Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates

Guglielmo Maria Caporale and Luis Gil-Alana

Empirica, 2008, vol. 35, issue 3, 253 pages

Keywords: Seasonality; Long memory; Monetary aggregates; C15; C22 (search for similar items in EconPapers)
Date: 2008
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Working Paper: TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES (2006)
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DOI: 10.1007/s10663-008-9061-8

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