Sökning: "Seasonal cointegration"

Hittade 1 avhandling innehållade orden Seasonal cointegration.

1. 1. On seasonality and cointegration

   Författare :Mårten Löf; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : This thesis, which consists of four essays, focus on seasonal and periodic cointegration models. These models are tools to describe changing seasonality.Essay 1 "Forecasting performance of seasonal cointegration models", with Johan Lyhagen. LÄS MER