Advanced Search
MyIDEAS: Login to follow this author

Svend Hylleberg

Contents:

This is information that was supplied by Svend Hylleberg in registering through RePEc. If you are Svend Hylleberg , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Svend
Middle Name:
Last Name: Hylleberg
Suffix:

RePEc Short-ID: phy1

Email:
Homepage: http://www.econ.au.dk/vip_htm/~shylleberg
Postal Address: Fasanvej 4 Dk 8450 Denmark
Phone:

Affiliation

Center for Research in Econometric Analysis of Time Series (CREATES)
Institut for Økonomi
Aarhus Universitet
Location: Aarhus, Denmark
Homepage: http://www.creates.au.dk/
Email:
Phone:
Fax:
Postal: Building 1322, DK-8000 Aarhus C
Handle: RePEc:edi:creaudk (more details at EDIRC)

Works

as in new window

Working papers

  1. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, School of Economics and Management, University of Aarhus.
  2. Svend Hylleberg, 2004. "On the Exploitation of Market Power in the Nordic Electricity Markets. The Case of Elsam," Economics Working Papers 2004-5, School of Economics and Management, University of Aarhus.
  3. Hylleberg, S. & Pagan, A.R., 1995. "Seasonal Integration and the Evolving Seasonals Model," Papers 281, Australian National University - Department of Economics.
  4. 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. Svend Hylleberg, 2010. "Clive Granger and HEGY," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(2), pages 181-183, spring.
  2. 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.
  3. Brendstrup, Bjarne & Hylleberg, Svend & Nielsen, Morten Rregaard & Skipper, Lars & Stentoft, Lars, 2004. "Seasonality In Economic Models," Macroeconomic Dynamics, Cambridge University Press, vol. 8(03), pages 362-394, June.
  4. Dahl, Christian M. & Hylleberg, Svend, 2004. "Flexible regression models and relative forecast performance," International Journal of Forecasting, Elsevier, vol. 20(2), pages 201-217.
  5. 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.
  6. 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.
  7. Andersen, Torben M. & Hylleberg, Svend, 1998. "Wage Adjustment And Employment Persistency," Macroeconomic Dynamics, Cambridge University Press, vol. 2(04), pages 472-491, December.
  8. Hylleberg, Svend, 1998. " Comment 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 329-34, March.
  9. 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 167-68, April.
  10. 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.
  11. 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 388-89, July.
  12. 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 615-30, November.
  13. Franses, Philip Hans & Hylleberg, Svend & Lee, Hahn S., 1995. "Spurious deterministic seasonality," Economics Letters, Elsevier, vol. 48(3-4), pages 249-256, June.
  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. 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.
  17. 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.
  18. Hylleberg, Svend & Jorgensen, Clara & Sorensen, Nils Karl, 1993. "Seasonality in Macroeconomic Time Series," Empirical Economics, Springer, vol. 18(2), pages 321-35.
  19. Hylleberg, Svend & Paldam, Martin, 1991. " New Approaches to Empirical Macroeconomics: Editors' Introduction," Scandinavian Journal of Economics, Wiley Blackwell, vol. 93(2), pages 121-28.
  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. "Cointegration and Error Correction Mechanisms," Economic Journal, Royal Economic Society, vol. 99(395), pages 113-25, Supplemen.
  22. 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.
  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 153-70, 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.
  26. Hylleberg, Svend, 1976. " An Empirical Analysis of the Relationship between Inflation and Economic Growth in 12 Countries, 1950-1969: A Comment," Scandinavian Journal of Economics, Wiley Blackwell, vol. 78(1), pages 111-13.

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, April.
  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, April.
  3. Hylleberg, S. (ed.), 1992. "Modelling Seasonality," OUP Catalogue, Oxford University Press, number 9780198773184, September.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-COM: Industrial Competition (1) 2004-08-31. Author is listed
  2. NEP-ECM: Econometrics (1) 2006-02-26. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2006-02-26. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Closeness measure in co-authorship network
  2. Strength of students

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Svend Hylleberg should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.