The effect of economic policy uncertainty under fractional integration
Carlos D. Ramirez
| Year of publication: |
2024
|
|---|---|
| Authors: | Ramirez, Carlos D. |
| Subject: | Economic policy uncertainty | Fractional integration | Fractionally cointegrated VAR | Long-memory | Wirtschaftspolitik | Economic policy | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Risiko | Risk | Theorie | Theory | VAR-Modell | VAR model | Schätzung | Estimation | Politische Instabilität | Political instability |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10258-022-00233-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014513090