Cyclical common factors in cointegrated systems

<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<rdf:Description>
<dc:creator>Díaz-Emparanza, Ignacio</dc:creator>
<dc:creator>Fernández-Macho, Javier</dc:creator>
<dc:date>2006-03-01</dc:date>
<dc:description xml:lang="es">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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/59765.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Econometría</dc:subject>
<dc:subject xml:lang="es">Ciclos económicos</dc:subject>
<dc:subject xml:lang="es">Modelos probabílisticos</dc:subject>
<dc:subject xml:lang="es">Teoría de las variables aleatorias</dc:subject>
<dc:subject xml:lang="es">Análisis del tiempo</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Cyclical common factors in cointegrated systems</dc:title>
<dc:title xml:lang="es">Título: Revista española de economía</dc:title>
<dc:relation xml:lang="es">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. 53-82</dc:relation>
</rdf:Description>
</rdf:RDF>