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~isPartOf:"African Development Review"
~person:"Caporale, Guglielmo Maria"
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Caporale, Guglielmo Maria
Mignamissi, Dieudonné
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Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour
Barros, Carlos P.
;
Caporale, Guglielmo Maria
; …
- In:
African Development Review
26
(
2014
)
1
,
pp. 59-73
first stage univariate fractional
integration
models are estimated in order to determine whether shocks to the variables …
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