Luis Alberiko Gil-Alaña
Ph.D. en Econometría, London School of Economics (LSE) (Supervisor: Tooke Professor Peter M. Robinson, LSE, Londres, Reino Unido)
Máster en Econometría y Economía Matemática, London School of Economics (LSE, Londres, Reino Unido)
Máster en Economía en el Centro de Estudios Monetarios y Financieros, CEMFI (Banco de España, Madrid, España)
Grado en Economía (Especialidad: Economía Matemática), Universidad del País Vasco, UPV-EHU, Bilbao, España
Áreas de Conocimiento
- Econometría de Series de Tiempo
- Econometría Financiera
Publicaciones recientes:
- Dettoni, R., Gil-Alaña, L. A., & Bahamondes, C. (2025). Analyzing rational speculative bubbles in S&P 500 index sectors through fractional integration and generalized link-based additive survival models. Finance Research Letters, 85, 107759.
- Dettoni, R., Gil-Alaña, L. A., & Yaya, O. S. (2024). Stock market prices and dividends in the US: Bubbles or long-run equilibria relationships? International Review of Financial Analysis.
Curriculum Vitae
- Universidad Francisco de Vitoria, Madrid, España (Investigador Senior) (2018-Presente)
- Universidad de Navarra (2001-Presente)
- Investigador post-doctoral, Universidad de Maastricht, Maastricht, Países Bajos (2001-2003)
- Investigador post-doctoral EU en la Humboldt Univesrsitat zu Berlin HU, Berlin, Alemania. (Supervisor: Prof. Helmut Lutkepohl). (1999-2001)
Publicaciones Seleccionadas
- Testing the hypothesis of duration dependence in the U.S. housing market
Dettoni R., Gil-Alana L. (2023)
Finance Research Letters
https://doi.org/10.1016/j.frl.2023.104642 - Term premium in a Fractionally Cointegrated Yield Curve
Gil-Alana, L.A., A. Moreno, M. Abbritti and H.C. Carlos (2023)
JOURNAL OF BANKING AND FINANCE.
http://dx.doi.org/10.2139/ssrn.3085154 - Gender diversity index. Measuring persistence
Gil-Alana, L.A., M. del Rio and J. Infante (2022)
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE.
https://doi.org/10.1016/j.ribaf.2021.101474 - Rational Bubbles in the Real Housing Stock Market: Emprirical Evidence from Santiago de Chile
Gil-Alana L, Dettoni R, Costamagna R, Valenzuela M (2019)
Research in International Business and Finance, 49, 269-281
https://doi.org/10.1016/j.ribaf.2019.03.010 - Persistence in the cryptocurrency market
Caporale, G.M., Gil-Alana, L.A. and A. Plastum (2018)
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE.
https://doi.org/10.1016/j.ribaf.2018.01.002 - Testing of unit roots and other nonstationary hypothesis in macroeconomic time series.
Gil-Alana, L.A. and P. M. Robinson (1997)
JOURNAL OF ECONOMETRICS
https://doi.org/10.1016/S0304-4076(97)00038-9