This is consequent upon an earlier paper of mine (Non linear economic time series as a test bed for dynamic macro models) which was an exercise in using nonlinear time series analysis (NLTS) to assess the fit of a dynamic nonlinear macro economic process, the Goodwin model, against...

This study tries to ascertain the behaviour of some major macroeconomic factors that would drive Ghana’s economic growth using Johansen approach to cointegration. The study uses quarterly data from 1980:Q1 to 2013:Q4. The data were first analyzed using the Augmented Dickey Fuller (ADF and...

Many papers have highlighted that some macroeconomic time series present structural instability. The causes of these remarkable changes in the reduced form properties of the macroeconomy is a debated argument. In literature this issue is handled with three main econometric methodologies:...

Recent work by Clements and Hendry have shown why forecasting systems that are in terms of differences, dVARs, can be more accurate than econometric models that include levels variables, ECMs. For example, dVAR forecasts are insulated from parameter non-constancies in the long run mean of the...

Chapter 1. Introduction -- Chapter 2. CAMPLET: Seasonal adjustment without revisions -- Chapter 3. Seasonal adjustment of economic tendency survey data -- Chapter 4. Residual Seasonality: A Comparison of X13 and CAMPLET -- Chapter 5. COVID-19 and Seasonal Adjustment -- Chapter 6. Seasonal...