Similar Search Results

The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series

Dijk, Dick van (contributor); Strikholm, Birgit (contributor) - 2001 - [Elektronische Ressource], Received: February 2003, Rev. June 1, 2004

Changes in the seasonal patterns of macroeconomic time series may be due to the effects of business cycle fluctuations or to technological and institutional change or both. We examine the relative importance of these two sources of change in seasonality for quarterly industrial production series...

Persistent link: https://www.econbiz.de/10001600051

On seasonality and cointegration

Löf, Mårten - 2001

Persistent link: https://www.econbiz.de/10001582796

Monetary regimes, inflation and monetary reform : an essay in honor of Axel Leijonhufvud

Bordo, Michael D.; Jonung, Lars - 1994

Persistent link: https://www.econbiz.de/10000888960

A tale of three seasonal adjustment procedures : the case of Sweden's GDP

Ermini, Luigi - 1998

Persistent link: https://www.econbiz.de/10000987467

On seasonal error correction when the processes include different numbers of unit roots

Lyhagen, Johan (contributor); Löf, Mårten (contributor) - 2001 - [Elektronische Ressource], Rev. March 15, 2001

We propose a seasonal cointegration model [SECM] for quarterly data which includes variables with different numbers of … forecast mean squared error criterion and certain parameter estimation results indicate that, in practice, a cointegration … forecast, is an ordinary VAR model, also in annual differences. -- Seasonal cointegration ; forecasting …

Persistent link: https://www.econbiz.de/10001600047

Error correction in DHSY

Eliasson, Ann-Charlotte (contributor); … - 2002 - [Elektronische Ressource]

In this note, we consider the contradiction between the fact that the best fit for the UK consumption data in Davidson et al. (1978) is obtained using an equation with an intercept but without an error correction term, whereas the equation with error correction and without the intercept has...

Persistent link: https://www.econbiz.de/10001714625

Modelling the demand for M3 in the unified Germany

Wolters, Jürgen; Teräsvirta, Timo; Lütkepohl, Helmut - 1996

Persistent link: https://www.econbiz.de/10000936487

Företagsköp med utfallsförbeh°all

Wallsten, Lennart - 1985

Persistent link: https://www.econbiz.de/10000726963

Information costs and mutual fund flows

Engström, Stefan (contributor); … - 2004 - [Elektronische Ressource]

This paper examines how investor and capital flows into mutual funds in the Swedish pension system are related to fund characteristics. Similarly to U.S. studies, we show that individuals chase past returns and have a strong preference for lower-fee funds. However, our results suggest that past...

Persistent link: https://www.econbiz.de/10001979838

Success factors in asset management

Engström, Stefan - 2001

Persistent link: https://www.econbiz.de/10001628153