1. Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:29:y:2013:i:c:p:1-9.

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2. Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
   In: Discussion Papers of DIW Berlin.
   RePEc:diw:diwwpp:dp1294.

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1. Periodic Integration and Seasonal Unit Roots. (2023). Osborn, Denise ; del Barrio Castro, Tomás.
   In: MPRA Paper.
   RePEc:pra:mprapa:117935.

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2. Trends and cycles in macro series: The case of US real GDP. (2022). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Gilalana, Luis Alberiko.
   In: Bulletin of Economic Research.
   RePEc:bla:buecrs:v:74:y:2022:i:1:p:123-134.

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3. Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data. (2021). Miller, Stephen ; GUPTA, RANGAN ; Gil-Alana, Luis ; Canarella, Giorgio.
   In: Urban Studies.
   RePEc:sae:urbstu:v:58:y:2021:i:1:p:53-72.

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4. Sequential fixed accuracy estimation for nonstationary autoregressive processes. (2020). Konev, Victor ; Nazarenko, Bogdan.
   In: Annals of the Institute of Statistical Mathematics.
   RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-018-0689-2.

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5. Two-mode network autoregressive model for large-scale networks. (2020). Zhu, Xuening ; Wang, Hansheng ; Huang, Danyang.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:216:y:2020:i:1:p:203-219.

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6. Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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7. Persistence and cycles in the us federal funds rate. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:52:y:2017:i:c:p:1-8.

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8. Decomposition of an autoregressive process into first order processes. (2016). Monsour, Michael J.
   In: Journal of Multivariate Analysis.
   RePEc:eee:jmvana:v:147:y:2016:i:c:p:295-314.

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9. Numerical distribution functions for seasonal unit root tests. (2014). Díaz-Emparanza, Ignacio ; Diaz-Emparanza, Ignacio.
   In: Computational Statistics & Data Analysis.
   RePEc:eee:csdana:v:76:y:2014:i:c:p:237-247.

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10. Modelling Long Run Trends and Cycles in Financial Time Series Data. (2012). Gil-Alana, Luis ; Cuñado, Juncal ; Caporale, Guglielmo Maria.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1312.

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11. Persistence and Cycles in the US Federal Funds Rate. (2012). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1255.

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12. Persistence and Cycles in the US Federal Funds Rate. (2012). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4035.

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13. The Impact of Persistent Cycles on Zero Frequency Unit Root Tests. (2011). Taylor, Robert ; Rodrigues, Paulo ; del Barrio Castro, Tomás ; Tomas del Barrio Castro, ; Paulo M. M. Rodrigues, ; A. M. Robert Taylor, .
    In: Working Papers.
    RePEc:ptu:wpaper:w201124.

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14. Linear Nonstationary Models : A Review of the Work of Professor P.C.B. Phillips. (2011). Tanaka, Katsuto.
    In: Discussion Papers.
    RePEc:hit:econdp:2011-05.

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15. New evidence for underwriting cycles in US property-liability insurance. (2011). Denuit, Michel ; Lazar, Dorina.
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:13:y:2011:i:1:p:4-12.

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16. Numerical Distribution Functions for Seasonal Unit Root Tests. (2011). Díaz-Emparanza, Ignacio ; Herrero, Ignacio Diaz-Emparanza .
    In: BILTOKI.
    RePEc:ehu:biltok:5568.

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17. On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2). (2010). Konev, Victor ; Galtchouk, Leonid .
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:101:y:2010:i:10:p:2616-2636.

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18. Modelling Long-Run Trends and Cycles in Financial Time Series Data. (2008). Gil-Alana, Luis ; Cuñado, Juncal ; Caporale, Guglielmo Maria ; Cunado, Juncal.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2330.

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19. Efficient tests of the seasonal unit root hypothesis. (2007). Taylor, Robert ; Rodrigues, Paulo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:548-573.

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20. Testing The Existence of Multiple Cycles in Financial and Economic Time Series. (2007). Gil-Alanaa, L. A..
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2007:v:8:i:1:p:1-20.

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21. Long Run and Cyclical Dynamics in the US Stock Market. (2007). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2046.

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22. Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output. (2005). Gil-Alana, Luis.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:viii:y:2005:i:1-2:p:99-126.

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23. Long-run and Cyclical Dynamics in the US Stock Market. (2004). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Economics Series.
    RePEc:ihs:ihsesp:155.

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24. Long-run and Cyclical Dynamics in the US Stock Market. (2004). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:344.

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25. Unit root cycles in the US unemployment rate. (2004). Managi, Shunsuke.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2004:i:7:p:1-10.

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26. Unit root cycles in the US unemployment rate. (2004). Managi, Shunsuke.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-03c20016.

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27. Testing of Nonstationary Cycles in Financial Time Series Data. (2003). Gil-Alana, Luis ; Depenya, Javier.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1503.

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28. Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK.. (2003). Gil-Alana, Luis.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:3:y:2003:i:3_5.

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29. ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH. (2002). Rodrigues, Paulo ; Osborn, Denise.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:21:y:2002:i:2:p:221-241.

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30. Testing stochastic cycles in macroeconomic time series. (2000). Gil-Alana, Luis ; Gil-Alaa, Luis A..
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:200070.

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31. Seasonal Nonstationarity and Near-Nonstationarity. (1999). Rodrigues, Paulo ; Osborn, Denise ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-05.

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32. Estimating a generalized long memory process. (1996). Chung, Ching-Fan .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:73:y:1996:i:1:p:237-259.

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33. Seasonal Unit Roots in Aggregate U.S. Data. (1992). Miron, Jeffrey ; Beaulieu, Joseph J..
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0126.

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