Publicacións en colaboración con investigadores/as de University of Pretoria (34)

2023

  1. Productivity and GDP: international evidence of persistence and trends over 130 years of data

    Empirical Economics, Vol. 64, Núm. 3, pp. 1219-1246

2022

  1. Globalization, long memory, and real interest rate convergence: a historical perspective

    Empirical Economics, Vol. 63, Núm. 5, pp. 2331-2355

  2. Temperature and precipitation in the US states: long memory, persistence, and time trend

    Theoretical and Applied Climatology, Vol. 150, Núm. 3-4, pp. 1731-1744

  3. The behaviour of real interest rates: New evidence from a 'suprasecular' perspective

    International Finance, Vol. 25, Núm. 1, pp. 46-64

2021

  1. Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum

    International Economics, Vol. 167, pp. 29-38

  2. Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data

    Urban Studies, Vol. 58, Núm. 1, pp. 53-72

2020

  1. 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

  2. Modeling US historical time-series prices and inflation using alternative long-memory approaches

    Empirical Economics, Vol. 58, Núm. 4, pp. 1491-1511

2019

  1. Are BRICS exchange rates chaotic?

    Applied Economics Letters, Vol. 26, Núm. 13, pp. 1104-1110

  2. Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty

    Journal of International Development, Vol. 31, Núm. 1, pp. 101-116

  3. Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks

    International Journal of Finance and Economics, Vol. 24, Núm. 1, pp. 412-426

  4. 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

  5. Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data

    Manchester School, Vol. 87, Núm. 1, pp. 24-36

2018

  1. Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks

    Journal of International Trade and Economic Development, Vol. 27, Núm. 6, pp. 638-654

  2. Market efficiency of Baltic stock markets: A fractional integration approach

    Physica A: Statistical Mechanics and its Applications, Vol. 511, pp. 251-262

  3. 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

  1. Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016

    Resources Policy, Vol. 54, pp. 53-57

  2. Evidence of persistence in U.S. short and long-term interest rates

    Journal of Policy Modeling, Vol. 39, Núm. 5, pp. 775-789

  3. 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

  4. Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates

    Social Indicators Research, Vol. 131, Núm. 1, pp. 393-405