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A note on Michelacci and Zaffaroni, long memory, and time series of economic growth

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Author Info
B. Verspagen (ecis, Technische Universiteit Eindhoven)
G. Silverberg (MERIT - Maastricht Economic Research Institute on Innovation and Technology,)

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Paper provided by Eindhoven Centre for Innovation Studies, Eindhoven University of Technology in its series ECIS Working Papers with number 00.17.

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Date of creation: 2000
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Handle: RePEc:dgr:tuecis:0017

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Keywords: long memory; economic growth;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Joseph G. Haubrich & Andrew W. Lo, 1989. "The Sources and Nature of Long-term Memory in the Business Cycle," NBER Working Papers 2951, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188. [Downloadable!] (restricted)
  3. Diebold, Francis X. & Rudebusch, Glenn D., 1989. "Long memory and persistence in aggregate output," Journal of Monetary Economics, Elsevier, vol. 24(2), pages 189-209, September. [Downloadable!] (restricted)
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  4. Sowell, Fallaw, 1992. "Modeling long-run behavior with the fractional ARIMA model," Journal of Monetary Economics, Elsevier, vol. 29(2), pages 277-302, April. [Downloadable!] (restricted)
  5. Michelacci, C. & Zaffaroni, P., 2000. "(Fractional) Beta Convergence," Papers 383, Banca Italia - Servizio di Studi.
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  6. Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July. [Downloadable!] (restricted)
  7. Erhard Reschenhofer & Benedikt M. Pötscher & Michael A. Hauser, 1999. "Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures," Empirical Economics, Springer, vol. 24(2), pages 243-269. [Downloadable!] (restricted)
  8. Lo, Andrew W, 1991. "Long-Term Memory in Stock Market Prices," Econometrica, Econometric Society, vol. 59(5), pages 1279-313, September. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Aken, van J.E., 2001. "Management research based on the paradigm of the design sciences: the quest for tested and grounded technological rules," ECIS Working Papers 01.11, Eindhoven Centre for Innovation Studies, Eindhoven University of Technology. [Downloadable!]
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
  3. G Caggiano & L Leonida, . "International Output Convergence: Evidence from an AutoCorrelation Function Approach," Working Papers 2006_20, Department of Economics, University of Glasgow. [Downloadable!]
    Other versions:
  4. Aken, van J., 2001. "Improving the relevance of management research By developing tested and grounded technologiCAL RULES," ECIS Working Papers 01.19, Eindhoven Centre for Innovation Studies, Eindhoven University of Technology. [Downloadable!]
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