Open AccessLong memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994
Author(s) -
Guglielmo Maria Caporale,
Luis A. Gil-Alaña
Publication year - 2006
Publication title -
empirical economics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.605
H-Index - 56
eISSN - 1435-8921
pISSN - 0377-7332
DOI - 10.1007/s00181-005-0017-6
Subject(s) - long memory , economics , econometrics , component (thermodynamics) , zero (linguistics) , unit root , keynesian economics , physics , thermodynamics , volatility (finance) , linguistics , philosophy
Gegenbauer processes, Fractional cycles, Long memory, C22,
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