Work

Modeling long-run behavior with the fractional ARIMA model

Year: 1992

Type: article

Source: Journal of Monetary Economics

DOI: 10.1016/0304-3932(92)90016-u

Author: Fallaw Sowell

Institution: Carnegie Mellon University

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1963528266

FWCI: 27.76

Cites: 11

Cited by: 352

Related to: 10