Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Andres, Javier & Domenech, Rafael & Molinas, Cesar, 1996. "Macroeconomic performance and convergence in OECD countries," European Economic Review, Elsevier, vol. 40(9), pages 1683-1704, December.
- Michael ARTIS & Massimiliano MARCELLINO & Tommaso PROIETTI, 2002.
"Dating the Euro Area Business Cycle,"
Economics Working Papers
ECO2002/24, European University Institute.
- Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2003. "Dating the Euro Area Business Cycle," Working Papers 237, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Artis, Michael & Marcellino, Massimiliano & Proietti, Tommaso, 2003. "Dating the Euro Area Business Cycle," CEPR Discussion Papers 3696, C.E.P.R. Discussion Papers.
- Bernard, Andrew B. & Durlauf, Steven N., 1996.
"Interpreting tests of the convergence hypothesis,"
Journal of Econometrics, Elsevier, vol. 71(1-2), pages 161-173.
- Bernard, A.B. & Durlauf, S.N., 1994. "Interpreting Tests of the Convergence Hypothesis," Working papers 9401r, Wisconsin Madison - Social Systems.
- Andrew B. Bernard & Steven N. Durlauf, 1994. "Interpreting Tests of the Convergence Hypothesis," NBER Technical Working Papers 0159, National Bureau of Economic Research, Inc.
- White,Halbert, 1996.
"Estimation, Inference and Specification Analysis,"
Cambridge Books,
Cambridge University Press, number 9780521574464, January.
- White,Halbert, 1994. "Estimation, Inference and Specification Analysis," Cambridge Books, Cambridge University Press, number 9780521252805.
- Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990.
"Seasonal integration and cointegration,"
Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238.
- Hyllerberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal Integration And Cointegration," Papers 0-88-2, Pennsylvania State - Department of Economics.
- Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal, Integration And Cointegration," Papers 6-88-2, Pennsylvania State - Department of Economics.
- Jeffrey A. Miron, 1996.
"The Economics of Seasonal Cycles,"
MIT Press Books,
The MIT Press,
edition 1, volume 1, number 0262133237, December.
- Jeffrey A. Miron, 1990. "The Economics of Seasonal Cycles," NBER Working Papers 3522, National Bureau of Economic Research, Inc.
- Philip Hans Franses & Robert M. Kunst, 1999.
"On the Role of Seasonal Intercepts in Seasonal Cointegration,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(3), pages 409-433, August.
- Franses, Philip Hans & Kunst, Robert M., 1995. "On the role of seasonal intercepts in seasonal cointegration," Economics Series 15, Institute for Advanced Studies.
- Franses, Ph.H.B.F. & Kunst, R.M., 1998. "On the role of seasonal intercepts in seasonal cointegration," Econometric Institute Research Papers EI 9820, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Miguel S. Aubyn, 1999. "Convergence across industrialised countries (1890-1989): new results using time series methods," Empirical Economics, Springer, vol. 24(1), pages 23-44.
- Ghysels,Eric & Osborn,Denise R., 2001.
"The Econometric Analysis of Seasonal Time Series,"
Cambridge Books,
Cambridge University Press, number 9780521565882, January.
- Ghysels,Eric & Osborn,Denise R., 2001. "The Econometric Analysis of Seasonal Time Series," Cambridge Books, Cambridge University Press, number 9780521562607.
- Franses, Philip Hans & Hylleberg, Svend & Lee, Hahn S., 1995. "Spurious deterministic seasonality," Economics Letters, Elsevier, vol. 48(3-4), pages 249-256, June.
- Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 2001.
"Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era,"
Journal of International Money and Finance, Elsevier, vol. 20(3), pages 379-399, June.
- Christopher F. Baum & Mustafa Caglayan & John Barkoulas, 1998. "Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era," Boston College Working Papers in Economics 404., Boston College Department of Economics, revised 16 Nov 1999.
- Franses, Philip Hans & Kunst, Robert M, 1999.
"On the Role of Seasonal Intercepts in Seasonal Cointegration,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 61(3), pages 409-433, August.
- Franses, Philip Hans & Kunst, Robert M., 1995. "On the role of seasonal intercepts in seasonal cointegration," Economics Series 15, Institute for Advanced Studies.
- Franses, Ph.H.B.F. & Kunst, R.M., 1998. "On the role of seasonal intercepts in seasonal cointegration," Econometric Institute Research Papers EI 9820, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Levin, Andrew & Lin, Chien-Fu & James Chu, Chia-Shang, 2002.
"Unit root tests in panel data: asymptotic and finite-sample properties,"
Journal of Econometrics, Elsevier, vol. 108(1), pages 1-24, May.
- Tom Doan, "undated". "LEVINLIN: RATS procedure to perform Levin-Lin-Chu test for unit roots in panel data," Statistical Software Components RTS00242, Boston College Department of Economics.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Inchauspe, Julian & Li, Jun & Park, Jason, 2020. "Seasonal patterns of global oil consumption: Implications for long term energy policy," Journal of Policy Modeling, Elsevier, vol. 42(3), pages 536-556.
- Herrerias, M.J., 2013. "Seasonal anomalies in electricity intensity across Chinese regions," Applied Energy, Elsevier, vol. 112(C), pages 1548-1557.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Artur Silva Lopes, 2006.
"Deterministic seasonality in Dickey–Fuller tests: should we care?,"
Empirical Economics, Springer, vol. 31(1), pages 165-182, March.
- Artur Da Silva Lopes, 2004. "Deterministic Seasonality In Dickey-Fuller Tests: Should We Care?," Royal Economic Society Annual Conference 2004 75, Royal Economic Society.
- Artur C. B. da Silva Lopes, 2004. "Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?," Econometrics 0402007, University Library of Munich, Germany, revised 18 Mar 2004.
- Gianluca Cubadda, 2001. "Common Features In Time Series With Both Deterministic And Stochastic Seasonality," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 201-216.
- Adusei Jumah & Robert M. Kunst, 2008. "Seasonal prediction of European cereal prices: good forecasts using bad models?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 391-406.
- Kunst, Robert M., 2009. "A Nonparametric Test for Seasonal Unit Roots," Economics Series 233, Institute for Advanced Studies.
- Jacek Kotlowski, 2005. "Money and prices in the Polish economy. Seasonal cointegration approach," Working Papers 20, Department of Applied Econometrics, Warsaw School of Economics.
- Robert M. Kunst & Philip Hans Franses, 2011.
"Testing for Seasonal Unit Roots in Monthly Panels of Time Series,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(4), pages 469-488, August.
- Kunst, R.M. & Franses, Ph.H.B.F., 2009. "Testing for seasonal unit roots in monthly panels of time series," Econometric Institute Research Papers EI 2009-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Darne, Olivier, 2004. "Seasonal cointegration for monthly data," Economics Letters, Elsevier, vol. 82(3), pages 349-356, March.
- Roberto Cellini & Tiziana Cuccia, 2013.
"Museum and monument attendance and tourism flow: a time series analysis approach,"
Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3473-3482, August.
- Cellini, Roberto & Cuccia, Tiziana, 2009. "Museum and monument attendance and tourism flow: A time series analysis approach," MPRA Paper 18908, University Library of Munich, Germany.
- Lof, Marten & Lyhagen, Johan, 2002.
"Forecasting performance of seasonal cointegration models,"
International Journal of Forecasting, Elsevier, vol. 18(1), pages 31-44.
- Löf, Mårten & Lyhagen, Johan, 1999. "Forecasting performance of seasonal cointegration models," SSE/EFI Working Paper Series in Economics and Finance 336, Stockholm School of Economics.
- Lof, Marten & Hans Franses, Philip, 2001.
"On forecasting cointegrated seasonal time series,"
International Journal of Forecasting, Elsevier, vol. 17(4), pages 607-621.
- Löf, Mårten & Franses, Philip Hans, 2000. "On Forecasting Cointegrated Seasonal Time Series," SSE/EFI Working Paper Series in Economics and Finance 350, Stockholm School of Economics.
- Löf, M. & Franses, Ph.H.B.F., 2000. "On forecasting cointegrated seasonal time series," Econometric Institute Research Papers EI 2000-04/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Pami Dua & Lokendra Kumawat, 2005.
"Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series,"
Working papers
136, Centre for Development Economics, Delhi School of Economics.
- Pami Dua & Lokendra Kumawat, 2010. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working Papers id:3005, eSocialSciences.
- Mårten Löf & Johan Lyhagen, 2003.
"On seasonal error correction when the processes include different numbers of unit roots,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(5), pages 377-389.
- Lyhagen, Johan & Löf, Mårten, 2000. "On seasonal error correction when the processes include different numbers of unit roots," SSE/EFI Working Paper Series in Economics and Finance 0418, Stockholm School of Economics, revised 15 Mar 2001.
- Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, Department of Economics and Business Economics, Aarhus University.
- Robert M. Kunst & Michael Reutter, 2000. "Decisions on Seasonal Unit Roots," CESifo Working Paper Series 286, CESifo.
- Jumah, Adusei & Kunst, Robert M., 2006. "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series 192, Institute for Advanced Studies.
- Gabriel Pons, 2006. "Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 191-209, March.
- Lee, Hahn Shik & Siklos, Pierre L., 1997.
"The role of seasonality in economic time series reinterpreting money-output causality in U.S. data,"
International Journal of Forecasting, Elsevier, vol. 13(3), pages 381-391, September.
- Lee, H.S. & Siklos, P.L., 1997. "The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data," Working Papers 97-1, Wilfrid Laurier University, Department of Economics.
- Cubadda, Gianluca & Omtzigt, Pieter, 2005.
"Small-sample improvements in the statistical analysis of seasonally cointegrated systems,"
Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 333-348, April.
- Cubadda, Gianluca & Omtzigt, Pieter, 2003. "Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems," Economics & Statistics Discussion Papers esdp03012, University of Molise, Department of Economics.
- Swanson, Norman R. & Urbach, Richard, 2015.
"Prediction and simulation using simple models characterized by nonstationarity and seasonality,"
International Review of Economics & Finance, Elsevier, vol. 40(C), pages 312-323.
- Norman Swanson & Richard Urbach, 2013. "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers 201323, Rutgers University, Department of Economics.
- Ozlem Tasseven, 2009. "Seasonal Co-integration An Extension of the Johansen and Schaumburg Approach with an Exclusion Test," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 56(1), pages 39-53, March.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecmode:v:24:y:2007:i:6:p:954-968. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/30411 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.