Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/217025
Authors: 
Caporale, Guglielmo Maria
Gil-Alana, Luis A.
Sauci, Laura
Year of Publication: 
2020
Series/Report no.: 
CESifo Working Paper 8274
Abstract: 
This paper analyses US sea level data using long memory and fractional integration methods. All series appear to exhibit orders of integration in the range (0, 1), which implies long-range dependence; further, significant positive time trends are found in the case of 29 stations located on the East Coast and the Gulf of Mexico, and negative ones in the case 4 stations on the North West Coast, but none for the remaining 8 on the West Coast. The highest degree of persistence is found for the West Coast and the lowest for the East Coast.
Subjects: 
sea level
time trends
fractional integration
JEL: 
C21
Q54
Document Type: 
Working Paper

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