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The Source and Nature of Long-term Memory in the Business Cycle · Study

ReportThe Source and Nature of Long-term Memory in the Business Cycle

Joseph Gerard Haubrich2011

OA

Reportgreen2011

The Source and Nature of Long-term Memory in the Business Cycle

Joseph Gerard Haubrich · Andrew W. Lo

17 citations·0/0 files stored·DSpace@MIT (Massachusetts Institute of Technology)

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Monetary Policy and Economic Impact Economic Theory and Policy Economic theories and models

Abstract

"First draft: May 1988. Latest revision: August 1989"-- p. [3]

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References

1986Increasing Returns and Long-Run Growth 1968Fractional Brownian Motions, Fractional Noises and Applications 1982Trends and random walks in macroeconmic time series 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS 1987Time Series Regression with a Unit Root 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’1988Production, growth and business cycles

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1999Long memory in time series of economic growth and convergence 2008Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components

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2001The Sources and Nature of Long-Term Memory in Aggregate Outputarticle · 16 shared references 1994Chapter 46 Unit roots, structural breaks and trendschapter · 9 shared references 1989A Survey of Some Recent Econometric Methodsarticle · 9 shared references 1996Long memory processes and fractional integration in econometricsarticle · 8 shared references 1992EQUILIBRIUM BUSINESS CYCLES: THEORY AND EVIDENCEarticle · 8 shared references 2009Fractional Integration and Cointegration: An Overview and an Empirical Applicationchapter · 7 shared references

Details

Year2011

Typereport

Published2011-09-03

VenueDSpace@MIT (Massachusetts Institute of Technology)

Languageen

Citations17

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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openalex_workW1487514682

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