Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Year of publication: |
2008
|
---|---|
Authors: | Caporale, Guglielmo ; Gil-Alana, Luis |
Published in: |
Empirica. - Springer, ISSN 0340-8744. - Vol. 35.2008, 3, p. 241-253
|
Publisher: |
Springer |
Subject: | Seasonality | Long memory | Monetary aggregates |
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