A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
| Year of publication: |
2010
|
|---|---|
| Authors: | Gil-Alana, Luis |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 38.2010, 2, p. 471-501
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Seasonality | Multivariate models | Long memory | Macro dynamics |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008594169