over the period 1960-2023 using a fractional integration framework. The analysis suggests that in all cases shocks have …

fractional integration methods. Their linkages are then investigated by means of regression analysis. The results indicate that …(d), fractional integration process, with d less than 1. Since the orders of integration of the two variables are different, we treat …

countries from the OECD Database using fractional integration methods. The sample period varies depending on data availability …

countries from the OECD Database using fractional integration methods. The sample period varies depending on data availability …

fractional integration methods. Their linkages are then investigated by means of regression analysis. The results indicate that …(d), fractional integration process, with d less than 1. Since the orders of integration of the two variables are different, we treat …

over the period 1960-2023 using a fractional integration framework. The analysis suggests that in all cases shocks have …

2025 by using fractional integration methods. More precisely, a general model including both deterministic and stochastic …

This paper uses fractional integration methods to obtain comprehensive evidence on the evolution of the number of hot …