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DateTitle Authors
2011 Fractional integration and cointegration in US financial time series dataCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2010 Assessing predictive content of the KOF Barometer in real timeSiliverstovs, Boriss
2011 Dating business cycles in a historical perspective: Evidence for SwitzerlandSiliverstovs, Boriss
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
2010 The weekly structure of US stock pricesCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2004 A bootstrap invariance principle for highly nonstationary long memory processesKapetanios, George
2006 Stochastic volatility driven by large shocksKapetanios, George / Tzavalis, Elias
2007 Long memory and FIGARCH models for daily and high frequency commodity pricesBaillie, Richard T. / Han, Young-Wook / Myers, Robert J. / Song, Jeongseok

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