This document has not been cited yet.

1. Beaulieu, J.J. and J.A. Miron (1992) Seasonal unit roots in aggregate U.S. data, NBER Technical Working Paper No. 126.

2. Beaulieu, J.J. and J.A. Miron (1993) Seasonal unit roots in aggregate U.S. data, Journal of Econometrics 55, 305-328.

3. Boswijk, H.P. and P.H. Franses (1996) Unit roots in periodic autoregressions, Journal of Time Series Analysis 17, 22 1-245.

4. Burridge, P. and A.M.R. Taylor (2001) On the properties of regression-based tests for seasonal unit roots in the presence of higher-order serial correlation, Journal of Business and Economic Statistics 19, 374-379.

5. Burridge, P. and A.M.R. Taylor (2004) Bootstrapping the HEGY seasonal unit root tests, Journal of Econometrics 123, 67-87.

6. Canova, F. and B.E. Hansen (1995) Are seasonal patterns constant over time? A test for seasonal stability, Journal of Business and Economic Statistics 13, 237-252.

7. Davis, P.J. (1979) Circulant Matrices (Wiley-Interscience: New York).
   Paper not yet in RePEc: Add citation now
   

8. Engle, R.F. and C.W.J. Granger (1987) Co-integration and error correction: representation, estimation and testing, Journal of Econometrics 55, 25 1-276.

9. Franses, P.H. (1994) A multivariate approach to modelling univariate seasonal time series, Journal of Econometrics 63, 133-151.

10. Fuller, W.A. (1976) Introduction to Statistical Time Series (Wiley: New York).
    Paper not yet in RePEc: Add citation now
    

11. Ghysels, E. and D.R. Osborn (2001) The Econometric Analysis of Seasonal Time Series (CUP: Cambridge).

12. Ghysels, E., H.S. Lee and J. Noh (1994) Testing for unit roots in seasonal time series: some theoretical extensions and a Monte Carlo investigation, Journal of Econometrics 62, 415-442.

13. Gray, R. M. (2006) Toeplitz and Circulant Matrices. A Review. ((Foundation and Trends(R) in Communications and Information Theory) Now Publishers Inc)
    Paper not yet in RePEc: Add citation now
    

14. Hylleberg, S., R.F. Engle, C.W.J. Granger and B.S. Yoo (1990) Seasonal integration and cointegration, Journal of Econometrics 44, 215-238.

15. Taylor, A.M.R. (1998) Testing for unit roots in monthly time series, Journal of Time Series Analysis 19, 349-368.

1. Asymmetric Transition Effects of the Exchange Rate on Consumer Prices in Turkey. (2019). Gokta, Pinar.
   In: Sosyoekonomi Journal.
   RePEc:sos:sosjrn:190402.

   Full description at Econpapers || Download paper

2. How free admittance affects charged visits to museums: An analysis of the Italian case. (2017). Cuccia, Tiziana ; Cellini, Roberto.
   In: MPRA Paper.
   RePEc:pra:mprapa:78067.

   Full description at Econpapers || Download paper

3. Seasonal Integration and Co-Integration in the Prices of Key Aquaculture Species in the Philippines. (2017). Garcia, Yolanda T ; Rodriguez, U-Primo E ; Sumaya, Marjorie-Ann Dator.
   In: Journal of Economics, Management & Agricultural Development.
   RePEc:ags:pjemad:309286.

   Full description at Econpapers || Download paper

4. Oil Prices and REER with Impact of Regime Dummies. (2016). Nazir, Sidra ; Ahmed, Shujaat.
   In: MPRA Paper.
   RePEc:pra:mprapa:68779.

   Full description at Econpapers || Download paper

5. Seasonal adjustment of Indian macroeconomic time-series.. (2016). Shah, Ajay ; Pandey, Radhika ; Patnaik, Ila ; Bhattacharya, Rudrani.
   In: Working Papers.
   RePEc:npf:wpaper:16/160.

   Full description at Econpapers || Download paper

6. Oil Prices and REER with Impact of Regime Dummies. (2016). Syed, Shujaat Ahmed ; Nazir, Sidra ; Ahmed, Shujaat.
   In: Journal of Economics Bibliography.
   RePEc:ksp:journ6:v:3:y:2016:i:1:p:123-133.

   Full description at Econpapers || Download paper

7. The Effect of Oil Prices and Regime Switches On Real Effective Exchange Rate in Pakistan: A Markov Regime Switching Approach. (2016). Syed, Shujaat Ahmed ; Ahmed, Shujaat ; Qayyum, Abdul.
   In: Journal of Economics Library.
   RePEc:ksp:journ5:v:3:y:2016:i:4:p:643-661.

   Full description at Econpapers || Download paper

8. Law of one price: evidence from the Spanish wheat market. (2011). Sanz-Carnero, Basilio ; Perez-Pascual, Pedro .
   In: The Annals of Regional Science.
   RePEc:spr:anresc:v:47:y:2011:i:2:p:329-351.

   Full description at Econpapers || Download paper

9. A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics. (2010). Gil-Alana, Luis.
   In: Empirical Economics.
   RePEc:spr:empeco:v:38:y:2010:i:2:p:471-501.

   Full description at Econpapers || Download paper

10. A Nonparametric Test for Seasonal Unit Roots. (2009). Kunst, Robert.
    In: Economics Series.
    RePEc:ihs:ihsesp:233.

    Full description at Econpapers || Download paper

11. Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence. (2008). Smith, Jeremy ; Otero, Jesus ; Giulietti, Monica.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:865.

    Full description at Econpapers || Download paper

12. The Spanish Tomato Export Sector of the Almeria Region: An Econometric Approach. (2008). Pérez Mesa, Juan ; Mangin, Jean Levy ; de Pablo, Jaime.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:14:y:2008:i:3:p:316-328:10.1007/s11294-008-9155-x.

    Full description at Econpapers || Download paper

13. The Spanish Tomato Export Sector of the Almeria Region: An Econometric Approach. (2008). Mangin, Jean Levy ; Jaime de Pablo Valenciano, .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:14:y:2008:i:3:p:316-328.

    Full description at Econpapers || Download paper

14. Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates. (2008). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Empirica.
    RePEc:kap:empiri:v:35:y:2008:i:3:p:241-253.

    Full description at Econpapers || Download paper

15. Forecasting Spanish inflation using information from different sectors and geographical areas. (2008). Tena, Juan de Dios ; Pino, Gabriel ; Espasa, Antoni.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws080101.

    Full description at Econpapers || Download paper

16. Exchange Market Pressure and Monetary Policy: Evidence from Pakistan. (2007). Khawaja, Muhammad.
    In: PIDE-Working Papers.
    RePEc:pid:wpaper:2007:31.

    Full description at Econpapers || Download paper

17. Instrument of Managing Exchange Market Pressure: Money Supply or Interest Rate. (2007). Khawaja, Muhammad ; Din, Musleh-ud.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:46:y:2007:i:4:p:381-394.

    Full description at Econpapers || Download paper

18. Regression-based seasonal unit root tests. (2007). Taylor, Robert ; Smith, Richard ; del Barrio Castro, Tomás ; Tomas del Barrio Castro, ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:not:notgts:07/05.

    Full description at Econpapers || Download paper

19. Measures of Monetary Policy Stance : The Case of Pakistan. (2007). khan, sajawal ; Qayyum, Abdul.
    In: Macroeconomics Working Papers.
    RePEc:eab:macroe:22201.

    Full description at Econpapers || Download paper

20. International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications. (2007). Gil-Alana, Luis ; Fischer, Christian.
    In: 105th Seminar, March 8-10, 2007, Bologna, Italy.
    RePEc:ags:eaa105:7859.

    Full description at Econpapers || Download paper

21. An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques. (2006). Martinez-Espineira, Roberto.
    In: MPRA Paper.
    RePEc:pra:mprapa:615.

    Full description at Econpapers || Download paper

22. The seasonality of ISAE business and consumer surveys: methodological aspects and empirical evidence. (2006). Crosilla, Luciana .
    In: ISAE Working Papers.
    RePEc:isa:wpaper:68.

    Full description at Econpapers || Download paper

23. Indikatoren-Modelle zur Kurzfristprognose der Beschäftigung in Deutschland. (2006). Gaggermeier, Christian.
    In: IAB-Forschungsbericht.
    RePEc:iab:iabfob:200606.

    Full description at Econpapers || Download paper

24. Sample size, lag order and critical values of seasonal unit root tests. (2006). van Dijk, Dick ; Harvey, David.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:50:y:2006:i:10:p:2734-2751.

    Full description at Econpapers || Download paper

25. Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information. (2006). Pons Rotger, Gabriel.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:27:y:2006:i:2:p:191-209.

    Full description at Econpapers || Download paper

26. The Euro-changeoverand Euro-inflation: Evidence from Eurostats HICP. (2006). Ercolani, Marco ; Dutta, Jayasri.
    In: Discussion Papers.
    RePEc:bir:birmec:06-03.

    Full description at Econpapers || Download paper

27. Seasonal Adjustment. (2006). Hylleberg, Svend.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2006-04.

    Full description at Econpapers || Download paper

28. Un modelo de cointegración estacional de la producción industrial, Colombia 1993-2005.. (2005). Castro, lvaro Chaves .
    In: Revista Cuadernos de Economia.
    RePEc:col:000093:005830.

    Full description at Econpapers || Download paper

29. An Estimation of Residential Water Demand Using Co-integration and Error Correction Techniques. (2004). Martinez-Espineira, Roberto.
    In: Others.
    RePEc:wpa:wuwpot:0410002.

    Full description at Econpapers || Download paper

30. Recurrence analysis techniques for non-stationary and non-linear data. (2004). Kostov, Philip ; Lingard, John.
    In: Microeconomics.
    RePEc:wpa:wuwpmi:0409003.

    Full description at Econpapers || Download paper

31. Tests of seasonal integration and cointegration in multivariate unobserved component models. (2004). Busetti, Fabio.
    In: Econometrics.
    RePEc:wpa:wuwpem:0411003.

    Full description at Econpapers || Download paper

32. Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ. (2004). Gil-Alana, Luis ; Candelon, Bertrand.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0804.

    Full description at Econpapers || Download paper

33. Vector-Autoregression Approach to Forecast Italian Imports. (2004). Piras, Gianfranco ; Pappalardo, Carmine .
    In: ISAE Working Papers.
    RePEc:isa:wpaper:42.

    Full description at Econpapers || Download paper

34. Bootstrapping the HEGY Seasonal Unit Root Tests. (2004). Taylor, Robert ; Burridge, Peter.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:125.

    Full description at Econpapers || Download paper

35. Testing for Seasonal Fractional Roots in German Real Output. (2004). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: German Economic Review.
    RePEc:bla:germec:v:5:y:2004:i:3:p:319-333.

    Full description at Econpapers || Download paper

36. Forecasting Industrial Production and the Early Detection of Turning Points. (2003). Lupi, Claudio ; Bruno, Giancarlo.
    In: Economics & Statistics Discussion Papers.
    RePEc:mol:ecsdps:esdp03004.

    Full description at Econpapers || Download paper

37. ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH. (2002). Rodrigues, Paulo ; Osborn, Denise.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:21:y:2002:i:2:p:221-241.

    Full description at Econpapers || Download paper

38. A Note on Seasonal Unit Root Tests. (2002). DIEBOLT, Claude ; Darné, Olivier ; Darne, Olivier.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:36:y:2002:i:3:p:305-310.

    Full description at Econpapers || Download paper

39. COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY. (2001). Cubadda, Gianluca.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:20:y:2001:i:2:p:201-216.

    Full description at Econpapers || Download paper

40. SEASONAL INTEGRATION FOR DAILY DATA. (2001). Hamori, Shigeyuki ; Tokihisa, Akira .
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:20:y:2001:i:2:p:187-200.

    Full description at Econpapers || Download paper

41. Observaciones anómalas y contrastes de raíz unitaria en datos semanales. (2001). MARTÍN ÁLVAREZ, Francisco J., ; CANO FERNÁNDEZ, Victor J., ; Caceres Hernandez, Jose Juan, .
    In: Estudios de Economia Aplicada.
    RePEc:lrk:eeaart:17_1_6.

    Full description at Econpapers || Download paper

42. TESTING FOR WEEKLY SEASONAL UNIT ROOTS IN DAILY ELECTRICITY DEMAND: EVIDENCE FROM DEREGULATED MARKETS. (2001). Rubia, Antonio.
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2001-21.

    Full description at Econpapers || Download paper

43. Further Evidence on Friedmans Hypothesis. (2001). Fernandez, Carlos.
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:38:y:2001:i:115:p:257-273.

    Full description at Econpapers || Download paper

44. Analysis of the relationship between International Immigration and Unemployement. (2000). .
    In: BILTOKI.
    RePEc:ehu:biltok:200013.

    Full description at Econpapers || Download paper

45. Testing for Unit Roots in Semi-Annual Data. (1999). Giles, David ; Feltham, Sandra G..
    In: Econometrics Working Papers.
    RePEc:vic:vicewp:9912.

    Full description at Econpapers || Download paper

46. Performance of seasonal unit root tests for monthly data. (1999). Rodrigues, Paulo ; Osborn, Denise.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:26:y:1999:i:8:p:985-1004.

    Full description at Econpapers || Download paper

47. Testing fractional integration with monthly data. (1999). Gil-Alana, Luis.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:16:y:1999:i:4:p:613-629.

    Full description at Econpapers || Download paper

48. Seasonality and spatial integration in agricultural (product) markets. (1999). Zanias, George P..
    In: Agricultural Economics.
    RePEc:eee:agecon:v:20:y:1999:i:3:p:253-262.

    Full description at Econpapers || Download paper

49. Seasonal Nonstationarity and Near-Nonstationarity. (1999). Rodrigues, Paulo ; Osborn, Denise ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-05.

    Full description at Econpapers || Download paper

50. Using different null hypotheses to test for seasonal unit roots in economic time series. (1999). Sansó, Andreu ; Aguirre, Antonio.
    In: Textos para Discussão Cedeplar-UFMG.
    RePEc:cdp:texdis:td124.

    Full description at Econpapers || Download paper

51. Seasonality and unit roots: the demand for fruits. (1998). Pick, Daniel ; Arnade, Carlos.
    In: Agricultural Economics.
    RePEc:eee:agecon:v:18:y:1998:i:1:p:53-62.

    Full description at Econpapers || Download paper

52. TESTS ON SEASONAL UNIT ROOTS IN TAIWANS VEGETABLE PRICES. (1998). Lei, Li-Fen.
    In: 1998 Annual meeting, August 2-5, Salt Lake City, UT.
    RePEc:ags:aaea98:20982.

    Full description at Econpapers || Download paper

53. Selecting the Number of Replications in a Simulation Study.. (1996). Díaz-Emparanza, Ignacio.
    In: Econometrics.
    RePEc:wpa:wuwpem:9612006.

    Full description at Econpapers || Download paper

54. Intervention Analysis with Cointegrated Time Series: The Case of the Hawaii Hotel Room Tax. (1995). Gangnes, Byron ; Bonham, Carl.
    In: Working Papers.
    RePEc:hai:wpaper:199505.

    Full description at Econpapers || Download paper

55. Seasonality and equilibrium business cycle theories. (1995). Evans, Charles ; Braun, R..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:19:y:1995:i:3:p:503-531.

    Full description at Econpapers || Download paper

56. Testing the price-volume relation in emerging Asian stock markets. (1995). Al-Loughani, Nabeel E. ; Moosa, Imad A..
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:6:y:1995:i:3:p:407-422.

    Full description at Econpapers || Download paper

57. Seasonality and equilibrium business cycle theories. (1994). Evans, Charles ; Braun, R..
    In: Staff Report.
    RePEc:fip:fedmsr:168.

    Full description at Econpapers || Download paper

58. Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom. (1993). Hendry, David ; Ericsson, Neil ; Tran, Hong-Anh .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:457.

    Full description at Econpapers || Download paper

59. Sources of Output Fluctuations During the Interwar Period: Further Evidence on the Causes of the Great Depression. (1992). Karras, Georgios ; Cecchetti, Stephen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4049.

    Full description at Econpapers || Download paper

60. Exchange Market Pressure and Monetary Policy : Evidence from Pakistan. (1970). Khawaja, Muhammad.
    In: Macroeconomics Working Papers.
    RePEc:eab:macroe:22208.

    Full description at Econpapers || Download paper

61. Too much cocited documents. This list is not complete

Report date: 2025-09-15 12:10:04 || Missing content? Let us know