The effect of economic policy uncertainty under fractional integration
Year of publication: |
2024
|
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Authors: | Ramirez, Carlos D. |
Published in: |
Portuguese economic journal. - Berlin : Springer, ISSN 1617-9838, ZDB-ID 2098746-8. - Vol. 23.2024, 1, p. 89-110
|
Subject: | Economic policy uncertainty | Fractional integration | Fractionally cointegrated VAR | Long-memory | Schätzung | Estimation | Wirtschaftspolitik | Economic policy | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Risiko | Risk | Wirtschaftswachstum | Economic growth | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Theorie | Theory |
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