Common Seasonal Features: Global Unemployment
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Citations
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Cited by:
- Robin L. Lumsdaine & Eswar S. Prasad, 2003.
"Identifying the Common Component of International Economic Fluctuations: A New Approach,"
Economic Journal, Royal Economic Society, vol. 113(484), pages 101-127, January.
- Robin L. Lumsdaine & Mr. Eswar S Prasad, 1999. "Identifying the Common Component in International Economic Fluctuations: A New Approach," IMF Working Papers 1999/154, International Monetary Fund.
- Lumsdaine, Robin L. & Prasad, Eswar, 2002. "Identifying the Common Component of International Economic Fluctuations: A New Approach," IZA Discussion Papers 487, Institute of Labor Economics (IZA).
- Gianluca Cubadda & Alain Hecq, 2021. "Reduced Rank Regression Models in Economics and Finance," CEIS Research Paper 525, Tor Vergata University, CEIS, revised 08 Nov 2021.
- Gianluca Cubadda & Alain Hecq & Elisa Voisin, 2023.
"Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models,"
Econometrics, MDPI, vol. 11(1), pages 1-16, March.
- Gianluca Cubadda & Alain Hecq & Elisa Voisin, 2022. "Detecting common bubbles in multivariate mixed causal-noncausal models," Papers 2207.11557, arXiv.org.
- Gianluca Cubadda & Alain Hecq & Elisa Voisin, 2023. "Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models," CEIS Research Paper 555, Tor Vergata University, CEIS, revised 27 Feb 2023.
- Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, Department of Economics and Business Economics, Aarhus University.
- Haldrup, Niels & Hylleberg, Svend & Pons, Gabriel & Sanso, Andreu, 2007.
"Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 21-32, January.
- Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó, 2005. "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Economics Working Papers 2005-03, Department of Economics and Business Economics, Aarhus University.
- del Barrio Castro, Tomás & Hecq, Alain, 2016.
"Testing for deterministic seasonality in mixed-frequency VARs,"
Economics Letters, Elsevier, vol. 149(C), pages 20-24.
- Tomás del Barrio Castro & Alain Hecq, 2016. "Testing for Deterministic Seasonality in Mixed-Frequency VARs," DEA Working Papers 76, Universitat de les Illes Balears, Departament d'Economía Aplicada.
- Alain Hecq & Sébastien Laurent & Franz C. Palm, 2011.
"Common Intraday Periodicity,"
Journal of Financial Econometrics, Oxford University Press, vol. 10(2), pages 325-353, 2012 20 1.
- Hecq, A.W. & Palm, F.C. & Laurent, S.F.J.A., 2011. "Common intraday periodicity," Research Memorandum 010, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Yin-Wong Cheung & Frank Westermann, 2003.
"Sectoral trends and cycles in Germany,"
Empirical Economics, Springer, vol. 28(1), pages 141-156, January.
- Yin-Wong Cheung & Frank Westermann, 2001. "Sectoral Trends and Cycles in Germany," CESifo Working Paper Series 502, CESifo.
- Alain Hecq & Elisa Voisin, 2023.
"Predicting Crashes in Oil Prices During The Covid-19 Pandemic with Mixed Causal-Noncausal Models,"
Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 209-233,
Emerald Group Publishing Limited.
- Alain Hecq & Elisa Voisin, 2019. "Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models," Papers 1911.10916, arXiv.org, revised May 2022.
- Cubadda, Gianluca, 1999.
"Common Cycles in Seasonal Non-stationary Time Series,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 273-291, May-June.
- Gianluca Cubadda, 1999. "Common cycles in seasonal non‐stationary time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 273-291, May.
- Chen, Li & Gao, Jiti & Vahid, Farshid, 2022.
"Global temperatures and greenhouse gases: A common features approach,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 240-254.
- Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global temperatures and greenhouse gases - a common features approach," Working Papers 2019-07-15, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers 23/19, Monash University, Department of Econometrics and Business Statistics.
- Gianluca Cubadda, 2001. "Common Features In Time Series With Both Deterministic And Stochastic Seasonality," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 201-216.
- Marco Centoni & Gianluca Cubadda, 2011.
"Modelling comovements of economic time series: a selective survey,"
Statistica, Department of Statistics, University of Bologna, vol. 71(2), pages 267-294.
- Marco Centoni & Gianluca Cubadda, 2011. "Modelling Comovements of Economic Time Series: A Selective Survey," CEIS Research Paper 215, Tor Vergata University, CEIS, revised 26 Oct 2011.
- Franco Bevilacqua & Adriaan van Zon, 2004.
"Random walks and non-linear paths in macroeconomic time series: some evidence and implications,"
Chapters, in: John Foster & Werner Hölzl (ed.), Applied Evolutionary Economics and Complex Systems, chapter 3,
Edward Elgar Publishing.
- Franco Bevilacqua & Adriaan van Zon, 2002. "Random Walks and Non-Linear Paths in Macroeconomic Time Series: Some Evidence and Implications," Working Papers geewp22, Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness.
- Robin L. Lumsdaine & Eswar S. Prasad, 1997. "Identifying the Common Component in International Economic Fluctuations," NBER Working Papers 5984, National Bureau of Economic Research, Inc.
- Engle, Robert F. & Marcucci, Juri, 2006. "A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones," Journal of Econometrics, Elsevier, vol. 132(1), pages 7-42, May.
- Hungnes Håvard, 2015.
"Testing for co-nonlinearity,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 339-353, June.
- Håvard Hungnes, 2012. "Testing for co-non-linearity," Discussion Papers 699, Statistics Norway, Research Department.
- Chan, Kalok & McQueen, Grant & Thorley, Steven, 1998. "Are there rational speculative bubbles in Asian stock markets?," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 125-151, May.
- Asmaa Ahmed, 2005. "Random Walks in the Economic Dynamic Series," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 78-100.
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