Browsing by Author "Harrison, Michael J."

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  • A flow analysis of the Irish Live Register 

    Harrison, Michael J.; Walsh, Patrick Paul (Economic & Social Studies, Dublin, 1994)
    This paper makes use for the first time of data on the flows into and out of the Irish Live Register. It describes the construction of consistent quarterly flow series for the period 1967 to 1993. The analysis suggests ...

  • Demand for money: a study in testing time series for long memory and nonlinearity 

    Bond, Derek; Harrison, Michael J.; O'Brien, Edward J. (Economic & Social Studies, Dublin, 2007)
    This paper draws attention to the limitations of the standard unit root/cointegration approach to economic and financial modelling, and to some of the alternatives based on the idea of fractional integration, long memory ...