fractional integration methods to long runs of annual data starting in 1831 for the UK and the US, in 1862 for Italy and in 1881 …

This paper analyses monthly price persistence in the EU27 countries over the period 2010-2022 using a fractional … integration framework, where the measure of persistence is the fractional differencing parameter d. In addition to full sample …

This paper analyses monthly price persistence in the EU27 countries over the period 2010-2022 using a fractional … integration framework, where the measure of persistence is the fractional differencing parameter d. In addition to full sample …

This paper uses fractional integration methods to measure the degree of persistence in historical annual data on the …

This paper provides estimates of persistence in historical UK data on life expectancy applying fractional integration …

This paper examines trends and persistence in the Greenland ice sheet mass by applying fractional integration methods …

-range dependence techniques based on fractional integration. The results imply that there are only a few cases of mean reversion: one …