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Forecasting seasonal UK consumption components
Clements, Michael P.; Smith, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000633265
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A seasonal error correction model of UK aggregate consumption
Currie, David; Holly, Sean; Scott, Andrew - 1990
Persistent link: https://www.econbiz.de/10000130884
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Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001550571
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Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001409493
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Performance of periodic time series models in forecasting
Herwartz, Helmut - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 271-301
Persistent link: https://www.econbiz.de/10001388900
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Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert; Smith, Richard J. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
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Forecasting the growth in consumers' expenditure : the treasury model
Cook, Steven - 1997
Persistent link: https://www.econbiz.de/10000643779
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Real Term Structure Forecasts of Consumption Growth
Argyropoulos, Efthymios - 2014
This paper suggests an affine term structure model of real interest rates to predict changes in real consumption growth. The model is estimated, jointly, by real interest rates and consumption data, and it is found to be consistent with the consumption smoothing hypothesis. The paper shows that...
Persistent link: https://www.econbiz.de/10013064620
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Can the seasonal pattern of consumption growth reproduce habits in the cross-section of stock returns? : evidence from the European equity market
Rojo-Suárez, Javier; Alonso-Conde, Ana Belén; … - In: The European journal of finance 27 (2021) 8, pp. 721-739
Persistent link: https://www.econbiz.de/10012516122
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Identifying seasonal variations in store-level visitor grocery demand
Newing, Andy; Clarke, Graham P.; Clarke, Martin - In: International journal of retail & distribution management 41 (2013) 6, pp. 477-492
Persistent link: https://www.econbiz.de/10009770724