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~isPartOf:"SFB 373 Discussion Paper"
~subject:"Fractional Cointegration"
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Fractional Cointegration
Long memory
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fractional integration
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unemployment
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Caporale, Guglielmo Maria
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SFB 373 Discussion Paper
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Hannover Economic Papers (HEP)
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Discussion Papers / Department of Economics, University of Birmingham
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Unemployment and input prices: A fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
opposed to classical cointegration, which implies long
memory
and slow reversion to equilibrium. This suggests that an …
Persistent link: https://www.econbiz.de/10010310351
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