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
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
Journal title :
Economics Letters
