SEASONALITY, COINTEGRATION AND ERROR-CORRECTION - AN ILLUSTRATION USING SOUTH-AFRICAN MONETARY DATA

被引:0
|
作者
HURN, AS
机构
[1] Department of Political Economy, University of Glasgow
关键词
D O I
10.1111/j.1467-9485.1993.tb00907.x
中图分类号
F [经济];
学科分类号
02 ;
摘要
[No abstract available]
引用
收藏
页码:311 / 322
页数:12
相关论文
共 50 条
  • [31] Modeling big spatio-temporal geo-hazards data for forecasting by error-correction cointegration and dimension-reduction
    Wang, Hong
    Qian, Guoqi
    Tordesillas, Antoinette
    SPATIAL STATISTICS, 2020, 36
  • [32] Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
    Hallin, Marc
    van den Akker, Ramon
    Werker, Bas J. M.
    JOURNAL OF ECONOMETRICS, 2016, 190 (01) : 46 - 61
  • [33] SURVIVABLE COMMUNICATIONS USING ERROR-CORRECTION AND SIGNAL EDITING
    NG, WH
    ELECTRONICS LETTERS, 1994, 30 (03) : 198 - 199
  • [34] Temperature error-correction method for surface air temperature data
    Yang, Jie
    Deng, Xuan
    Liu, Qingquan
    Ding, Renhui
    METEOROLOGICAL APPLICATIONS, 2020, 27 (06)
  • [35] Error-correcting code for data broadcasting and its error-correction capability
    Yamada, Osamu
    Signal Processing: Image Communication, 1991, 3 (04) : 345 - 362
  • [36] THE CAUSAL RELATIONSHIP BETWEEN TAXES AND EXPENDITURES IN THE G7 COUNTRIES - COINTEGRATION AND ERROR-CORRECTION MODELS
    OWOYE, O
    APPLIED ECONOMICS LETTERS, 1995, 2 (01) : 19 - 22
  • [37] ON-THE-FLY ERROR-CORRECTION IN DATA-STORAGE CHANNELS
    HASSNER, M
    SCHWIEGELSHOHN, U
    WINOGRAD, S
    IEEE TRANSACTIONS ON MAGNETICS, 1995, 31 (02) : 1149 - 1154
  • [38] A Method of Error-Correction Coding for Data Transmission Channels in Telemetry Information Systems with Double Byte Data Error Correction
    Pavlov, A. A.
    Tsarkov, A. N.
    Pavlov, P. A.
    Sorokin, D. E.
    Gusev, A. V.
    Gusev, K. V.
    Lasyak, M. I.
    MEASUREMENT TECHNIQUES, 2014, 57 (07) : 745 - 751
  • [39] A Method of Error-Correction Coding for Data Transmission Channels in Telemetry Information Systems with Double Byte Data Error Correction
    A. A Pavlov
    A. N. Tsarkov
    P. A. Pavlov
    D. E. Sorokin
    A. V. Gusev
    K. V. Gusev
    M. I. Lasyak
    Measurement Techniques, 2014, 57 : 745 - 751
  • [40] Error-correction-based cointegration tests for panel data
    Persyn, Damiaan
    Westerlund, Joakim
    STATA JOURNAL, 2008, 8 (02): : 232 - 241