the fractional integration technique for the three conventional cases of no regressors, an intercept, and an intercept and …

This paper analyses US sea level data using long memory and fractional integration methods. All series appear to …

period from January 1985 to October 2019. In particular, it uses fractional integration methods to shed light on its degree …

, Helsinki, London, Luxembourg, Madrid and Paris) over the period 2014-2020 by applying a fractional integration framework; this …-stationary series used in most other studies on air pollutants. All series are found to be characterised by long memory and fractional … integration, with orders of integration in the range (0, 1), which implies that mean reversion occurs and shocks do not have …

Great Financial Crisis (GFC). Fractional integration and long-memory methods are then applied to investigate how those …

This paper uses fractional integration and cointegration methods to analyse the determinants of the amount of loans …

fractional integration model suitable to capture both persistence and non-linearities, these being two important properties of …