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Periodic integration in quarterly UK macroeconomic variables

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  • Hans Franses, Philip
  • Romijn, Gerbert

Abstract

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  • Hans Franses, Philip & Romijn, Gerbert, 1993. "Periodic integration in quarterly UK macroeconomic variables," International Journal of Forecasting, Elsevier, vol. 9(4), pages 467-476, December.
    • Handle: RePEc:eee:intfor:v:9:y:1993:i:4:p:467-476
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    Cited by:

    1. Boswijk, H. Peter & Franses, Philip Hans & Haldrup, Niels, 1997. "Multiple unit roots in periodic autoregression," Journal of Econometrics, Elsevier, vol. 80(1), pages 167-193, September.
    2. 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.
    3. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    4. del Barrio Castro, Tomás & Osborn, Denise R., 2023. "Periodic Integration and Seasonal Unit Roots," MPRA Paper 117935, University Library of Munich, Germany, revised 2023.
    5. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    6. 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.
    7. Sajjad Akhtar, 2003. "Is There Seasonality in Pakistan’s Merchandise Exports and Imports? The Univariate Modelling Approach," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 42(1), pages 59-75.
    8. 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.
    9. 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.

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