Investigating the seasonal structure in the German economy using fractional integration with structural breaks
Article Abstract:
This article examines the stochastic behavior in the seasonal structure of Germany's monetary policy, using fractional integration techniques. Time series approach is used in this research.
Publisher: Robert Gordon University
Publication Name: Studies in Economics and Finance
Subject: Economics
ISSN: 1086-7376
Year: 2007
Government expenditures, Germany, Interpretation and construction, Economic policy, Monetary policy
Publication Name: Studies in Economics and Finance
Subject: Economics
ISSN: 1086-7376
Year: 2007
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Testing of fractional cointegration in macroeconomic time series
Article Abstract:
The author shows a two-step model testing integration of a time series and then testing residuals.
Publisher: Blackwell Publishers Ltd.
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2003
Spain, Macroeconomics
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2003
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On business cycle asymmetries in G7 countries
Article Abstract:
A research is conducted to analyze the business cycle dynamics in seven industrialized countries.
Publisher: Blackwell Publishers Ltd.
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2004
Industrialized Countries, Economic aspects, Business cycles, Industrial nations
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2004
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Subjects list: Usage, Time-series analysis, Time series analysis, Research
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