Centro de Documentacion de Fundación MAPFRE - Cyclical common factors in cointegrated systems

Notes: 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 literatureRelated records: En: Spanish Economic Review = Revista española de economía. - Barcelona : Universidad Autónoma de Barcelona, Departamento de Economía e Historia Económica. - Vol. 8, issue 1, March 2006; p. 53-82Materia / lugar / evento: Econometría Ciclos económicos Modelos probabílisticos Teoría de las variables aleatorias Análisis del tiempo Otros autores: Fernández-Macho, Javier
Secondary titles: Título: Revista española de economía
Other categories: 937.422