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Svend Hylleberg

Personal Details

First Name:Svend
Middle Name:
Last Name:Hylleberg
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RePEc Short-ID:phy1
[This author has chosen not to make the email address public]
https://sites.google.com/site/shylleberghomepage/
Department of Economics and Business Economics, Aarhus BSS, Aarhus University Fuglesangs allé 4, Building 2622, DK-8210 Aarhus V, Denmark Office: Building 2622-104
+4524481551

Affiliation

Center for Research in Econometric Analysis of Time Series (CREATES)
Institut for Økonomi
Aarhus Universitet

Aarhus, Denmark
http://www.creates.au.dk/
RePEc:edi:creaudk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, Department of Economics and Business Economics, Aarhus University.
  2. Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó, 2005. "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Economics Working Papers 2005-03, Department of Economics and Business Economics, Aarhus University.
  3. Svend Hylleberg, 2004. "On the Exploitation of Market Power in the Nordic Electricity Markets. The Case of Elsam," Economics Working Papers 2004-5, Department of Economics and Business Economics, Aarhus University.
  4. Hylleberg, S. & Pagan, A.R., 1995. "Seasonal Integration and the Evolving Seasonals Model," Papers 281, Australian National University - Department of Economics.
  5. 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.

Articles

  1. Hylleberg, Svend, 2023. "Produktivitetskrisen i den økonomiske videnskab på Aarhus Universitet fra 1946 til 1980," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2023(1), pages 1-21.
  2. Svend Hylleberg, 2010. "Clive Granger and HEGY," Journal of Financial Econometrics, Oxford University Press, vol. 8(2), pages 181-183, spring.
  3. Haldrup, Niels & Hylleberg, Svend & Pons, Gabriel & Sanso, Andreu, 2007. "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 21-32, January.
  4. Svend Hylleberg, 2006. "Book Review," Scandinavian Journal of Economics, Wiley Blackwell, vol. 108(2), pages 357-359, July.
  5. Dahl, Christian M. & Hylleberg, Svend, 2004. "Flexible regression models and relative forecast performance," International Journal of Forecasting, Elsevier, vol. 20(2), pages 201-217.
  6. Oller, Lars-Erik, 2003. "Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory,: Edited by W.A. Barnett, D.F. Hendry, S. Hylleberg, T. Terasvirta, D. Tjostheim, ," International Journal of Forecasting, Elsevier, vol. 19(4), pages 756-758.
  7. Andersen, Torben M & Hylleberg, Svend, 2000. "Sources of Persistence in Employment Adjustment--Denmark 1974-93," Oxford Economic Papers, Oxford University Press, vol. 52(1), pages 72-95, January.
  8. Hylleberg, Svend, 1998. "New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 167-168, April.
  9. Timo Teräsvirta & Svend Hylleberg, 1998. "Comments on N. R. Ericsson, D. F. Hendry and K.M. Prestwich, “The Demand for Broad Money in the United Kingdom, 1878–1993”," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(1), pages 325-334, March.
  10. Andersen, Torben M. & Hylleberg, Svend, 1998. "Wage Adjustment And Employment Persistency," Macroeconomic Dynamics, Cambridge University Press, vol. 2(4), pages 472-491, December.
  11. Hylleberg, S. & Pagan, A. R., 1997. "Seasonal integration and the evolving seasonals model," International Journal of Forecasting, Elsevier, vol. 13(3), pages 329-340, September.
  12. Hylleberg, Svend, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 388-389, July.
  13. Engle, Robert F & Hylleberg, Svend, 1996. "Common Seasonal Features: Global Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 615-630, November.
  14. Hylleberg, Svend, 1995. "Tests for seasonal unit roots general to specific or specific to general?," Journal of Econometrics, Elsevier, vol. 69(1), pages 5-25, September.
  15. Haldrup, Niels & Hylleberg, Svend, 1995. "A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence," Economics Letters, Elsevier, vol. 48(3-4), pages 221-228, June.
  16. Franses, Philip Hans & Hylleberg, Svend & Lee, Hahn S., 1995. "Spurious deterministic seasonality," Economics Letters, Elsevier, vol. 48(3-4), pages 249-256, June.
  17. Rose, Elizabeth, 1993. "Modelling seasonality : Svend Hylleberg, Ed., (Oxford University Press, New York), 476 pp., US$75.00 hard cover (ISBN 0-19-877317-X), US$35.00 paperback (ISBN 0-19-8773188)," International Journal of Forecasting, Elsevier, vol. 9(4), pages 580-582, December.
  18. Hylleberg, Svend & Jorgensen, Clara & Sorensen, Nils Karl, 1993. "Seasonality in Macroeconomic Time Series," Empirical Economics, Springer, vol. 18(2), pages 321-335.
  19. Engle, R. F. & Granger, C. W. J. & Hylleberg, S. & Lee, H. S., 1993. "The Japanese consumption function," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 275-298.
  20. 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.
  21. Hylleberg, Svend & Mizon, Grayham E., 1989. "A note on the distribution of the least squares estimator of a random walk with drift," Economics Letters, Elsevier, vol. 29(3), pages 225-230.
  22. Hylleberg, Svend & Mizon, Grayham E, 1989. "Cointegration and Error Correction Mechanisms," Economic Journal, Royal Economic Society, vol. 99(395), pages 113-125, Supplemen.
  23. Bollerslev, Tim & Hylleberg, Svend, 1985. "A Note on the Relation between Consumers' Expenditure and Income in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(2), pages 153-170, May.
  24. Bunzel, Henning & Hylleberg, Svend, 1982. "Seasonality in dynamic regression models : A comparative study of finite sample properties of various regression estimators including band spectrum regression," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 345-366, August.
  25. Hylleberg, Svend, 1977. "A comparative study of finite sample properties of band spectrum regression estimators," Journal of Econometrics, Elsevier, vol. 5(2), pages 167-182, March.

Books

  1. Barnett,William A. & Hendry,David F. & Hylleberg,Svend & Teräsvirta,Timo & Tjøstheim,Dag & Würtz, (ed.), 2006. "Nonlinear Econometric Modeling in Time Series," Cambridge Books, Cambridge University Press, number 9780521028684.
  2. Barnett,William A. & Hendry,David F. & Hylleberg,Svend & Teräsvirta,Timo & Tjøstheim,Dag & Würtz, (ed.), 2000. "Nonlinear Econometric Modeling in Time Series," Cambridge Books, Cambridge University Press, number 9780521594240.
  3. Hylleberg, S. (ed.), 1992. "Modelling Seasonality," OUP Catalogue, Oxford University Press, number 9780198773184.
  4. Hylleberg, Svend, 1986. "Seasonality in Regression," Elsevier Monographs, Elsevier, edition 1, number 9780123634559 edited by Shell, Karl.

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-COM: Industrial Competition (1) 2004-08-31
  2. NEP-ECM: Econometrics (1) 2006-02-26
  3. NEP-ETS: Econometric Time Series (1) 2006-02-26

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