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Integracao e cointegracao fraccional

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  • Antonio Rua

Abstract

Este artigo apresenta um resumo dos principais resultados da teoria de integragco e cointegragco fraccional. Apesar do conceito de integragco fraccional ter sido objecto de particular interesse em diferentes areas do conhecimento, ss muito recentemente este passou a merecer a atengco dos econometristas, devido ` transposigco desse conceito para o bmbito da cointegragco. Neste artigo, procura-se exemplificar a aplicagco dos diferentes conceitos e a selecgco da literatura i feita com uma orientagco economitrica visando a sua divulgagco e posterior utilizagco em estudos empmricos futuros.

Suggested Citation

  • Antonio Rua, 2000. "Integracao e cointegracao fraccional," Nova SBE Working Paper Series wp376, Universidade Nova de Lisboa, Nova School of Business and Economics.
    • Handle: RePEc:unl:unlfep:wp376
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