On forecasting cointegrated seasonal time series

International Journal of Forecasting

Volumn 17, Issue 4, 2001, Pages 607-621

  Löf, Mårten ^a   Franses, Philip Hans ^b  

^a STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Forecasting; Periodic cointegration; Seasonal cointegration

Indexed keywords

EID: 0035486239     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(01)00085-1     Document Type: Article

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