• Title of article

    A fractionally integrated model with a mean shift for the US and the UK real oil prices

  • Author/Authors

    Luis A. Gil-Alana، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    16
  • From page
    643
  • To page
    658
  • Keywords
    Fractional integration , Long memory , mean shift , Real oil prices
  • Journal title
    Economic Modelling
  • Serial Year
    2001
  • Journal title
    Economic Modelling
  • Record number

    227512