The introduction of seasonal unit roots and cointegration to test index aggregation optimality: An application to a Spanish farm price index
AbstractIn this paper we present a methodological proposal of the way integration and cointegration analysis can best be used to test if the level of aggregation of an index is adequate. Using this proposal, we enquire the extent to which a Spanish aggregate farm price index captures the behavior of its components.
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Bibliographic InfoArticle provided by Springer in its journal Empirical Economics.
Volume (Year): 24 (1999)
Issue (Month): 3 ()
Note: received: October 1994/final version received: September 1998
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