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Common cycles in seasonally cointegrated time series

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  • Ahn, Sung K.

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  • Ahn, Sung K., 1996. "Common cycles in seasonally cointegrated time series," Economics Letters, Elsevier, vol. 53(3), pages 261-264, December.
    • Handle: RePEc:eee:ecolet:v:53:y:1996:i:3:p:261-264
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    References listed on IDEAS

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    1. Vahid, F & Engle, Robert F, 1993. "Common Trends and Common Cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(4), pages 341-360, Oct.-Dec..
    2. Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990. "Seasonal integration and cointegration," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238.
    3. repec:fgv:epgrbe:v:47:n:2:a:1 is not listed on IDEAS
    4. Engle, Robert F & Kozicki, Sharon, 1993. "Testing for Common Features," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 369-380, October.
    5. Ahn, Sung K. & Reinsel, Gregory C., 1994. "Estimation of partially nonstationary vector autoregressive models with seasonal behavior," Journal of Econometrics, Elsevier, vol. 62(2), pages 317-350, June.
    6. repec:crs:wpaper:9107 is not listed on IDEAS
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    Cited by:

    1. 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.

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