| Publication | Date of Publication | Type |
|---|
| Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials | 2023-03-30 | Paper |
| Trends and cycles in macro series: The case of US real GDP | 2023-01-06 | Paper |
| Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach | 2022-06-30 | Paper |
| Testing fractional unit roots with non-linear smooth break approximations using Fourier functions | 2022-03-04 | Paper |
| ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration | 2020-12-09 | Paper |
| Infant mortality rates: time trends and fractional integration | 2020-11-04 | Paper |
| Linear and segmented trends in sea surface temperature data | 2020-11-04 | Paper |
| Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries | 2020-09-30 | Paper |
| Long memory and data frequency in financial markets | 2020-04-27 | Paper |
| The cyclical structure of the UK inflation rate: 1210--2016 | 2019-07-10 | Paper |
| Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques | 2019-02-08 | Paper |
| On the invertibility of seasonally adjusted series | 2018-02-07 | Paper |
| Deterministic versus stochastic seasonal fractional integration and structural breaks | 2015-10-16 | Paper |
| Retail sales: persistence in the short-term and long-term dynamics | 2014-06-30 | Paper |
| Modelling long-run trends and cycles in financial time series data | 2013-10-09 | Paper |
| Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances | 2013-09-16 | Paper |
| A fractional multivariate long memory model for the US and the Canadian real output | 2013-01-01 | Paper |
| Fractional integration and data frequency | 2010-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3654503 | 2010-01-06 | Paper |
| A bivariate fractionally cointegrated relationship in the context of cyclical structures | 2009-12-22 | Paper |
| TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE | 2009-12-22 | Paper |
| Unemployment and entrepreneurship: a cyclical relation? | 2009-12-21 | Paper |
| A multivariate long-memory model with structural breaks | 2009-10-27 | Paper |
| Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks | 2009-06-16 | Paper |
| Fractional integration and structural breaks at unknown periods of time | 2009-02-28 | Paper |
| A re-examination of the Nile river data based on long memory at the long run and the cyclical frequencies | 2009-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3517645 | 2008-08-12 | Paper |
| Fractional integration with Bloomfield exponential spectral disturbances: a Monte Carlo experiment and an application | 2008-07-29 | Paper |
| The stochastic unit root model and fractional integration: An extension to the seasonal case | 2008-06-18 | Paper |
| Strong dependence in the nominal exchange rates of the Polish zloty | 2007-12-16 | Paper |
| Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques | 2007-09-11 | Paper |
| A fractional integration analysis of the population in some OECD countries | 2007-09-11 | Paper |
| Measuring length of business cycles across countries using a new non-stationary unit-root cyclical approach | 2007-05-29 | Paper |
| Fractional integration and deterministic trends. An investigation and an illustration with the US GNP | 2007-05-21 | Paper |
| Modelling U.S. monthly inflation in terms of a jointly seasonal and non-seasonal long memory process | 2006-05-24 | Paper |
| The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain | 2006-02-16 | Paper |
| MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS | 2005-11-15 | Paper |
| LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES | 2005-10-19 | Paper |
| Deterministic seasonality versus seasonal fractional integration | 2005-08-22 | Paper |
| MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES | 2005-06-22 | Paper |
| FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES | 2005-06-22 | Paper |
| A joint test of fractional integration and structural breaks at a known period of time | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4654883 | 2005-03-10 | Paper |
| The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration | 2005-02-22 | Paper |
| The stochastic permanent break model and the fractional integration hypothesis | 2005-01-17 | Paper |
| The Tests of Robinson in the Context of AR(1) Disturbances | 2005-01-17 | Paper |
| Structural change and the order of integration in univariate time series | 2004-08-06 | Paper |
| On finite sample properties of the tests of robinson (1994) for fractional integration | 2004-02-15 | Paper |
| Testing the power of a generalization of the KPSS-tests against fractionally integrated hypotheses | 2003-09-22 | Paper |
| Seasonal misspecification in the context of fractionally integrated univariate time series | 2003-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4806527 | 2003-08-10 | Paper |
| Semiparametric estimation of the fractional differencing parameter of measures of the U. K. unemployment | 2003-03-12 | Paper |
| A joint test of fractional cyclic integration and a linear time trend | 2003-02-02 | Paper |
| A mean shift break in the US interest rate. | 2003-01-21 | Paper |
| Empirical evidence of the spot and the forward exchange rates in Canada. | 2003-01-21 | Paper |
| Structural breaks and fractional integration in the US output and unemployment rate. | 2002-09-09 | Paper |
| The power of the tests of robinson (1994) in the context of fractionall[y integrated moving average models | 2002-07-01 | Paper |
| Seasonal long memory in the aggregate output | 2002-03-03 | Paper |
| Testing Stochastic Cycles in Macroeconomic Time Series | 2001-10-09 | Paper |
| Evaluation of robinson's (1994) Tests in finite samples | 2001-09-17 | Paper |
| Mean reversion in the real exchange rates | 2000-10-26 | Paper |
| Testing of unit root and other nonstationary hypotheses in macroeconomic time series | 2000-10-12 | Paper |
