Detecting Long Memory Co-Movements in Macroeconomic Time SeriesGianluca Moretti2007-01-01preprintSSRN Electronic Journal25 citationsgreenNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactFinancial Risk and Volatility ModelingComplex Systems and Time Series AnalysisAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 25 citations exist upstream.References1987Co-Integration and Error Correction: Representation, Estimation, and Testing1988Statistical analysis of cointegration vectors1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order1981Some properties of time series data and their use in econometric model specification1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2008Risk Aversion, Wealth, and Background Risk1990Purchasing Power Parity in the Long RunCited by2008The Effect of Investment Tax Credit: Evidence from an Atypical Programme in Italy2010Estimating DSGE Models with Unknown Data Persistence