Lardic, Sandrine; Mignon, Valérie - In: Économie et Prévision 158 (2003) 2, pp. 123-142
[eng] Fractional Cointegration Between Consumption and Income.. The purpose of this paper is to test the existence of a stable long-term relationship between consumption and income. To do so, we use the concept of fractional cointegration rather than the usual concept of cointegration. Standard...