Cyclical common factors in cointegrated systems

<?xml version="1.0" encoding="UTF-8"?><modsCollection xmlns="http://www.loc.gov/mods/v3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-8.xsd">
<mods version="3.8">
<titleInfo>
<title>Cyclical common factors in cointegrated systems</title>
</titleInfo>
<titleInfo type="alternative">
<title>Revista española de economía</title>
</titleInfo>
<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080316969">
<namePart>Díaz-Emparanza, Ignacio</namePart>
<nameIdentifier>MAPA20080316969</nameIdentifier>
</name>
<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080317713">
<namePart>Fernández-Macho, Javier</namePart>
<nameIdentifier>MAPA20080317713</nameIdentifier>
</name>
<typeOfResource>text</typeOfResource>
<originInfo>
<place>
<placeTerm type="code" authority="marccountry">deu</placeTerm>
</place>
<dateIssued encoding="marc">2006</dateIssued>
<issuance>serial</issuance>
</originInfo>
<language>
<languageTerm type="code" authority="iso639-2b">eng</languageTerm>
</language>
<physicalDescription>
<form authority="marcform">print</form>
<form authority="marccategory">microform</form>
</physicalDescription>
<abstract>This paper analizes that a time series vector that is cointegrated at one or several frequencies simultaneously has a common factors representation which belongs to a class of common factor models that encompasses many cointegrating situations found in the literature</abstract>
<note type="statement of responsibility">Ignacio Díaz-Emparanza and Javier Fernández-Macho</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080557935">
<topic>Econometría</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080579432">
<topic>Ciclos económicos</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080611613">
<topic>Modelos probabílisticos</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080630669">
<topic>Teoría de las variables aleatorias</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080588977">
<topic>Análisis del tiempo</topic>
</subject>
<classification authority="">937.422</classification>
<relatedItem type="host">
<titleInfo>
<title>Spanish Economic Review = Revista española de economía</title>
</titleInfo>
<originInfo>
<publisher>Barcelona : Universidad Autónoma de Barcelona, Departamento de Economía e Historia Económica</publisher>
</originInfo>
<part>
<text>Vol. 8, issue 1, March 2006; p. 53-82</text>
</part>
</relatedItem>
<recordInfo>
<recordContentSource authority="marcorg">MAP</recordContentSource>
<recordCreationDate encoding="marc">060404</recordCreationDate>
<recordChangeDate encoding="iso8601">20080418125704.0</recordChangeDate>
<recordIdentifier source="MAP">MAP20071507869</recordIdentifier>
<languageOfCataloging>
<languageTerm type="code" authority="iso639-2b">spa</languageTerm>
</languageOfCataloging>
</recordInfo>
</mods>
</modsCollection>