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On Low-Frequency Estimates of "Long-Run" Relationships in Macro- economics [PDF]

open access: yes
A number of recent studies have attempted to test propositions concerning "long runt" economic relationships by means of frequency-domain time series techniques that concentrate attention on low frequency co-movements of variables.The present paper ...
Bennett T. McCallum
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Seasonal Analysis of Economic Time Series.

open access: yesJournal of the Royal Statistical Society. Series A (General), 1981
G. C. Jones, A. Zellner
openaire   +2 more sources

Quantitative Solutions for the Substantiation of Decisions on the Food Market [PDF]

open access: yes
The present paper intends, by using the spectral analysis, to measure and analyze the intensity of systematic variations of the time series referring to one of the most sensitive and important statistical macro-economic indicators, which has a ...
Calcedonia ENACHE   +2 more
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Operational Time and Seasonality in Distributed Lag Estimation [PDF]

open access: yes
The following paper discusses the analysis of some types of economic time series using an altered time scale, or operational time. It is argued that for some series, observations that are ordinarily thought of as equidistant in time are actually ...
Peter K. Clark
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Random Walks and Non-Linear Paths in Macroeconomic Time Series: Some Evidence and Implications [PDF]

open access: yes
This paper investigates whether the inherent non-stationarity of macroeconomic time series is entirely due to a random walk or also to non-linear components. Applying the numerical tools of the analysis of dynamical systems to long time series for the US,
Adriaan van Zon, Franco Bevilacqua
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Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model [PDF]

open access: yes
We develop Bayesian techniques for estimation and model comparison in a novel Generalised Stochastic Unit Root (GSTUR) model. This allows us to investigate the presence of a deterministic time trend in economic series, while allowing the degree of ...
Fuyu Yang, Roberto Leon-Gonzalez
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