Browse by Authors

81571

Gil-Alana, Luis A. and Ozdemir, Zeynel Abidin and Tansel, Aysit (2017): Long memory in Turkish Unemployment Rates.

88752

Yaya, OlaOluwa A and Gil-Alana, Luis A. (2018): Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries.

88756

Akinsomi, Omokolade and Coskun, Yener and Gil-Alana, Luis A. and Yaya, OlaOluwa S (2018): Is there convergence between the BRICS and International REIT Markets?

88758

Gil-Alana, Luis A. and Yaya, OlaOluwa S and Shittu, Olanrewaju I (2014): GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features. Published in: CBN Journal of Applied Statistics , Vol. 6, No. 1b (February 2015): pp. 219-239.

90516

Gil-Alana, Luis A. and Yaya, OlaOluwa S (2018): Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions.

90518

Yaya, OlaOluwa S and Gil-Alana, Luis A. (2018): High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach.

93273

Gil-Alana, Luis A. and Yaya, OlaOluwa S and Akinsomi, Omokolade and Coskun, Yener (2018): How do Stocks in BRICS co-move with REITs?

95560

Gil-Alana, Luis A. and Mudida, Robert and Yaya, OlaOluwa S and Osuolale, Kazeem and Ogbonna, Ephraim A (2019): Mapping US Presidential Terms with S&P500 Index: Time Series Analysis Approach.

96621

Yaya, OlaOluwa S and Ogbonna, Ephraim A and Furuoka, Fumitaka and Gil-Alana, Luis A. (2019): A new unit root analysis for testing hysteresis in unemployment.

109827

Coskun, Yener and Akinsomi, Omokolade and Gil-Alana, Luis A. and Yaya, OlaOIuwa S. (2021): Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours.

109829

Yaya, OlaOluwa S. and Gil-Alana, Luis A. and Adekoya, Oluwasegun B. and Vo, Xuan Vinh (2021): How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses. Published in: , Vol. 74, No. 102273 (15 August 2021): pp. 1-15.

117002

Yener, Coskun and Akinsomi, Omokolade and Gil-Alana, Luis A. and Yaya, OlaOluwa S (2023): Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence. Published in: Heliyon

122476

Furuoka, Fumitaka and Gil-Alana, Luis A. and Yaya, OlaOluwa S and Vo, Xuan Vinh (2024): Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break.