Listar por tema "Fractional integration"
Mostrando ítems 1-20 de 84
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A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network. Yaya, OlaOluwa S.; Ogbonna, Ahamuefula E.; Furuoka, Fumitaka; Gil Alana, Luis A. (Oxford Bulletin of Economics and Statistics, 2021)
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Air quality in London: evidence of persistence, seasonality and trends. Gil Alana, Luis A.; Yaya, OlaOluwa S.; Carmona González, Nieves (Theoretical and Applied Climatology, 2020)
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An analysis of temperature anomalies in Chile using fractional integration. Gil Alana, Luis A.; Martin Valmayor, Miguel; Hube-Antoine, Cristina (Stochastic Environmental Research and Risk Assessment, 2023)
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An analysis of the OPEC and non-OPEC position in the World Oil Market: A fractionally integrated approach. Gil Alana, Luis A.; Dadgar, Yadollah; Nazari, Rouhollah (Physica A: Statistical Mechanics and its Applications, 2020)
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Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach. Caporale, Guglielmo Maria; Claudio Quiroga, Gloria; Gil Alana, Luis A. (Journal of Innovation and Entrepreneurship, 2021)
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CO2 emissions in Latin America: a time series perspective based on fractional integration. Asturias‑Schaub, Luis Rodrigo; Gil Alana, Luis A. (Environmental Science and Pollution Research, 2023)
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Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach Olawale Awe, Olushina; Mudida, Robert; Gil Alana, Luis A. (International Journal of Finance and Economics, 2020)
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Consumer sentiments across G7 and BRICS economies: Are they related?. Gil Alana, Luis A.; Aikins Abakah, Emmanuel Joel; Carmona González, Nieves; Kumar Tiwari, Aviral (Journal of Economics and Finance, 2024)
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Cryptocurrencies and stock market indices. Are they related? Gil Alana, Luis A.; Aikins Abakah, Emmanuel Joel; Romero Rojo, María Fátima (Research in International Business and Finance, 2020)
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Financial stress spillover across Asian Countries. Gil Alana, Luis A.; Aikins Abakah, Emmanuel Joel; Kenneth Abakah, Moses (Review of Financial Economics, 2020)