Fractional integration and business cycle features
Year of publication: |
2001
|
---|---|
Authors: | Candelon, Bertrand ; Gil-Alaña, Luis A. |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Long memory | Business cycles | Fractional integration |
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