Seasonal long memory in the aggregate output

Economics Letters

Volumn 74, Issue 3, 2002, Pages 333-337

  Gil Alana, Luis A ^a,b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b UNIVERSITY OF NAVARRA   (Spain)

Author keywords

Fractional integration; Long memory; Seasonality

Indexed keywords

EID: 0036019623     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00556-0     Document Type: Article

References (9)

1. Testing for unit roots in seasonal time series
2. Testing fractional integration with monthly data
3. Testing stochastic cycles in macroeconomic time series
4. Testing of unit roots and other nonstationary hypotheses in macroeconomic time series
5. Testing of seasonal fractional integration in the UK and Japanese consumption and income
6. Seasonal integration and cointegration
7. Changing monetary transmission mechanism within the EU
8. An application of the seasonal fractionally differenced model to he monetary aggregate
9. Efficient tests of nonstationary hypotheses