The 8 references without contexts in paper John Barkoulas, Christopher F. Baum, Mustafa Caglayan (1998) “Fractional Monetary Dynamics” / RePEc:boc:bocoec:321

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., J. T. Barkoulas, and M. Caglayan (1997), Persistence in international inflation rates, working paper No. 333, Boston College.
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10
Money, American Economic Review, 64, 405-18.
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19
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: How sure are we that economic time series have a unit root?, Journal of Econometrics, 54, 159-178.
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21
Time Series: Some Evidence and Implications, Journal of Monetary Economics,139-62.
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22
Phillips, P. C. B. and P. Perron (1988), Testing for a Unit Root in Time Series
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23
Regression, Biometrika, 75, 335-346.
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26
Schmidt, C. M. and R. Tschernig (1993), Identification of fractional ARMA models in the presence of long memory, Munchener Wirschaftswissenschaftliche Beitrage 93-04. -15-
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