Consumption and Fractional Differencing: Old and New Anomalies

Joseph Haubrich

Rodney L. White Center for Financial Research Working Papers from Wharton School Rodney L. White Center for Financial Research

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Related works:
Journal Article: Consumption and Fractional Differencing: Old and New Anomalies (1993)
Working Paper: Consumption and fractional differencing: old and new anomalies (1990)
Working Paper: Consumption and Fractional Differencing: Old and New Anomalies
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