| Publication | Date of Publication | Type |
|---|
| Sea-Ice-Extent and Snow-Cover-Extent | 2025-02-04 | Dataset |
| Trends in the Sea Ice and Snow Cover Extent: a Fractional Integration Analysis | 2025-02-04 | Dataset |
Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations
Open Economies Review | 2023-02-22 | Paper |
Trends and cycles in macro series: The case of US real GDP
Bulletin of Economic Research | 2023-01-06 | Paper |
How do fiscal consolidation and fiscal stimuli impact on the synchronization of business cycles?
Bulletin of Economic Research | 2021-07-08 | Paper |
Financial integration in the GCC region: market size versus national effects
Open Economies Review | 2021-04-08 | Paper |
Infant mortality rates: time trends and fractional integration
Journal of Applied Statistics | 2020-11-04 | Paper |
Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries
Journal of Applied Statistics | 2020-09-30 | Paper |
Long memory and data frequency in financial markets
Journal of Statistical Computation and Simulation | 2020-04-27 | Paper |
Deterministic versus stochastic seasonal fractional integration and structural breaks
Statistics and Computing | 2015-10-16 | Paper |
Modelling long-run trends and cycles in financial time series data
Journal of Time Series Analysis | 2013-10-09 | Paper |
Testing for PPP: the erratic behaviour of unit root tests
Economics Letters | 2013-01-01 | Paper |
Asset prices and output growth volatility: the effects of financial crises
Economics Letters | 2012-12-27 | Paper |
Fractional integration and data frequency
Journal of Statistical Computation and Simulation | 2010-04-08 | Paper |
Using Chebyshev polynomials to approximate partial differential equations
Computational Economics | 2010-03-15 | Paper |
A multivariate long-memory model with structural breaks
Journal of Statistical Computation and Simulation | 2009-10-27 | Paper |
Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
| scientific article; zbMATH DE number 5353062 (Why is no real title available?) | 2008-10-17 | Paper |
The stochastic unit root model and fractional integration: An extension to the seasonal case
Applied Stochastic Models in Business and Industry | 2008-06-18 | Paper |
A comparison between tests for changes in the adjustment coefficients in cointegrated systems
Journal of Statistical Computation and Simulation | 2008-04-10 | Paper |
A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
Open Economies Review | 2005-12-02 | Paper |
Estimator Choice and Fisher's Paradox: A Monte Carlo Study
Econometric Reviews | 2004-02-26 | Paper |
Persistence in real variables under alternative exchange rate regimes. Some multi-country evidence
Economics Letters | 1994-07-03 | Paper |
