Does seasonal adjustment induce common cycles?
β Scribed by Alain Hecq
- Book ID
- 117333237
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 85 KB
- Volume
- 59
- Category
- Article
- ISSN
- 0165-1765
No coin nor oath required. For personal study only.
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This paper extends the notion of common cycles to quarterly time series having unit roots both at the zero and seasonal frequencies. It is shown that common cycles are present in the HyllebergΒ±EngleΒ±GrangerΒ±Yoo decomposition of these series when there exists a linear combination of their seasonal di
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