Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries

Author: Caporale Guglielmo Maria  

Publisher: Taylor & Francis Ltd

ISSN: 1360-0532

Source: Journal of Applied Statistics, Vol.38, Iss.1, 2011-01, pp. : 71-85

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract