The 16 references in paper John T. Barkoulas, Christopher F. Baum, Gurkan S. Oguz (1997) “Stochastic Long Memory in Traded Goods Prices” / RePEc:boc:bocoec:349

1
Baillie, R. T., C.-F. Chung, and M. A. Tieslau (1996), Analysing inflation by the fractionally integrated ARFIMA-GARCH model, Journal of Applied Econometrics, 11, 23-40.
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2
Baum, C. F. and J. T. Barkoulas (1996), Long term dependence in international inflation rates, Working Paper 333, Department of Economics, Boston College.
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3
Fuller W. (1976), Introduction to Statistical Time Series, New York: John Wiley & Sons.
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4
Geweke J. and S. Porter-Hudak (1983), The estimation and application of long memory time series models, Journal of Time Series Analysis, 4, 221-238.
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5
Granger, C. W. J. (1980), Long memory relationships and the aggregation of dynamic models, Journal of Econometrics, 25, 227-238.
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6
Granger, C. W. J. and R. Joyeux (1980), An introduction to long-memory time series models and fractional differencing, Journal of Time Series Analysis, 1, 15-39.
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7
Hassler, U. and J. Wolters (1995), Long memory in inflation rates: International evidence, Journal of Business and Economic Statistics, 13, 37-45.
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8
Helkie, W. L. and P. Hooper (1987), The U.S. external deficit in the 1980s, International finance discussion paper no. 304, Board of Governors, Federal Reserve System, Washington, DC. Hosking, J. R. M. (1981), Fractional Differencing, Biometrika, 68, 165-176.
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9
Krugman, P. R. and R. E. Baldwin (1987), The persistence of the U.S. trade deficit, Brookings Papers on Economic Activity, 1, 1-43.
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10
Kwiatkowski, D., P. C. B. Phillips, P. Schmidt, and Y. Shin (1992), Testing the null hypothesis of stationarity against the alternative of a unit root: -8How sure are we that economic time series have a unit root?, Journal of Econ
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11
Newey, W. and K. West (1987), A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix, Econometrica, 55, 703-708.
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12
Phillips, P. C. B. (1987), Time Series Regression with a Unit Root, Econometrica, 55, 277-301. _______ and P. Perron (1988), Testing for a Unit Root in Time Series
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13
Regression, Biometrika, 75, 335-346.
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14
Sowell, F. (1992a), Maximum likelihood estimation of stationary univariate fractionally-integrated time-series models, Journal of Econometrics, 53, 165-188.
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15
Sowell, F. (1992b), Modeling long-run behavior with the fractional ARIMA model, Journal of Monetary Economics, 29, 277-302.
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16
Warner, D. and M. E. Kreinin (1983), Determinants of international trade flows, Review of Economics and Statistics, 65, 96-104. -9Notes 1 Som
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