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DateTitle Authors
2006 Determining the number of breaks in a piecewise linear regression modelStrikholm, Birgit
2011 Persistence and cyclical dependence in the monthly Euribor rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2011 Detecting multiple breaks in long memory: The case of US inflationHassler, Uwe / Meller, Barbara
2010 Testing the invariance of expectations models of inflationCastle, Jennifer L. / Doornik, Jurgen A. / Hendry, David F. / Nymoen, Ragnar
2011 The Analysis of Stochastic Volatility in the Presence of Daily Realised MeasuresKoopman, Siem Jan / Scharth, Marcel
2013 Do Income Disparities dissipate across the US States? Experimenting with a Vector Error Correction ModelAlexiadis, Stilianos / Eleftheriou, Konstantinos / Nijkamp, Peter
2011 Fractional integration and cointegration in US financial time series dataCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2012 Persistence in youth unemploymentCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2000 Finite sample efficiency of OLS in linear regression models with long-memory disturbancesKleiber, Christian
2010 Forecasting private consumption by consumer surveysDreger, Christian / Kholodilin, Konstantin

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