Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10001311343
Persistent link: https://www.econbiz.de/10001300538
Persistent link: https://www.econbiz.de/10001320407
Persistent link: https://www.econbiz.de/10002153431
Persistent link: https://www.econbiz.de/10003444675
This paper uses a modelling framework which includes two singularities (or poles) in the spectral density function, one corresponding to the long-run (zero) frequency and the other to the cyclical (nonzero) frequency. The adopted specification is very general, since it allows for fractional...
Persistent link: https://www.econbiz.de/10012395490