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  2. Barkoulas JT, Baum CF. 1997. Fractional differencing modeling and forecasting of eurocurrency deposit rates. Journal of Financial Research 20(3): 355-372.
  3. Barkoulas JT, Baum CF, Caglayan M. 1999. Fractional Monetary Dynamics.
  4. Baum CF, Barkoulas JT, Caglayan M. 1999. Persistence in international inflation rates. Southern Economic Journal 65: 900-913.
  5. Cheung YW. 1993. Long memory in foreign-exchange rates. Journal of Business and Economic Statistics 11: 93-101.
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  7. Diebold FX, Lindner P. 1996. Fractional integration and interval prediction.
  8. Diebold FX, Mariano R. 1995. Comparing predictive accuracy. Journal of Business and Economic Statistics 13: 253-263.
  9. Diebold FX, Rudebusch GD. 1989. Long memory and persistence in aggregate output. Journal of Monetary Economics 24: 189-209.
  10. Diebold FX, Rudebusch GD. 1991. Is consumption too smooth? Long memory and the Deaton paradox. Review of Economics and Statistics 71: 1-9.
  11. Fildes R, Stekler H. 2002. The state of macroeconomic forecasting. Journal of Macroeconomics 24: 435-468.
  12. Franses PH, Ooms M. 1997. A periodic long-memory model for quarterly UK inflation. International Journal of Forecasting 13: 117-126.
  13. Hassler U, Wolters J. 1995. Long memory in inflation rates: International evidence. Journal of Business and Economic Statistics 13: 37-45.
  14. Sowell F. 1992. Modeling long-run behavior with the fractional ARIMA model. Journal of Monetary Economics 29: 277-302.