Spurious correlation under fractional integration in output series
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Cited by:
- Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana, 2022.
"Trends and cycles in macro series: The case of US real GDP,"
Bulletin of Economic Research, Wiley Blackwell, vol. 74(1), pages 123-134, January.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017. "Trends and Cycles in Macro Series: The Case of US Real GDP," CESifo Working Paper Series 6728, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017. "Trends and Cycles in Macro Series: The Case of US Real GDP," Discussion Papers of DIW Berlin 1695, DIW Berlin, German Institute for Economic Research.
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Keywords
Fractional integration Output correlations Stochastic systems;Statistics
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