Long Memory in German Energy Price Indices
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012.
"Testing for Persistence with Breaks and Outliers in South African House Prices,"
201233, University of Pretoria, Department of Economics.
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- Luis Alberiko Gil-Alaña & Goodness C. Aye & Rangan Gupta, 2013. "Testing for persistence with breaks and outliers in South African house prices," NCID Working Papers 01/2013, Navarra Center for International Development, University of Navarra.
More about this item
Keywordsenergy prices; Germany; fractional integration; persistence; breaks and outliers;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
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