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1. Multifractal detrended fluctuation analysis: Practical applications to financial time series. (2016). Thompson, James R ; Wilson, James R.
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2. Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox. (2014). Nonejad, Nima.
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3. A fractionally integrated approach to monetary policy and inflation dynamics. (2013). Perez-Laborda, Alejandro ; Lovcha, Yuliya.
   In: Working Papers.
   RePEc:urv:wpaper:2072/211795.

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4. Nonlinearities and the nexus between inflation and inflation uncertainty in Egypt: New evidence from wavelets transform framework. (2013). Selmi, Refk ; bouoiyour, jamal.
   In: MPRA Paper.
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5. Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations. (2013). Chan, Ngai Hang ; Zhang, Rong-Mao .
   In: Journal of Multivariate Analysis.
   RePEc:eee:jmvana:v:120:y:2013:i:c:p:18-33.

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6. The Impact of Stock Market Development on Inflation and Economic Growth of 16 Asian Countries: A Panel VAR Approach.. (2013). Arvin, Mak ; SAMADHAN, Bele ; TANEJA, Shilpa ; Pradhan, Rudra P..
   In: Applied Econometrics and International Development.
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7. ARCH and structural breaks in United States inflation. (2013). Russell, Bill.
   In: Dundee Discussion Papers in Economics.
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8. Inflation and inflation uncertainty in the euro area. (2012). Paesani, Paolo ; onorante, luca ; Caporale, Guglielmo Maria.
   In: Empirical Economics.
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9. Long-run equilibrium and short-run dynamics between risk exposure and highway safety. (2012). McCarthy, Pat ; Rehim Kılıç, .
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10. Determination of Interest Rate in India: Empirical Evidence on Fiscal Deficit-Interest Links and Financial Crowding Out.. (2012). Chakraborty, Lekha.
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11. Incertitude de linflation et croissance économique : le cas de lUEMOA. (2012). Ndiaye, Cheikh Tidiane ; Konte, Mamadou Abdoulaye .
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12. The impacts of regime-switching structures and fat-tailed characteristics on the relationship between inflation and inflation uncertainty. (2012). Chang, Kuang-Liang.
    In: Journal of Macroeconomics.
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13. Adaptive ARFIMA models with applications to inflation. (2012). MORANA, CLAUDIO ; Baillie, Richard T..
    In: Economic Modelling.
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14. Inflation persistence in the Euro area before and after the European Monetary Union. (2012). Nautz, Dieter ; Meller, Barbara.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1170-1176.

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15. The Distribution of London Metal Exchange Prices: A Test of the Fractal Market Hypothesis. (2010). Panas, Epaminondas ; Ninni, Vassilia .
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16. DOES THE MAGNITUDE OF THE EFFECT OF INFLATION UNCERTAINTY ON OUTPUT GROWTH DEPEND ON THE LEVEL OF INFLATION?. (2010). HE, CHI-WEI ; Chang, Kuang-Liang.
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17. Asymmetries in Macroeconomic Time Series in Eleven Asian Economies. (2009). Kiani, Khurshid.
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18. Asymptotic results for the empirical process of stationary sequences. (2009). Berkes, Istvan ; Hormann, Siegfried ; Schauer, Johannes .
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19. Long memory in US disaggregated petroleum consumption: Evidence from univariate and multivariate LM tests for fractional integration. (2009). Smyth, Russell ; Lean, Hooi Hooi.
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20. A Long Memory Model with Mixed Normal GARCH for US Inflation Data. (2009). Cheung, Yin-Wong ; Chung, Sang-Kuck .
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21. ARFIMAX and ARFIMAX-TARCH Realized Volatility Modeling. (2008). Degiannakis, Stavros.
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22. Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks. (2007). Ooms, Marius ; Koopman, Siem Jan ; Bos, Charles.
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    RePEc:tin:wpaper:20070099.

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23. Inflation and Inflation Uncertainty in Latvia. (2007). Ajevskis, Viktors.
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24. Long Run and Cyclical Dynamics in the US Stock Market. (2007). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
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    RePEc:ces:ceswps:_2046.

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25. ETA: A PERSISTENT PHENOMENON. (2006). Gil-Alana, Luis ; Barros, Carlos.
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26. Nonlinear relationship between inflation and inflation uncertainty in Taiwan. (2006). Shen, Chung-Hua ; Xie, Zixiong ; Chen, Shyh-Wei.
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27. The Relation Between Inflation and Inflation Uncertainty In Iran. (2006). Entezarkheir, Mahdiyeh.
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28. Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks. (2005). Mayoral, Laura.
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29. Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices. (2005). Ooms, Marius ; Koopman, Siem Jan ; Carnero, M. Angeles.
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30. Analysing one-month Euro-market interest rates by fractionally integrated models. (2005). Phillips, Garry ; Iglesias, Emma ; Garry D. A. Phillips, ; Garry D. A. Phillips, .
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31. On linear processes with dependent innovations. (2005). Min, Wanli ; Wu, Wei Biao.
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32. Analysing long memory and volatility of returns in the Athens stock exchange. (2004). Vougas, Dimitrios.
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33. Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity. (2004). Smallwood, Aaron.
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35. A structural common factor approach to core inflation estimation and forecasting. (2004). MORANA, CLAUDIO.
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36. Long-Memory Forecasting of U.S. Monetary Indices. (2003). Barkoulas, John ; Baum, Christopher.
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37. Modelos de memoria larga para series económicas y financieras. (2001). Ruiz, Esther ; Perez, Ana .
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38. A re-evaluation of empirical tests of the Fisher hypothesis. (2000). Bekdache, Basma ; Baum, Christopher.
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39. The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence. (2000). Grier, Kevin ; Perry, Mark J..
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40. Long Memory or Structural Change: Testing Method and Empirical Examination. (2000). Hsu, Chih-Chiang .
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41. A re-evaluation of empirical tests of the Fisher hypothesis. (2000). Bekdache, Basma ; Baum, Christopher.
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42. An Approximate Wavelet MLE of Short and Long Memory Parameters. (1999). Jensen, Mark.
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43. An Approximate Wavelet MLE of Short- and Long-Memory Parameters. (1999). Jensen, Mark.
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44. Fractional Monetary Dynamics. (1998). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
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45. Inflation Regimes and Inflation Expectations. (1997). Gagnon, Joseph.
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46. Credibility and Signaling in Disinflation- a Cross Country Examination. (1997). Ruge-Murcia, Francisco.
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47. Inflation regimes and inflation expectations. (1997). Gagnon, Joseph.
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48. Stochastic Long Memory in Traded Goods Prices. (1997). Barkoulas, John ; Baum, Christopher ; Oguz, Gurkan S..
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49. Potential Output, the Natural Rate of Unemployment, and the Phillips Curve in a Multivariate Structural Time Series Framework. (1996). Rünstler, Gerhard ; Hahn, Franz ; Ruenstler, Gerhard.
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50. ARCH-type bilinear models with double long memory. (). Giraitis, Liudas ; Surgailis, Donatas.
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