• Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited
• Fractional integration and structural breaks at unknown periods of time
• On a relationship between distorted and spectral risk measures
• Understanding the Relationship between Financial Development and Monetary Policy
• Random Dynamics and Finance: Constructing Implied Binomial Trees from a Predetermined Stationary Den
• Ranking Journals Following a Matching Model Approach. An Application to Public Economics Journals
• Optimizing Measures of Risk: A Simplex-like Algorithm
• New Revelations about Unemployment Persistence in Spain
• Distribution-free Tests of Fractional Cointegration
• Semiparametric Estimation of Fractional Cointegration
• Testing the Martingale Difference Hypothesis Using Integrated Regression Functions
• The Complexity of Corruption: Nature and Ethical Suggestions
• The Impact of Absenteeism on the Quality of Assembly Line Production: Is the Value of Worker Experti
• Technology Shocks and Hours Worked: A Fractional Integration Perspective
• Joint Diagnostic Tests for Conditional Mean and Variance Specifications
• Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L
• Structural Change and the Order of Integration in Univariate Time Series
• Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf
• Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994
• Vertical Integration, Collusion Downstream, and Partial Market Foreclosure