Common cycles in seasonally cointegrated time series

DOI10.1016/S0165-1765(96)00927-5zbMath0897.90036OpenAlexW2038424931MaRDI QIDQ1391611

Sung K. Ahn

Publication date: 22 July 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(96)00927-5

zbMATH Keywords

unit rootcommon trendsseasonal non-stationary rootsserial correlation common feature

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (1)

Does seasonal adjustment induce common cycles?

Cites Work

• Seasonal integration and cointegration
• Estimation of partially nonstationary vector autoregressive models with seasonal behavior
• Inference of Vector Autoregressive Models With Cointegration and Scalar Components

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