1. Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499.

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2. .

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3. The relationship between prices and output in the UK and the US. (2022). Gil-Alana, Luis ; Claudio-Quiroga, Gloria ; Caporale, Guglielmo Maria.
   In: SN Business & Economics.
   RePEc:spr:snbeco:v:2:y:2022:i:6:d:10.1007_s43546-022-00231-4.

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4. Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre.
   In: CREATES Research Papers.
   RePEc:aah:create:2022-10.

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5. .

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6. .

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7. Integration and Disintegration of EMU Government Bond Markets. (2021). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle.
   In: Econometrics.
   RePEc:gam:jecnmx:v:9:y:2021:i:1:p:13-:d:517289.

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8. The Relationship between Prices and Output in the UK and the US. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Claudio-Quiroga, Gloria.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_8970.

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9. Temporal Aggregation and Long Memory for Asset Price Volatility. (2020). Perron, Pierre ; Shi, Wendong.
   In: JRFM.
   RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:182-:d:399544.

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10. High and low prices and the range in the European stock markets: A long-memory approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306348.

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11. Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf.
    In: Papers.
    RePEc:arx:papers:2005.05266.

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12. Spatial long memory. (2019). Robinson, Peter.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:102182.

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13. Long Memory via Networking. (2018). Schennach, Susanne.
    In: Econometrica.
    RePEc:wly:emetrp:v:86:y:2018:i:6:p:2221-2248.

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14. Long memory via networking. (2018). Schennach, Susanne.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:49/18.

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15. Integration and Disintegration of EMU Government Bond Markets. (2018). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-625.

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16. Generating univariate fractional integration within a large VAR(1). (2018). Laurent, Sébastien ; Hecq, Alain ; Chevillon, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-01980783.

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17. Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:227-238.

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18. Generating univariate fractional integration within a large VAR(1). (2018). Hecq, Alain ; Chevillon, Guillaume ; Laurent, Sebastien.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:204:y:2018:i:1:p:54-65.

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19. Modeling persistence of volatility in the Moroccan exchange market using a fractionally integrated EGARCH. (2017). el Jebari, Ouael ; Hakmaoui, Abdelati.
    In: Turkish Economic Review.
    RePEc:ksp:journ2:v:4:y:2017:i:4:p:388-399.

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20. Long memory, fractional integration, and cross-sectional aggregation. (2017). Vera-Valdés, J ; Haldrup, Niels.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:199:y:2017:i:1:p:1-11.

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21. Learning can generate long memory. (2017). Mavroeidis, Sophocles ; Chevillon, Guillaume.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:198:y:2017:i:1:p:1-9.

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22. On the memory of products of long range dependent time series. (2017). Leschinski, Christian.
    In: Economics Letters.
    RePEc:eee:ecolet:v:153:y:2017:i:c:p:72-76.

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23. Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting. (2016). Leschinski, Christian ; Kruse, Robinson ; Will, Michael .
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-571.

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24. On the Memory of Products of Long Range Dependent Time Series. (2016). Leschinski, Christian.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-569.

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25. Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks. (2016). Gil-Alana, Luis ; Wanke, Peter ; Barros, Carlos P.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:88-95.

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26. Long memory affine term structure models. (2016). Golinski, Adam ; Zaffaroni, Paolo ; Goliski, Adam .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:191:y:2016:i:1:p:33-56.

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27. Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB. (2016). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5995.

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28. Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials. (2016). Gil-Alana, Luis ; Cuestas, Juan.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:20:y:2016:i:1:p:57-74:n:2.

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29. Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB. (2016). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2016_020.

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30. Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting. (2016). Leschinski, Christian ; Kruse, Robinson ; Will, Michael .
    In: CREATES Research Papers.
    RePEc:aah:create:2016-17.

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31. System Estimation of Panel Data Models under Long-Range Dependence. (2016). Ergemen, Yunus Emre .
    In: CREATES Research Papers.
    RePEc:aah:create:2016-02.

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32. Long memory through marginalization of large systems and hidden cross-section dependence. (2015). Laurent, Sébastien ; Hecq, Alain ; Chevillon, Guillaume.
    In: Research Memorandum.
    RePEc:unm:umagsb:2015014.

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33. Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence. (2015). Laurent, Sébastien ; Hecq, Alain ; Chevillon, Guillaume.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01158524.

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34. Spurious long memory, uncommon breaks and the implied–realized volatility puzzle. (2015). Wohar, Mark ; Kellard, Neil ; Jiang, Ying.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:56:y:2015:i:c:p:36-54.

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35. Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence. (2015). Laurent, Sébastien ; Hecq, Alain ; Chevillon, Guillaume.
    In: ESSEC Working Papers.
    RePEc:ebg:essewp:dr-15007.

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36. A test of the long memory hypothesis based on self-similarity. (2015). Rambaccussing, Dooruj ; Davidson, James.
    In: Dundee Discussion Papers in Economics.
    RePEc:dun:dpaper:286.

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37. Long Memory, Fractional Integration, and Cross-Sectional Aggregation. (2015). Vera-Valdés, J ; Haldrup, Niels ; Vera-Valdes, Eduardo J.
    In: CREATES Research Papers.
    RePEc:aah:create:2015-59.

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38. Measuring persistence in stock market volatility using the FIGARCH approach. (2014). Bentes, Sonia R..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:408:y:2014:i:c:p:190-197.

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39. The aggregation of dynamic relationships caused by incomplete information. (2014). Thornton, Michael.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p2:p:342-351.

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40. Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models. (2014). Perron, Pierre ; Shi, Wendong .
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2014-009.

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41. Testing for codependence of cointegrated variables. (2013). Weber, Enzo ; Trenkler, Carsten.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:15:p:1953-1964.

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42. Long memory in US real output per capita. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Empirical Economics.
    RePEc:spr:empeco:v:44:y:2013:i:2:p:591-611.

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43. Learning generates Long Memory. (2013). Mavroeidis, Sophocles ; Chevillon, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-00661012.

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44. Nelson–Plosser revisited: The ACF approach. (2013). Talmain, Gabriel ; Caggiano, Giovanni ; Abadir, Karim.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:175:y:2013:i:1:p:22-34.

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45. 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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46. Beyond Co-Integration: Modelling Co-Movements in Macro finance. (2012). Talmain, Gabriel ; Abadir, Karim.
    In: Working Paper series.
    RePEc:rim:rimwps:25_12.

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47. Inflation forecasting in Angola: a fractional approach. (2012). Gil-Alana, Luis ; Barros, Carlos.
    In: CEsA Working Papers.
    RePEc:cav:cavwpp:wp103.

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48. Behaviour of stock markets memories. (2011). Mohammadi, Shapour ; Pouyanfar, Ahmad .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:3:p:183-194.

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49. Estimation of fractional integration under temporal aggregation. (2011). Hassler, Uwe.
    In: Post-Print.
    RePEc:hal:journl:peer-00815563.

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50. Estimation of fractional integration under temporal aggregation. (2011). Hassler, Uwe.
    In: Post-Print.
    RePEc:hal:journl:hal-00815563.

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51. Estimation of fractional integration under temporal aggregation. (2011). Hassler, Uwe.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:2:p:240-247.

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52. Learning generates Long Memory. (2011). Mavroeidis, Sophocles ; Chevillon, Guillaume.
    In: ESSEC Working Papers.
    RePEc:ebg:essewp:dr-11013.

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53. Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market. (2010). Yoon, Seong-Min ; Cheong, Chongcheul ; Kang, Sang Hoon.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:21:p:4844-4854.

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54. Inflation targeting: An indirect approach to assess the direct impact. (2010). Yigit, Taner.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:7:p:1357-1368.

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55. Habit and long memory in UK lottery sales. (2010). Peel, David ; McHale, I. G..
    In: Economics Letters.
    RePEc:eee:ecolet:v:109:y:2010:i:1:p:7-10.

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56. Extended Fractional Gaussian Noise and Simple ARFIMA Approximations. (2010). Man, Kasing .
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:7.

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57. The Long‐Run Fisher Effect: Can It Be Tested?. (2009). Jensen, Mark J.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:41:y:2009:i:1:p:221-231.

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58. A New Simple Test Against Spurious Long Memory Using Temporal Aggregation. (2009). Kuswanto, Heri.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-425.

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59. Two estimators of the long-run variance: Beyond short memory. (2009). Giraitis, Liudas ; Abadir, Karim ; Distaso, Walter .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:150:y:2009:i:1:p:56-70.

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60. Long Memory in US Real Output per Capita. (2009). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2671.

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61. Multi-Factor Gegenbauer Processes and European Inflation Rates. (2009). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2648.

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62. Nelson-Plosser revisited: the ACF approach. (2008). Talmain, Gabriel ; Caggiano, Giovanni ; Abadir, Karim M.
    In: Working Paper series.
    RePEc:rim:rimwps:18_08.

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63. Macro and Financial Markets: The Memory of an Elephant?. (2008). Talmain, Gabriel ; Abadir, Karim M.
    In: Working Paper series.
    RePEc:rim:rimwps:17_08.

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64. Long Memory and Non-Linearities in International Inflation. (2008). Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0076.

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65. Long memory in the volatility of an emerging equity market: The case of Turkey. (2008). Saraoglu, Hakan ; DiSario, Robert ; McCarthy, Joseph ; Li, Hsi.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:4:p:305-312.

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66. Estimating DGSE models with long memory dynamics. (2008). Gianluca, MORETTI ; Giulio, NICOLETTI.
    In: Discussion Papers (ECON - Département des Sciences Economiques).
    RePEc:ctl:louvec:2008037.

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67. Dynamics of Persistence in International Inflation Rates. (2007). Okimoto, Tatsuyoshi ; Kumar, Manmohan S.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:6:p:1457-1479.

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68. The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine. (2007). Gil-Alana, Luis ; Fischer, Christian.
    In: Discussion Papers.
    RePEc:ags:ubfred:57033.

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69. Fractional integration in daily stock market indexes. (2006). Gil-Alana, Luis ; Gilalana, L A.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:15:y:2006:i:1:p:28-48.

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70. ETA: A PERSISTENT PHENOMENON. (2006). Gil-Alana, Luis ; Barros, Carlos.
    In: Defence and Peace Economics.
    RePEc:taf:defpea:v:17:y:2006:i:2:p:95-116.

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71. Simple (but effective) tests of long memory versus structural breaks. (2006). Shimotsu, Katsumi.
    In: Working Papers.
    RePEc:qed:wpaper:1101.

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72. Time Series Analysis. (2006). Nerlove, Marc ; Kilian, Lutz ; Diebold, Francis.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:06-019.

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73. The long-run Fisher effect: can it be tested?. (2006). Jensen, Mark.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2006-11.

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74. Fractional integration in daily stock market indexes. (2006). Gil-Alana, Luis.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:15:y:2006:i:1:p:28-48.

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75. Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate. (2006). Gil-Alana, Luis.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:20:y:2006:i:1:p:87-98.

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76. Aggregation effect and forecasting temporal aggregates of long memory processes. (2006). Tiao, G. C. ; Man, K. S..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:2:p:267-281.

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77. Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory. (2006). Gonçalves da Silva, Afonso ; Robinson, Peter M.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:501.

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78. Time Series Analysis. (2006). Nerlove, Marc ; Kilian, Lutz ; Diebold, Francis.
    In: Working Papers.
    RePEc:ags:umdrwp:28556.

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79. The Nature of the Relationship between International Tourism and International Trade: The Case of Ge. (2005). Gil-Alana, Luis ; Fischer, Christian.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1505.

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80. Fractional integration in total factor productivity: evidence from US data. (2005). Mendi, Pedro ; Gil-Alana, Luis.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:12:p:1369-1383.

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81. Habit, aggregation and long memory: evidence from television audience data. (2005). Peel, David ; Byers, David ; Thomas, D A.
    In: Working Papers.
    RePEc:lan:wpaper:567397.

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82. Habit, aggregation and long memory: evidence from television audience data. (2005). Thomas, D A ; Peel, D ; Byers, D.
    In: Working Papers.
    RePEc:lan:wpaper:3305.

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83. Habit, aggregation and long memory: evidence from television audience data. (2005). Thomas, D A ; Peel, D ; Byers, D.
    In: Working Papers.
    RePEc:lan:wpaper:3209.

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84. Habit, aggregation and long memory: evidence from television audience data. (2005). Thomas, D A ; Byers, D.
    In: Working Papers.
    RePEc:lan:wpaper:3207.

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85. Nelson-Plosser Revisited: the ACF Approach. (2005). Talmain, Gabriel ; Caggiano, Giovanni ; Abadir, Karim.
    In: Working Papers.
    RePEc:gla:glaewp:2005_7.

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86. Distilling co-movements from persistent macro and financial series. (2005). Talmain, Gabriel ; Abadir, Karim .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005525.

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87. Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes. (2005). Tsai, Henghsiu ; Chan, Kenneth.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:26:y:2005:i:4:p:613-624.

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88. Modelling the Japanese Exchange Rate in Terms of I(d) Statistical Models with Parametric and Semiparametric Techniques. (2004). Gil-Alana, Luis.
    In: International Journal of Business and Economics.
    RePEc:ijb:journl:v:3:y:2004:i:2:p:123-138.

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89. Long-run and Cyclical Dynamics in the US Stock Market. (2004). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Economics Series.
    RePEc:ihs:ihsesp:155.

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90. Modelling the U.S. interest rate in terms of I(d) statistical models. (2004). Gil-Alana, Luis.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:44:y:2004:i:4:p:475-486.

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91. Is the US fiscal deficit sustainable?: A fractionally integrated approach. (2004). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuñado, Juncal ; CUNADO, J..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:56:y:2004:i:6:p:501-526.

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92. Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study. (2004). Souza, Leonardo ; Smith, Jeremy.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:20:y:2004:i:3:p:487-502.

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93. Structural change and long-range dependence in volatility of exchange rates: either, neither or both?. (2004). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:11:y:2004:i:5:p:629-658.

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94. Real convergence in Taiwan: a fractionally integrated approach. (2004). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuñado, Juncal ; CUNADO, J..
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:15:y:2004:i:3:p:529-547.

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95. Long-run and Cyclical Dynamics in the US Stock Market. (2004). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:344.

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96. Testing of I(d) processes in the real output. (2004). Gil-Alana, Luis A..
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2004:i:32:p:1-6.

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97. Testing of I(d) processes in the real output. (2004). Gil-Alana, Luis.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-04c20027.

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98. Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach. (2003). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0103.

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99. A fractional integration analysis of the population in some OECD countries. (2003). Gil-Alana, Luis.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:30:y:2003:i:10:p:1147-1159.

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100. Long memory and structural breaks in hyperinflation countries. (2003). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
     In: Journal of Economics and Finance.
     RePEc:spr:jecfin:v:27:y:2003:i:2:p:136-152.

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101. A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach. (2003). Gil-Alana, Luis.
     In: Brazilian Review of Econometrics.
     RePEc:sbe:breart:v:23:y:2003:i:2:a:2725.

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102. Stochastic behavior of nominal exchange rates. (2003). Gil-Alana, Luis.
     In: Atlantic Economic Journal.
     RePEc:kap:atlecj:v:31:y:2003:i:2:p:159-173.

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107. The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes. (2003). Souza, Leonardo.
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110. Long Memory and Regime Switching. (2000). Inoue, Atsushi ; Diebold, Francis.
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112. When Should Time be Continuous? Volatility Modeling and Estimation of High-Frequency Data. (2000). Fang, Yue.
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