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http://bura.brunel.ac.uk/handle/2438/17283| Title: | Long Memory in UK Real GDP, 1851-2013: an ARFIMA-FIGARCH Analysis |
| Authors: | Caporale, GM Skare, M |
| Keywords: | ARFIMA-(FI)GARCH;dual long memory;volatility;fractional impulse-response;volatility;fractional impulse-response;unemployment;inflation;United Kingdom |
| Issue Date: | 1-Jan-2018 |
| Publisher: | Vilnius University |
| Citation: | Caporale, G.M. and Skare, M. (2018) 'Long Memory in UK Real GDP, 1851-2013: an ARFIMA-FIGARCH Analysis', Transformations in Business & Economics, 17 (1), pp. 255 - 268 (14). |
| Description: | Previous version available as DIW Berlin Discussion Paper No. 1395 at: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2459806 |
| URI: | https://bura.brunel.ac.uk/handle/2438/17283 |
| ISSN: | 1648-4460 |
| Appears in Collections: | Economics and Finance Dept of Economics and Finance Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 676.18 kB | Adobe PDF | View/Open |
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