1. Unemployment hysteresis by sex and education attainment in the EU. (2022). Gil-Alana, Luis ; Cuestas, Juan.
   In: Working Papers.
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2. Long-range dependence in returns and volatility of global gold market amid financial crises. (2017). Omane-Adjepong, Maurice ; Boako, Gideon.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:472:y:2017:i:c:p:188-202.

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3. A CUSUM test for a long memory heterogeneous autoregressive model. (2013). Shin, Dong Wan ; Hwang, Eunju.
   In: Economics Letters.
   RePEc:eee:ecolet:v:121:y:2013:i:3:p:379-383.

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4. Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies. (2011). Gil-Alana, Luis ; Cuestas, Juan.
   In: Working Papers.
   RePEc:shf:wpaper:2011005.

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5. A further investigation of unemployment persistence in European transition economies. (2011). Staehr, Karsten ; Gil-Alana, Luis ; Cuestas, Juan.
   In: Journal of Comparative Economics.
   RePEc:eee:jcecon:v:39:y:2011:i:4:p:514-532.

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6. Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe. (2009). Gil-Alana, Luis ; Cuestas, Juan.
   In: Working Papers.
   RePEc:nbs:wpaper:2009/6.

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7. Maximum likelihood estimation of fractionally cointegrated systems. (2008). Łasak, Katarzyna.
   In: CREATES Research Papers.
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8. Likelihood based testing for no fractional cointegration. (2008). Łasak, Katarzyna.
   In: CREATES Research Papers.
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9. Purchasing Power Parity: The Irish Experience Re-visited. (2006). O'Brien, Edward ; Bond, Derek ; Harrison, Michael J..
   In: Trinity Economics Papers.
   RePEc:tcd:tcduee:tep200615.

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10. Some Empirical Observations on the Forward Exchange Rate Anomaly. (2006). O'Brien, Edward ; Bond, Derek ; OBrien, Edward J. ; Hession, Niall ; Harrison, Michael J.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:3/rt/06.

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11. Modelling structural breaks, long memory and stock market volatility: an overview. (2005). Urga, Giovanni ; Banerjee, Anindya.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:129:y:2005:i:1-2:p:1-34.

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1. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:38:y:2014:i:c:p:175-183.

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2. Do Weak Institutions Prolong Crises? On the Identification, Characteristics, and Duration of Declines during Economic Slumps. (2014). Szirmai, Adam ; Bluhm, Richard ; de Crombrugghe, Denis.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_4594.

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3. Likelihood-Based Confidence Sets for the Timing of Structural Breaks. (2013). Morley, James ; Eo, Yunjong.
   In: Discussion Papers.
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4. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
   In: AMSE Working Papers.
   RePEc:aim:wpaimx:1301.

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5. The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach. (2011). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
   In: Review of World Economics (Weltwirtschaftliches Archiv).
   RePEc:spr:weltar:v:147:y:2011:i:1:p:11-40.

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6. Non-parametric tests of real exchange rates in the post-Bretton Woods era. (2010). Ahking, Francis.
   In: Empirical Economics.
   RePEc:spr:empeco:v:39:y:2010:i:2:p:439-456.

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7. Did the euro give us a break in inflation?. (2010). Shiamptanis, Christos.
   In: Empirical Economics.
   RePEc:spr:empeco:v:39:y:2010:i:2:p:395-411.

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8. Forecasting Random Walks Under Drift Instability. (2008). Pesaran, M ; Pick, Andreas.
   In: Cambridge Working Papers in Economics.
   RePEc:cam:camdae:0814.

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9. Prior Elicitation in Multiple Change-point Models. (2007). Potter, Simon ; Koop, Gary.
   In: Working Paper series.
   RePEc:rim:rimwps:17_07.

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10. Inflation Persistence under Semi-Fixed Exchange Rate Regimes: The European Evidence 1974–1998. (2005). Kool, Clemens ; Lammertsma, Alex.
    In: Open Economies Review.
    RePEc:kap:openec:v:16:y:2005:i:1:p:51-76.

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11. Inflation and Relative Price Dispersion in Canada: An Empirical Assessment. (2005). Binette, Andre ; Martel, Sylvain.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-28.

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12. Testing for Long Run Neutrality of Money in Mexico. (2004). Wallace, Frederick ; Shelley, Gary L..
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0402003.

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13. Mind the Break! Accounting for Changing Patterns of Growth during Transition. (2004). Tichit, Ariane ; Fidrmuc, Jan.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2004-643.

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14. Growth Accelerations. (2004). Rodrik, Dani ; Pritchett, Lant ; Hausmann, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10566.

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15. From Hindu Growth to Productivity Surge: The Mystery of the Indian Growth Transition. (2004). Subramanian, Arvind ; Rodrik, Dani.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10376.

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16. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:90.

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17. Shifts and Twists in the Relative Productivity of Skilled Labor: Reconciling Accelerated SBTC with the Productivity Slowdown. (2004). Marey, Philip ; Dupuy, Arnaud.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:118.

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18. International Evidence on Monetary Neutrality Under Broken Trend Stationary Models. (2004). Noriega, Antonio ; Soria, L. M. ; Velazquez, R..
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:57.

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19. A range unit root test. (2004). Escribano, Alvaro ; Garcia, Ana ; Aparicio, Felipe M..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws041104.

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20. Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks†. (2004). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2004_40.

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21. A Forecasting Model for Inventory Investments in Canada. (2004). Kichian, Maral ; Chacra, Marwan.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-39.

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22. Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation. (2004). Fujii, Eiji ; Bailliu, Jeannine.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-21.

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23. Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks. (2004). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:2004119.

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24. The Fall in British Electricity Prices: Market Rules, Market Structure, or Both?. (2003). Fabra, Natalia ; Toro, Juan.
    In: Industrial Organization.
    RePEc:wpa:wuwpio:0309001.

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25. Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification. (2003). Pitarakis, Jean-Yves.
    In: Econometrics.
    RePEc:wpa:wuwpem:0312004.

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26. Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

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27. An Intraday Pricing Model of Foreign Exchange Markets. (2003). Romeu, Rafael.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/115.

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28. Bayesian Evidence on the Structure of Unemployment. (2003). Summers, Peter.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2003n03.

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29. Productivity shocks and the unemployment rate. (2003). Trehan, Bharat.
    In: Economic Review.
    RePEc:fip:fedfer:y:2003:p:13-27.

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30. Range unit root tests. (2003). Escribano, Alvaro ; Garcia, Ana ; Aparicio, Felipe M..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws031126.

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31. Measuring trend output: how useful are the Great Ratios?. (2003). Temple, Jonathan ; Cliff L. F. Attfield, .
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:03/555.

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32. The Canadian Phillips Curve and Regime Shifting. (2003). Demers, Frederick.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-32.

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33. The unemployment structure of the US States. (2002). Montañés, Antonio ; Lanaspa, Luis ; Clemente Lopez, Jesus.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa02p081.

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34. Some Implications of the Zero Lower Bound on Interest Rates for the Term Structure and Monetary Policy. (2002). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-06.

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35. Detecting multiple breaks in financial market volatility dynamics. (2002). Ghysels, Eric ; Andreou, Elena.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:5:p:579-600.

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36. Forecast-based model selection in the presence of structural breaks. (2002). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp02-05.

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37. Detecting Structural Breaks: Exchange Rates in Transition Economies. (2001). Kočenda, Evžen.
    In: Development and Comp Systems.
    RePEc:wpa:wuwpdc:0012009.

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38. The Effects on Sick Leave of Changes in the Sickness Insurance System. (2001). Persson, Mats ; Henrekson, Magnus.
    In: Seminar Papers.
    RePEc:hhs:iiessp:0697.

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39. Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests. (2001). Wohar, Mark ; Carlson, John ; Pelz, Eduard A..
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0113.

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40. Are taste and technology parameters stable? a test of deep parameter stability in real business cycle models of the U.S. economy. (2001). Swaine, Daniel G..
    In: Working Papers.
    RePEc:fip:fedbwp:01-05.

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41. The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity. (2001). Hansen, Bruce.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:15:y:2001:i:4:p:117-128.

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42. US deficit sustainability: a new approach based on multiple endogenous breaks. (2000). Martin, Gael.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:1:p:83-105.

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43. Measuring Systematic Monetary Policy. (2000). Jorda, Oscar ; Hoover, Kevin.
    In: Department of Economics.
    RePEc:fth:caldec:00-05.

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44. How stable is the predictive power of the yield curve? evidence from Germany and the United States. (2000). Rodrigues, Anthony ; Estrella, Arturo ; Schich, Sebastian.
    In: Staff Reports.
    RePEc:fip:fednsr:113.

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45. Testing for the Cointegration Rank when Some Cointegrating Directions are Shifting. (2000). Gregoir, Stéphane ; Andrade, Philippe ; Bruneau, Catherine.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1605.

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46. Structural Breaks in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1240.

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47. Long Memory or Structural Change: Testing Method and Empirical Examination. (2000). Hsu, Chih-Chiang .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0867.

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48. Structural Changes in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
    In: Working Papers.
    RePEc:bro:econwp:2000-20.

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49. Is the U.S. economy characterized by endogenous growth?: a time-series test of two stochastic growth models. (1999). Swaine, Daniel G..
    In: Working Papers.
    RePEc:fip:fedbwp:99-9.

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50. Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited. (1998). Rothman, Philip.
    In: Working Papers.
    RePEc:wop:eacaec:9812.

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