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Smooth transitions in a UK consumption function

Eliasson, Ann-Charlotte - In: Smooth transitions in macroeconomic relationships, (pp. 1-54). 1999

Persistent link: https://www.econbiz.de/10001425691

Testing of seasonal fractional integration in UK and Japanese consumption and income

Gil-Alaña, Luis A.; Robinson, Peter M. - 2000

Persistent link: https://www.econbiz.de/10001551053

Testing of seasonal fractional integration in UK and Japanese consumption and income

Gil-Alaña, Luis A.; Robinson, Peter M. - In: Journal of applied econometrics 16 (2001) 2, pp. 95-114

Persistent link: https://www.econbiz.de/10001573879

Smooth transitions in a UK consumption function

Eliasson, Ann-Charlotte - 1999

Persistent link: https://www.econbiz.de/10009758963

Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income

Gil-Alaña, L A - 2008

The seasonal structure of quarterly UK and Japanese consumption and income is examined by means of fractionally-based tests proposed by Robinson (1994). These series were analysed from an autoregressive unit root viewpoint by Hylleberg, Engle, Granger and Yoo (HEGY, 1990) and Hylleberg, Engle,...

Persistent link: https://www.econbiz.de/10012771049