Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited.

Gil-Alana, L.A. (Luis A.)

Authors:

Gil-Alana, L.A. (Luis A.)

Keywords:

Materias Investigacion::Economía y Empresa

Issue Date:

2007

Publisher:

Springer

ISSN:

0340-8744

Citation:

Gil Alana, Luis A. Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited. Empirica, 2007, vol. 34 (2), pp. 139-154.

URI:

https://hdl.handle.net/10171/7092

Appears in Collections:

DA - Economía - Working Papers 2006

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