Luis Alberiko Gil-Alana
Luis Alberiko Gil-Alana
Professor of Economics, University of Navarra // Universidad Francisco de Vitoria
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Cited by
Cited by
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
Cryptocurrencies and stock market indices. Are they related?
LA Gil-Alana, EJA Abakah, MFR Rojo
Research in International Business and Finance 51, 101063, 2020
Crude oil prices and COVID-19: Persistence of the shock
LA Gil-Alana, M Monge
Energy Research Letters 1 (1), 2020
Fractional integration and structural breaks at unknown periods of time
LA Gil‐Alana
Journal of Time Series Analysis 29 (1), 163-185, 2008
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 Cuņado, 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
A non-linear approach with long range dependence based on Chebyshev polynomials
LA Gil-Alana, JC Cuestas
Testing fractional integration with monthly data
LA Gil-Alana
Economic Modelling 16 (4), 613-629, 1999
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
Term structure persistence
M Abbritti, LA Gil-Alana, Y Lovcha, A Moreno
Jnl of Financial Econometrics 14 (2), 331-352, 2016
Modelling international monthly arrivals using seasonal univariate long-memory processes
LA Gil-Alana
Tourism Management 26 (6), 867-878, 2005
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