A method to select between periodic cointegration and seasonal cointegration-Reference-Cited by-同舟云学术

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A method to select between periodic cointegration and seasonal cointegration

Published:1993-01 Issue:1 Volume:41 Page:7-10
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Franses Philip Hans

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference9 articles.

1. A seasonal model of consumption;Birchenhall;Economic Journal,1989

2. Seasonal cointegration: The Japanese consumption function;Engle;Journal of Econometrics,1991

3. A vector of quarters representation of bivariate time series;Franses;Econometric Institute Report 9127,1991

4. A periodic cointegration model of consumption in Austria and Japan;Franses;Econometric Institute Report 9172,1991

5. Periodicity in quarterly UK macroeconomic variables;Franses,1992

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