The role of seasonality in economic time series reinterpreting money-output causality in U.S. data

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The role of seasonality in economic time series reinterpreting money-output causality in U.S. data

Author Info

Lee, Hahn Shik
Siklos, Pierre L.

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Pierre Siklos

Abstract

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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 13 (1997)
Issue (Month): 3 (September)
Pages: 381-391
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Handle: RePEc:eee:intfor:v:13:y:1997:i:3:p:381-391

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Paper
- 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.

Cited by:
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M. Loef & P.H.B.F. Franses, 2000. "On forecasting cointegrated seasonal time series," Econometric Institute Report 183, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Other versions:
- Löf, Mårten & Franses, Philip Hans, 2000. "On Forecasting Cointegrated Seasonal Time Series," Working Paper Series in Economics and Finance 350, Stockholm School of Economics. [Downloadable!]
Omar A Mendoza Lugo, 2008. "The differential impact of real interest rates and credit availability on private investment: evidence from Venezuela," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 501-537 Bank for International Settlements. [Downloadable!]
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. [Downloadable!]
Phillip Rothman & Dick van Dijk & Philip Hans Franses, 2000. "A Multivariate STAR Analysis of the Relationship Between Money and Output," Working Papers 0012, East Carolina University, Department of Economics. [Downloadable!]
Other versions:
- P. Rothman & D.J.C. van Dijk & P.H.B.F. Franses, 1999. "A multivariate STAR analysis of the relationship between money and output," Econometric Institute Report 170, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
- Rothman, P. & van Dijk, D. & Franses, P.H., 1999. "A Multivariate STAR Analysis of the Raltionship Between Money and Output," Papers 9945/a, Erasmus University of Rotterdam - Econometric Institute.
- Philip Rothman & Dick van Dijk & Philip Hans Franses, 1999. "A Multivariate STAR Analysis of the Relationship Between Money and Output," Working Papers 9913, East Carolina University, Department of Economics. [Downloadable!]
Tong Hun Lee & Hoyoung Hwang, 2001. "Money, Interest Rate And Foreign Exchange Rate As Indicator Variables Of Monetary Policy," International Economic Journal, Korean International Economic Association, vol. 15(2), pages 77-98, June. [Downloadable!] (restricted)

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