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Publications by Luis A. Gil-Alana

Modelling Long-Run Trends and Cycles in Financial Time Series Data

Journal of Time Series Analysis

Applied Mathematics

English

Testing for Persistence in Housing Price-To-Income and Price-To-Rent Ratios in 16 OECD Countries

Applied Economics

English

Central Bank Policy Rates: Are They Cointegrated?

SSRN Electronic Journal

English

US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis

SSRN Electronic Journal

English

The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model

SSRN Electronic Journal

English

Violence and the Market for Food: Evidence From Kenya

SSRN Electronic Journal

English

Persistence and Cycles in US Hours Worked

SSRN Electronic Journal

English

Long Memory in the Ukrainian Stock Market

SSRN Electronic Journal

English

Modelling the US, UK and Japanese Unemployment Rates: Fractional Integration and Structural Breaks

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Testing of Fractional Cointegration in Macroeconomic Time Series*

Oxford Bulletin of Economics and Statistics

Social Sciences

English