Long Memory Time Series and Fractional Integration

Resource Type
Dataset : Survey and aggregate data
  • Diebold, Claude (Universität Montpellier)
  • Guiraud, Vivien (Universität Montpellier)
Publication Date
  • GESIS (Distributor)
  • GESIS (Hosting Institution)
  • ZA:
    • Historical Studies Data
Free Keywords
Schema: TheSoz
number of pupils; economics of education; Education expenditure
  • Abstract

    On the basis of socio-oeconomic timeseries (education, economic growth, and demographical indicators in France and in Germany) the author tries to apply fractional integrated Models of timeseries analysis with the aim to identify cycles. A long-duration circle as a dominant element could not be found in the timeseries data at hand. Cycles with an average duration of 7 to 11 years and cycles with a duration of 5 years or less could therefore be identified. Cycles of the Kuznet-Type with a duration of 22 years the author could identify, too, but not cycles with a periodicity of 48 and 60 years (i.e. Kondratieff-Cycles). Topics: - Expenditures on Education, Population, Pupils, Gross Domenstic Product (France and Germanyy 1820 - 1996) Variables: - Germany: Population in Millionen (National Subjects) - Germany: Running expenditures on Education in Millionen Mark - Germany: Expenditures on Education in Millionen DM in constant prices (deflationiert) - Germany: pupils in Millionen - Germany: Gross Domestic Product GDP in Millionen D-Mark - France: Population in Millionen (National Subjects) - France: Running expenditures on Education in Millionen Francs - France: Expenditures on Education in Millionen Francs in constant prices (deflationiert) - France: pupils in Millionen - France: Gross Domestic Product GDP in Millionen Franc
Temporal Coverage
  • 1820 / 1996
Geographic Coverage
  • Historical German lands (-1871) (DQDE)
  • German Reich (1871-1945) (DXDE)
  • Germany (DE)
  • France (FR)
Time Dimension
  • Time Series
Data and File Information
  • Unit Type: Text Unit
    Number of Units: 177
    Number of Variables: 10
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Alternative Identifiers
  • ZA8143 (Type: ZA-No.)
  • 1 (Type: VerbundFDB)
  • Diebolt, Claude; Guiraud, Vivien: Long Memory Time Series and Fractional Integration. A Cliometric Contribution to French and German Economic and Social History. In: Historical Social Research / Historische Sozialforschung (HSR), Vol. 15, 2000, No. 3/4, S. 4-22.

Update Metadata: 2021-04-07 | Issue Number: 62 | Registration Date: 2010-07-23