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Integragco e Cointegragco Fraccional

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  • Rua, Antonio

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

  • Rua, Antonio, 2000. "Integragco e Cointegragco Fraccional," FEUNL Working Paper Series wp376, Universidade Nova de Lisboa, Faculdade de Economia.
  • Handle: RePEc:unl:unlfep:wp376
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    1. Klaus F. Zimmermann, 1995. "Tackling the European Migration Problems," Journal of Economic Perspectives, American Economic Association, vol. 9(2), pages 45-62, Spring.
    2. Borjas, George J & Bronars, Stephen G, 1991. "Immigration and the Family," Journal of Labor Economics, University of Chicago Press, vol. 9(2), pages 123-148, April.
    3. Borjas, George J, 1994. "Immigrant Skills and Ethnic Spillovers," Journal of Population Economics, Springer;European Society for Population Economics, vol. 7(2), pages 99-118.
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