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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. Duffy, Martyn, 2003. "Advertising and food, drink and tobacco consumption in the United Kingdom: a dynamic demand system," Agricultural Economics: The Journal of the International Association of Agricultural Economists, International Association of Agricultural Economists, International Association of Agricultural Economists, vol. 28(1), January.
  2. Peter C. B. Phillips & Zhijie Xiao, 1998. "A Primer on Unit Root Testing," Journal of Economic Surveys, Wiley Blackwell, Wiley Blackwell, vol. 12(5), pages 423-470, December.
  3. 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, Elsevier, vol. 18(1), pages 107-131, January.
  4. 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, Universidad Carlos III, Departamento de Estadística y Econometría ws130807, Universidad Carlos III, Departamento de Estadística y Econometría.
  5. Sandra G. Feltham & David E.A. Giles, 1999. "Testing for Unit Roots in Semi-Annual Data," Econometrics Working Papers, Department of Economics, University of Victoria 9912, Department of Economics, University of Victoria.
  6. Lutkepohl, Helmut & Herwartz, Helmut, 1996. "Specification of varying coefficient time series models via generalized flexible least squares," Journal of Econometrics, Elsevier, Elsevier, vol. 70(1), pages 261-290, January.
  7. Herwartz, Helmut, 1997. "Performance of periodic error correction models in forecasting consumption data," International Journal of Forecasting, Elsevier, Elsevier, vol. 13(3), pages 421-431, September.
  8. 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., Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(101), pages 49-70.
  9. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers, CIRANO 99s-05, CIRANO.
  10. Martha Misas & Enrique López Enciso, . "Desequilibrios Reales en Colombia," Borradores de Economia 181, Banco de la Republica de Colombia.
  11. del Barrio Castro, Tomas, 2006. "On the performance of the DHF tests against nonstationary alternatives," Statistics & Probability Letters, Elsevier, Elsevier, vol. 76(3), pages 291-297, February.
  12. 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, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 133-167.
  13. 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.
  14. Díaz-Emparanza Herrero, Ignacio, 2011. "Numerical Distribution Functions for Seasonal Unit Root Tests," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) 2011-09, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  15. Evans, Mark, 2006. "A study of the relationship between regional ferrous scrap prices in the USA, 1958-2004," Resources Policy, Elsevier, Elsevier, vol. 31(2), pages 65-77, June.
  16. Taylor, James W., 2006. "Density forecasting for the efficient balancing of the generation and consumption of electricity," International Journal of Forecasting, Elsevier, Elsevier, vol. 22(4), pages 707-724.
  17. 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.
  18. Burridge, Peter & Taylor, A. M. Robert, 2001. "On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity," Journal of Econometrics, Elsevier, Elsevier, vol. 104(1), pages 91-117, August.
  19. Hans Franses, Philip & Koehler, Anne B., 1998. "A model selection strategy for time series with increasing seasonal variation," International Journal of Forecasting, Elsevier, Elsevier, vol. 14(3), pages 405-414, September.
  20. Michael Harrison & Michael Marsh, 1998. "A re-examination of an Irish popularity function," Public Choice, Springer, Springer, vol. 94(3), pages 367-383, March.
  21. Espasa, Antoni & Mayo-Burgos, Iván, 2013. "Forecasting aggregates and disaggregates with common features," International Journal of Forecasting, Elsevier, Elsevier, vol. 29(4), pages 718-732.
  22. 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., Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 31(94), pages 401-422.
  23. Hassler, Uwe & Rodrigues, Paulo M. M., 2002. "Seasonal Unit Root Tests under Structural Breaks," Darmstadt Discussion Papers in Economics, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL) 37696, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
  24. Andrew E. Burke, 1995. "The Dynamics of Product Differentiation in the British Record Industry," Economics Technical Papers, Trinity College Dublin, Department of Economics 951, Trinity College Dublin, Department of Economics.
  25. da Silva Lopes, Artur C. B., 2001. "The robustness of tests for seasonal differencing to structural breaks," Economics Letters, Elsevier, Elsevier, vol. 71(2), pages 173-179, May.
  26. 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, Elsevier, vol. 15(4), pages 409-419, October.
  27. Dezhbakhsh, Hashem & Levy, Daniel, 1994. "Periodic properties of interpolated time series," Economics Letters, Elsevier, Elsevier, vol. 44(3), pages 221-228.
  28. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Trinity Economics Papers, Trinity College Dublin, Department of Economics tep20021, Trinity College Dublin, Department of Economics.
  29. 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, Elsevier, vol. 25(2), pages 326-339, March.
  30. Baoying Lai & Nathan Lael Joseph, 2010. "Pricing-to-market and the volatility of UK export prices," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(18), pages 1441-1460.
  31. 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, University of Manchester, vol. 61(4), pages 345-66, December.
  32. Pami Dua & Lokendra Kumawat, 2010. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working Papers id:3005, eSocialSciences.
  33. Olivier Darné & Claude Diebolt, 2002. "A Note on Seasonal Unit Root Tests," Quality & Quantity: International Journal of Methodology, Springer, Springer, vol. 36(3), pages 305-310, August.
  34. 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, Elsevier, vol. 15(1), pages 27-47, February.
  35. Caroline Elliott, 2001. "A Cointegration Analysis of Advertising and Sales Data," Review of Industrial Organization, Springer, Springer, vol. 18(4), pages 417-426, June.
  36. Raimundo Soto, 2000. "Ajuste Estacional e Integración en Variables Macroeconómicas," Working Papers Central Bank of Chile, Central Bank of Chile 73, Central Bank of Chile.
  37. Marco G. Ercolani & Jayasri Dutta, 2006. "The Euro-changeoverand Euro-inflation: Evidence from Eurostat's HICP," Discussion Papers, Department of Economics, University of Birmingham 06-03, Department of Economics, University of Birmingham.
  38. Geraint Johnes, 2000. "Up Around the Bend: Linear and nonlinear models of the UK economy compared," International Review of Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 14(4), pages 485-493.
  39. Kavussanos, Manolis G. & Alizadeh-M, Amir H., 2002. "Seasonality patterns in tanker spot freight rate markets," Economic Modelling, Elsevier, Elsevier, vol. 19(5), pages 747-782, November.
  40. 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, Universidad Carlos III, Departamento de Estadística y Econometría ws080101, Universidad Carlos III, Departamento de Estadística y Econometría.
  41. Paulo Rodrigues & Denise Osborn, 1999. "Performance of seasonal unit root tests for monthly data," Journal of Applied Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 26(8), pages 985-1004.
  42. Novales, Alfonso & de Fruto, Rafael Flores, 1997. "Forecasting with periodic models A comparison with time invariant coefficient models," International Journal of Forecasting, Elsevier, Elsevier, vol. 13(3), pages 393-405, September.
  43. Luis Gil-Alana, 2004. "Seasonal fractional components in macroeconomic time series," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 36(12), pages 1265-1279.
  44. Duffy, Martyn, 2003. "Advertising and food, drink and tobacco consumption in the United Kingdom: a dynamic demand system," Agricultural Economics, Blackwell, Blackwell, vol. 28(1), pages 51-70, January.
  45. Albertson, Kevin & Aylen, Jonathan, 1996. "Modelling the Great Lakes freeze: forecasting and seasonality in the market for ferrous scrap," International Journal of Forecasting, Elsevier, Elsevier, vol. 12(3), pages 345-359, September.
  46. Garcia-Ferrer, A. & de Juan, A. & Poncela, P., 2006. "Forecasting traffic accidents using disaggregated data," International Journal of Forecasting, Elsevier, Elsevier, vol. 22(2), pages 203-222.
  47. Wells, J. M., 1997. "Modelling seasonal patterns and long-run trends in U.S. time series," International Journal of Forecasting, Elsevier, Elsevier, vol. 13(3), pages 407-420, September.
  48. Denise Osborn & Paulo Rodrigues, 2002. "Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 21(2), pages 221-241.
  49. Albertson, Kevin & Aylen, Jonathan, 2003. "Forecasting the behaviour of manufacturing inventory," International Journal of Forecasting, Elsevier, Elsevier, vol. 19(2), pages 299-311.
  50. Tomas del Barrio Castro & Mariam Camarero & Cecilio Tamarit, 2013. "An analysis of the trade balance for OECD countries using periodic integration and cointegration," Working Papers, Department of Applied Economics II, Universidad de Valencia 1320, Department of Applied Economics II, Universidad de Valencia.
  51. 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.
  52. Barthelemy, Fabrice & Lubrano, Michel, 1996. "Unit roots tests and SARIMA models," Economics Letters, Elsevier, Elsevier, vol. 50(2), pages 147-154, February.