A Seasonal Model of Consumption
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- del Barrio Castro, Tomás & Osborn, Denise R., 2008.
"Cointegration For Periodically Integrated Processes,"
Econometric Theory, Cambridge University Press, vol. 24(1), pages 109-142, February.
- Tomas del Barrio Castro & Denise R Osborn, 2005. "Cointegration for Periodically Integrated Processes," Economics Discussion Paper Series 0522, Economics, The University of Manchester.
- Lof, Marten & Hans Franses, Philip, 2001.
"On forecasting cointegrated seasonal time series,"
International Journal of Forecasting, Elsevier, vol. 17(4), pages 607-621.
- Löf, Mårten & Franses, Philip Hans, 2000. "On Forecasting Cointegrated Seasonal Time Series," SSE/EFI Working Paper Series in Economics and Finance 350, Stockholm School of Economics.
- Löf, M. & Franses, Ph.H.B.F., 2000. "On forecasting cointegrated seasonal time series," Econometric Institute Research Papers EI 2000-04/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Herwartz, Helmut, 1997. "Performance of periodic error correction models in forecasting consumption data," International Journal of Forecasting, Elsevier, vol. 13(3), pages 421-431, September.
- Franses, Philip Hans, 1995. "The effects of seasonally adjusting a periodic autoregressive process," Computational Statistics & Data Analysis, Elsevier, vol. 19(6), pages 683-704, June.
- Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2022.
"On cointegration for processes integrated at different frequencies,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 412-435, May.
- del Barrio Castro, Tomás & Cubada, Ginaluca & Osborn, Denise R., 2020. "On cointegration for processes integrated at different frequencies," MPRA Paper 102611, University Library of Munich, Germany.
- Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2020. "On Cointegration for Processes Integrated at Different Frequencies," CEIS Research Paper 502, Tor Vergata University, CEIS, revised 11 Sep 2020.
- Ulph, A., 1993. "Environmental policy and international trade when governments and producers act strategically," Discussion Paper Series In Economics And Econometrics 9318, Economics Division, School of Social Sciences, University of Southampton.
- Neil R. Ericsson & David F. Hendry & Hong-Anh Tran, 1993. "Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom," International Finance Discussion Papers 457, Board of Governors of the Federal Reserve System (U.S.).
- Ulph, A., 1997. "Political institutions and the design of environmental policy in a federal system with asymmetric information," Discussion Paper Series In Economics And Econometrics 9718, Economics Division, School of Social Sciences, University of Southampton.
- Ulph, A., 1995. "International environmental regulation when national governments act strategically," Discussion Paper Series In Economics And Econometrics 9518, Economics Division, School of Social Sciences, University of Southampton.
- Qizilbash, M., 1994. "Bribery, efficiency wages and political protection," Discussion Paper Series In Economics And Econometrics 9418, Economics Division, School of Social Sciences, University of Southampton.
- Hendry, D.F. & Mizon, G.E., 1999. "On selecting policy analysis models by forecast accuracy," Discussion Paper Series In Economics And Econometrics 9918, Economics Division, School of Social Sciences, University of Southampton.
- Alexander Vosseler & Enzo Weber, 2017. "Bayesian analysis of periodic unit roots in the presence of a break," Applied Economics, Taylor & Francis Journals, vol. 49(38), pages 3841-3862, August.
- Pami Dua & Lokendra Kumawat, 2005.
"Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series,"
Working papers
136, Centre for Development Economics, Delhi School of Economics.
- Pami Dua & Lokendra Kumawat, 2010. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working Papers id:3005, eSocialSciences.
- Chadha, J.S. & Schellekens, P., 1998. "Utility functions for central bankers: the not so drastic quadratic," Discussion Paper Series In Economics And Econometrics 9818, Economics Division, School of Social Sciences, University of Southampton.
- Aldrich, J., 1992. "Haavelmo's Identification Theory," Discussion Paper Series In Economics And Econometrics 9218, Economics Division, School of Social Sciences, University of Southampton.
- Bukhari, Syed Kalim Hyder & Abdul, Jalil & Rao, Nasir Hamid, 2011.
"Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited,"
MPRA Paper
31124, University Library of Munich, Germany.
- Nasir Hamid Rao & Syed Kalim Hyder Bukhari & Abdul Jalil, 2011. "Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited," Working Papers id:4290, eSocialSciences.
- Syed Kalim Hyder Bukhari & Abdul Jalil & Nasir Hamid Rao, 2011. "Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited," SBP Working Paper Series 39, State Bank of Pakistan, Research Department.
- Cook, S., 1996. "Econometric methodology I," Discussion Paper Series In Economics And Econometrics 9618, Economics Division, School of Social Sciences, University of Southampton.
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