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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Caporale, GM | - |
dc.contributor.author | Gil-Alana, LA | - |
dc.coverage.spatial | 9 | en |
dc.date.accessioned | 2007-07-05T15:54:59Z | - |
dc.date.available | 2007-07-05T15:54:59Z | - |
dc.date.issued | 2005 | - |
dc.identifier.citation | Economics and Finance Working papers, Brunel University, 05-16 | en |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/981 | - |
dc.description.abstract | In this paper we show that the monthly structure of the US money stock can be specified in terms of a long-memory process, with roots at both the zero and the seasonal monthly frequencies. We use a procedure that enables us to test simultaneously for the roots at all these frequencies. The results show that the root at the long-run or zero frequency plays a much more important role than the seasonal one, though the latter should also be taken into account. | en |
dc.format.extent | 169285 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en | - |
dc.publisher | Brunel University | en |
dc.subject | Seasonality, Long Memory, Fractional Integration | en |
dc.title | Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock | en |
dc.type | Research Paper | en |
Appears in Collections: | Economics and Finance Dept of Economics and Finance Research Papers |
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