Gil-Alana, LA |
2011 | Persistence and cyclical dependence in the monthly Euribor rate | Caporale, GM; Gil-Alana, LA |
5-Mar-2023 | Persistence and long memory in monetary policy spreads | Caporale, GM; Gil-Alana, LA |
2024 | Persistence and seasonality in the US Industrial Production Index | Caporale, GM; Gil-Alana, LA; Poza, C; BaƱos Izquierdo, A |
7-May-2022 | Persistence in ESG and conventional stock market indices | Caporale, GM; Gil-Alana, LA; Plastun, A; Makarenko, I |
22-Mar-2024 | Persistence in European Stock Market Returns and Volatility | Caporale, GM; Rubio-Bezares, A; Gil-Alana, LA |
19-Feb-2024 | Persistence in tax revenues: evidence from some OECD countries | Caporale, GM; Garcia Tapia, S; Gil-Alana, LA |
28-Dec-2023 | Persistence in the cryptocurrency market: the impact of the Covid-19 pandemic and of the Russia-Ukraine war | Caporale, GM; Imeri, A; Gil-Alana, LA |
26-Dec-2022 | Persistence in the passion investment market | Caporale, GM; Gil-Alana, LA; Alex, P |
7-Jun-2021 | Persistence in the private debt-to-GDP ratio: evidence from 43 OECD countries | Caporale, GM; Gil-Alana, LA; Malmierca, M |
7-Apr-2024 | Persistence in the realized betas: some evidence from the stock market | Caporale, GM; Gil-Alana, LA; Martin-Valmayor, MA |
21-Jul-2023 | Persistence in UK historical data on life expectancy | Caporale, GM; Infante, J; del Rio, M; Gil-Alana, LA |
2008 | Persistence in us interest rates: Is it stable over time? | Caporale, GM; Gil-Alana, LA |
2012 | Persistence in youth unemployment | Caporale, GM; Gil-Alana, LA |
4-Mar-2020 | Persistence, non-linearities and structural breaks in European stock market indices | Caporale, GM; Gil-Alana, LA; Poza, C |
2013 | The PPP hypothesis revisited: Evidence using a multivariate long-memory model | Caporale, GM; Gil-Alana, LA; Lovcha, Y |
2004 | The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case | Caporale, GM; Gil-Alana, LA |
2004 | The stochastic unit root model and fractional integration: An extension to the seasonal case | Caporale, GM; 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 |
2-Apr-2021 | Stock market linkages between the ASEAN countries, China and the US: A fractional integration/cointegration approach | Caporale, GM; Gil-Alana, LA; You, K |