4 datasets found

This paper investigates the time series properties of partisanship for five political parties in Spain. It is found that pure fractional processes with a degree of integration,...

This paper presents evidence that the equilibrium relationship in a system of nominal exchange rates is best described as a stationary GARMA process. The implementation of the...

We bring together some recent advances in the literature on vector autoregressive moving-average models, creating a simple specification and estimation strategy for the...

This article studies a simple, coherent approach for identifying and estimating error-correcting vector autoregressive moving average (EC-VARMA) models. Canonical correlation...