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Unit roots and seasonal unit roots in macroeconomic time series · Study

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ArticleUnit roots and seasonal unit roots in macroeconomic time series

Hahn Shik Lee1991

Article1991

Unit roots and seasonal unit roots in macroeconomic time series

Hahn Shik Lee · Pierre L. Siklos

41 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Diverse Scientific and Economic Studies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1977Time Series Analysis: Forecasting and Control 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances 1971Time Series Analysis, Forecasting and Control.1990Seasonal integration and cointegration 1988How Big Is the Random Walk in GNP?1987Effects of model specification on tests for unit roots in macroeconomic data

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2011Food Price Volatility and Macroeconomic Factors: Evidence from GARCH and GARCH-X Estimates 1993Seasonal Cointegration in Macroeconomic Systems: Case Studies for Small and Large European Countries 1998Demand for money in Sri Lanka during the post-1977 period: a cointegration and error correction analysis 1993On the (mis)specification of seasonality and its consequences: An empirical investigation with US data 1997Structural breaks and seasonal integration

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Year1991

Typearticle

Published1991-03-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations41

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0165-1765(91)90143-9

openalex_workW1522484987

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