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Fractional Integration and the Dynamics of UK Unemployment

✍ Scribed by Luis A. Gil-Alana; S. G. Brian Henry

Book ID
108554740
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
156 KB
Volume
65
Category
Article
ISSN
0140-5543

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πŸ“œ SIMILAR VOLUMES

A fractionally integrated exponential mo
A fractionally integrated exponential model for UK unemployment
✍ L.A. Gil-Alana πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 109 KB

## Abstract Fractionally integrated models with the disturbances following a Bloomfield (1973) exponential spectral model are proposed in this article for modelling UK unemployment. This gives us a better understanding of the low‐frequency dynamics affecting the series without relying on any partic

Testing of seasonal fractional integrati
Testing of seasonal fractional integration in UK and Japanese consumption and income
✍ L. A. Gil-AlaΓ±a; P. M. Robinson πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 165 KB

## Abstract The seasonal structure of quarterly UK and Japanese consumption and income is examined by means of fractionally based tests proposed by Robinson (1994). These series were analysed from an autoregressive unit root viewpoint by Hylleberg, Engle, Granger and Yoo (HEGY, 1990) and Hylleberg,