The Introduction of Seasonal Unit Roots and Cointegration to Test Index Aggregation Optimality : An Application to a Spanish Farm Price Index

In this paper we present a methodological proposal of the way integration and cointegration analysis can best be used to test if the level of aggregation of an index is adequate. Using this proposal, we enquire the extent to which a Spanish aggregate farm price index captures the behavior of its components

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Year of publication:	1999
Authors:	Martin-Alvarez, Francisco J. ; Cano Fernández, Víctor Javier ; Cáceres-Hernández, José Juan
Publisher:	[S.l.] : SSRN
Subject:	Spanien \| Spain \| Theorie \| Theory \| Einheitswurzeltest \| Unit root test \| Kointegration \| Cointegration \| Preisindex \| Price index \| Aggregation \| Index \| Index number \| Saisonale Schwankungen \| Seasonal variations \| Indexberechnung \| Index construction
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Empirical Economics, Vol. 24, Iss. 3, August, 1999 Volltext nicht verfügbar
Classification:	C22 - Time-Series Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014184343