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2. Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study. (2015). Gil-Alana, Luis ; Carcel, Hector ; Luis, Gil-Alana ; Godfrey, Madigu ; Hector, Carcel .
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4. Exchange Rate Behaviour: Implication for West African Monetary Zone. (2012). Adam, Anokye ; Agyapong, Daniel.
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1. FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series. (2023). Letmathe, Sebastian ; Gries, Thomas ; Feng, Yuanhua.
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2. Modelling the dynamics of stock market in the gulf cooperation council countries: evidence on persistence to shocks. (2022). ben Saad, Mouna ; Saidane, Bassem ; Boubaker, Heni.
   In: Financial Innovation.
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3. Estimating Food Price Inflation from Partial Surveys. (2021). Johannes, Bo Pieter.
   In: Policy Research Working Paper Series.
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4. Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory. (2020). Sibbertsen, Philipp ; Dräger, Lena ; Drager, Lena.
   In: Hannover Economic Papers (HEP).
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5. Risk analysis of high frequency precious metals returns by using long memory model. (2019). Shahbaz, Muhammad ; Naeem, Muhammad ; Mustafa, Faisal ; Saleem, Kashif.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:61:y:2019:i:c:p:399-409.

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6. The Fisher puzzle, real rate anomaly, and Wicksell effect. (2019). Anari, Ali ; Kolari, James.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:52:y:2019:i:c:p:128-148.

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7. LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS. (2017). CHONG, Terence Tai Leung ; Chan, Wing Hong ; Lu, Chenxi ; Leung, Terence Tai.
   In: The Singapore Economic Review (SER).
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8. Time-varying persistence in US inflation. (2017). GUPTA, RANGAN ; Caporin, Massimiliano.
   In: Empirical Economics.
   RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1144-y.

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9. The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence. (2017). Payne, James ; Mervar, Andrea ; Gil-Alana, Luis.
   In: Economic Change and Restructuring.
   RePEc:kap:ecopln:v:50:y:2017:i:1:d:10.1007_s10644-016-9181-2.

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10. Time-varying persistence of inflation: evidence from a wavelet-based approach. (2017). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Rangan, Gupta ; Stephen, Miller ; Giorgio, Canarella ; Heni, Boubaker.
    In: Studies in Nonlinear Dynamics & Econometrics.
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11. Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US. (2016). Miller, Stephen ; Canarella, Giorgio.
    In: Working papers.
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12. Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach. (2016). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni.
    In: Working papers.
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13. Inflation Targeting: New Evidence from Fractional Integration and Cointegration. (2016). Miller, Stephen ; Canarella, Giorgio.
    In: Working papers.
    RePEc:uct:uconnp:2016-08.

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14. Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach. (2016). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni.
    In: Working Papers.
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15. Long Range Dependence and Structural Breaks in the Gold Markets. (2016). CHONG, Terence Tai Leung ; Chan, Wing H ; Lu, Chenxi .
    In: MPRA Paper.
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16. Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters. (2016). Glas, Alexander ; Hartmann, Matthias .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:39:y:2016:i:pb:p:215-228.

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17. Dynamics of interest and inflation rates. (2016). Kolari, James ; Anari, Ali .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:39:y:2016:i:pa:p:129-144.

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18. Liquidation discount—a novel application of ARFIMA–GARCH. (2016). Chan, Felix ; Yang, Joey Wenling ; Gould, John ; Singh, Ranjodh B.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:36:y:2016:i:c:p:151-161.

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19. Threshold, smooth transition and mean reversion in inflation: New evidence from European countries. (2016). Hsu, Chi-Sheng ; Chen, Shyh-Wei.
    In: Economic Modelling.
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20. Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model. (2015). GUPTA, RANGAN ; van Eyden, Renee ; Ben Nasr, Adnen ; Balcilar, Mehmet ; Ajmi, Ahdi Noomen ; Aye, Goodness C.
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21. Time-Varying Persistence in US Inflation. (2014). GUPTA, RANGAN ; Caporin, Massimiliano.
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22. Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Ben Nasr, Adnen ; Balcilar, Mehmet ; Ajmi, Ahdi Noomen ; Aye, Goodness C..
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23. Modelling Return and Volatility of Oil Price using Dual Long Memory Models. (2014). Sghaier, Nadia ; Boubaker, Heni.
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24. Response of inflation to shocks: New evidence from Sub-Saharan African countries. (2014). Narayan, Paresh.
    In: Economic Modelling.
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25. Sectoral stock return sensitivity to oil price changes: a double-threshold FIGARCH model. (2013). Odusami, Babatunde ; Mansur, Iqbal ; Elyasiani, Elyas.
    In: Quantitative Finance.
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26. Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries. (2013). Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:60:y:2013:i:1:p:1-42.

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27. Inflation Forecasting in Angola: A Fractional Approach. (2013). Gil-Alana, Luis ; Barros, Carlos.
    In: African Development Review.
    RePEc:bla:afrdev:v:25:y:2013:i:1:p:91-104.

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28. The dynamics of inflation: a study of a large number of countries. (2012). Wohar, Mark ; Kouretas, Georgios.
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:16:p:2001-2026.

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29. Modelling Long Memory Volatility in Agricultural Commodity Futures Return. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:817.

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30. Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., .
    In: Econometric Institute Research Papers.
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31. Nonstationarity and nonlinearity in inflation rate: Some further evidence. (2012). Arize, Augustine C. ; Malindretos, John.
    In: International Review of Economics & Finance.
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32. Inflationary shocks and common economic trends: Implications for West African monetary union membership. (2012). Cuestas, Juan ; Coleman, Simeon ; ALAGIDEDE, PAUL.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:34:y:2012:i:3:p:460-475.

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33. Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: Working Papers in Economics.
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34. Inflation forecasting in Angola: a fractional approach. (2012). Gil-Alana, Luis ; Barros, Carlos.
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35. An application of a new seasonal unit root test to inflation. (2011). Narayan, Paresh ; Popp, Stephan .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:20:y:2011:i:4:p:707-716.

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36. Persistence of Inflationary shocks: Implications for West African Monetary Union Membership. (2010). Cuestas, Juan ; Coleman, Simeon ; ALAGIDEDE, PAUL.
    In: Stirling Economics Discussion Papers.
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37. Fractionally integrated time varying GARCH model. (2010). Boutahar, Mohamed ; Ben Nasr, Adnen ; Trabelsi, Abdelwahed.
    In: Statistical Methods & Applications.
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38. Persistence of Inflationary Shocks: Implications for West African Monetary Union Membership. (2010). Cuestas, Juan ; Coleman, Simeon ; ALAGIDEDE, PAUL.
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39. Inflation persistence in the Franc zone: Evidence from disaggregated prices. (2010). Coleman, Simeon.
    In: Journal of Macroeconomics.
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40. Dynamics of regional unemployment rates in Brazil: Fractional behavior, structural breaks, and Markov switching. (2010). Figueiredo, Erik ; de Figueiredo, Erik Alencar .
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41. DYNAMICS OF INFLATION, OUTPUT GROWTH AND THEIR UNCERTAINTY IN THE UK: AN EMPIRICAL ANALYSIS. (2010). Ozdemir, Zeynel.
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42. The Long‐Run Fisher Effect: Can It Be Tested?. (2009). Jensen, Mark J.
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43. Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: CIRJE F-Series.
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44. Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation. (2009). Ventosa-Santaulària, Daniel ; Gomez-Zaldivar, Manuel ; Ventosa-Santaularia, Daniel .
    In: Brazilian Review of Econometrics.
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45. Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach. (2009). MORANA, CLAUDIO ; Baille, Richard T..
    In: ICER Working Papers - Applied Mathematics Series.
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46. Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., .
    In: Econometric Institute Research Papers.
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47. The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence. (2009). Yang, Jian ; Zhou, Yinggang ; Wang, Zijun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:4:p:670-680.

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48. Dual long-memory, structural breaks and the link between turnover and the range-based volatility. (2009). Kartsaklas, A. ; Karanasos, M..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:5:p:838-851.

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49. Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: CARF F-Series.
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50. Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty. (2008). Zheng, Tingguo ; Liu, Jinquan ; Sui, Jianli.
    In: Psychometrika.
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51. On the inflation-uncertainty hypothesis in Jordan, Philippines and Turkey: A long memory approach. (2008). Ozdemir, Zeynel ; Fisunoglu, Mahir.
    In: International Review of Economics & Finance.
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52. Is the Relationship between Inflation and Its Uncertainty Linear?. (2008). Schurer, Stefanie ; Karanasos, Menelaos.
    In: German Economic Review.
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53. Dynamics of Persistence in International Inflation Rates. (2007). Okimoto, Tatsuyoshi ; Kumar, Manmohan S.
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54. Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields. (2007). Connolly, Robert ; Hightower, Kenneth N ; Guner, Nuray Z.
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55. Long memory properties in return and volatility: Evidence from the Korean stock market. (2007). Yoon, Seong-Min ; Kang, Sanghoon .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:385:y:2007:i:2:p:591-600.

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56. Seasonal and Periodic Long Memory Models in the In�ation Rates. (2006). Ben Nasr, Adnen ; Trabelsi, Abdelwahed.
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57. Reexamining the linkages between inflation and output growth: A bivariate ARFIMA-FIGARCH approach. (2006). Caglayan, Mustafa ; Jiang, Feng.
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58. On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach. (2005). Karanasos, Menelaos ; Conrad, Christian.
    In: Japan and the World Economy.
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59. Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance. (2005). Conrad, Christian ; Karanasos, Menelaos.
    In: Studies in Nonlinear Dynamics & Econometrics.
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