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Luis Alberiko Gil-Alana
''A fractionally integrated model for the Spanish real GDP''
( 2004, Vol. 3 No.8 )
The annual structure of the Spanish real GDP is investigated in this article by means of fractional integration techniques. The results show that the series can be specified in terms of an I(d) process with d smaller than one and thus showing long memory and mean-reverting behaviour.
Keywords: fractional integration
JEL: C2 - Single Equation Models; Single Variables: General
C5 - Econometric Modeling: General
Manuscript Received : Mar 03 2004 Manuscript Accepted : Mar 03 2004

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