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Applied Economics Letters Volume 8, 2001 - Issue 9
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Original Articles

Seasonal long memory in the US monthly monetary aggregate

Luis A. Gil-Alana Humboldt Universität zu Berlin, Institut für Statistik und Ökonometrie, Berlin, Germany and University of Navarre, Department of Economics, Pamplona, Spain
Pages 573-575 | Published online: 06 Oct 2010

Citations (4)

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Read on this site (1)

Luis A. Gil-Alana & Pedro Mendi . (2005) Fractional integration in total factor productivity: evidence from US data. Applied Economics 37:12, pages 1369-1383.
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Articles from other publishers (3)

Guglielmo Maria Caporale, Luis A. Gil-Alana, Carlos Poza & Alvaro Baños Izquierdo. (2023) Persistence and Seasonality in the US Industrial Production Index. SSRN Electronic Journal.
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Josu Arteche. (2010) Standard and seasonal long memory in volatility: an application to Spanish inflation. Empirical Economics 42:3, pages 693-712.
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Luis A. Gil‐Alana. (2007) Investigating the seasonal structure in the German economy using fractional integration with structural breaks. Studies in Economics and Finance 24:2, pages 96-114.
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