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2005-10-12Buch DOI: 10.18452/3539
Forecasting the Real Output Using Fractionally Integrated Techniques
dc.contributor.authorGil-Alaña, Luis A.
dc.date.accessioned2017-06-15T21:19:20Z
dc.date.available2017-06-15T21:19:20Z
dc.date.created2005-10-12
dc.date.issued2005-10-12
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4191
dc.description.abstractThe annual structure of the real GDP in the UK, France, Germany and Italy is examined in this article by means of fractionally integrated techniques. Using a version of a testing procedure due to Robinson (1994), we show that the series can be specified in terms of I(d) statistical models with d higher than 1. Thus, the series are nonstationary and non-mean-reverting. The forecasting properties of the selected models for each country are also examined at the end of the article.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectLong memoryeng
dc.subjectFractional integrationeng
dc.subjectNonstationarityeng
dc.subject.ddc330 Wirtschaft
dc.titleForecasting the Real Output Using Fractionally Integrated Techniques
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10049553
dc.identifier.doihttp://dx.doi.org/10.18452/3539
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages16
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2001
local.edoc.container-issue27
local.edoc.container-year2001
local.edoc.container-erstkatid2135319-0

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