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http://bura.brunel.ac.uk/handle/2438/1015Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Caporale, GM | - |
| dc.contributor.author | Gil-Alana, LA | - |
| dc.coverage.spatial | 20 | en |
| dc.date.accessioned | 2007-07-06T15:06:52Z | - |
| dc.date.available | 2007-07-06T15:06:52Z | - |
| dc.date.issued | 2006 | - |
| dc.identifier.citation | Economics and Finance Discussion Paper, Brunel University, 06-13 | en |
| dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/1015 | - |
| dc.description.abstract | Monthly seasonally unadjusted data can exhibit roots with possibly fractional orders of integration, corresponding to the monthly but also to the quarterly and to the long-run or trending components of the series. In this paper we use a procedure which is suitable to test simultaneously for the order of integration of each of these components and apply it to several US monetary aggregates. | en |
| dc.format.extent | 138156 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en | - |
| dc.publisher | Brunel University | en |
| dc.subject | Seasonality, Long Memory, Monetary Aggregates | en |
| dc.title | Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates | en |
| dc.type | Working Paper | en |
| Appears in Collections: | Economics and Finance Dept of Economics and Finance Research Papers | |
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