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

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 …

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 …

This paper applies a fractional integration framework to investigate the behaviour of the stock returns of two sets of …

to January 2024 using fractional integration methods. The results support the hypothesis of long memory and mean …

countries: the EU15, NMS8, NMS12, and SE4. Using time series methodology and fractional integration, the study examines Croatia … income levels of the EU15 and SE4, with estimated fractional integration parameters of 0.87 and 0.95, respectively. This …

This paper puts forward a general statistical model in the time domain based on the concept of fractional integration …

This note puts forward a new modelling approach that includes both fractional integration and autoregressive processes …