A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Year of publication: |
2010
|
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Authors: | Gil-Alaña, Luis A. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 38.2010, 2, p. 471-501
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Subject: | Saisonale Schwankungen | Seasonal variations | Nationaleinkommen | National income | Arbeitslosigkeit | Unemployment | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Großbritannien | United Kingdom | USA | United States | Japan | 1983-2006 |
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