Long memory and persistence in aggregate outputFrancis X. Diebold, Glenn D. Rudebusch1989-09-01articleJournal of Monetary Economics546 citationsclosedNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactFinancial Risk and Volatility ModelingComplex Systems and Time Series AnalysisAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 546 citations exist upstream.References1982Trends and random walks in macroeconmic time series1987Time Series Regression with a Unit Root1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’1988How Big Is the Random Walk in GNP?1986Univariate detrending methods with stochastic trends1987Are Output Fluctuations Transitory?1987The Cyclical Component of U. S. Economic Activity1988Variable Trends in Economic Time SeriesCited by1996Long memory processes and fractional integration in econometrics1995Log-Periodogram Regression of Time Series with Long Range Dependence1996Modeling and pricing long memory in stock market volatility2001Long memory and regime switching1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models1996The econometrics of financial markets1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model1997Testing of unit root and other nonstationary hypotheses in macroeconomic time series