Fractional integration and business cycle features
Year of publication: |
2001
|
---|---|
Authors: | Candelon, Bertrand ; Gil-Alaña, Luis A. |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | Long memory | Business cycles | Fractional integration |
Series: | SFB 373 Discussion Paper ; 2001,46 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 725378751 [GVK] hdl:10419/62742 [Handle] RePEc:zbw:sfb373:200146 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: |
-
Fractional integration and business cycle features
Candelon, Bertrand, (2001)
-
Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A., (2000)
-
Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A., (2000)
- More ...
-
The nature of occupational unemployment rates in the United States : hysteresis or structural?
Candelon, Bertrand, (2008)
-
Candelon, Bertrand, (2004)
-
The nature of occupational unemployment rates in the United States : hysteresis or structural?
Candelon, Bertrand, (2009)
- More ...