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Cyclical common factors in cointegrated systems

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1001 ‎$0‎MAPA20080316969‎$a‎Díaz-Emparanza, Ignacio
24510‎$a‎Cyclical common factors in cointegrated systems‎$c‎Ignacio Díaz-Emparanza and Javier Fernández-Macho
5208 ‎$a‎This 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
65011‎$0‎MAPA20080557935‎$a‎Econometría
65011‎$0‎MAPA20080579432‎$a‎Ciclos económicos
65011‎$0‎MAPA20080611613‎$a‎Modelos probabílisticos
650 1‎$0‎MAPA20080630669‎$a‎Teoría de las variables aleatorias
65011‎$0‎MAPA20080588977‎$a‎Análisis del tiempo
7001 ‎$0‎MAPA20080317713‎$a‎Fernández-Macho, Javier
7400 ‎$a‎Revista española de economía
7730 ‎$t‎Spanish Economic Review = Revista española de economía‎$d‎Barcelona : Universidad Autónoma de Barcelona, Departamento de Economía e Historia Económica‎$g‎Vol. 8, issue 1, March 2006; p. 53-82