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

Author： Gil-Alana L.A.  

Publisher： Elsevier

ISSN： 0264-9993

Source： Economic Modelling, Vol.18, Iss.4, 2001-12, pp. : 643-658

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

Related content

Modelling the US real GNP with fractionally integrated techniques

By Gil-Alana Luis A.  

Applied Economics, Vol. 36, Iss. 8, 2004-05 ,pp. : 873-879

Routledge Ltd

Access to resources Recommend Favorite

Unemployment and real oil prices in Australia: a fractionally cointegrated approach

By Gil-Alana Luis A.  

Applied Economics Letters, Vol. 10, Iss. 4, 2003-03 ,pp. : 201-204

Routledge Ltd

Access to resources Recommend Favorite

APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL

By  

Macroeconomic Dynamics, Vol. 14, Iss. S1, 2010-05 ,pp. : 59-87

Cambridge University Press

Access to resources Recommend Favorite

Forecasting the real output using fractionally integrated techniques

By Gil-Alana Luis A.  

Applied Economics, Vol. 36, Iss. 14, 2004-08 ,pp. : 1583-1589

Routledge Ltd

Access to resources Recommend Favorite

A new estimator of the fractionally integrated stochastic volatility model

By Wright J.H.  

Economics Letters, Vol. 63, Iss. 3, 1999-06 ,pp. : 295-303

Elsevier

Access to resources Recommend Favorite