Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence
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Bibliographic InfoPaper provided by Wilfrid Laurier University, Department of Economics in its series Working Papers with number 91143.
Length: 10 pages
Date of creation: 1991
Date of revision:
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Web page: http://www.wlu.ca/sbe/economics/
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econometrics ; business cycles ; trends;
Other versions of this item:
- Lee, Hahn Shik & Siklos, Pierre L., 1991. "Unit roots and seasonal unit roots in macroeconomic time series : Canadian evidence," Economics Letters, Elsevier, vol. 35(3), pages 273-277, March.
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- Peijie Wang, 2003. "Cycles and Common Cycles in Property and Related Sectors," International Real Estate Review, Asian Real Estate Society, vol. 6(1), pages 22-42.
- Gil-Alana, L.A., 2008. "Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand," Economic Modelling, Elsevier, vol. 25(2), pages 326-339, March.
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- Shigeyuki Hamori & Akira Tokihisa, 2002. "Some International Evidence on the Seasonality of Stock Prices," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 1(1), pages 79-86, April.
- Huang, Tai-Hsin & Shen, Chung-Hua, 2002. "Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand," Journal of Econometrics, Elsevier, vol. 111(1), pages 11-46, November.
- Raimundo Soto & Matías Tapia, 2001. "Seasonal cointegration and the stability of the demand for money," Working Papers Central Bank of Chile 103, Central Bank of Chile.
- Raimundo Soto M. & Matías Tapia G., 2000. "Seasonal Cointegration in Money Demand," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 3(3), pages 57-71, December.
- Ananda Weliwita & Hiroshi Tsujii, 2000. "The Exchange Rate and Sri Lanka¡¯s Trade Deficit," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 25(2), pages 131-153, December.
- Asmaa Ahmed, 2005. "Random Walks in the Economic Dynamic Series," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 78-100.
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