Fractional integration and structural breaks in U.S. macro dynamics
Luis Gil-Alana and
Antonio Moreno ()
Empirical Economics, 2012, vol. 43, issue 1, 427-446
Keywords: Fractional integration; Structural breaks; Multivariate analysis; Inflation dynamics; C32; C51; E31; E32; E52 (search for similar items in EconPapers)
Date: 2012
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Working Paper: Fractional Integration and Structural Breaks in U.S. Macro Dynamics (2009) 
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DOI: 10.1007/s00181-011-0475-y
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