Long Cycles Revisited. An Essay in Econometric History

Claude Diebolt

No 05-05, Working Papers from Association Française de Cliométrie (AFC)

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.

Keywords: Economic growth; cliometrics; fractional integration; long cycles; long memory; France; Germany (search for similar items in EconPapers)
Pages: 27 pages
Date: 2005
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:afc:wpaper:05-05

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