In this chapter we first review the theoretical and empirical work on fractional integration and
cointegration, placing special emphasis on the estimation procedures for fractionally …

In this paper, we present a testing procedure for fractional orders of integration in the context
of non-linear terms approximated by Fourier functions. The test statistic has an asymptotic …

This paper examines the interaction between non-linear deterministic trends and long run
dependence by means of employing Chebyshev time polynomials and assuming that the …

Previous studies have focussed on different aspects of fisheries production in several
countries. However, the literature has been largely silent on the persistence of fisheries …

This paper presents a cyclical model for unemployment and entrepreneurship. The
estimated periodicity of the cycles for the US, the UK, Spain and Ireland is between 5 and …

The temperatures in the Northern Hemisphere from 1854 to 1999 have been analyzed in
this article by means of a testing procedure that permits one to consider fractional degrees of …

This article deals with the relationship between international trade and tourism. We focus on
the effect that German tourism to Spain has on German imports of Spanish wine. Due to the …

This study examined the stochastic properties of inflation rate, stock market returns and their
cointegrating residuals using monthly data for the period 1993 to 2015. The Autoregressive …

This paper examines the interaction between non-linear deterministic trends and long run
dependence by means of employing Chebyshev time polynomials and assuming that the …

The article is devoted to the study of economic cycles and crises, which are studied within
the framework of the theory of ND Kondratiev long waves (K-waves). The object of the study …