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Testing for integration using evolving trend and seasonals models: A Bayesian approach · Study

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ArticleTesting for integration using evolving trend and seasonals models: A Bayesian approach

Gary M. Koop2000

OA

Articlegreen2000

Testing for integration using evolving trend and seasonals models: A Bayesian approach

Gary M. Koop · Herman K. van Dijk

52 citations·0/0 files stored·Journal of Econometrics

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

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References

1992Testing the null hypothesis of stationarity against the alternative of a unit root 1990Forecasting, Structural Time Series Models and the Kalman Filter 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models 1990Seasonal integration and cointegration 1988Variable Trends in Economic Time Series 1991To criticize the critics: An objective bayesian analysis of stochastic trends 1993Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates 1994A Consistent Test for a Unit Root

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2006Chapter 7 Forecasting with Unobserved Components Time Series Models 2006Forecasting with Unobserved Components Time Series Models 2007Bayesian Analysis of the Output Gap 2015Business and Financial Cycles: an estimation of cycles’ length focusing on Macroprudential Policy

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1996Time-Series-Based Econometricsbook · 6 shared references 1994WHAT MACROECONOMISTS SHOULD KNOW ABOUT UNIT ROOTSarticle · 5 shared references 1998A Locally Optimal Seasonal Unit-Root Testarticle · 5 shared references 1998A Primer on Unit Root Testingarticle · 4 shared references 1994Chapter 46 Unit roots, structural breaks and trendschapter · 4 shared references 2006Tests of seasonal integration and cointegration in multivariate unobserved component modelsarticle · 4 shared references

Details

Year2000

Typearticle

Published2000-08-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations52

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0304-4076(99)00071-8

openalex_workW2014861477

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