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Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994

Guglielmo Maria Caporale and Luis Gil-Alana

Empirical Economics, 2006, vol. 31, issue 1, 83-93

Keywords: Gegenbauer processes; Fractional cycles; Long memory; C22 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (6)

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Working Paper: Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994 (2005) Downloads
Working Paper: LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 (2004) Downloads
Working Paper: LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 (2004) Downloads
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DOI: 10.1007/s00181-005-0017-6

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