Narrow search
Showing 1 - 10 of 3,345
Cover Image
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
Cover Image
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
Dijk, Dick van; Strikholm, Birgit; Teräsvirta, Timo - In: The econometrics journal 6 (2003) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10001781043
Cover Image
Testing common deterministic seasonality, with an application to industrial production
Franses, Philip Hans; Kunst, Robert M. - 1999
Persistent link: https://www.econbiz.de/10001495863
Cover Image
A Seasonal Cointegration Model of Industrial Production in Colombia, 1993-2005
Chaves Castro, Alvaro - 2007
This article explores whether there were a long-term equilibrium relationship between industrial production and capital goods and raw material being imported to Colombia from January 1993 to April 2005. Such relationship was determined from a seasonal co-integration model; the resulting model...
Persistent link: https://www.econbiz.de/10012776160
Cover Image
An application of a new seasonal unit root test for trending and breaking series to industrial production of the BRICS
El Montasser, Ghassen; Gupta, Rangan - In: The journal of developing areas 50 (2016) 4, pp. 183-194
Persistent link: https://www.econbiz.de/10011687960
Cover Image
Persistence and seasonality in the US industrial production index
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2023
This paper uses a seasonal long-memory model to capture the behaviour of the US Industrial Production Index (IPI) over the period 1919Q1-2022Q4. This series is found to display a large value of the periodogram at the zero, long-run frequency, and to exhibit an order of integration around 1. When...
Persistent link: https://www.econbiz.de/10014427486
Cover Image
Pecan supply factors aand 1996/7 season price forecasts
Shafer, Carl E. - 1997
Persistent link: https://www.econbiz.de/10000962280
Cover Image
Seasonality and non-linear price effects in scanner-data based market-response models
Fok, Dennis (contributor); Franses, Philip Hans (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179674
Cover Image
Pecan supply factors and 1995/6 season price forecasts
Shafer, Carl E. - 1995
Persistent link: https://www.econbiz.de/10000933810
Cover Image
Assessing seasonal asymmetric price transmission in Ghanaian tomato markets with the Johansen estimation method
Ihle, Rico; Amikuzuno, Joseph - 2010
We assess market integration and price transmission of perishable agricultural produce in Sub-Saharan Africa by …, Tamale and Accra, in a multivariate asymmetric price transmission framework. The estimation of the model is based on a unique … models. We estimate the price transmission parameters for four regimes which are a combination of the seasonal patterns in …
Persistent link: https://www.econbiz.de/10010342911