Modeling long-run behavior with the fractional ARIMA model

A-Tier
Journal: Journal of Monetary Economics
Year: 1992
Volume: 29
Issue: 2
Pages: 277-302

Authors (1)

Sowell, Fallaw (Carnegie Mellon University)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:moneco:v:29:y:1992:i:2:p:277-302
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29