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Cyclical common factors in cointegrated systems

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      <subfield code="a">Cyclical common factors in cointegrated systems</subfield>
      <subfield code="c">Ignacio Díaz-Emparanza and Javier Fernández-Macho</subfield>
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      <subfield code="a">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</subfield>
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      <subfield code="g">Vol. 8, issue 1, March 2006; p. 53-82</subfield>
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