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Citations for "Seasonality and the Order of Integration for Consumption"

by Osborn, Denise R, et al

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  1. Novales, Alfonso & de Fruto, Rafael Flores, 1997. "Forecasting with periodic models A comparison with time invariant coefficient models," International Journal of Forecasting, Elsevier, vol. 13(3), pages 393-405, September.
  2. Paulo Rodrigues & Denise Osborn, 1999. "Performance of seasonal unit root tests for monthly data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 985-1004.
  3. Monticelli, Carlo & Strauss-Kahn, Marc-Olivier, 1993. "European Integration and the Demand for Broad Money," The Manchester School of Economic & Social Studies, University of Manchester, vol. 61(4), pages 345-66, December.
  4. Antonio Aguirre & Andreu Sansó, 2002. "Using different null hypotheses to test for seasonal unit roots in economic time series," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0(1-2), pages 3-26, January-D.
  5. Marco G. Ercolani & Jayasri Dutta, 2006. "The Euro-changeoverand Euro-inflation: Evidence from Eurostat's HICP," Discussion Papers 06-03, Department of Economics, University of Birmingham.
  6. Andrew E. Burke, 1995. "The Dynamics of Product Differentiation in the British Record Industry," Economics Technical Papers 951, Trinity College Dublin, Department of Economics.
  7. Sandra G. Feltham & David E.A. Giles, 1999. "Testing for Unit Roots in Semi-Annual Data," Econometrics Working Papers 9912, Department of Economics, University of Victoria.
  8. Huang, Tai-Hsin & Shen, Chung-Hua, 1999. "Applying the seasonal error correction model to the demand for international reserves in Taiwan," Journal of International Money and Finance, Elsevier, vol. 18(1), pages 107-131, January.
  9. Robinson Durán & Evelyn Garrido & Carolina Godoy & Juan de Dios Tena, 2012. "Predicción de la inflación en México con modelos desagregados por componente," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 133-167.
  10. Phillips, Peter C B & Xiao, Zhijie, 1998. " A Primer on Unit Root Testing," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-69, December.
  11. Barthelemy, Fabrice & Lubrano, Michel, 1996. "Unit roots tests and SARIMA models," Economics Letters, Elsevier, vol. 50(2), pages 147-154, February.
  12. Uwe Hassler & Paulo M. M. Rodrigues, 2004. "Seasonal Unit Root Tests Under Structural Breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(1), pages 33-53, 01.
  13. Burridge, P. & Taylor, A.M.R., 1999. "On Regression-Based Tests for Seasonal Unit Roots in the Presence of Periodic Heteroscedasticity," Discussion Papers 99-10, Department of Economics, University of Birmingham.
  14. Evans, Mark, 2006. "A study of the relationship between regional ferrous scrap prices in the USA, 1958-2004," Resources Policy, Elsevier, vol. 31(2), pages 65-77, June.
  15. Martha Misas Arango & Enrique López Enciso, 0000. "Desequilibrios Reales En Colombia," BORRADORES DE ECONOMIA 002291, BANCO DE LA REPÚBLICA.
  16. Hashem Dezhbakhsh & Daniel Levy, 2005. "Periodic Properties of Interpolated Time Series," Econometrics 0505004, EconWPA.
  17. da Silva Lopes, Artur C. B., 2001. "The robustness of tests for seasonal differencing to structural breaks," Economics Letters, Elsevier, vol. 71(2), pages 173-179, May.
  18. Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics.
  19. Gabriel Pino & Juan de Dios Tena & Antoni Espasa, 2013. "Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain," Statistics and Econometrics Working Papers ws130807, Universidad Carlos III, Departamento de Estadística y Econometría.
  20. Jorge Dresdner & Leonardo Letelier, 1997. "Cointegración de los Salarios Agregados en Chile: 1980-3-1995-3," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(101), pages 49-70.
  21. Luis Gil-Alana, 2004. "Seasonal fractional components in macroeconomic time series," Applied Economics, Taylor & Francis Journals, vol. 36(12), pages 1265-1279.
  22. Rotger, G.P. & Franses, Ph.H.B.F., 2006. "Forecasting high-frequency electricity demand with a diffusion index model," Econometric Institute Research Papers EI 2006-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  23. Dritsakis, Nikolaos, 2007. "Seasonal Analysis of Tourist Revenues: An Empirical Research for Greece," MPRA Paper 25363, University Library of Munich, Germany, revised 25 Feb 2008.
  24. Kavussanos, Manolis G. & Alizadeh-M, Amir H., 2002. "Seasonality patterns in tanker spot freight rate markets," Economic Modelling, Elsevier, vol. 19(5), pages 747-782, November.
  25. Olivier Darné & Claude Diebolt, 2002. "A Note on Seasonal Unit Root Tests," Quality & Quantity: International Journal of Methodology, Springer, vol. 36(3), pages 305-310, August.
  26. Albertson, Kevin & Aylen, Jonathan, 1996. "Modelling the Great Lakes freeze: forecasting and seasonality in the market for ferrous scrap," International Journal of Forecasting, Elsevier, vol. 12(3), pages 345-359, September.
  27. Duffy, Martyn, 2003. "Advertising and food, drink and tobacco consumption in the United Kingdom: a dynamic demand system," Agricultural Economics, Blackwell, vol. 28(1), pages 51-70, January.
  28. del Barrio Castro, Tomas, 2006. "On the performance of the DHF tests against nonstationary alternatives," Statistics & Probability Letters, Elsevier, vol. 76(3), pages 291-297, February.
  29. Juan de Dios Tena & Antoni Espasa & Gabriel Pino, 2008. "Forecasting Spanish inflation using information from different sectors and geographical areas," Statistics and Econometrics Working Papers ws080101, Universidad Carlos III, Departamento de Estadística y Econometría.
  30. 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.
  31. Wells, J. M., 1997. "Modelling seasonal patterns and long-run trends in U.S. time series," International Journal of Forecasting, Elsevier, vol. 13(3), pages 407-420, September.
  32. Albertson, Kevin & Aylen, Jonathan, 1999. "Forecasting using a periodic transfer function: with an application to the UK price of ferrous scrap," International Journal of Forecasting, Elsevier, vol. 15(4), pages 409-419, October.
  33. Leonardo Letelier & Luis Figueroa, 1994. "Exportaciones, Orientación al Comercio y Crecimiento: Un Enfoque de Cointegración," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 31(94), pages 401-422.
  34. Albertson, Kevin & Aylen, Jonathan, 2003. "Forecasting the behaviour of manufacturing inventory," International Journal of Forecasting, Elsevier, vol. 19(2), pages 299-311.
  35. Herwartz, Helmut, 1997. "Performance of periodic error correction models in forecasting consumption data," International Journal of Forecasting, Elsevier, vol. 13(3), pages 421-431, September.
  36. Bond, Derek & Harrison, Michael J & O’Brien, Edward J., 2006. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Research Technical Papers 2/RT/06, Central Bank of Ireland.
  37. Raimundo Soto, 2002. "Ajuste Estacional e Integración en Variables Macroeconómicas," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 39(116), pages 135-155.
  38. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO.
  39. Taylor, James W., 2006. "Density forecasting for the efficient balancing of the generation and consumption of electricity," International Journal of Forecasting, Elsevier, vol. 22(4), pages 707-724.
  40. Denise Osborn & Paulo Rodrigues, 2002. "Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 221-241.
  41. Geraint Johnes, 2000. "Up Around the Bend: Linear and nonlinear models of the UK economy compared," International Review of Applied Economics, Taylor & Francis Journals, vol. 14(4), pages 485-493.
  42. Garcia-Ferrer, A. & de Juan, A. & Poncela, P., 2006. "Forecasting traffic accidents using disaggregated data," International Journal of Forecasting, Elsevier, vol. 22(2), pages 203-222.
  43. Espasa, Antoni & Mayo-Burgos, Iván, 2013. "Forecasting aggregates and disaggregates with common features," International Journal of Forecasting, Elsevier, vol. 29(4), pages 718-732.
  44. Lutkepohl, Helmut & Herwartz, Helmut, 1996. "Specification of varying coefficient time series models via generalized flexible least squares," Journal of Econometrics, Elsevier, vol. 70(1), pages 261-290, January.
  45. Caroline Elliott, 2001. "A Cointegration Analysis of Advertising and Sales Data," Review of Industrial Organization, Springer, vol. 18(4), pages 417-426, June.
  46. Osborn, Denise R. & Heravi, Saeed & Birchenhall, C. R., 1999. "Seasonal unit roots and forecasts of two-digit European industrial production," International Journal of Forecasting, Elsevier, vol. 15(1), pages 27-47, February.
  47. Diaz-Emparanza, Ignacio, 2014. "Numerical distribution functions for seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 237-247.
  48. Baoying Lai & Nathan Lael Joseph, 2010. "Pricing-to-market and the volatility of UK export prices," Applied Financial Economics, Taylor & Francis Journals, vol. 20(18), pages 1441-1460.
  49. Hans Franses, Philip & Koehler, Anne B., 1998. "A model selection strategy for time series with increasing seasonal variation," International Journal of Forecasting, Elsevier, vol. 14(3), pages 405-414, September.
  50. Michael Harrison & Michael Marsh, 1998. "A re-examination of an Irish popularity function," Public Choice, Springer, vol. 94(3), pages 367-383, March.