Title of article
Common cycles in seasonally cointegrated time series
Author/Authors
Ahn، نويسنده , , Sung K. Ahn، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
4
From page
261
To page
264
Abstract
For seasonally cointegrated time series, the Beveridge-Nelson-Stock-Waston-type decomposition is obtained and the conditions for the existence of common cycles are discussed.
Keywords
Unit root , Serial correlation common feature , Seasonal non-stationary roots , Common trends
Journal title
Economics Letters
Serial Year
1996
Journal title
Economics Letters
Record number
434225
Link To Document