Seasonal Long Memory in Retail Sales in the G7 Countries DOI Creative Commons
Luis A. Gil‐Alana, Carlos Poza

Fractal and Fractional, Journal Year: 2024, Volume and Issue: 8(11), P. 650 - 650

Published: Nov. 7, 2024

This article examines the seasonal patterns of retail sales in G7 nations, a key component private consumption. Using fractional integration, we assess whether shocks present lasting or temporary effect on trends, considering high component. We observe mean reversion France, Germany, Italy, Japan, and UK, permanent effects cases Canada USA. However, these outcomes vary based error term model applied. These results offer valuable information for policymakers seeking to boost consumption depending long memory property countries.

Language: Английский

Superposition of interacting stochastic processes with memory and its application to migrating fish counts DOI Creative Commons
Hidekazu Yoshioka

Chaos Solitons & Fractals, Journal Year: 2025, Volume and Issue: 192, P. 115911 - 115911

Published: Jan. 16, 2025

Language: Английский

Citations

2
Seasonal Long Memory in Retail Sales in the G7 Countries DOI Creative Commons
Luis A. Gil‐Alana, Carlos Poza

Fractal and Fractional, Journal Year: 2024, Volume and Issue: 8(11), P. 650 - 650

Published: Nov. 7, 2024

This article examines the seasonal patterns of retail sales in G7 nations, a key component private consumption. Using fractional integration, we assess whether shocks present lasting or temporary effect on trends, considering high component. We observe mean reversion France, Germany, Italy, Japan, and UK, permanent effects cases Canada USA. However, these outcomes vary based error term model applied. These results offer valuable information for policymakers seeking to boost consumption depending long memory property countries.

Language: Английский

Citations

0