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Testing for periodic integration

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  • Peter Boswijk, H.
  • Franses, Philip Hans

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File URL: http://www.sciencedirect.com/science/article/B6V84-3YVCYYK-4/2/31f8e6421fb7d2f1126411f1887533e7
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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 48 (1995)
Issue (Month): 3-4 (June)
Pages: 241-248

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Handle: RePEc:eee:ecolet:v:48:y:1995:i:3-4:p:241-248

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Web page: http://www.elsevier.com/locate/ecolet

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References

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  1. Franses, Philip Hans, 1994. "A multivariate approach to modeling univariate seasonal time series," Journal of Econometrics, Elsevier, vol. 63(1), pages 133-151, July.
  2. Osborn, Denise R., 1991. "The implications of periodically varying coefficients for seasonal time-series processes," Journal of Econometrics, Elsevier, vol. 48(3), pages 373-384, June.
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Cited by:
  1. Franses, Philip Hans & Paap, Richard, 1995. "Moving average filters and periodic integration," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 245-249.
  2. Christiano, Lawrence J. & Todd, Richard M., 2002. "The conventional treatment of seasonality in business cycle analysis: does it create distortions?," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 335-364, March.
  3. Eiji Kurozumi, 2002. "Testing For Periodic Stationarity," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 243-270.
  4. David R. Bell & Ronald C. Griffin, 2011. "Urban Water Demand with Periodic Error Correction," Land Economics, University of Wisconsin Press, vol. 87(3), pages 528-544.
  5. Albertson, Kevin & Aylen, Jonathan, 1999. "Forecasting using a periodic transfer function: with an application to the UK price of ferrous scrap," International Journal of Forecasting, Elsevier, vol. 15(4), pages 409-419, October.
  6. Kumah, F.Y., 1996. "Common Stochastic Trends in the Current Account," Discussion Paper 1996-84, Tilburg University, Center for Economic Research.
  7. Bohl, Martin T., 2000. "Nonstationary stochastic seasonality and the German M2 money demand function," European Economic Review, Elsevier, vol. 44(1), pages 61-70, January.

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