The 17 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,
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9
Hosking, J. R. M. (1981), Fractional Differencing, Biometrika, 68, 165-176.
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10
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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11
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 Economet
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12
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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13
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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14
Regression, Biometrika, 75, 335-346.
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15
Sowell, F. (1992a), Maximum likelihood estimation of stationary univariate fractionally-integrated time-series models, Journal of Econometrics, 53, 165-188.
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16
Sowell, F. (1992b), Modeling long-run behavior with the fractional ARIMA model, Journal of Monetary Economics, 29, 277-302.
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17
Warner, D. and M. E. Kreinin (1983), Determinants of international trade flows, Review of Economics and Statistics, 65, 96-104. -9Notes 1 Some au
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