Add to ORKGPrevious version available as DIW Berlin Discussion Paper No. 1395 at: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2459806https://papers.ssrn.com/sol3/papers.cfm?abstract_id=245980
In this paper we specify a multi-factor long-memory process that enables us to estimate the fraction...
© 2020 The Authors. This paper examines the degree of persistence in UK inflation by applying long-m...
This study is an attempt to review the theory and applications of autoregressive fractionally integr...
This paper analyses the long memory properties of quarterly real output per capita in the US (1948Q1...
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Th...
This study aims to examine the usefulness of econometric models with stochastic volatility and long ...
This paper examines historical data on daily real wages in England for the time period 1260-1994 by ...
We discuss the relevance of long memory for the investigation of long-term economic growth and then ...
In this paper, given recent theoretical developments that inflation can exhibit long memory properti...
This paper examines the PPP hypothesis analysing the behaviour of the real exchange rates vis-à-vis ...
The annual structure of the real GDP in the UK, France, Germany and Italy is examined in this articl...
In a recent paper in The Journal of Monetary Economics, Michelacci and Zaffaroni (2000) estimate lon...
This article is concerned with the dynamic behaviour of UK unemployment. However, instead of using t...
The degree of persistence of the real gross domestic product per capita, total factor productivity a...
This paper investigates the presence of long memory in the eight Central and Eastern European (CEE) ...
In this paper we specify a multi-factor long-memory process that enables us to estimate the fraction...
© 2020 The Authors. This paper examines the degree of persistence in UK inflation by applying long-m...
This study is an attempt to review the theory and applications of autoregressive fractionally integr...
This paper analyses the long memory properties of quarterly real output per capita in the US (1948Q1...
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Th...
This study aims to examine the usefulness of econometric models with stochastic volatility and long ...
This paper examines historical data on daily real wages in England for the time period 1260-1994 by ...
We discuss the relevance of long memory for the investigation of long-term economic growth and then ...
In this paper, given recent theoretical developments that inflation can exhibit long memory properti...
This paper examines the PPP hypothesis analysing the behaviour of the real exchange rates vis-à-vis ...
The annual structure of the real GDP in the UK, France, Germany and Italy is examined in this articl...
In a recent paper in The Journal of Monetary Economics, Michelacci and Zaffaroni (2000) estimate lon...
This article is concerned with the dynamic behaviour of UK unemployment. However, instead of using t...
The degree of persistence of the real gross domestic product per capita, total factor productivity a...
This paper investigates the presence of long memory in the eight Central and Eastern European (CEE) ...
In this paper we specify a multi-factor long-memory process that enables us to estimate the fraction...
© 2020 The Authors. This paper examines the degree of persistence in UK inflation by applying long-m...
This study is an attempt to review the theory and applications of autoregressive fractionally integr...