D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 40 Citations 7,128 443 World Ranking 1123 National Ranking 7

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • World War II
  • Econometrics

Econometrics, Long memory, Mean reversion, Monte Carlo method and Unemployment are his primary areas of study. His Econometrics study integrates concerns from other disciplines, such as Unemployment rate, Exchange rate and Seasonality. His Long memory research is multidisciplinary, incorporating elements of Inefficiency and Economy.

His Mean reversion study incorporates themes from Univariate, Econometric model, Monetary economics and Autocorrelation. His Monte Carlo method research focuses on Applied mathematics and how it relates to Calculus and Linear regression. His Unemployment research integrates issues from Order of integration, Real interest rate, Hysteresis and Autoregressive fractionally integrated moving average.

His most cited work include:

  • Testing of unit root and other nonstationary hypotheses in macroeconomic time series (388 citations)
  • Fractional integration and structural breaks at unknown periods of time (195 citations)
  • Mean reversion in the real exchange rates (156 citations)

What are the main themes of his work throughout his whole career to date?

Luis A. Gil-Alana mainly focuses on Econometrics, Long memory, Mean reversion, Cointegration and Unit root. His work in the fields of Econometrics, such as Volatility, overlaps with other areas such as Persistence. The Long memory study combines topics in areas such as Stock market and Monetary economics.

Luis A. Gil-Alana interconnects Financial market and Trading strategy in the investigation of issues within Stock market. Luis A. Gil-Alana has included themes like Macroeconomics, Unemployment, Parametric statistics and Structural break in his Mean reversion study. His Unit root study is associated with Statistics.

He most often published in these fields:

  • Econometrics (66.46%)
  • Long memory (36.26%)
  • Mean reversion (28.71%)

What were the highlights of his more recent work (between 2018-2021)?

  • Econometrics (66.46%)
  • Long memory (36.26%)
  • Persistence (14.48%)

In recent papers he was focusing on the following fields of study:

Luis A. Gil-Alana mostly deals with Econometrics, Long memory, Persistence, Mean reversion and Cointegration. The various areas that Luis A. Gil-Alana examines in his Econometrics study include Stock market index and Inflation. Luis A. Gil-Alana works mostly in the field of Stock market index, limiting it down to topics relating to Range and, in certain cases, Financial market and Order of integration.

His studies in Long memory integrate themes in fields like Climatology, Demographic economics and Time trends. His research in Mean reversion intersects with topics in Production, Order and Unit root. His study in Cointegration is interdisciplinary in nature, drawing from both Real gross domestic product and China.

Between 2018 and 2021, his most popular works were:

  • Crude Oil Prices and COVID-19: Persistence of the Shock (84 citations)
  • Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks (50 citations)
  • The COVID-19 IMPACT on the ASIAN STOCK MARKETS (47 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • World War II
  • Finance

His scientific interests lie mostly in Econometrics, Mean reversion, Long memory, Persistence and Monetary economics. In general Econometrics study, his work on Cointegration often relates to the realm of Lithium, thereby connecting several areas of interest. His biological study spans a wide range of topics, including Production, Order and Demographic economics.

His Long memory research integrates issues from Climatology and Fishing. His studies deal with areas such as Alternative energy, Futures contract, Spot market and Energy market as well as Monetary economics. His work carried out in the field of Cryptocurrency brings together such families of science as Convergence, Null hypothesis, Bivariate analysis, Diversification and Unit root.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Testing of unit root and other nonstationary hypotheses in macroeconomic time series

L A Gil-Alana;Peter Robinson.
Journal of Econometrics (1997)

490 Citations

Fractional integration and structural breaks at unknown periods of time

Luis A. Gil-Alana.
Journal of Time Series Analysis (2007)

241 Citations

Testing of seasonal fractional integration in UK and Japanese consumption and income

Luis A. Gil-Alana;Peter M. Robinson.
Journal of Applied Econometrics (2001)

183 Citations

Mean reversion in the real exchange rates

Luis A. Gil-Alana;Luis A. Gil-Alana.
Economics Letters (2000)

181 Citations

Testing Stochastic Cycles in Macroeconomic Time Series

Luis A. Gil-Alaña.
Journal of Time Series Analysis (2001)

153 Citations

Persistence in the cryptocurrency market

Guglielmo Maria Caporale;Guglielmo Maria Caporale;Luis A. Gil-Alaña;Alex Plastun.
Research in International Business and Finance (2018)

153 Citations

A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach

J. Cuñado;L.A. Gil-Alana;F. Perez de Gracia.
Journal of Banking and Finance (2005)

146 Citations

Fractional Integration and Cointegration: An Overview and an Empirical Application

Luis A. Gil-Alana;Javier Hualde.
(2009)

142 Citations

Testing fractional integration with monthly data

Luis A Gil-Alana.
Economic Modelling (1999)

122 Citations

The use of the bloomfield model as an approximation to ARMA processes in the context of fractional integration

L.A Gil-Alana.
Mathematical and Computer Modelling (2004)

105 Citations

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