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Citations for "Seasonal Integration And Cointegration"

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

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  1. Gil-Alana, Luis A., 2002. "Seasonal long memory in the aggregate output," Economics Letters, Elsevier, vol. 74(3), pages 333-337, February.
  2. 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.
  3. Eric Ghysels, 1993. "A time series model with periodic stochastic regime switching," Discussion Paper / Institute for Empirical Macroeconomics 84, Federal Reserve Bank of Minneapolis.
  4. Jacobson, Tor & Ohlsson, Henry, 1994. "Long-Run Relations between Private and Public Sector Wages in Sweden," Empirical Economics, Springer, vol. 19(3), pages 343-60.
  5. 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, International Atlantic Economic Society, vol. 14(3), pages 316-328, August.
  6. 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.
  7. Afsin Sahin & Aysit Tansel & M. Hakan Berument, 2013. "Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective," Koç University-TUSIAD Economic Research Forum Working Papers 1311, Koc University-TUSIAD Economic Research Forum.
  8. Wang, Zijun & Bessler, David A, 2002. "The Homogeneity Restriction and Forecasting Performance of VAR-Type Demand Systems: An Empirical Examination of US Meat Consumption," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(3), pages 193-206, April.
  9. Peter Hans Matthews, 2005. "Paradise lost and found? The econometric contributions of Clive W. J. Granger and Robert F. Engle," Review of Political Economy, Taylor & Francis Journals, vol. 17(1), pages 1-28.
  10. Lof, Marten & Lyhagen, Johan, 2002. "Forecasting performance of seasonal cointegration models," International Journal of Forecasting, Elsevier, vol. 18(1), pages 31-44.
  11. Smith, R.J. & Taylor, A.M.R., 1999. "Regression-Based Seasonal Unit Root Tests," Discussion Papers 99-15, Department of Economics, University of Birmingham.
  12. Zanias, George P., 1999. "Seasonality and spatial integration in agricultural (product) markets," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 20(3), May.
  13. Westerlund, Joakim & Costantini, Mauro & Narayan, Paresh & Popp, Stephan, 2009. "Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production," Working Papers in Economics 377, University of Gothenburg, Department of Economics.
  14. Ruhul A. Salim & Nazrul Islam, 2010. "Exploring the impact of R&D and climate change on agricultural productivity growth: the case of Western Australia ," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 54(4), pages 561-582, October.
  15. 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.
  16. Nils Karl Sørensen, 2004. "Model Selection, Forecasting and Monthly Seasonality of Hotel Nights in Denmark," ERSA conference papers ersa04p92, European Regional Science Association.
  17. Rotger, Gabriel Pons, . "Testing for Seasonal Unit Roots with Temporally Aggregated Time Series," Economics Working Papers 2003-16, Department of Economics and Business Economics, Aarhus University.
  18. Kulendran, N. & King, Maxwell L., 1997. "Forecasting international quarterly tourist flows using error-correction and time-series models," International Journal of Forecasting, Elsevier, vol. 13(3), pages 319-327, September.
  19. Loh, Chung-Ping A., 2015. "Trends and structural shifts in health tourism: Evidence from seasonal time-series data on health-related travel spending by Canada during 1970–2010," Social Science & Medicine, Elsevier, vol. 132(C), pages 173-180.
  20. Franses, Ph.H.B.F. & Hoek, H. & Paap, R., 1995. "Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts," Econometric Institute Research Papers EI 9527-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  21. 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.
  22. J. Joseph Beaulieu & Jeffrey A. Miron, 1991. "A Cross Country Comparison of Seasonal Cycles and Business Cycles," Papers 0011, Boston University - Industry Studies Programme.
  23. Jakob Roland Munch & Michael Svarer, . "Mortality and Socio-economic Differences in a Competing Risks Model," Economics Working Papers 2001-1, Department of Economics and Business Economics, Aarhus University.
  24. Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2007. "Efficient tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 141(2), pages 548-573, December.
  25. Gunawardana, P.J. & Kidane, Habtom & 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.
  26. Lach, Łukasz, 2010. "Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems," MPRA Paper 52285, University Library of Munich, Germany.
  27. R. Anton Braun & Charles L. Evans, 1991. "Seasonality and equilibrium business cycle theories," Working Paper Series, Macroeconomic Issues 91-23, Federal Reserve Bank of Chicago.
  28. Ankamah-Yeboah, Isaac, 2012. "Spatial Price Transmission in the Regional Maize Markets in Ghana," MPRA Paper 49720, University Library of Munich, Germany.
  29. Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010. "Cointegration in a historical perspective," Journal of Econometrics, Elsevier, vol. 158(1), pages 156-159, September.
  30. Committee, Nobel Prize, 2003. "Time-series Econometrics: Cointegration and Autoregressive Conditional Heteroskedasticity," Nobel Prize in Economics documents 2003-1, Nobel Prize Committee.
  31. Dufour, J.M. & Kiviet, J.F., 1995. "Exact Tests in Single Equation Autoregressive Distributed Lag Models," Cahiers de recherche 9549, Universite de Montreal, Departement de sciences economiques.
  32. Marie-Estelle Binet & Younes Ben Zaïd, 2011. "A Seasonal Integration and Cointegration Analysis of Residential Water Demand in Tunisia," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 201122, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
  33. Hamori, Shigeyuki, 2001. "Seasonality and stock returns: some evidence from Japan," Japan and the World Economy, Elsevier, vol. 13(4), pages 463-481, December.
  34. Candelon, B. & Gil-Alana, L. A., 2004. "Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 301-313, April.
  35. 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.
  36. Franses, Philip Hans & Kunst, Robert M, 1999. " On the Role of Seasonal Intercepts in Seasonal Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(3), pages 409-33, August.
  37. Franses, Philip Hans & Hylleberg, Svend & Lee, Hahn S., 1995. "Spurious deterministic seasonality," Economics Letters, Elsevier, vol. 48(3-4), pages 249-256, June.
  38. 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.
  39. repec:dar:ddpeco:37696 is not listed on IDEAS
  40. Serpil Canbas & Murat Doganlar & Yildirim B.Onal, 2002. "Measurement of Foreign Exchange Exposure on the Turkish Private Banks’ Stock Prices," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 6(22), pages 17-32.
  41. Koop, Gary & Dijk, Herman K. Van, 2000. "Testing for integration using evolving trend and seasonals models: A Bayesian approach," Journal of Econometrics, Elsevier, vol. 97(2), pages 261-291, August.
  42. 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.
  43. Luis C. Nunes & Paulo M. M. Rodrigues, 2011. "On LM‐type tests for seasonal unit roots in the presence of a break in trend," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(2), pages 108-134, 03.
  44. Pedro Martins, 2011. "Do large capital inflows hinder competitiveness? The Dutch disease in Ethiopia," Post-Print hal-00748067, HAL.
  45. Franses, Philip Hans & Kunst, Robert M., 2007. "Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?," Economic Modelling, Elsevier, vol. 24(6), pages 954-968, November.
  46. Gabriel Pons, 2006. "Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 191-209, 03.
  47. Leong, Kenneth, 1997. "Seasonal integration in economic time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 413-419.
  48. Pål Boug, 1999. "The Demand for Labour and the Lucas Critique. Evidence from Norwegian Manufacturing," Discussion Papers 256, Statistics Norway, Research Department.
  49. Luis Gil-Alana, 2004. "Seasonal fractional components in macroeconomic time series," Applied Economics, Taylor & Francis Journals, vol. 36(12), pages 1265-1279.
  50. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010. "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," KIER Working Papers 719, Kyoto University, Institute of Economic Research.
  51. Peter C. B. Phillips & Zhijie Xiao, 1998. "A Primer on Unit Root Testing," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-470, December.
  52. Rodrigues, Paulo M. M. & Taylor, A. M. Robert, 2004. "Alternative estimators and unit root tests for seasonal autoregressive processes," Journal of Econometrics, Elsevier, vol. 120(1), pages 35-73, May.
  53. Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu & Kyophilavong, Phouphet, 2015. "Frequency domain causality analysis of stock market and economic activity in India," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 224-238.
  54. Narayan, Paresh Kumar & Popp, Stephan, 2011. "An application of a new seasonal unit root test to inflation," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 707-716, October.
  55. Javier Contreras-Reyes & Byron Idrovo, 2011. "En busca de un modelo Benchmark univariado para predecir la tasa de desempleo," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID, December.
  56. Hassler, Uwe & Rodrigues, Paulo M. M., 2002. "Seasonal Unit Root Tests under Structural Breaks," Darmstadt Discussion Papers in Economics 113, Darmstadt University of Technology, Department of Law and Economics.
  57. Cang, Shuang & Yu, Hongnian, 2014. "A combination selection algorithm on forecasting," European Journal of Operational Research, Elsevier, vol. 234(1), pages 127-139.
  58. 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.
  59. Kuzin, Vladimir, 2005. "Recursive demeaning and deterministic seasonality," Statistics & Probability Letters, Elsevier, vol. 72(3), pages 195-204, May.
  60. Gebhard Kirchgässner & Jürgen Wolters, 2009. "The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank," University of St. Gallen Department of Economics working paper series 2009 2009-30, Department of Economics, University of St. Gallen.
  61. 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 & Francis Journals, vol. 36(6), pages 593-605.
  62. Patrick-Antoine Pintus, 2009. "Credit Market Frictions And The Amplification-Persistence Trade-Off," Working Papers halshs-00353602, HAL.
  63. 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").
  64. 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.
  65. Díaz-Emparanza, Ignacio & Moral, M. Paz, 2014. "Numerical distribution functions for seasonal stability tests," Statistics & Probability Letters, Elsevier, vol. 86(C), pages 44-49.
  66. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Testing For Unit And Fractional Orders Of Integration In The Trend And Seasonal Components Of Us Monetary Aggregates," Economics and Finance Discussion Papers 06-13, Economics and Finance Section, School of Social Sciences, Brunel University.
  67. Ramòn Jiménez-Toribio & Patrice Guillotreau & Rémi Mongruel, 2009. "Global integration of European tuna markets," Working Papers hal-00430014, HAL.
  68. Stefano Grassi & Tommaso Proietti, 2011. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," CREATES Research Papers 2011-30, Department of Economics and Business Economics, Aarhus University.
  69. Rodriguez-Andres, Antonio & Perez-Amaral, Teodosio, 1998. "Demand for telephone lines and universal service in Spain," Information Economics and Policy, Elsevier, vol. 10(4), pages 501-514, December.
  70. Jumah, Adusei & Kunst, Robert M., 2006. "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series 192, Institute for Advanced Studies.
  71. Johansen, S. & Schaumburg, E., 1997. "Likelihood Analysis of Seasonal Cointegration," Economics Working Papers eco97/16, European University Institute.
  72. Dick van Dijk 1 & Birgit Strikholm & Timo Teräsvirta, 2003. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 79-98, 06.
  73. Fullerton, Thomas M., Jr. & White, Katherine & Smith, Wm. Doyle & Walke, Adam G., 2012. "An Empirical Analysis of Halifax Municipal Water Consumption," MPRA Paper 54113, University Library of Munich, Germany, revised 14 Mar 2013.
  74. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Multi-Factor Gegenbauer Processes and European Inflation Rates," Discussion Papers of DIW Berlin 879, DIW Berlin, German Institute for Economic Research.
  75. Goh, Soo Khoon & Dawood, Mithani, 1999. "Causality between government revenue and expenditure in Malaysia: A seasonal cointegration test," MPRA Paper 49383, University Library of Munich, Germany.
  76. Moosa, Imad A., 1996. "Modeling Japanese oil imports: A seasonal cointegration approach," Japan and the World Economy, Elsevier, vol. 8(3), pages 279-290, September.
  77. 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.
  78. Marco Centoni & Gianluca Cubadda, 2015. "Common Feature Analysis of Economic Time Series: An Overview and Recent Developments," CEIS Research Paper 355, Tor Vergata University, CEIS, revised 05 Oct 2015.
  79. Piyush Tiwari & Yoko Moriizumi, 2003. "Efficiency in housing finance: a comparative study of mortgage instruments in Japan," International Journal of Housing Policy, Taylor & Francis Journals, vol. 3(3), pages 267-288.
  80. Harvey, David I. & van Dijk, Dick, 2006. "Sample size, lag order and critical values of seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2734-2751, June.
  81. Eu Chye Tan, 1997. "Money demand amid financial sector developments in Malaysia," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1201-1215.
  82. Shin, Dong Wan & Oh, Man-Suk, 2004. "Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors," Journal of Econometrics, Elsevier, vol. 122(2), pages 247-280, October.
  83. Hugo Oliveros C., 1995. "Estaciones y Pruebas de Raíces Unitarias: Algunas Consideraciones Generales," BORRADORES DE ECONOMIA 002591, BANCO DE LA REPÚBLICA.
  84. William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997. "Seasonal Time Series and Autocorrelation Function Estimation," CIRANO Working Papers 97s-35, CIRANO.
  85. Olivier Darné, 2003. "Maximum likelihood seasonal cointegration tests for daily data," Economics Bulletin, AccessEcon, vol. 3(18), pages 1-8.
  86. Gil-Alana, L.A., 2006. "Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 87-98, March.
  87. Gil-Alana, L. & Robinson, P.M., 1998. "Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income," Economics Working Papers eco98/20, European University Institute.
  88. Albertson, Kevin & Aylen, Jonathan, 2003. "Forecasting the behaviour of manufacturing inventory," International Journal of Forecasting, Elsevier, vol. 19(2), pages 299-311.
  89. Busetti, Fabio & Taylor, A. M. Robert, 2003. "Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots," Journal of Econometrics, Elsevier, vol. 117(1), pages 21-53, November.
  90. 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.
  91. Philip Kostov & John Lingard, 2005. "Seasonally specific model analysis of UK cereals prices," Econometrics 0507014, EconWPA.
  92. Johansen, Soren, 2000. "Modelling of cointegration in the vector autoregressive model," Economic Modelling, Elsevier, vol. 17(3), pages 359-373, August.
  93. Anne-Laure Delatte & Julien Fouquau & Carsten Holz, 2014. "Explaining money demand in China during the transition from a centrally planned to a market-based monetary system," Post-Communist Economies, Taylor & Francis Journals, vol. 26(3), pages 376-400, September.
  94. Kunst, Robert M., 1997. "Decision Bounds for Data-Admissible Seasonal Models," Economics Series 51, Institute for Advanced Studies.
  95. 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.
  96. Akira Tokihisa & Shigeyuki Hamori, 2001. "Seasonal Integration For Daily Data," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 187-200.
  97. 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.
  98. Klug, Adam & Landon-Lane, John S. & White, Eugene N., 2005. "How could everyone have been so wrong? Forecasting the Great Depression with the railroads," Explorations in Economic History, Elsevier, vol. 42(1), pages 27-55, January.
  99. Duarte, Claudia & Rua, Antonio, 2007. "Forecasting inflation through a bottom-up approach: How bottom is bottom?," Economic Modelling, Elsevier, vol. 24(6), pages 941-953, November.
  100. Franses, Philip Hans & Paap, Richard, 1995. "Moving average filters and periodic integration," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 245-249.
  101. Adusei Jumah, 2004. "The long run, market power and retail pricing," Empirical Economics, Springer, vol. 29(3), pages 605-620, 09.
  102. 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.
  103. Harri, Ardian & Brorsen, B. Wade & Muhammad, Andrew & Anderson, John D., 2010. "Estimating a Demand System with Seasonally Differenced Data," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 42(02), May.
  104. Cecchetti, Stephen G & Karras, Georgios, 1994. "Sources of Output Fluctuations during the Interwar Period: Further Evidence on the Causes of the Great Depression," The Review of Economics and Statistics, MIT Press, vol. 76(1), pages 80-102, February.
  105. Fischer, Christian & Gil-Alana, Luis A., 2006. "The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine," 98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece 10049, European Association of Agricultural Economists.
  106. repec:kap:iaecre:v:15:y:2009:i:2:p:245-259 is not listed on IDEAS
  107. Yoshinori Kawasaki, 1996. "A Model Selection Approach to detect Seasonal Unit Roots," Tinbergen Institute Discussion Papers 96-180/7, Tinbergen Institute.
  108. Michael Reutter, 2000. "Hysteresis in West German Unemployment Reconsidered," CESifo Working Paper Series 240, CESifo Group Munich.
  109. 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.
  110. Ghysels, Éric, 1994. "L’analyse économétrique et la saisonnalité," L'Actualité Economique, Société Canadienne de Science Economique, vol. 70(1), pages 43-62, mars.
  111. Taylor, A. M. Robert, 2005. "Variance ratio tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 124(1), pages 33-54, January.
  112. Liliane Bonnal & Pascal Favard, 1999. "Prévisions à court terme du niveau des aquifères : le cas de la nappe de Beauce," Cahiers d'Economie et Sociologie Rurales, INRA Department of Economics, vol. 53, pages 75-91.
  113. Franses, Philip Hans, 1995. "The effects of seasonally adjusting a periodic autoregressive process," Computational Statistics & Data Analysis, Elsevier, vol. 19(6), pages 683-704, June.
  114. 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.
  115. Burridge, P. & Gjorstrup, F. & Robert Taylor, A. M., 2004. "Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series," Working Papers 04/08, Department of Economics, City University London.
  116. J. Joseph Beaulieu & Jeffrey A. Miron, 1990. "The Seasonal Cycle in U.S. Manufacturing," Papers 0012, Boston University - Industry Studies Programme.
  117. Carlos Fernández, 2001. "Further Evidence on Friedman's Hypothesis," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 38(115), pages 257-273.
  118. Zanias, George P., 1999. "Seasonality and spatial integration in agricultural (product) markets," Agricultural Economics, Blackwell, vol. 20(3), pages 253-262, May.
  119. Hassler, Uwe & Rodrigues, Paulo M. M., 2002. "Seasonal Unit Root Tests under Structural Breaks," Darmstadt Discussion Papers in Economics 113, Darmstadt University of Technology, Department of Law and Economics.
  120. Sandro Sapio, 2004. "Markets Design, Bidding Rules, and Long Memory in Electricity Prices," Revue d'Économie Industrielle, Programme National Persée, vol. 107(1), pages 151-170.
  121. 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.
  122. Marcos Alvarez-Díaz & Mª Soledad Otero-Giraldez & Manuel González-Gómez, 2015. "La Modelización de la Demanda de Turismo de Economías Emergentes: El caso de la Llegada de Turistas Rusos a España," Working Papers 1503, Universidade de Vigo, Departamento de Economía Aplicada.
  123. Smith, R.J. & Taylor, R., 1995. "Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests," Cambridge Working Papers in Economics 9529, Faculty of Economics, University of Cambridge.
  124. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2012. "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," Documentos de Trabajo del ICAE 2012-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  125. Clements, Michael P. & Hendry, David F., 1997. "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, Elsevier, vol. 13(3), pages 341-355, September.
  126. Gabriel Pons Rotger, 2004. "Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles," Economics Working Papers 2004-1, Department of Economics and Business Economics, Aarhus University.
  127. Pollock, D. S. G., 2003. "Recursive estimation in econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 37-75, October.
  128. Jesús Otero & Jeremy Smith, 2012. "Response surface models for the Leybourne unit root tests and lag order dependence," Computational Statistics, Springer, vol. 27(3), pages 473-486, September.
  129. Estefanía Mourelle & José Cancelo, 2009. "Nonlinearities and the Business Cycle in Spanish Imports: A Smooth Transition Regression Approach," International Advances in Economic Research, International Atlantic Economic Society, vol. 15(2), pages 245-259, May.
  130. 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.
  131. 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, vol. 104(1), pages 91-117, August.
  132. Chen, Jie, 2006. "Re-evaluating the association between housing wealth and aggregate consumption: New evidence from Sweden," Journal of Housing Economics, Elsevier, vol. 15(4), pages 321-348, December.
  133. Shin, Dong Wan & Oh, Man-Suk, 2000. "Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE," Statistics & Probability Letters, Elsevier, vol. 50(3), pages 207-218, November.
  134. Smith, Jeremy & Otero, Jesus, 1997. "Structural breaks and seasonal integration," Economics Letters, Elsevier, vol. 56(1), pages 13-19, September.
  135. Eales, James S. & Hyde, Jeffrey & Schrader, Lee F., 1998. "A Note On Dealing With Poultry In Demand Analysis," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 23(02), December.
  136. Seamus McErlean & Ziping Wu & Joan Moss & Jos Ijpelaar & Andrew Doherty, 2003. "Do EU direct payments to beef producers belong in the 'blue box'?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 47(1), pages 55-73, 03.
  137. Elena Ganón & Ina Tiscordio, 2007. "Un análisis de variables fiscales del Gobierno Central del Uruguay para el período 1989-2006," Documentos de trabajo 2007005, Banco Central del Uruguay.
  138. repec:dau:papers:123456789/7459 is not listed on IDEAS
  139. 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.
  140. Bernd Hayo, 2000. "The demand for money in Austria," Empirical Economics, Springer, vol. 25(4), pages 581-603.
  141. Fong, Pak Wing & Li, Wai Keung, 2003. "On time series with randomized unit root and randomized seasonal unit root," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 369-395, July.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.