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Long Cycles Revisited. An Essay in Econometric History

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Author Info
Claude Diebolt () (CNRS, Université Louis Pasteur de Strasbourg, Université Montpellier I & Humboldt-Universität zu Berlin.)

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Abstract

This paper presents a cliometric application of fractional integrated processes to socio-economic time series for France and Germany in the 19th and 20th centuries. The analysis leads to a significant result: no short or long term cycle appears as the dominant constituent.

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File URL: http://www.cliometrie.org/pdf/wp/AFC_WP_05-2005.pdf
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Publisher Info
Paper provided by Association Française de Cliométrie (AFC) in its series Working Papers with number 05-05.

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Length: 27 pages
Date of creation: 2005
Date of revision:
Handle: RePEc:afc:wpaper:05-05

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Web page: http://www.cliometrie.org
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Related research
Keywords: Economic growth cliometrics fractional integration long cycles long memory France Germany

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This page was last updated on 2008-7-16.

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