Unemployment and input prices: A fractional cointegration approach
Year of publication: |
2000
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Unemployment | Input Prices | Long Memory | Fractional Integration | Fractional Cointegration |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2001,56 |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; E24 - Employment; Unemployment; Wages |
Source: |
-
Unemployment and input prices: A fractional cointegration approach
Caporale, Guglielmo Maria, (2000)
-
Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A., (2000)
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Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A., (2000)
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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria, (2000)
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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria, (2000)
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Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A., (2000)
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