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Research on MultiResolution Persistence and Common Persistence

โœ Scribed by Qi-fa XU; Shi-ying ZHANG


Publisher
Elsevier
Year
2007
Weight
449 KB
Volume
27
Category
Article
ISSN
1874-8651

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Persistence of shocks on seasonal proces
โœ Tommaso Proietti ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 789 KB

The paper addresses the issue of measuring the persistence of shocks on seasonally integrated processes observed at quarterly intervals. We show that the amplitude of the limiting cycle described by the cumulated impulse response function provides a parametric measure of persistence and that Cochran