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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. Afþin Þahin & Aysýt Tansel & M. Hakan Berument, 2013. "Output-Employment Relationship Across Sectors: A Long- Versus Short-Run Perspective," Working Papers 2013/9, Turkish Economic Association.
  2. 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.
  3. Miron, J.A., 1988. "A Cross-Country Comparaison Of Seasonal Cycles And Business Cycles," Papers 89-07, Michigan - Center for Research on Economic & Social Theory.
  4. Álvaro Chaves Castro., 2005. "Un modelo de cointegración estacional de la producción industrial, Colombia 1993-2005," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID, December.
  5. Chatziantoniou, Ioannis & Degiannakis, Stavros & Eeckels, Bruno & Filis, George, 2015. "Forecasting Tourist Arrivals Using Origin Country Macroeconomics," MPRA Paper 68062, University Library of Munich, Germany.
  6. Luis Gil-Alana, 2004. "Seasonal fractional components in macroeconomic time series," Applied Economics, Taylor & Francis Journals, vol. 36(12), pages 1265-1279.
  7. Ghysels, Éric, 1994. "L’analyse économétrique et la saisonnalité," L'Actualité Economique, Société Canadienne de Science Economique, vol. 70(1), pages 43-62, mars.
  8. 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.
  9. Caceres-Hernandez, Jose & Martin-Rodriguez, Gloria, 2015. "Splines and seasonal unit roots in weekly agricultural prices," 2015 Conference, August 9-14, 2015, Milan, Italy 211380, International Association of Agricultural Economists.
  10. 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.
  11. Franses, Philip Hans & Hylleberg, Svend & Lee, Hahn S., 1995. "Spurious deterministic seasonality," Economics Letters, Elsevier, vol. 48(3-4), pages 249-256, June.
  12. 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.
  13. Díaz-Emparanza, Ignacio & Moral, M. Paz, 2014. "Numerical distribution functions for seasonal stability tests," Statistics & Probability Letters, Elsevier, vol. 86(C), pages 44-49.
  14. Paap, Richard & Franses, Philip Hans & Hoek, Henk, 1997. "Mean shifts, unit roots and forecasting seasonal time series," International Journal of Forecasting, Elsevier, vol. 13(3), pages 357-368, September.
  15. Julio César Alonso & Paul Seeman, 2010. "Prueba de HEGY en R: Una guía," APUNTES DE ECONOMÍA 009098, UNIVERSIDAD ICESI.
  16. Ibrahim, Mohammed & Florkowski, Wojciech J., 2004. "Price-Inventory Relationship In The Pecan Industry: A Study Of Long- And Short-Run Effects With Seasonal Consideration," 2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma 34636, Southern Agricultural Economics Association.
  17. Hampel, Katharina & Kunz, Marcus & Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2007. "Regional employment forecasts with spatial interdependencies," IAB Discussion Paper 200702, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  18. Tulay Yucel & Gulizar Kurt, 2002. "Cash Conversion Cycle, Cash Management and Profitability: An Empirical Study on the ISE Traded Companies," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 6(22), pages 1-16.
  19. Erten, Irem & Okay, Nesrin, 2012. "Re-examining Turkey's trade deficit with structural breaks: Evidence from 1989-2011," MPRA Paper 56191, University Library of Munich, Germany.
  20. 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.
  21. 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.
  22. Espasa, Antoni & Mayo-Burgos, Iván, 2013. "Forecasting aggregates and disaggregates with common features," International Journal of Forecasting, Elsevier, vol. 29(4), pages 718-732.
  23. 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.
  24. Robert M. Kunst & Philip Hans Franses, 2011. "Testing for Seasonal Unit Roots in Monthly Panels of Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(4), pages 469-488, 08.
  25. Smith, Jeremy & Otero, Jesus, 1997. "Structural breaks and seasonal integration," Economics Letters, Elsevier, vol. 56(1), pages 13-19, September.
  26. 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.
  27. Guglielmo Maria Caporale & Luis Gil-Alana, 2006. "Long memory at the long-run and the seasonal monthly frequencies in the US money stock," Applied Economics Letters, Taylor & Francis Journals, vol. 13(15), pages 965-968.
  28. 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.
  29. Lee, H.S. & Siklos, P.L., 1997. "The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data," Working Papers 97-1, Wilfrid Laurier University, Department of Economics.
  30. 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.
  31. Guglielmo M. Caporale & Luis A. Gil-Alana, 2004. "Testing for Seasonal Fractional Roots in German Real Output," German Economic Review, Verein für Socialpolitik, vol. 5(3), pages 319-333, 08.
  32. 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.
  33. L A Gil-Alaña & Peter M Robinson, 2000. "Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income," STICERD - Econometrics Paper Series 402, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  34. Rahmi Yamak & Yakup Kucukkale, 2002. "Anticipated Money Growth and Stock Prices in Turkey," Macroeconomics 0211010, EconWPA.
  35. 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.
  36. 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.
  37. Maria Jesus Herrerias and Eric Girardin, 2013. "Seasonal Patterns of Energy in China," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
  38. Olivier Darné, 2003. "Maximum likelihood seasonal cointegration tests for daily data," Economics Bulletin, AccessEcon, vol. 3(18), pages 1-8.
  39. Martin Wagner, 2004. "A Comparison of Johansen's, Bierens' and the Subspace Algorithm Method for Cointegration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 399-424, 07.
  40. 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).
  41. 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.
  42. 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.
  43. 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).
  44. Evans, Barry A. & Dickey, David A., 2002. "Normalizations for periodogram-based unit root tests," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 343-350, December.
  45. Ghassen El Montasser, 2015. "The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms," Econometrics, MDPI, Open Access Journal, vol. 3(2), pages 339, May.
  46. Jeffrey A. Miron, 1990. "The Economics of Seasonal Cycles," NBER Working Papers 3522, National Bureau of Economic Research, Inc.
  47. 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.
  48. 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.
  49. repec:jss:jstsof:27:i03 is not listed on IDEAS
  50. Gonzalez, Pilar & Moral, Paz, 1995. "An analysis of the international tourism demand in Spain," International Journal of Forecasting, Elsevier, vol. 11(2), pages 233-251, June.
  51. repec:zbw:darddp:35713 is not listed on IDEAS
  52. 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.
  53. Ghysels, E., 1993. "A Time Series Model with Periodic Stochastic Regime Switching," Cahiers de recherche 9314, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  54. Gover Barja Daza & Javier Monterrey Arce & Sergio Villarroel Bohrt, 2005. "Elasticidad de la sustitución de bienes no transables en Bolivia," Research Department Publications 3182, Inter-American Development Bank, Research Department.
  55. Swanson, Norman R. & Urbach, Richard, 2015. "Prediction and simulation using simple models characterized by nonstationarity and seasonality," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 312-323.
  56. Silvapulle, P., 1995. "A Score Test for Seasonal Fractional Integration and Cointegration," Working Papers 95-08, University of Iowa, Department of Economics.
  57. Akira Tokihisa & Shigeyuki Hamori, 2001. "Seasonal Integration For Daily Data," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 187-200.
  58. 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.
  59. 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.
  60. Rodrigues, P.M.M. & Franses, Ph.H.B.F., 2003. "A sequential approach to testing seasonal unit roots in high frequency data," Econometric Institute Research Papers EI 2003-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  61. El Montasser, Ghassen & Boufateh, Talel & Issaoui, Fakhri, 2013. "The seasonal KPSS test when neglecting seasonal dummies: a Monte Carlo analysis," MPRA Paper 46226, University Library of Munich, Germany.
  62. Bernd Hayo, 1999. "The Demand For Money In Austria," Macroeconomics 9902012, EconWPA.
  63. repec:zbw:darddp:37696 is not listed on IDEAS
  64. Smith, R.J. & Taylor, A.M.R., 1999. "Regression-Based Seasonal Unit Root Tests," Discussion Papers 99-15, Department of Economics, University of Birmingham.
  65. Perron, P. & Ghysels, E., 1994. "The Effect of Linear Filters on Dynamic Time series with Structural Change," Cahiers de recherche 9425, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  66. 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.
  67. Nina Budina & Wojciech Maliszewski & Georges De Menil & Geomina Turlea, 2006. "Money, inflation and output in Romania, 1992-2000," Post-Print halshs-00754167, HAL.
  68. Grassi, Stefano & Proietti, Tommaso, 2011. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," Working Papers 07/2011, University of Sydney Business School, Discipline of Business Analytics.
  69. Pedro M. G. Martins, 2010. "Fiscal Dynamics in Ethiopia: The Cointegrated VAR Model with Quarterly Data," Working Paper Series 0910, Department of Economics, University of Sussex.
  70. Leo Bonato, 2007. "Money and Inflation in the Islamic Republic of Iran," IMF Working Papers 07/119, International Monetary Fund.
  71. El Montasser, Ghassen, 2014. "The seasonal KPSS Test: some extensions and further results," MPRA Paper 54920, University Library of Munich, Germany.
  72. El Montasser, Ghassen, 2012. "The seasonal KPSS Test: some extensions and further results," MPRA Paper 45110, University Library of Munich, Germany, revised 04 Mar 2014.
  73. 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.
  74. Jocobson, T. & Ohlsson, H., 1991. "Cointegrating Sectoral Wages in Sweden - a Maximum Likelihood Approach," Papers 1991t, Uppsala - Working Paper Series.
  75. Marcus J. Chambers & Joanne S. Ercolani & A. M. Robert Taylor, 2010. "Testing for seasonal unit roots by frequency domain regression," Discussion Papers 10/02, University of Nottingham, Granger Centre for Time Series Econometrics.
  76. Krane, Spencer & Wascher, William, 1999. "The cyclical sensitivity of seasonality in U.S. employment," Journal of Monetary Economics, Elsevier, vol. 44(3), pages 523-553, December.
  77. 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.
  78. 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.
  79. LeBaron, Blake, 2003. "Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [," International Journal of Forecasting, Elsevier, vol. 19(4), pages 751-752.
  80. Graciela Moguillansky, 1994. "Factores Determinantes de las Exportaciones Industriales Brasileñas durante la Década de 1980," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 31(92), pages 3-26.
  81. 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.
  82. Ankamah-Yeboah, Isaac, 2012. "Spatial Price Transmission in the Regional Maize Markets in Ghana," MPRA Paper 49720, University Library of Munich, Germany.
  83. 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.
  84. J. Joseph Beaulieu & Jeffrey A. Miron, 1990. "The Seasonal Cycle in U.S. Manufacturing," Papers 0012, Boston University - Industry Studies Programme.
  85. 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.
  86. Ignacio Díaz-Emparanza, 2002. "Is a small Monte Carlo analysis a good analysis?," Statistical Papers, Springer, vol. 43(4), pages 567-577, October.
  87. 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;Academy of Economics and Finance, vol. 33(1), pages 43-59, January.
  88. 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.
  89. Christian Fischer & Luis Gil-Alana, 2009. "The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine," Applied Economics, Taylor & Francis Journals, vol. 41(11), pages 1345-1359.
  90. Jump, Robert & Mendieta-Muñoz, Ivan, 2016. "Wage led aggregate demand in the United Kingdom," Economics Discussion Papers 2016-4, School of Economics, Kingston University London.
  91. 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.
  92. 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.
  93. Jesus Otero & Jeremy Smith, 2004. "Testing for seasonal unit roots in heterogeneous panels," Econometric Society 2004 Latin American Meetings 21, Econometric Society.
  94. Andrea Silvestrini, 2010. "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," Empirical Economics, Springer, vol. 39(1), pages 241-274, August.
  95. Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2016. "The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 35(1), pages 122-168, January.
  96. Lof, Marten & Hans Franses, Philip, 2001. "On forecasting cointegrated seasonal time series," International Journal of Forecasting, Elsevier, vol. 17(4), pages 607-621.
  97. Hina, Hafsa & Qayyum, Abdul, 2013. "Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors," MPRA Paper 52611, University Library of Munich, Germany.
  98. Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415, june. pag.
  99. 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.
  100. 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.
  101. Wan Shin, Dong & Lee, Oesook, 2003. "An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models," Journal of Econometrics, Elsevier, vol. 115(1), pages 29-52, July.
  102. Hylleberg, S. & Pagan, A.R., 1995. "Seasonal Integration and the Evolving Seasonals Model," Papers 281, Australian National University - Department of Economics.
  103. 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.
  104. 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.
  105. 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.
  106. 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.
  107. Christian Fischer & Luis Alberiko Gil-Alana, 2005. "The Nature of the Relationship between International Tourism and International Trade: The Case of Ge," Faculty Working Papers 15/05, School of Economics and Business Administration, University of Navarra.
  108. L. Fanelli & M. Mazzocchi, 2004. "Back to the future? Habits and rational addiction in UK tobacco and alcohol demand," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
  109. Roche, M.J. & McQuinn, K., 2002. "Grain Price Volatility in a Small Open Economy," Economics, Finance and Accounting Department Working Paper Series n1130202.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  110. 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.
  111. Tiwari, Aviral, 2010. "Is trade deficit sustainable in India? An inquiry," MPRA Paper 24451, University Library of Munich, Germany.
  112. Darne, Olivier, 2004. "Seasonal cointegration for monthly data," Economics Letters, Elsevier, vol. 82(3), pages 349-356, March.
  113. 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 and International Relations Area.
  114. Moosa, Imad A., 1998. "Are Commodity Prices a Leading Indicator of Inflation?," Journal of Policy Modeling, Elsevier, vol. 20(2), pages 201-212, April.
  115. Hugo Oliveros, . "Estacionalidad y Pruebas de Raíces Unitarias:Algunas Consideraciones Generales," Borradores de Economia 040, Banco de la Republica de Colombia.
  116. Marcos Álvarez-Díaz & Rangan Gupta, 2015. "Forecasting the US CPI: Does Nonlinearity Matter?," Working Papers 201512, University of Pretoria, Department of Economics.
  117. Silva, Andres & Dharmasena, Senarath, 2013. "Modeling Seasonal Unit Roots as a Simple Empirical Method to Handle Autocorrelation in Demand Systems: Evidence from UK Expenditure Data," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149928, Agricultural and Applied Economics Association.
  118. Nadezhda Ivanova, 2007. "Estimation of the Equilibrium Real Exchange Rate in Russia: Trade-Balance Approach," Working Papers w0102, Center for Economic and Financial Research (CEFIR).
  119. Gebhard Kirchgässner & Jürgen Wolters, 2009. "The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank," CREMA Working Paper Series 2009-30, Center for Research in Economics, Management and the Arts (CREMA).
  120. Ramòn Jiménez-Toribio & Patrice Guillotreau & Rémi Mongruel, 2009. "Global integration of European tuna markets," Working Papers hal-00430014, HAL.
  121. Maria Caporale, Guglielmo & A. Gil-Alana, Luis, 2011. "Multi-Factor Gegenbauer Processes and European Inflation Rates," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 26, pages 386-409.
  122. 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.
  123. 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.
  124. 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. EGSeI.
  125. Graciela Moguillansky, 1995. "¿Existe una Brecha Respecto del Sendero de Equilibrio Cambiario en el Perú? Un Análisis Empírico para el Período 1980-1994," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 32(97), pages 379-410.
  126. Juncal Cuñado & Alberiko Gil-Alana, Luis & Perez De Gracia, Fernando, 2011. "Modelling International Monthly Tourist in Spain/Modelización de llegadas mensuales de turistas a España," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 29, pages 723-736, Diciembre.
  127. Lacroix, R., 1999. "Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I," Working papers 70, Banque de France.
  128. Jumah, Adusei, 2000. "The Long Run, Market Power and Retail Pricing," Economics Series 78, Institute for Advanced Studies.
  129. Barros, Carlos P. & Gil-Alana, Luis A. & Wanke, Peter, 2016. "Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks," Energy Economics, Elsevier, vol. 54(C), pages 88-95.
  130. J.D. Hollingworth, 1997. "Leading Indicators of Australian Recessions: Part 2," Economics Discussion / Working Papers 97-17, The University of Western Australia, Department of Economics.
  131. 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.
  132. Carlo Monticelli & Marc-Olivier Strauss-Kahn, 1992. "European integration and the demand for broad money," BIS Working Papers 18, Bank for International Settlements.
  133. Luis A. Gil-Alana & Bertrand Candelon, 2004. "Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ," Faculty Working Papers 08/04, School of Economics and Business Administration, University of Navarra.
  134. Delatte, Anne-Laure & Fouguau, Julien & Holz, Carsten A., 2011. "Explaining money demand in China during the transition from a centrally planned to a market-based monetary system," BOFIT Discussion Papers 27/2011, Bank of Finland, Institute for Economies in Transition.
  135. Clements, Michael & Smith, Jeremy, 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 479, University of Warwick, Department of Economics.
  136. 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.
  137. McAvinchey, Ian D. & Yannopoulos, Andreas, 2003. "Stationarity, structural change and specification in a demand system: the case of energy," Energy Economics, Elsevier, vol. 25(1), pages 65-92, January.
  138. Marcelo Savino Portugal & Igor Alexandre Clemente de Morais, 2004. "Business Cycle In The Industrial Production Of Brazilian States," Econometric Society 2004 Latin American Meetings 23, Econometric Society.
  139. Marco Centoni & Gianluca Cubadda, 2011. "Modelling comovements of economic time series: a selective survey," Statistica, Department of Statistics, University of Bologna, vol. 71(2), pages 267-294.
  140. Albertson, Kevin & Aylen, Jonathan, 2003. "Forecasting the behaviour of manufacturing inventory," International Journal of Forecasting, Elsevier, vol. 19(2), pages 299-311.
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