Fractional integration and structural breaks in U.S. macro dynamics
Year of publication: |
2012
|
---|---|
Authors: | Gil-Alana, Luis ; Moreno, Antonio |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 43.2012, 1, p. 427-446
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Fractional integration | Structural breaks | Multivariate analysis | Inflation dynamics |
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