Results 81 to 90 of about 234,828 (176)

Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe [PDF]

open access: yes
In this paper we aim to analyse the dynamics of unemployment in a group of Central and Eastern European Countries (CEECs). The CEECs are of special importance for the future of the European Union, given that most of them have recently become member ...
Luis A. Gil-Alana, Juan Carlos Cuestas
core  

Two Distinct Seasonally Fractionally Differenced Periodic Processes

open access: yes, 2018
This article is devoted to study the effects of the S-periodical fractional differencing filter $(1-L^S)^{D_t}$. To put this effect in evidence, we have derived the periodic auto-covariance functions of two distinct univariate seasonally fractionally differenced periodic models.
openaire   +2 more sources

Hybridization of long short-term memory neural network in fractional time series modeling of inflation. [PDF]

open access: yesFront Big Data, 2023
Arif E   +4 more
europepmc   +1 more source

Fractional Integration and Business Cycles Features [PDF]

open access: yes
We show in this article that fractionally integrated univariate models for GDP may lead to a better replication of business cycle characteristics. We firstly show that the business cycle features are clearly affected by the degree of integration as well ...
Luis A. Gil-Alana, Bertrand Candelon
core  

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