Title:

Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour

Authors:

Carlos Pestana Barros (ISEG, UTL)
Guglielmo Maria Caporale (Brunel University)
Luis Gil Alana (U Navarra)

Journal:

African Development Review/Revue Africaine De Developpement

Year:

2014

Volume:

26

Number:

1

Pages:

59-73

JEL codes:

E31 - Price Level; Inflation; Deflation
E51 - Money Supply; Credit; Money Multipliers
F31 - Foreign Exchange
O11 - Macroeconomic Analyses of Economic Development
O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
O23 - Fiscal and Monetary Policy in Development