Browsing by Subject "fractional cointegratio persistence breaks"

Browsing by Subject "fractional cointegratio persistence breaks"

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  • Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory 
    Dräger, Lena; Kolaiti, Theoplasti; Sibbertsen, Philipp (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2020)
    This paper measures the convergence or divergence of EMU inflation rates and industrial production by testing for the existence of fractional cointegration relations. The notion of fractional cointegration allows for ...