Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis
Copyright policy )Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis
Previous version available as DIW Berlin Discussion Paper No. 1395 at: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2459806
- Leibniz Association Germany
- German Institute for Economic Research Germany
- London South Bank University United Kingdom
- Juraj Dobrila University of Pula Croatia
- Brunel University London United Kingdom
unemployment, 330, volatility, Dual long memory, C14, inflation, C53, C32, C54, ddc:330, 941, Fractional impulse-response, Inflation, United Kingdom, ARFIMA-(FI)GARCH, Dual long memory, Volatility, Fractional impulse-response, Unemployment, Inflation, dual long memory, fractional impulse-response, Unemployment, Volatility, ARFIMA-(FI)GARCH, B23, jel: jel:B23, jel: jel:C53, jel: jel:C32, jel: jel:C54, jel: jel:C14
unemployment, 330, volatility, Dual long memory, C14, inflation, C53, C32, C54, ddc:330, 941, Fractional impulse-response, Inflation, United Kingdom, ARFIMA-(FI)GARCH, Dual long memory, Volatility, Fractional impulse-response, Unemployment, Inflation, dual long memory, fractional impulse-response, Unemployment, Volatility, ARFIMA-(FI)GARCH, B23, jel: jel:B23, jel: jel:C53, jel: jel:C32, jel: jel:C54, jel: jel:C14
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