fractional integration and cointegration methods. The univariate results indicate that the two series are highly persistent …, their orders of integration being around 2, whilst the cointegration tests (using both standard and fractional techniques … growth rates are linked together in the long run. This suggests the need for environmental policies aimed at reducing …

countries is examined applying a fractional cointegration method which tests for the possible existence of a long …

Product (GDP) in China by applying fractional integration and cointegration methods. These are more general than the standard … integration being around 2, whilst the cointegration tests (using both standard and fractional techniques) imply that there exists … a long-run equilibrium relationship between the two variables in first differences, i.e. their growth rates are linked …

monthly) are analysed using fractional integration and fractional cointegration methods. Further, recursive cointegration … exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China …