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Seasonal cointegration for mon...
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Theorie
Cointegration
17,218
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15,680
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5,642
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5,509
cointegration
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3,016
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Lütkepohl, Helmut
65
Gil-Alaña, Luis A.
45
Nielsen, Morten Ørregaard
41
Saikkonen, Pentti
39
Johansen, Søren
34
Hassler, Uwe
31
Pesaran, M. Hashem
30
Phillips, Peter C. B.
29
Wagner, Martin
29
Banerjee, Anindya
28
Trenkler, Carsten
28
Caporale, Guglielmo Maria
27
Breitung, Jörg
24
Jusélius, Katarina
24
Franses, Philip Hans
22
Haldrup, Niels
21
Robinson, Peter M.
18
Urbain, Jean-Pierre
18
Kapetanios, George
17
Sibbertsen, Philipp
17
Warne, Anders
17
Hecq, Alain W. J.
16
Marcellino, Massimiliano
16
Rahbek, Anders
16
Strachan, Rodney W.
16
Taylor, Robert
16
Hall, Stephen G.
15
Kunst, Robert M.
15
Westerlund, Joakim
15
Jansson, Michael
14
Escribano, Álvaro
13
Hendry, David F.
13
Paap, Richard
13
Shin, Yongcheol
13
Dijk, Herman K. van
12
Engsted, Tom
12
Löf, Mårten
12
Palm, Franz C.
12
Sul, Donggyu
12
Granger, C. W. J.
11
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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European University Institute / Department of Economics
14
National Bureau of Economic Research
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Aarhus Universitet / Afdeling for Nationaløkonomi
5
Econometrisch Instituut <Rotterdam>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Centre for Analytical Finance <Århus>
3
Københavns Universitet / Økonomisk Institut
3
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2
Brown University / Department of Economics
2
Centre for International Macroeconomics
2
European University Institute / Department of Law
2
Loughborough University / Department of Economics
2
National Institute of Economic and Social Research
2
Nationalekonomiska Institutionen <Lund>
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Australasian Economic Modelling Conference <1992, Cairns>
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Australian National University / Research School of Pacific and Asian Studies / Economics Division
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Board of Governors of the Federal Reserve System
1
Centre for International Economic Studies
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Centre for Microdata Methods and Practice <London>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsche Bundesbank
1
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1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Europäische Kommission / Statistisches Amt
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Federal Reserve Bank of New York
1
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1
Georgetown University / Economics Department
1
Institut für Weltwirtschaft
1
Internationaler Währungsfonds / Research Department
1
Johns Hopkins University / Department of Economics
1
Kiel Institute for the World Economy
1
Konjunkturforschungsstelle <Zürich>
1
Konjunkturinstitutet <Stockholm>
1
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Journal of econometrics
77
Economics letters
61
Applied economics
50
Economic modelling
50
Econometric theory
44
Econometric reviews
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Applied economics letters
30
Discussion papers of interdisciplinary research project 373
29
EUI working paper / ECO
27
International journal of forecasting
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
25
Discussion paper / Tinbergen Institute
24
Oxford bulletin of economics and statistics
24
Energy economics
23
Journal of forecasting
23
Journal of applied econometrics
21
International journal of economics and financial issues : IJEFI
20
The econometrics journal
20
Journal of international money and finance
19
Working paper
19
CESifo working papers
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
The empirical economics letters : a monthly international journal of economics
16
Journal of economic dynamics & control
15
International journal of economics and finance
14
Macroeconomic dynamics
14
CREATES research paper
13
Discussion papers / Department of Economics, University of Copenhagen
13
IHS economics series : working paper
13
Journal of economic surveys
13
SFB 649 discussion paper
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Econometrics : open access journal
12
International review of economics & finance : IREF
12
NBER Working Paper
12
Discussion paper / Department of Economics, University of California San Diego
11
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Source
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ECONIS (ZBW)
3,011
EconStor
65
ArchiDok
4
RePEc
1
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1
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3,081
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date (newest first)
date (oldest first)
1
Testing for seasonal integration and seasonal
cointegration
Thury, Gerhard
-
1994
Persistent link: https://www.econbiz.de/10000962854
Saved in:
2
Common cycles in seasonal non-stationary time series
Cubadda, Gianluca
- In:
Journal of applied econometrics
14
(
1999
)
3
,
pp. 273-291
Persistent link: https://www.econbiz.de/10001405546
Saved in:
3
Periodic and seasonal (
co-)integration
in the state space framework
Bauer, Dietmar
- In:
Economics letters
174
(
2019
),
pp. 165-168
Persistent link: https://www.econbiz.de/10012121077
Saved in:
4
Essays on fractional
cointegration
and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
Saved in:
5
Inference of seasonal
cointegration
: Gaussian reduced rank estimation and tests for various types of
cointegration
Ahn, Sung K.
;
Cho, Sinsup
;
Seong, B. Chan
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10002069785
Saved in:
6
Seasonal
cointegration
and cross-equation restrictions on a forward-looking buffer stock model of money demand
Huang, Tai-hsin
;
Shen, Chung-hua
- In:
Journal of econometrics
111
(
2002
)
1
,
pp. 11-46
Persistent link: https://www.econbiz.de/10001703551
Saved in:
7
Model specification and forecasting foreign exchange rates with Vector autoregressions
Joseph, Nathan Lael
- In:
Journal of forecasting
20
(
2001
)
7
,
pp. 451-484
Persistent link: https://www.econbiz.de/10001626330
Saved in:
8
Theorie und Empirie der Geldnachfrage : eine saisonale Kointegrationsanalyse liquiditätsorientierter Geldmengen
Eberl, Klaus
-
2000
Persistent link: https://www.econbiz.de/10001446477
Saved in:
9
Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470256
Saved in:
10
The treatment of seasonality in error correction models as unobserved component : a case study for an Austrian consumption function
Wüger, Michael
;
Thury, Gerhard
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
2
,
pp. 325-341
Persistent link: https://www.econbiz.de/10001579615
Saved in:
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