A fractionally integrated model for the Spanish real GDP

Luis Gil-Alana

Economics Bulletin, 2004, vol. 3, issue 8, 1-6

Abstract: The annual structure of the Spanish real GDP is investigated in this article by means of fractional integration techniques. The results show that the series can be specified in terms of an I(d) process with d smaller than one and thus showing long memory and mean-reverting behaviour.

Keywords: fractional; integration (search for similar items in EconPapers)
JEL-codes: C2 C5 (search for similar items in EconPapers)
Date: 2004-03-03
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Citations: View citations in EconPapers (1)

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