A fractionally integrated model with a mean shift for the US and the UK real oil prices

Economic Modelling

Volumn 18, Issue 4, 2001, Pages 643-658

  Gil Alana, Luis A ^a,b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b UNIVERSITY OF NAVARRA   (Spain)

Author keywords

C22; Fractional integration; Long memory; Mean shift; Real oil prices

Indexed keywords

EID: 0041324726     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0264-9993(00)00057-2     Document Type: Article

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