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Cointegration Analysis with Mixed-Frequency Data · Study

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PreprintCointegration Analysis with Mixed-Frequency Data

Byeongchan Seong2007

OA

Preprintgreen2007

Cointegration Analysis with Mixed-Frequency Data

Byeongchan Seong · Sung K. Ahn · Peter Zadrozny

47 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Statistical and numerical algorithms

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1997Systematic Monetary Policy and the Effects of Oil Price Shocks 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series 2009Endogenous product versus process innovation and a firm’s propensity to export 2002Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study*1999Some Consequences of Temporal Aggregation in Empirical Analysis 2007Does WTO Membership Make a Difference at the Extensive Margin of World Trade?

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2007Real options and human capital investment 2007On the Modeling of the Income Distribution Business Cycle Dynamics 2007Real Options and Human Capital Investment 2007Political Pressures and Monetary Mystique 2009Exports, unemployment, and the welfare state

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Details

Year2007

Typepreprint

Published2007-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations47

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.971479

openalex_workW1552258070

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