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| Tekijä: | Gil-Alana, L.A. |
| Otsikko: | A fractional integration analysis of the Swedish economy, 1861-1988 |
| Lehti: | Liiketaloudellinen aikakauskirja
2002 : 3, p. 241-258 |
| Asiasana: | Macroeconomics Economic development Sweden Nordic countries Scandinavia Europe |
| Kieli: | eng |
| Tiivistelmä: | This article examines the stochastic behaviour of 11 long Swedish time series by means of using fractionally integrated techniques. The results show that the order of integration of the original series is higher than 1 in practically all cases. However, using the log-transformed data, the unit root null can not be rejected. |
SCIMA