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Modeling Japanese oil imports: A seasonal cointegration approach

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  • Moosa, Imad A.

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  • Moosa, Imad A., 1996. "Modeling Japanese oil imports: A seasonal cointegration approach," Japan and the World Economy, Elsevier, vol. 8(3), pages 279-290, September.
    • Handle: RePEc:eee:japwor:v:8:y:1996:i:3:p:279-290
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    References listed on IDEAS

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    1. 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.
    2. Beaulieu, J Joseph & Miron, Jeffrey A, 1992. "A Cross Country Comparison of Seasonal Cycles and Business Cycles," Economic Journal, Royal Economic Society, vol. 102(413), pages 772-788, July.
    3. Engle, R. F. & Granger, C. W. J. & Hylleberg, S. & Lee, H. S., 1993. "The Japanese consumption function," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 275-298.
    4. Engle, Robert F. & Yoo, Byung Sam, 1987. "Forecasting and testing in co-integrated systems," Journal of Econometrics, Elsevier, vol. 35(1), pages 143-159, May.
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    Cited by:

    1. Zhaoyang Kong & Xiucheng Dong & Zhongbing Zhou, 2015. "Seasonal Imbalances in Natural Gas Imports in Major Northeast Asian Countries: Variations, Reasons, Outlooks and Countermeasures," Sustainability, MDPI, vol. 7(2), pages 1-22, February.
    2. Younes Ben Zaied & Marie Estelle Binet, 2015. "Modelling seasonality in residential water demand: the case of Tunisia," Applied Economics, Taylor & Francis Journals, vol. 47(19), pages 1983-1996, April.
    3. Zhou, Zhong-bing & Dong, Xiu-cheng, 2012. "Analysis about the seasonality of China's crude oil import based on X-12-ARIMA," Energy, Elsevier, vol. 42(1), pages 281-288.

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