Title of article
Impulse response functions for periodic integration
Author/Authors
Breitung، نويسنده , , J?rg; Franses، نويسنده , , Philip Hans Franses، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
6
From page
35
To page
40
Abstract
A quarterly observed time series is said to be periodically integrated [PI] if the stochastic trend needs to be removed by a seasonally varying differencing filter. In this paper we consider the impulse response functions [IRF] for such a PI time series. © 1997 Elsevier Science S.A.
Keywords
Periodic integration , Impulse response function
Journal title
Economics Letters
Serial Year
1997
Journal title
Economics Letters
Record number
434296
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