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Citations for "Seasonal, Integration And Cointegration"

by Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S.

For a complete description of this item, click here.
Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Frain, John, 1995. "Econometrics and Truth," Research Technical Papers 2/RT/95, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
  2. Gabriel Pons, 2006. "Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(2), pages 191-209, 03. [Downloadable!] (restricted)
  3. José María Otero, 1996. "Principales determinantes del flujo de pasajeros extranjeros desembarcados en el aeropuerto de Málaga," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 5, pages 105-120, Junio. [Downloadable!] (restricted)
  4. Otero, Jesús & Smith, Jeremy & Giulietti, Monica, 2008. "Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence," The Warwick Economics Research Paper Series (TWERPS) 865, University of Warwick, Department of Economics. [Downloadable!]
  5. Piyush Tiwari & Yoko Moriizumi, 2003. "Efficiency in housing finance: a comparative study of mortgage instruments in Japan," European Journal of Housing Policy, Taylor and Francis Journals, vol. 3(3), pages 267-288, December. [Downloadable!] (restricted)
  6. Sandro Sapio, 2004. "Market Design, Bidding Rules, and Long Memory in Electricity Prices," LEM Papers Series 2004/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  7. Jumah, Adusei & Kunst, Robert M., 2006. "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series 192, Institute for Advanced Studies. [Downloadable!]
  8. Peter Burridge & Frida Gjorstrup & A.M. Robert Taylor, 2004. "Robust inference on seasonal unit roots via a bootstrap applied to OECD macroeconomic series," City University Economics Discussion Papers 04/08, Department of Economics, City University, London. [Downloadable!]
  9. Dimitris Hatzinikolaou & Metodey Polasek, 2005. "The commodity-currency view of the Australian dollar: A multivariate cointegration approach," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 81-99, May. [Downloadable!]
  10. Alan King, 2000. "Modelling manufactured exports in Europe: a two-regime approach," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 9(2), pages 173-192, June. [Downloadable!] (restricted)
  11. William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997. "Seasonal Time Series and Autocorrelation Function Estimation," CIRANO Working Papers 97s-35, CIRANO. [Downloadable!]
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  12. Hugo Oliveros C., 1995. "Estaciones y Pruebas de Raíces Unitarias: Algunas Consideraciones Generales," BORRADORES DE ECONOMIA 002591, BANCO DE LA REPÚBLICA. [Downloadable!]
  13. Cubadda, Gianluca & Omtzigt, Pieter, 2003. "Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems," Economics & Statistics Discussion Papers esdp03012, University of Molise, Dept. SEGeS. [Downloadable!]
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  14. Paulo Rodrigues & Philip Franses, 2005. "A sequential approach to testing seasonal unit roots in high frequency data," Journal of Applied Statistics, Taylor and Francis Journals, vol. 32(6), pages 555-569, August. [Downloadable!] (restricted)
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  15. Christopher F Baum, 2002. "Facilitating Applied Economic Research with Stata," Boston College Working Papers in Economics 531, Boston College Department of Economics. [Downloadable!]
  16. Gabriel Pons Rotger, 2004. "Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles," Economics Working Papers 2004-1, School of Economics and Management, University of Aarhus. [Downloadable!]
  17. Rob J. Hyndman & Yeasmin Khandakar, 2007. "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers 6/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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  18. 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. [Downloadable!]
  19. Brännlund, Runar & Nordström, Jonas, 2001. "Modelling Consumer Demand and Household Labour Supply: Welfare Effects of Increasing Carbon Taxes," UmeÃ¥ Economic Studies 571, Umeå University, Department of Economics. [Downloadable!]
  20. Richard J. Smith & A. M. Robert Taylor & Tomas del Barrio Castro, . "Regression-based seasonal unit root tests," Discussion Papers 07/05, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]
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  21. H. L"Utkepohl & T. Ter"Asvirta & J. Wolters, . "Investigating Stability and Linearity of a German M1 Money Demand Function," Sonderforschungsbereich 373 1995-57, Humboldt Universitaet Berlin.
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  22. Akira Tokihisa & Shigeyuki Hamori, 2001. "Seasonal Integration For Daily Data," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 187-200. [Downloadable!] (restricted)
  23. Harri, Ardian & Muhammad, Andrew & Anderson, John D., 2008. "Estimating a Demand System with Seasonally Differenced Data," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6427, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  24. Stephen G. Cecchetti & Georgios Karras, 1992. "Sources of Output Fluctuations During the Interwar Period: Further Evidence on the Causes of the Great Depression," NBER Working Papers 4049, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  25. Franses, Philip Hans & Hoek, Henk & Paap, Richard, 1995. "Baysian analysis of seasonal unit roots and seasonal mean shifts," Econometric Institute Report 57, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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  26. Sørensen, Nils Karl, 2002. "Modelling and seasonal forecasting of monthly hotel nights in Denmark," ERSA conference papers ersa02p114, European Regional Science Association. [Downloadable!]
  27. Sulgham, Anil K. & Zapata, Hector O., 2006. "A Dynamic Approach to Estimate Theoretically Consistent US Meat Demand System," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35441, Southern Agricultural Economics Association. [Downloadable!]
  28. Peter Hansen, 2000. "The Johansen-Granger Representation Theorem: An Explicit Expression for I(1) Processes," University of California at San Diego, Economics Working Paper Series 2000-17, Department of Economics, UC San Diego. [Downloadable!]
  29. Bernardí Cabrer Borrás & David Iranzo Pérez, 2007. "El Efecto De Los Atentados Del 11-s Sobre El Turismo En España," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 25, pages 365-386, Abril. [Downloadable!] (restricted)
  30. Ph.H.B.F. Franses & R. Paap, 1999. "Forecasting with periodic autoregressive time series models," Econometric Institute Report 156, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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  31. L. Gil-Alana, . "A Generalized Fractional Time Series Model," Sonderforschungsbereich 373 2000-107, Humboldt Universitaet Berlin.
  32. Jeffrey A. Miron, 1990. "The Economics of Seasonal Cycles," NBER Working Papers 3522, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  33. Leo Bonato, 2007. "Money and Inflation in the Islamic Republic of Iran," IMF Working Papers 07/119, International Monetary Fund. [Downloadable!]
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  34. Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2004. "Testing for Seasonal Unit Roots in Heterogeneous Panels," The Warwick Economics Research Paper Series (TWERPS) 695, University of Warwick, Department of Economics. [Downloadable!]
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  35. P.H. Franses & D. Van Dijk, 2001. "The Forecasting Performance of Various Models for Seasonality and Nonlinearity for Quarterly Industrial Production," Econometric Institute Report 222, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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  36. van Dijk, Dick & Strikholm, Birgit & Teräsvirta, Timo, 2001. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Working Paper Series in Economics and Finance 0429, Stockholm School of Economics, revised 16 May 2002. [Downloadable!]
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  37. Benny Geys & Jan Vermeir, 2008. "Taxation and presidential approval: separate effects from tax burden and tax structure turbulence?," Public Choice, Springer, vol. 135(3), pages 301-317, June. [Downloadable!] (restricted)
  38. Ignacio Díaz-Emparanza, 2002. "Is a small Monte Carlo analysis a good analysis?," Statistical Papers, Springer, vol. 43(4), pages 567-577, October. [Downloadable!] (restricted)
  39. Gil-Alana, Luis A. & Fischer, Christian, 2007. "International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications," 105th Seminar, March 8-10, 2007, Bologna, Italy 7859, European Association of Agricultural Economists. [Downloadable!]
  40. M. Loef & P.H.B.F. Franses, 2000. "On forecasting cointegrated seasonal time series," Econometric Institute Report 183, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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  41. Torben M.Andersen & Svend Hylleberg, . "Sources of Persistence in Employment Adjustment - Denmark 1974-1993," Economics Working Papers 1998-19, School of Economics and Management, University of Aarhus. [Downloadable!]
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  42. Gary Koop & Herman K. van Dijk & Henk Hoek, 1997. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 97-078/4, Tinbergen Institute. [Downloadable!]
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  43. Jan Marc Berk & Peter A.G. Vanbergeijk, 2000. "Is the yield curve a useful information variable for the Eurosystem?," Working Paper Series 11, European Central Bank. [Downloadable!]
  44. Gustavsson, Patrik & Nordström, Jonas, 1999. "The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows," Working Paper Series 150, Trade Union Institute for Economic Research, revised 01 Jul 2000. [Downloadable!]
  45. Martinez-Espineira, Roberto, 2005. "An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques," MPRA Paper 615, University Library of Munich, Germany, revised Jan 2006. [Downloadable!]
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  46. Kaili Shen & David E. Giles, 2006. "Rational exuberance at the mall: addiction to carrying a credit card balance," Applied Economics, Taylor and Francis Journals, vol. 38(5), pages 587-592, March. [Downloadable!] (restricted)
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  47. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock," Economics and Finance Discussion Papers 05-16, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  48. Bušs, Ginters, 2009. "Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach," MPRA Paper 16684, University Library of Munich, Germany. [Downloadable!]
  49. Vetlov, Igor, 2001. "Dollarization in Lithuania: An Econometric Approach," BOFIT Discussion Papers 1/2001, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
  50. Carmine Pappalardo & Gianfranco Piras, 2004. "Vector-Autoregression Approach to Forecast Italian Imports," ISAE Working Papers 42, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
  51. Rotger, Gabriel Pons, . "Testing for Seasonal Unit Roots with Temporally Aggregated Time Series," Economics Working Papers 2003-16, School of Economics and Management, University of Aarhus. [Downloadable!]
  52. J. Joseph Beaulieu & Jeffrey A. Miron, 1992. "Seasonal Unit Roots in Aggregate U.S. Data," NBER Technical Working Papers 0126, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  53. J. Joseph Beaulieu & Jeffrey K. MacKie-Mason & Jeffrey A. Miron, 1991. "Why Do Countries and Industries with Large Seasonal Cycles Also Have Large Business Cycles?," NBER Working Papers 3635, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  54. J. Breitung & P. H. Franses, . "On Phillips-Perron Type Tests for Seasonal Unit Roots," Sonderforschungsbereich 373 1996-27, Humboldt Universitaet Berlin.
  55. Ignacio Diaz-Emparanza & Alexandra M. Espinosa, 2000. "Analysis of the relationship between International Immigration and Unemployement," BILTOKI 200013, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
  56. L. Gil-Alana, . "Deterministic Seasonality Versus Seasonal Fractional Integration," Sonderforschungsbereich 373 2000-106, Humboldt Universitaet Berlin.
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  57. Marco G. Ercolani and Jayasri Dutta, 2006. "The Euro-changeoverand Euro-inflation: Evidence from Eurostat's HICP," Discussion Papers 06-03, Department of Economics, University of Birmingham. [Downloadable!]
  58. J. Breitung & B. Candelon, . "Common Cycles: A Frequency Domain Approach," Sonderforschungsbereich 373 2000-99, Humboldt Universitaet Berlin.
  59. J. Joseph Beaulieu & Jeffrey A. Miron, 1990. "A Cross Country Comparison of Seasonal Cycles and Business Cycles," NBER Working Papers 3459, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  60. Haiyan Song & Egon Smeral & Gang Li & Jason L. Chen, 2008. "Tourism Forecasting: Accuracy of Alternative Econometric Models Revisited," WIFO Working Papers 326, WIFO. [Downloadable!]
  61. Hassan Shirvani & Barry Wilbratte, 2009. "The permanent income hypothesis in five major industrial countries: a multivariate trend-cycle decomposition test," Journal of Economics and Finance, Springer, vol. 33(1), pages 43-59, January. [Downloadable!] (restricted)
  62. Helene Schuberth, 1998. "Room for Manoeuvre of Economic Policy in EU-Countries are there costs of joining EMU?," Working Papers 35, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
  63. Guglielmo Caporale & Luis Gil-Alana, 2008. "Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates," Empirica, Springer, vol. 35(3), pages 241-253, July. [Downloadable!] (restricted)
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  64. Tomas del Barrio Castro, 2007. "Using the HEGY Procedure When Not All Roots Are Present," Working Papers in Economics 170, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
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  65. Luis A. Gil-Alana & Bertrand Candelon, 2004. "Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin American Countries," Faculty Working Papers 08/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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  66. Guido de Blasio & Federico Mini, 2001. "Seasonality and Capacity: an Application to Italy," Temi di discussione (Economic working papers) 403, Bank of Italy, Economic Research Department. [Downloadable!]
  67. Jaime de Pablo Valenciano & Juan Pérez Mesa & Jean Lévy Mangin, 2008. "The Spanish Tomato Export Sector of the Almeria Region: An Econometric Approach," International Advances in Economic Research, Springer, vol. 14(3), pages 316-328, August. [Downloadable!] (restricted)
  68. Evren Erdoğan Coşar, 2006. "Seasonal behaviour of the consumer price index of Turkey," Applied Economics Letters, Taylor and Francis Journals, vol. 13(7), pages 449-455, June. [Downloadable!] (restricted)
  69. Omar A Mendoza Lugo, 2008. "The differential impact of real interest rates and credit availability on private investment: evidence from Venezuela," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 501-537 Bank for International Settlements. [Downloadable!]
  70. Jörg Breitung & Bertrand Candelon, 2001. "Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 331-338.
  71. H. Herwartz & H. E. Reimers, . "Seasonal Cointegration Analysis for German M3 Money Demand," Sonderforschungsbereich 373 1996-78, Humboldt Universitaet Berlin.
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  72. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994," Economics and Finance Discussion Papers 04-21, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  73. Paulo M. M. Rodrigues, Denise R. Osborn, 1999. "Performance of seasonal unit root tests for monthly data," Journal of Applied Statistics, Taylor and Francis Journals, vol. 26(8), pages 985-1004, December. [Downloadable!] (restricted)
  74. Clements, M.P. & Smith, J., 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 487, University of Warwick, Department of Economics. [Downloadable!]
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  75. Carlos Fernández, 2001. "Further Evidence on Friedman's Hypothesis," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 38(115), pages 257-273. [Downloadable!]
  76. Nils Karl Sørensen, 2004. "Model Selection, Forecasting and Monthly Seasonality of Hotel Nights in Denmark," ERSA conference papers ersa04p92, European Regional Science Association. [Downloadable!]
  77. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case," Public Policy Discussion Papers 04-15, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  78. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Multi-Factor Gegenbauer Processes and European Inflation Rates," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  79. Eu Chye Tan, 1997. "Money demand amid financial sector developments in Malaysia," Applied Economics, Taylor and Francis Journals, vol. 29(9), pages 1201-1215, September. [Downloadable!] (restricted)
  80. Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004. "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Economics and Finance Discussion Papers 04-20, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  81. Kunst, Robert M., 2009. "A Nonparametric Test for Seasonal Unit Roots," Economics Series 233, Institute for Advanced Studies. [Downloadable!]
  82. Yin-Wong Cheung & Frank Westermann, 2001. "Sectoral Trends and Cycles in Germany," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  83. Uwe Hassler & Paulo M. M. Rodrigues, 2002. "Seasonal Unit Root Tests under Structural Breaks," Darmstadt Discussion Papers in Economics 113, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
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  84. Hugo Oliveros, . "Estacionalidad y Pruebas de Raíces Unitarias:Algunas Consideraciones Generales," Borradores de Economia 040, Banco de la Republica de Colombia. [Downloadable!]
  85. L.A. Gil-Alana & G.M. caporale, 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Econometric Society 2004 Latin American Meetings 344, Econometric Society. [Downloadable!]
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  86. Kunst, Robert M., 1997. "Decision Bounds for Data-Admissible Seasonal Models," Economics Series 51, Institute for Advanced Studies. [Downloadable!]
  87. Graciela Moguillansky, 1995. "¿Existe una Brecha Respecto del Sendero de Equilibrio Cambiario en el Perú? Un Análisis Empírico para el Período 1980-1994," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 32(97), pages 379-410. [Downloadable!]
  88. Christine Lim & Michael McAleer, 2003. "Modelling International Travel Demand from Singapore to Australia," CIRJE F-Series CIRJE-F-214, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  89. Philip Kostov & John Lingard, 2005. "Seasonally specific model analysis of UK cereals prices," Econometrics 0507014, EconWPA. [Downloadable!]
  90. Christine Lim & Michael McAleer, 2001. "Time Series Forecasts of International Tourism Demand for Australia," ISER Discussion Paper 0533, Institute of Social and Economic Research, Osaka University. [Downloadable!]
  91. Gianluca Cubadda, 2000. "Complex Reduced Rank Models for Seasonally Cointegrated Time Series," Econometric Society World Congress 2000 Contributed Papers 0092, Econometric Society. [Downloadable!]
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  92. Ignacio Díaz-Emparanza, 2000. "Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test," Econometrics 0004005, EconWPA. [Downloadable!]
  93. Artur C. B. da Silva Lopes, 2004. "Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?," Econometrics 0402007, EconWPA, revised 18 Mar 2004. [Downloadable!]
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  94. Roberto Golinelli & Sergio Pastorello, 2002. "Modelling the demand for M3 in the Euro area," European Journal of Finance, Taylor and Francis Journals, vol. 8(4), pages 371-401, December. [Downloadable!] (restricted)
  95. Tomas del Barrio Castro & Denise R Osborn, 2005. "Cointegration for Periodically Integrated Processes," The School of Economics Discussion Paper Series 0522, Economics, The University of Manchester. [Downloadable!]
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  96. Gunawardana, P.J. & Kidane, H. & Kulendran, N., 1995. "Export Supply Response Of The Australian Citrus Industry," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 39(03), December. [Downloadable!]
  97. Ooms, Marius, 1995. "Flexible seasonal long memory and economic time series," Econometric Institute Report 134, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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  98. Cáceres Hernández, J.J., 2001. "Optimalidad del patrón estacional de las exportaciones canarias de tomate," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 18, pages 41-66, Agosto. [Downloadable!] (restricted)
  99. Juncal Cuñado & Luis A. Gil-Alaña, . "Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models," Faculty Working Papers 02/07, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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  100. Patrick-Antoine Pintus, 2009. "Credit Market Frictions And The Amplification-Persistence Trade-Off," Working Papers halshs-00353602_v1, HAL. [Downloadable!]
  101. Peter C.B. Phillips & Zhijie Xiao, 1998. "A Primer on Unit Root Testing," Cowles Foundation Discussion Papers 1189, Cowles Foundation, Yale University. [Downloadable!]
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  102. L. A. Gil-Alana & P. M. Robinson, 2001. "Testing of seasonal fractional integration in UK and Japanese consumption and income," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 95-114. [Downloadable!]
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  103. Daniela Federici & Daniela Marconi, 2002. "On exports and economic growth: the case of Italy," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 11(3), pages 323-340, September. [Downloadable!] (restricted)
  104. J. Wolters & T. Ter"Asvirta & H. L"Utkepohl, . "Modelling the Demand for M3 in the Unified Germany," Sonderforschungsbereich 373 1996-24, Humboldt Universitaet Berlin.
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  105. Artur C. B. da Silva Lopes & Antonio Montañés, 2004. "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics 0411010, EconWPA. [Downloadable!]
  106. Christian Fischer & Luis Alberiko Gil-Alana, 2005. "The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine," Faculty Working Papers 15/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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  107. Harvey, David I. & Leybourne, Stephen J. & Newbold, Paul, 2002. "Seasonal unit root tests with seasonal mean shifts," Economics Letters, Elsevier, vol. 76(2), pages 295-302, July. [Downloadable!] (restricted)
  108. Igor Alexandre Clemente de Morais & Marcelo Savino Portugal, 2003. "Business Cycle in the Industrial Production of Brazilian States," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] e75, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
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  109. Jorge Dresdner & Leonardo Letelier, 1997. "Cointegración de los Salarios Agregados en Chile: 1980-3-1995-3," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(101), pages 49-70. [Downloadable!]
  110. Pål Boug, 1999. "The Demand for Labour and the Lucas Critique. Evidence from Norwegian Manufacturing," Discussion Papers 256, Research Department of Statistics Norway. [Downloadable!]
  111. Giorgio Bodo & Roberto Golinelli & Giuseppe Parigi, 2000. "Forecasting Industrial Production in the Euro Area," Temi di discussione (Economic working papers) 370, Bank of Italy, Economic Research Department. [Downloadable!]
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  112. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, School of Economics and Management, University of Aarhus. [Downloadable!]
  113. Bernd Hayo, 1999. "The Demand For Money In Austria," Macroeconomics 9902012, EconWPA. [Downloadable!]
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  114. A. Mansur M. Masih & Rumi Masih, 2004. "Fractional cointegration, low frequency dynamics and long-run purchasing power parity: an analysis of the Australian dollar over its recent float," Applied Economics, Taylor and Francis Journals, vol. 36(6), pages 593-605, April. [Downloadable!] (restricted)
  115. Toru Konishi & Valerie A. Ramey, 1993. "Stochastic Trends and Short-Run Relationships Between Financial Variables and Rela Activity," NBER Working Papers 4275, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  116. Reutter, Michael, 2000. "Hysteresis in West German Unemployment Reconsidered," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  117. Estefanía Mourelle & José Cancelo, 2009. "Nonlinearities and the Business Cycle in Spanish Imports: A Smooth Transition Regression Approach," International Advances in Economic Research, Springer, vol. 15(2), pages 245-259, May. [Downloadable!] (restricted)
  118. Ignacio Dmaz-Emparanza, 1996. "Selecting the Number of Replications in a Simulation Study," Econometrics 9612006, EconWPA. [Downloadable!]
  119. Augustine C. Arize, 1993. "Money Growth Volatility And Income Velocity In The United Kingdom," International Economic Journal, Korean International Economic Association, vol. 7(3), pages 43-52, October. [Downloadable!] (restricted)
  120. Leonardo Letelier & Luis Figueroa, 1994. "Exportaciones, Orientación al Comercio y Crecimiento: Un Enfoque de Cointegración," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 31(94), pages 401-422. [Downloadable!]
  121. Jesus Otero & Manuel Ramirez, 2002. "On the determinants of the inflation rate in Colombia: a disequilibrium market approach," BORRADORES DE INVESTIGACIÓN 003296, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
  122. Carlo Monticelli & Marc-Olivier Strauss-Kahn, 1992. "European integration and the demand for broad money," BIS Working Papers 18, Bank for International Settlements. [Downloadable!]
  123. Broersma, L., 1991. "The relation between unemployment and interest rate : application of a seasonal Unit Root Test Procedure," Serie Research Memoranda 0068, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  124. Waheed, Muhammad, 2007. "Central bank intervention, sterilization and monetary independence: the case of Pakistan," MPRA Paper 2328, University Library of Munich, Germany, revised Mar 2007. [Downloadable!]
  125. Fatih Ozatay, 1993. "Forecasting Contemporaneously Aggregated Variables Using Granger-Causal Variables," Discussion Papers 9302, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  126. Eugene N. White & John Landon-Lane & Adam Klug, 2002. "How Could Everyone Have Been So Wrong? Forecasting The Great Depression With The Railroads," Departmental Working Papers 200209, Rutgers University, Department of Economics. [Downloadable!]
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  127. Francis Y. Kumah, 2006. "The Role of Seasonality and Monetary Policy in Inflation Forecasting," IMF Working Papers 06/175, International Monetary Fund. [Downloadable!]
  128. Gillman, Max & Cziráky, Dario, 2005. "Money Demand in an EU Accession Country: A VECM Study of Croatia," Cardiff Economics Working Papers E2005/7, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
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  129. Paulo M.M. Rodrigues & A.M. Robert Taylor, 2004. "Efficient Tests of the Seasonal Unit Root Hypothesis," Economics Working Papers ECO2004/29, European University Institute. [Downloadable!]
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  130. D.M Nachane & R. Lakshmi, 2001. "Measuring variability of monetary policy lags: a frequency domain approach," Economics Working Papers ECO2001/07, European University Institute. [Downloadable!]
  131. Lei, Li-Fen, 1998. "Tests On Seasonal Unit Roots In Taiwan'S Vegetable Prices," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20982, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  132. Pål Boug, Ådne Cappelen and Anders R. Swensen, 2000. "Expectations in Export Price Formation Tests using Cointegrated VAR Models," Discussion Papers 283, Research Department of Statistics Norway. [Downloadable!]
  133. Paramsothy Silvapulle, 2001. "A Score Test For Seasonal Fractional Integration And Cointegration," Econometric Reviews, Taylor and Francis Journals, vol. 20(1), pages 85-104. [Downloadable!] (restricted)
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  134. M. Portugal & I.A. de Morais, 2004. "STRUCTURAL CHANGE IN THE BRAZILIAN DEMAND FOR IMPORTS: A regime switching approach," Econometric Society 2004 Latin American Meetings 346, Econometric Society. [Downloadable!]
  135. Carlos Capistrán & Christian Constandse & Manuel Ramos Francia, 2009. "Using Seasonal Models to Forecast Short-Run Inflation in Mexico," Working Papers 2009-05, Banco de México. [Downloadable!]
  136. Martin Wagner, 2002. "A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis," Diskussionsschriften dp0210, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
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  137. Gaggermeier, Christian, 2006. "Indikatoren-Modelle zur Kurzfristprognose der Beschäftigung in Deutschland," IAB-Forschungsbericht 200606, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]. [Downloadable!]
  138. Ángel León & Antonio Rubia, 2002. "Forecasting Time-Varying Covariance Matrices In Intradaily Electricity Spot Prices," Working Papers. Serie AD 2002-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  139. Pene Kalulumia, 2000. "Government Debt, Interest Rates And International Capital Flows: Evidence From Cointegration," Cahiers de recherche 00-03, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
  140. Robert Taylor, 2005. "On the limiting behaviour of augmented seasonal unit root tests," Economics Bulletin, Economics Bulletin, vol. 3(3), pages 1-10. [Downloadable!]
  141. Olivier Darné, 2003. "Maximum likelihood seasonal cointegration tests for daily data," Economics Bulletin, Economics Bulletin, vol. 3(18), pages 1-8. [Downloadable!]
  142. Kumah, F.Y., 1996. "Common stochastic trends in the current account," Discussion Paper 84, Tilburg University, Center for Economic Research. [Downloadable!]
  143. R. Anton Braun & Charles L. Evans, 1994. "Seasonality and equilibrium business cycle theories," Staff Report 168, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  144. Guisan, M.Carmen, 2002. "Causalidad y cointegracion en modelos econometricos: Aplicaciones a los paises de la OCDE y limitaciones de los tests de cointegracion," Economic Development 61, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics.. [Downloadable!]
  145. Gianluca Cubadda, 2001. "Common Features In Time Series With Both Deterministic And Stochastic Seasonality," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 201-216. [Downloadable!] (restricted)
  146. Broersma, L. & Franses, P.H., 1992. "A model for quarterly unemployment in Canada," Serie Research Memoranda 0011, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  147. Fatih Ozatay, 1992. "The Role of Public Sector Prices in Price Dynamics in Turkey and the Lucas Critique," Discussion Papers 9208, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  148. Gover Barja Daza & Javier Monterrey Arce & Sergio Villarroel Bohrt, 2005. "Elasticidad de la sustitución de bienes no transables en Bolivia," RES Working Papers 3182, Inter-American Development Bank, Research Department. [Downloadable!]
  149. Pierluigi Daddi & Tommaso Proietti, 1993. "A seasonal integration analysis of the italian consumption quarterly time series," Quaderni di Dipartimento 19, Department of Statistics, University of Bologna. [Downloadable!]
  150. Luis A. Gil-Alana, 2004. "Seasonal fractional components in macroeconomic time series," Applied Economics, Taylor and Francis Journals, vol. 36(12), pages 1265-1279, July. [Downloadable!] (restricted)
  151. Kelvin Balcombe, 2005. "Model Selection Using Information Criteria and Genetic Algorithms," Computational Economics, Springer, vol. 25(3), pages 207-228, June. [Downloadable!] (restricted)
  152. Ramòn Jiménez-Toribio & Patrice Guillotreau & Rémi Mongruel, 2009. "Global integration of European tuna markets," Working Papers hal-00430014_v1, HAL. [Downloadable!]
  153. 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 tep20021, Trinity College Dublin, Department of Economics. [Downloadable!]
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  154. Helene Schuberth & Gert Wehinger, 1998. "Costs of European Monetary Union: Evidence of monetary and fiscal policy effectiveness," ERSA conference papers ersa98p459, European Regional Science Association. [Downloadable!]
  155. Broersma, L., 1991. "The relation between unemployment and interest rate : application of an ARX approach," Serie Research Memoranda 0057, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  156. Mickael Salabasis & Sune Karlsson, 2004. "Seasonality, Cycles and Unit Roots," Econometric Society 2004 Australasian Meetings 268, Econometric Society. [Downloadable!]
  157. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO. [Downloadable!]
  158. 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. [Downloadable!]
  159. Michael Harrison & Eric Strobl & Patrick Walsh, 1998. "The Impact of Social Security Reforms on Female Unemployment Compensation Claimants in Ireland," European Journal of Law and Economics, Springer, vol. 6(3), pages 263-284, November. [Downloadable!] (restricted)
  160. Frank S. Reinhardt & David E.A. Giles, 1999. "Are Cigarette Bans Really Good Economic Policy?," Econometrics Working Papers 9903, Department of Economics, University of Victoria. [Downloadable!]
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  161. Rahmi Yamak & Yakup Kucukkale, 2002. "Anticipated Money Growth and Stock Prices in Turkey," Macroeconomics 0211010, EconWPA. [Downloadable!]
  162. Yoshinori Kawasaki & Philip Hans Franses, 2003. "Detecting seasonal unit roots in a structural time series model," Journal of Applied Statistics, Taylor and Francis Journals, vol. 30(4), pages 373-387, May. [Downloadable!] (restricted)
  163. Denise Osborn & Paulo Rodrigues, 2002. "Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 221-241. [Downloadable!] (restricted)
  164. Eric Ghysels, 1993. "A time series model with periodic stochastic regime switching," Discussion Paper / Institute for Empirical Macroeconomics 84, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  165. Robert Taylor & Peter Burridge, 2004. "Bootstrapping the HEGY Seasonal Unit Root Tests," Econometric Society 2004 North American Summer Meetings 125, Econometric Society. [Downloadable!]
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  166. Gover Barja Daza & Javier Monterrey Arce & Sergio Villarroel Bohrt, 2005. "The Elasticity of Substitution in Demand for Non-Tradable Goods in Bolivia," RES Working Papers 3181, Inter-American Development Bank, Research Department. [Downloadable!]
  167. Antônio Aguirre & Andreu Sansó, 1999. "Using different null hypotheses to test for seasonal unit roots in economic time series," Textos para Discussão Cedeplar-UFMG td124, Cedeplar, Universidade Federal de Minas Gerais. [Downloadable!]
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  168. Jürgen Wolters & Uwe Hassler, 2006. "Unit root testing," AStA Advances in Statistical Analysis, Springer, vol. 90(1), pages 43-58, March. [Downloadable!] (restricted)
  169. Jakob Roland Munch & Michael Svarer, . "Mortality and Socio-economic Differences in a Competing Risks Model," Economics Working Papers 2001-1, School of Economics and Management, University of Aarhus. [Downloadable!]
  170. J. Horowitz, . "Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator," Sonderforschungsbereich 373 1996-44, Humboldt Universitaet Berlin.
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  171. Bentzen, Jan & Smith, Valdemar, 2002. "An empirical analysis of the interrelations among the export of red wine from France, Italy and Spain," Working Papers 02-8, University of Aarhus, Aarhus School of Business, Department of Economics. [Downloadable!]
  172. I. Br"Uggemann & J. Wolters, . "Money and Prices in Germany. Empirical Results for 1962 to 1994," Sonderforschungsbereich 373 1996-34, Humboldt Universitaet Berlin.
  173. Jaume Rosselló Nadal & Antoni Riera Font & Vivian Cardenas, 2008. "The impact of weather variability on British outbound flows," CRE Working Papers (Documents de treball del CRE) 2008/3, Centre de Recerca Econòmica (UIB ·"Sa Nostra"). [Downloadable!]
  174. Andrea, SILVESTRINI, 2007. "Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration," Discussion Papers (ECON - Département des Sciences Economiques) 2007040, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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  175. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2007. "Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  176. Begoña Eguía & Cruz Echevarría, . "Existe alguna relación entre las tasas de desempleo y la estructura demográfica en España?," Studies on the Spanish Economy 11, FEDEA. [Downloadable!]
  177. Peter Reinhard Hansen, . "The Johansen-Granger Representation Theorem: A Closed Form Expression for I(1)Processes Creation-Date: 2000," Working Papers 2000-19, Brown University, Department of Economics. [Downloadable!]
  178. D R Osborn & M Sensier, 2004. "Modelling UK Inflation: Persistence, Seasonality and Monetary Policy," Centre for Growth and Business Cycle Research Discussion Paper Series 46, Economics, The Univeristy of Manchester. [Downloadable!]
  179. Graciela Moguillansky, 1994. "Factores Determinantes de las Exportaciones Industriales Brasileñas durante la Década de 1980," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 31(92), pages 3-26. [Downloadable!]
  180. Jumah, Adusei, 2000. "The Long Run, Market Power and Retail Pricing," Economics Series 78, Institute for Advanced Studies. [Downloadable!]
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  181. Héctor Felipe Bravo & Leonardo Luna & Víctor Correa & Francisco Ruiz, 2002. "Desestacionalización de Series Económicas: el Procedimiento Usado por el Banco Central de Chile," Working Papers Central Bank of Chile 177, Central Bank of Chile. [Downloadable!]
  182. Luis Gil-Alana, 2005. "Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series," International Advances in Economic Research, Springer, vol. 11(3), pages 257-266, August. [Downloadable!] (restricted)
  183. jose ramos pires manso, 2004. "Economical Versus Political Cycles In An Iberian Manufacturing Sector," Industrial Organization 0404003, EconWPA. [Downloadable!]
  184. Ermini, Luigi, 1998. "A Tale of Three Seasonal Adjustment Procedures: The Case of Sweden's GDP," Working Paper Series in Economics and Finance 230, Stockholm School of Economics. [Downloadable!]
  185. CÁCERES HERNÁNDEZ, José Juan & CANO FERNÁNDEZ, Víctor J. & MARTÍN ÁLVAREZ, Francisco J., 2001. "Observaciones anómalas y contrastes de raíz unitaria en datos semanales," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 17, pages 85-105, Abril. [Downloadable!] (restricted)
  186. Shipra Banik & Param Silvapulle, 1999. "Testing for Seasonal Stability in Unemployment Series: International Evidence," Empirica, Springer, vol. 26(2), pages 123-139, June. [Downloadable!] (restricted)
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  187. Yoshinori Kawasaki, 1996. "A Model Selection Approach to detect Seasonal Unit Roots," Tinbergen Institute Discussion Papers 96-180/7, Tinbergen Institute. [Downloadable!]
  188. Hernán Rincón, . "Testing the Short-Long-Run Exchange Rate Effects on Trade Balance: The Case of Colombia," Borradores de Economia 120, Banco de la Republica de Colombia. [Downloadable!]
  189. Jon Nelson, 2000. "Consumer Bankruptcies and the Bankruptcy Reform Act: A Time-Series Intervention Analysis, 1960–1997," Journal of Financial Services Research, Springer, vol. 17(2), pages 181-200, August. [Downloadable!] (restricted)
  190. Niels Haldrup & Antonio Montanés & Andreu Sanso, . "Measurement Errors and Outliers in Seasonal Unit Root Testing," Economics Working Papers 2000-8, School of Economics and Management, University of Aarhus. [Downloadable!]
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  191. Kunst, Robert M. & Reutter, Michael, 2000. "Decisions on Seasonal Unit Roots," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  192. Jochen Moebert, 2007. "Crude Oil Price Determinants," Darmstadt Discussion Papers in Economics 186, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
  193. Lacroix, R., 1999. "Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I," Documents de Travail 70, Banque de France. [Downloadable!]
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  194. Christian Dreger & Hans-Eggert Reimers, 2004. "Panel Seasonal Unit Root Test With An Application for Unemployment Data," IWH Discussion Papers 191, Halle Institute for Economic Research. [Downloadable!]
  195. Broersma, L., 1992. "A bankruptcy constraint and asymmetric influence of the real interest rate on unemployment," Serie Research Memoranda 0038, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
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