|
2026
|
Convergence of gender unemployment gaps in Africa: new evidence from Fourier ADF and KPSS unit root tests with break
|
Applied Economics
|
C
|
4
|
|
2024
|
Persistence and long memory in monetary policy spreads
|
Applied Economics
|
C
|
2
|
|
2023
|
The influence of economic policy uncertainty shocks on art market
|
Applied Economics
|
C
|
4
|
|
2023
|
US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach
|
Applied Economics
|
C
|
3
|
|
2023
|
Term premium in a fractionally cointegrated yield curve
|
Journal of Banking & Finance
|
B
|
4
|
|
2023
|
Persistence and trends in CO2 emissions in Africa: is Chinese FDI behind these features?
|
Applied Economics
|
C
|
3
|
|
2023
|
Unemployment and COVID-19: an analysis of change in persistence
|
Applied Economics
|
C
|
3
|
|
2022
|
The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach
|
Applied Economics
|
C
|
4
|
|
2021
|
Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries
|
Applied Economics
|
C
|
3
|
|
2021
|
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network*
|
Oxford Bulletin of Economics and Statistics
|
B
|
4
|
|
2021
|
Mean reversion in monetary aggregates in Chile
|
Applied Economics
|
C
|
4
|
|
2020
|
Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach
|
Applied Economics
|
C
|
3
|
|
2020
|
Exchange rate dynamics in South Africa
|
Applied Economics
|
C
|
3
|
|
2020
|
UK tourism arrivals and departures: seasonality, persistence and time trends
|
Applied Economics
|
C
|
3
|
|
2020
|
Testing Okun’s law. Theoretical and empirical considerations using fractional integration
|
Applied Economics
|
C
|
3
|
|
2019
|
The cyclical structure of the UK inflation rate: 1210–2016
|
Economics Letters
|
C
|
2
|
|
2019
|
Time series analysis of economic growth rate series in Nigeria: structural breaks, non-linearities and reasons behind the recent recession
|
Applied Economics
|
C
|
2
|
|
2018
|
Long memory and mean reversion in real exchange rates in Latin America
|
Applied Economics
|
C
|
2
|
|
2017
|
A performance assessment of Mozambique banks: a Bayesian stochastic frontier
|
Applied Economics
|
C
|
3
|
|
2016
|
Is inflation persistence different in reality?
|
Economics Letters
|
C
|
4
|
|
2016
|
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score
|
Applied Economics
|
C
|
4
|
|
2016
|
Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks
|
Energy Economics
|
A
|
3
|
|
2016
|
Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013
|
Applied Economics
|
C
|
3
|
|
2015
|
The macroeconomy of Angola: breaks and persistence in Angolan macro data
|
Applied Economics
|
C
|
3
|
|
2015
|
Investment and saving in Angola and the Feldstein-Horioka puzzle
|
Applied Economics
|
C
|
2
|
|
2015
|
Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time
|
Energy Economics
|
A
|
3
|
|
2015
|
The Sustainability of European External Debt: What have We Learned?
|
Review of International Economics
|
B
|
3
|
|
2015
|
Trends and cycles in historical gold and silver prices
|
Journal of International Money and Finance
|
B
|
3
|
|
2015
|
Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test
|
Applied Economics
|
C
|
3
|
|
2014
|
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries
|
Applied Economics
|
C
|
3
|
|
2014
|
The housing market in Beijing and delays in sales: A fractional polynomial survival model
|
Economic Modeling
|
C
|
3
|
|
2014
|
Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks
|
Applied Economics
|
C
|
3
|
|
2014
|
Long memory and fractional integration in the housing price series of London and Paris
|
Applied Economics
|
C
|
3
|
|
2014
|
Persistence and cycles in US hours worked
|
Economic Modeling
|
C
|
2
|
|
2014
|
Government debt dynamics and the global financial crisis: Has anything changed in the EA12?
|
Economics Letters
|
C
|
3
|
|
2014
|
The persistence and asymmetric volatility in the Nigerian stock bull and bear markets
|
Economic Modeling
|
C
|
2
|
|
2014
|
Persistence and cycles in historical oil price data
|
Energy Economics
|
A
|
2
|
|
2014
|
The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration
|
Energy Economics
|
A
|
2
|
|
2014
|
On the persistence and volatility in European, American and Asian stocks bull and bear markets
|
Journal of International Money and Finance
|
B
|
3
|
|
2013
|
Real convergence: empirical evidence for Latin America
|
Applied Economics
|
C
|
3
|
|
2013
|
U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior
|
Energy Economics
|
A
|
3
|
|
2012
|
Comovements among U.S. state housing prices: Evidence from fractional cointegration
|
Economic Modeling
|
C
|
3
|
|
2012
|
Evidence of long memory behavior in U.S. renewable energy consumption
|
Energy Policy
|
B
|
3
|
|
2012
|
Housing sales in urban Beijing
|
Applied Economics
|
C
|
3
|
|
2012
|
The Deaton paradox in a long memory context with structural breaks
|
Applied Economics
|
C
|
3
|
|
2012
|
Uncovering the US term premium: An alternative route
|
Journal of Banking & Finance
|
B
|
2
|
|
2011
|
Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement
|
Review of International Economics
|
B
|
3
|
|
2011
|
An analysis of oil production by OPEC countries: Persistence, breaks, and outliers
|
Energy Policy
|
B
|
3
|
|
2011
|
Inflation in South Africa. A long memory approach
|
Economics Letters
|
C
|
1
|
|
2010
|
Does energy consumption by the US electric power sector exhibit long memory behavior?
|
Energy Policy
|
B
|
3
|
|
2010
|
International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications
|
Applied Economics
|
C
|
2
|
|
2009
|
The nature of occupational unemployment rates in the United States: hysteresis or structural?
|
Applied Economics
|
C
|
3
|
|
2009
|
Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes
|
Economic Modeling
|
C
|
2
|
|
2009
|
Unemployment and entrepreneurship: A cyclical relation?
|
Economics Letters
|
C
|
3
|
|
2009
|
New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data
|
Applied Economics
|
C
|
2
|
|
2009
|
The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine
|
Applied Economics
|
C
|
2
|
|
2008
|
Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand
|
Economic Modeling
|
C
|
1
|
|
2007
|
Nonlinearities and Fractional Integration in the US Unemployment Rate*
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2006
|
Mean Reversion of Short‐run Interest Rates in Emerging Countries*
|
Review of International Economics
|
B
|
2
|
|
2005
|
A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach
|
Journal of Banking & Finance
|
B
|
3
|
|
2005
|
Fractional integration in total factor productivity: evidence from US data
|
Applied Economics
|
C
|
2
|
|
2004
|
Semiparametric estimation of the fractional differencing parameter in the UK industrial production index
|
Applied Economics
|
C
|
1
|
|
2004
|
Seasonal fractional components in macroeconomic time series
|
Applied Economics
|
C
|
1
|
|
2004
|
Forecasting the real output using fractionally integrated techniques
|
Applied Economics
|
C
|
1
|
|
2004
|
Modelling the US real GNP with fractionally integrated techniques
|
Applied Economics
|
C
|
1
|
|
2003
|
Fractional Integration and the Dynamics of UK Unemployment
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2003
|
Testing of Fractional Cointegration in Macroeconomic Time Series
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
2003
|
A fractional multivariate long memory model for the US and the Canadian real output
|
Economics Letters
|
C
|
1
|
|
2003
|
Strong dependence in the real interest rates
|
Applied Economics
|
C
|
1
|
|
2002
|
Seasonal long memory in the aggregate output
|
Economics Letters
|
C
|
1
|
|
2002
|
Structural breaks and fractional integration in the US output and unemployment rate
|
Economics Letters
|
C
|
1
|
|
2002
|
A mean shift break in the US interest rate
|
Economics Letters
|
C
|
1
|
|
2002
|
Empirical evidence of the spot and the forward exchange rates in Canada
|
Economics Letters
|
C
|
1
|
|
2001
|
A fractionally integrated model with a mean shift for the US and the UK real oil prices
|
Economic Modeling
|
C
|
1
|
|
2001
|
The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models
|
Applied Economics
|
C
|
1
|
|
2000
|
Mean reversion in the real exchange rates
|
Economics Letters
|
C
|
1
|
|
1999
|
Testing fractional integration with monthly data
|
Economic Modeling
|
C
|
1
|
|
1997
|
Testing of unit root and other nonstationary hypotheses in macroeconomic time series
|
Journal of Econometrics
|
A
|
2
|