Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Fractional integration analysis of long-run behavior for US macroeconomic time series

8 references·6 citing·38 second hop

FromToDepth

this work references cited by second hop

References

1982Trends and random walks in macroeconmic time series4,670 cited
1988How Big Is the Random Walk in GNP?1,270 cited
1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models1,050 cited
1987Are Output Fluctuations Transitory?811 cited
1989Efficient Parameter Estimation for Self-Similar Processes692 cited
1991Real Exchange Rates under the Gold Standard415 cited
1992Modeling long-run behavior with the fractional ARIMA model352 cited
1991On Bayesian routes to unit roots169 cited

Cited by

2006The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application31 cited
2022Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR29 cited
2008Long Memory and the Term Structure of Risk29 cited
1998Fractionally Integrated Models With ARCH Errors: With an Application to the Swiss 1-Month Euromarket Interest Rate27 cited
2007Detecting Long Memory Co-Movements in Macroeconomic Time Series25 cited
2002Purchasing Power Parity and the Fractional Integration of the Real Exchange Rate: New Evidence for Less Developed Countries21 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work