Resident Fellow
Luis Alberiko Gil-Alaña

Luis Alberiko Gil-Alaña is a Faculty Fellow of the Navarra Center for International Development and Professor of Econometrics and Quantitative Methods in the School of Economics and Business Administration at the University of Navarra. 

He completed his Ph.D. at the London School of Economics, in 1997, in the area of Econometrics and Quantitative Methods.

Publications

Exploring survey based inflation forecasts (jointly with F. Pz de Gracia and A. Moreno), Journal of Forecasting 31, 6, 524-539 (2012).

Long memory, seasonality and time trends in the average monthly temperatures in Alaska, Theoretical and Applied Climatology 108, 3-4, 385-396 (2012).

Uncovering the US term premium. An alternative route (jointly with A. Moreno), Journal of Banking and Finance 36, 4, 1181-1193 (2012).

Testing for persistent deviations of stock prices to dividends (rational bubbles) in the Nasdaq stock index (jointly F. Pz de Gracia and J. Cunado), Physica A 391, 20, 4675-4685 (2012).

Estimating the persistence in the volatility of asset returns using signal plus noise models (jointly with G.M. Caporale), International Journal of Finance and Economics 17, 23-30 (2011).

Working Papers

Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour
Persistence, long memory and seasonality in Kenyan tourism series
Testing for persistence with breaks and outliers in South African house prices
A non-linear approach with long range dependence based on Chebyshev polynomials
Testing the PPP hypothesis in the Sub-Saharan countries