The persistence of economic policy uncertainty: Evidence of long range dependence

Published 2021 View Full Article

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Title
The persistence of economic policy uncertainty: Evidence of long range dependence
Authors
Keywords
Economic policy uncertainty, Fractional integration techniques, Persistence, Time series
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 568, Issue -, Pages 125698
Publisher
Elsevier BV
Online
2021-01-14
DOI
10.1016/j.physa.2020.125698

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