Luis Alberiko
Gil Alaña
Catedrático de Universidad
Juncal
Cuñado Eizaguirre
Catedrática de Universidad
Publicacións nas que colabora con Juncal Cuñado Eizaguirre (46)
2020
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Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data
Physica A: Statistical Mechanics and its Applications, Vol. 540
2019
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Persistence in trends and cycles of gold and silver prices: Evidence from historical data
Physica A: Statistical Mechanics and its Applications, Vol. 514, pp. 345-354
2018
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The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis
Empirical Economics, Vol. 55, Núm. 3, pp. 913-935
2017
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Evidence of persistence in U.S. short and long-term interest rates
Journal of Policy Modeling, Vol. 39, Núm. 5, pp. 775-789
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Persistence, Mean-Reversion and Non-linearities in CO2 Emissions: Evidence from the BRICS and G7 Countries
Environmental and Resource Economics, Vol. 67, Núm. 4, pp. 869-883
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Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates
Social Indicators Research, Vol. 131, Núm. 1, pp. 393-405
2016
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Is inflation persistence different in reality?
Economics Letters, Vol. 148, pp. 55-58
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Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score
Applied Economics, Vol. 48, Núm. 29, pp. 2675-2696
2013
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Modelling long-run trends and cycles in financial time series data
Journal of Time Series Analysis, Vol. 34, Núm. 3, pp. 405-421
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Real convergence: Empirical evidence for Latin America
Applied Economics, Vol. 45, Núm. 22, pp. 3220-3229
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Salient features of dependence in daily US stock market indices
Physica A: Statistical Mechanics and its Applications, Vol. 392, Núm. 15, pp. 3198-3212
2012
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Deterministic versus stochastic seasonal fractional integration and structural breaks
Statistics and Computing, Vol. 22, Núm. 2, pp. 349-358
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Persistence, Long Memory, and Unit Roots in Commodity Prices
Canadian Journal of Agricultural Economics, Vol. 60, Núm. 4, pp. 451-468
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Real convergence in Latin America: A fractionally integrated approach
Applied Financial Economics, Vol. 22, Núm. 20, pp. 1713-1717
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Real convergence in Latin America: a fractionally integrated approach
Applied financial economics, Vol. 22, Núm. 19, pp. 1713-1717
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Testing for persistent deviations of stock prices to dividends in the Nasdaq index
Physica A: Statistical Mechanics and its Applications, Vol. 391, Núm. 20, pp. 4675-4685
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Unemployment hysteresis: Empirical evidence for latin america
Journal of Applied Economics, Vol. 15, Núm. 2, pp. 213-233
2011
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Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models
American Journal of Economics and Business Administration, Vol. 3, Núm. 4, pp. 586 - 588
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Modelling international monthly tourist in Spain
Estudios de economía aplicada, Vol. 29, Núm. 3, pp. 723-736
2010
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European current account sustainability: New evidence based on unit roots and fractional integration
Eastern Economic Journal, Vol. 36, Núm. 2, pp. 177-187