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96-175/7 - On the Role of Seasonal Intercepts in Seasonal Cointegration


  • Authors
    Philip Hans Franses, Erasmus University Rotterdam; Robert M. Kunst, Institute for Advanced Studies, Vienna
  • Publication date
    December 13, 1996
  • Keywords
    deterministic and stochastic seasonality; seasonal cointegration; cointegration
  • JEL
    C32