Business surveys modelling with Seasonal-Cyclical Long Memory models
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References listed on IDEAS
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"Testing fractional order of long memory processes: a Monte Carlo study,"
Documents de travail du Centre d'Economie de la Sorbonne
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Cited by:
- Artiach, Miguel & Arteche, Josu, 2012.
"Doubly fractional models for dynamic heteroscedastic cycles,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 2139-2158.
- Artiach Escauriaza, Miguel Manuel & Arteche González, Jesús María, 2011. "Doubly fractional models for dynamic heteroskedastic cycles," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Artiach, Miguel, 2012. "Leverage, skewness and amplitude asymmetric cycles," MPRA Paper 41267, University Library of Munich, Germany.
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More about this item
Keywords
Euro area; nowcasting; business surveys; seasonal; long memory.; long memory; Enquêtes; saisonnalité; longue mémoire; prévision en temps réel.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2008-05-17 (European Economics)
- NEP-MAC-2008-05-17 (Macroeconomics)
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