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Long Memory Time Series and Fractional Integration

Version
1.0.0
Resource Type
Dataset
Creator
  • Diebold, Claude (Universität Montpellier)
  • Guiraud, Vivien (Universität Montpellier)
Publication Date
2001
Language
German
Classification
  • ZA:
    • Historical Studies Data
Description
  • 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)
Collection Mode
Data and File Information
  • Unit Type: Text Unit
    Number of Units: 177
    Number of Variables: 10
Availability
Download
A - Data and documents are released for academic research and teaching.
Rights
All metadata from GESIS DBK are available free of restriction under the Creative Commons CC0 1.0 Universal Public Domain Dedication. However, GESIS requests that you actively acknowledge and give attribution to all metadata sources, such as the data providers and any data aggregators, including GESIS. For further information see https://dbk.gesis.org/dbksearch/guidelines.asp
Alternative Identifiers
  • ZA8143 (Type: ZA-No.)
Publications
  • 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: 2019-02-12 | Issue Number: 48 | Registration Date: 2010-07-23

Diebold, Claude; Guiraud, Vivien (2001): Lange Zeitreihen zur Bildungsentwicklung, zum Wirtschaftswachstum und Demographie in Deutschland und Frankreich im 19. und 20. Jahrhundert. Version: 1.0.0. GESIS Datenarchiv. Dataset. https://doi.org/10.4232/1.8143