Testing for deterministic and stochastic cycles in macroeconomic time series

Guglielmo Maria Caporale and Luis Gil-Alana

Empirica, 2007, vol. 34, issue 2, 155-169

Keywords: Deterministic cycles; Stochastic cycles; Long memory; C22 (search for similar items in EconPapers)
Date: 2007
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Working Paper: TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES (2005)
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DOI: 10.1007/s10663-007-9033-4

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