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Temporary cointegration with an application to interest rate parity
Siklos, Pierre L.; Granger, C. W. J. - 1996
Persistent link: https://www.econbiz.de/10000939553
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Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
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Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration : theory and evidence
Granger, C. W. J. - In: Journal of econometrics 66 (1995) 1, pp. 357-369
Persistent link: https://www.econbiz.de/10001174113
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Regime-sensitive cointegration with an application to interest-rate parity
Siklos, Pierre L.; Granger, C. W. J. - In: Macroeconomic dynamics 1 (1997) 3, pp. 640-657
Persistent link: https://www.econbiz.de/10001630084
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Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric; Granger, C. W. J.; Siklos, Pierre L. - 1995
Persistent link: https://www.econbiz.de/10001512556
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Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration: Theory and evidence
Granger, C.W.J.; Siklos, Pierre L. - In: Journal of econometrics 66 (1995) 1-2, pp. 357-370
Persistent link: https://www.econbiz.de/10006798469
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Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence
Granger, C. W. J.; Siklos, Pierre L. - In: Journal of Econometrics 66 (1995) 1-2, pp. 357-369
Persistent link: https://www.econbiz.de/10005192812