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Distilling co-movements from persistent macro and financial series. (2005). Talmain, Gabriel ; Abadir, Karim .
In: Working Paper Series.
RePEc:ecb:ecbwps:2005525.

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  1. Estimating DGSE models with long memory dynamics. (2008). Gianluca, MORETTI ; Giulio, NICOLETTI.
    In: Discussion Papers (ECON - Département des Sciences Economiques).
    RePEc:ctl:louvec:2008037.

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  18. Aggregation and the PPP Puzzle in a Sticky-Price Model. (2011). Nechio, Fernanda ; Carvalho, Carlos.
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