Please use this identifier to cite or link to this item: 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: Social Sciences;Business;Economics;Business & Economics;ARFIMA-(FI)GARCH;dual long memory;volatility;fractional impulse-response;unemployment;inflation;United Kingdom;LOG-PERIODOGRAM REGRESSION;STRUCTURAL-CHANGE MODELS;TIME-SERIES;FRACTIONAL-INTEGRATION;RANGE DEPENDENCE;UNIT-ROOT;AGGREGATE OUTPUT;UNCERTAINTY;INFLATION;GROWTH
Issue Date: Jan-2018
Publisher: VILNIUS UNIV
Citation: TRANSFORMATIONS IN BUSINESS & ECONOMICS, 2018, 17 (1), pp. 255 - 268 (14)
URI: http://bura.brunel.ac.uk/handle/2438/17283
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Appears in Collections:Economics and Finance
Dept of Economics and Finance Research Papers

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