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Spectral Analysis of Fractionally Cointegrated Systems

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Nielsen, Morten Oe. () (Department of Economics, University of Aarhus, Denmark)

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Abstract

Cointegration imposes restrictions on the frequency domain behavior of a time series at the zero-frequency. We derive these restrictions for a multivariate fractionally cointegrated system. In particular, we consider a p-vector time series integrated of order d with r cointegrating relations, given by the rows of [I_{r};ß'], where the cointegration errors are integrated of order d-b, d=b>0. We show that, at the zero-frequency, the spectral density matrix of the d'th differenced series has reduced rank (p-r), the coherence and phase measures (multiple and partial) equal unity and zero, respectively, and the gain is the matrix of cointegrating coefficients. Extensions to noncontemporaneous cointegration, seasonal cointegration, and different fractional values of b for each cointegrating relation are considered.

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Paper provided by School of Economics and Management, University of Aarhus in its series Economics Working Papers with number 2002-12.

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Handle: RePEc:aah:aarhec:2002-12

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Web page: http://www.econ.au.dk/afn/

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Related research
Keywords: Common stochastic trend; fractional cointegration; frequency domain analysis; reduced rank; zero-frequency.;

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Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions

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  1. Katsumi Shimotsu & Morten Ørregaard Nielsen, 2006. "Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach," Working Papers 1029, Queen's University, Department of Economics. [Downloadable!]
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