on fractional integration at the long run or zero frequency, although adequately describing the persistent behaviour of …

both the zero and the semi-annual frequencies, especially at the former. -- Fractional integration ; long memory …

period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and nonlinearity of …

fractional integration and fractional cointegration techniques. These methods are more general and have higher power than the …

span the period from 1660 to 2016. Specifically, we use both parametric and non-parametric fractional integration …

the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and cointegration techniques … respectively. The univariate analysis suggests a high degree of persistence in all cases: the fractional integration parameter d is … integration of international financial markets and the coordinated monetary policy responses following the global financial crisis …