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Common cycles in seasonally cointegrated time series

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  • Ahn, Sung K.
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    Bibliographic Info

    Article provided by Elsevier in its journal Economics Letters.

    Volume (Year): 53 (1996)
    Issue (Month): 3 (December)
    Pages: 261-264

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    Handle: RePEc:eee:ecolet:v:53:y:1996:i:3:p:261-264

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

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    1. Robert F. Engle & João Victor Issler, 1993. "Common trends and common cycles in Latin America," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 47(2), pages 149-176, April.
    2. Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal, Integration And Cointegration," Papers, Pennsylvania State - Department of Economics 6-88-2, Pennsylvania State - Department of Economics.
    3. Ahn, Sung K. & Reinsel, Gregory C., 1994. "Estimation of partially nonstationary vector autoregressive models with seasonal behavior," Journal of Econometrics, Elsevier, Elsevier, vol. 62(2), pages 317-350, June.
    4. repec:fth:inseep:9107 is not listed on IDEAS
    5. Vahid, F & Engle, Robert F, 1993. "Common Trends and Common Cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 8(4), pages 341-60, Oct.-Dec..
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