Zobrazeno 1 - 10
of 107
pro vyhledávání: '"seasonal cointegration"'
Autor:
Syczewska, Ewa Marta
Publikováno v:
Metody Ilościowe w Badaniach Ekonomicznych / Quantitative Methods in Economics. XII(1):147-164
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=48492
Akademický článek
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Autor:
Kawka, Rafael
Many economic time series exhibit persistent seasonal patterns. One approach to model this phenomenon is given by models including seasonal unit roots and, if several time series are considered jointly, seasonal cointegration. For quarterly time seri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1e8e0887d9d1ac0e5f52773a7c6d4d9b
http://hdl.handle.net/2003/39807
http://hdl.handle.net/2003/39807
Autor:
Yudy Huacani Sucasaca
Publikováno v:
Revista de Investigaciones Altoandinas, Volume: 19, Issue: 3, Pages: 285-294, Published: SEP 2017
La demanda de saldos reales de largo y corto plazo para el Perú, es teóricamente coherente y empíricamente robusta utilizando la metodología de cointegración estacional. La estabilidad de ésta función es de suma importancia para el manejo de l
Autor:
Huacani Sucasaca, Yudy
Publikováno v:
Revista de Investigaciones Altoandinas; Vol. 19 No. 3 (2017); 285-294
Revista de Investigaciones Altoandinas; Vol. 19 Núm. 3 (2017); 285-294
Revista de Investigaciones Altoandinas
Universidad Nacional del Altiplano
instacron:UNAP
Revista de Investigaciones Altoandinas; Vol. 19 Núm. 3 (2017); 285-294
Revista de Investigaciones Altoandinas
Universidad Nacional del Altiplano
instacron:UNAP
The demand for long and short term real balances for Peru is theoretically consistent and empirically robust using the seasonal cointegration methodology. The stability of this function is of paramount importance for the management of monetary policy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::84d37b6d24352d4d16eb8deda7ac3b51
https://huajsapata.unap.edu.pe/index.php/ria/article/view/153
https://huajsapata.unap.edu.pe/index.php/ria/article/view/153
Autor:
Goktas, O., Aycan Hepsag
Publikováno v:
Scopus-Elsevier
This paper investigates the causal relationship between the stock returns and real economic activity in seasonal unit roots and seasonal cointegration framework by taking into account of seasonal behaviors of the stock returns and industrial producti
Publikováno v:
Bulletin of Economic Research
This paper investigates the nature of the output-employment relationship by using the Turkish quarterly data for the period 1988-2008. Even if we fail to find a long-run relationship between aggregate output and total employment, there are long-run r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2101ed2b24828af52558ca85b37640b1
http://ftp.iza.org/dp7599.pdf
http://ftp.iza.org/dp7599.pdf
Autor:
Sami Fethi, Salih Katircioglu
Publikováno v:
Economic research-Ekonomska istraživanja
Volume 28
Issue 1
Volume 28
Issue 1
This article empirically investigates the relationship between stock market/banking sector development and economic growth by controlling for the effects of human and physical capital factors in a seasonal cointegration framework. We use a sample of
Autor:
Şanlı, Sera
Bu çalışmada temel olarak enflasyon, büyüme, işsizlik, tüketim, gayri safi yurt içi hasıla, ihracat gibi bazı makroiktisadi zaman serilerinin mevsimsellik durumunda yapısal özelliklerini değerlendirmek için bu seriler üzerinde analizle
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::c74344a0be026518d8b57c8f1a79ed76
https://acikbilim.yok.gov.tr/handle/20.500.12812/129816
https://acikbilim.yok.gov.tr/handle/20.500.12812/129816