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A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 38 (2010) 2, pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
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Fractional integration and structural breaks in US macro dynamics
Gil-Alaña, Luis A.; Moreno, Antonio - In: Empirical economics : a journal of the Institute for … 43 (2012) 1, pp. 427-446
Persistent link: https://www.econbiz.de/10009582057