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http://bura.brunel.ac.uk/handle/2438/17283Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Caporale, GM | - |
| dc.contributor.author | Skare, M | - |
| dc.date.accessioned | 2019-01-07T12:11:41Z | - |
| dc.date.available | 2019-01-07T12:11:41Z | - |
| dc.date.issued | 2018-01-01 | - |
| dc.identifier.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). | en_US |
| dc.identifier.issn | 1648-4460 | - |
| dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/17283 | - |
| dc.description | Previous version available as DIW Berlin Discussion Paper No. 1395 at: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2459806 | - |
| dc.description.uri | https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2459806 | - |
| dc.format.extent | 255 - 268 (14) | - |
| dc.language | English | - |
| dc.language.iso | en | en_US |
| dc.publisher | Vilnius University | en_US |
| dc.subject | ARFIMA-(FI)GARCH | en_US |
| dc.subject | dual long memory | en_US |
| dc.subject | volatility | en_US |
| dc.subject | fractional impulse-response | en_US |
| dc.subject | volatility | en_US |
| dc.subject | fractional impulse-response | en_US |
| dc.subject | unemployment | en_US |
| dc.subject | inflation | en_US |
| dc.subject | United Kingdom | en_US |
| dc.title | Long Memory in UK Real GDP, 1851-2013: an ARFIMA-FIGARCH Analysis | en_US |
| dc.type | Article | en_US |
| dc.relation.isPartOf | Transformations in Business & Economics | - |
| pubs.issue | 1 | - |
| pubs.publication-status | Published | - |
| pubs.volume | 17 | - |
| 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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