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Publication Year:
1996
None:
4
Journals:
Journal of Applied Econometrics
Formats:
dat
Tommaso Proietti
Persistence of shocks on seasonal processes (replication data)
The paper addresses the issue of measuring the persistence of shocks on seasonally integrated processes observed at quarterly intervals. We show that the amplitude of the...
DOI:10.15456/jae.2022313.1255551551
TXT
dat
