Luis Alberiko Gil-Alana

Luis Alberiko Gil-Alana

Universidad de Navarra

H-index: 53

Europe-Spain

About Luis Alberiko Gil-Alana

Luis Alberiko Gil-Alana, With an exceptional h-index of 53 and a recent h-index of 37 (since 2020), a distinguished researcher at Universidad de Navarra, specializes in the field of Time Series, Long memory, Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Precious metal prices: a tale of four US recessions

Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?

Volatility persistence in metal prices

Consumer sentiments across G7 and BRICS economies: Are they related?

Persistence in Tax Revenues: Evidence from Some OECD Countries

Exogenous shocks and time-varying price persistence in the EU27

Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis

COVID-19 pandemic, Russia-Ukraine conflict and shale gas development: Evidence from fractional integration

Luis Alberiko Gil-Alana Information

University

Position

Professor of Economics // Universidad Francisco de Vitoria

Citations(all)

12566

Citations(since 2020)

7060

Cited By

8194

hIndex(all)

53

hIndex(since 2020)

37

i10Index(all)

285

i10Index(since 2020)

196

Email

University Profile Page

Universidad de Navarra

Google Scholar

View Google Scholar Profile

Luis Alberiko Gil-Alana Skills & Research Interests

Time Series

Long memory

Econometrics

Top articles of Luis Alberiko Gil-Alana

Title

Journal

Author(s)

Publication Date

Precious metal prices: a tale of four US recessions

Studies in Economics and Finance

Pablo Agnese

Pedro Garcia del Barrio

Luis Alberiko Gil-Alana

Fernando Perez de Gracia

2024/3/21

Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?

International Review of Financial Analysis

Robinson Dettoni

Luis A Gil-Alana

OlaOluwa S Yaya

2024/4/20

Volatility persistence in metal prices

Resources Policy

Luis Alberiko Gil-Alana

Carlos Poza

2024/1/1

Consumer sentiments across G7 and BRICS economies: Are they related?

Journal of Economics and Finance

Luis A Gil-Alana

Emmanuel Joel Aikins Abakah

Nieves Carmona-González

Aviral Kumar Tiwari

2024/1/4

Persistence in Tax Revenues: Evidence from Some OECD Countries

Journal of Quantitative Economics

Guglielmo Maria Caporale

Silvia García Tapia

Luis Alberiko Gil-Alana

2024/2/19

Exogenous shocks and time-varying price persistence in the EU27

Guglielmo Maria Caporale

Luis A Gil-Alana

Amir Imeri

2024/12/31

Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis

Computational Economics

Guglielmo Maria Caporale

José Javier de Dios Mazariegos

Luis A Gil-Alana

2024/3/13

COVID-19 pandemic, Russia-Ukraine conflict and shale gas development: Evidence from fractional integration

Heliyon

Sakiru Adebola Solarin

Carmen Lafuente

Luis A Gil-Alana

María Goenechea

2024/4/15

Modelling profitability of private equity: A fractional integration approach

Research in International Business and Finance

Guglielmo Maria Caporale

Luis Alberiko Gil-Alana

Francisco Puertolas

2024/1/1

A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis

Empirical Economics

Fumitaka Furuoka

Luis A Gil-Alana

OlaOluwa S Yaya

Elayaraja Aruchunan

Ahamuefula E Ogbonna

2024/1/2

PERSISTENCE AND LONG RUN CO-MOVEMENTS BETWEEN GENDER EQUALITY AND GLOBAL PRICES

Available at SSRN

Juan Infante

Marta del Rio

Luis A Gil-Alana

2024/2/9

Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods

Economic Systems

Sakiru Adebola Solarin

Luis A Gil-Alana

María Hernández-Herrera

2024/3/8

Persistence analysis of the real estate US index and major cities

Cities

Miguel A Martin-Valmayor

Luis A Gil-Alana

2024/7/1

Persistence in the Realized Betas: Some Evidence from the Stock Market

Journal of Risk and Financial Management

Guglielmo Maria Caporale

Luis A Gil-Alana

Miguel Martin-Valmayor

2024/4/7

Polar Amplification: A Fractional Integration Analysis

Guglielmo Maria Caporale

Luis A Gil-Alana

Nieves Carmona-González

2024

Private and public debt convergence: a fractional cointegration approach

Empirica

Maria Malmierca-Ordoqui

Luis A Gil-Alana

Lorenzo Bermejo

2024/2

Persistence in Australian tourism employment industries

Current Issues in Tourism

Sakiru Adebola Solarin

Gloria Claudio-Quiroga

Luis A Gil-Alana

2024/3/3

Trends in temperatures in Sub-Saharan Africa. Evidence of global warming

Journal of African Earth Sciences

Samuel Chibuzor Umeh

Luis A Gil-Alana

2024/5/1

Stock Market Persistence in MENA and OIC Countries

Emerging Markets Finance and Trade

Amir Imeri

Luis A Gil-Alana

Manuel Monge

2024/4/1

A Long-Memory Model for Multiple Cycles with an Application to the S&P500

Guglielmo Maria Caporale

Luis A Gil-Alana

2024

See List of Professors in Luis Alberiko Gil-Alana University(Universidad de Navarra)