The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function
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Note: received: October 1997/Final version received: May 2000
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Cited by:
- Kurt Kratena & Ina Meyer & Michael Wüger, 2009.
"Ökonomische, technologische und soziodemographische Einflussfaktoren der Energienachfrage,"
WIFO Monatsberichte (monthly reports), WIFO, vol. 82(7), pages 525-538, July.
- Kurt Kratena & Ina Meyer & Michael Wüger, 2009. "Ökonomische, technologische und soziodemographische Einflussfaktoren der Energienachfrage," WIFO Working Papers 339, WIFO.
- Thomas URL & Josef BAUMGARTNER & Helmut HOFER & Serguei KANIOVSKI & Andreas U. SCHUH, 2010. "A Long-run Macroeconomic Model of the Austrian Economy (A-LMM)," EcoMod2004 330600143, EcoMod.
- Michael Wüger, 2005. "Konsumnachfrage in Österreich weiterhin verhalten – Zuwächse im Weihnachtsgeschäft," WIFO Monatsberichte (monthly reports), WIFO, vol. 78(12), pages 821-833, December.
- Michael Wüger, 2002. "Mäßige Konsumsteigerung – Handel hofft auf gutes Weihnachtsgeschäft," WIFO Monatsberichte (monthly reports), WIFO, vol. 75(12), pages 751-762, December.
- Jikun Huang & Jun Zhang & Scott Rozelle, 2013.
"The Political Economy of Food Pricing Policy in China,"
Working Papers
id:5317, eSocialSciences.
- Huang, Jikun & Rozelle, Scott & Yang, Jun, 2013. "The Political Economy of Food Pricing Policy in China," WIDER Working Paper Series 038, World Institute for Development Economic Research (UNU-WIDER).
- Jikun Huang & Jun Zhang & Scott Rozelle, 2013.
"The Political Economy of Food Pricing Policy in China,"
Working Papers
id:5317, eSocialSciences.
- Jikun Huang & Jun Yang & Scott Rozelle, 2013. "The Political Economy of Food Pricing Policy in China," WIDER Working Paper Series wp-2013-038, World Institute for Development Economic Research (UNU-WIDER).
More about this item
Keywords
ECM; Unobserved Components; Seasonality; Consumption;All these keywords.
JEL classification:
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
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