Confidence intervals for fractionally integrated hypotheses in the real output across Europe

Applied Economics Letters

Volumn 9, Issue 6, 2002, Pages 407-409

  Gil Alana, Luis A ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC ACTIVITY; GROSS DOMESTIC PRODUCT; METHODOLOGY;

EUROPE;

EID: 0036247838     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850110086783     Document Type: Article

References (7)

1. An exponential model for the spectrum of a scalar time series
2. Fractional integration with monthly data
3. Mean reversion in the real exchange rates
4. Testing stochastic cycles in macroeconomic time series
5. Testing of unit roots and other nonstationary hypotheses in macroeconomic time series
6. Testing seasonal fractional integration in the UK and Japanese consumption and income
7. Efficient tests of nonstationary hypotheses