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Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric; Miller, J. Isaac - 2013
Persistent link: https://www.econbiz.de/10010394161
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Chapter 13 Forecasting Seasonal Time Series
Ghysels, Eric; Osborn, Denise R.; Rodrigues, Paulo M.M. - 2006
forecast implications of misspecifying the class of model (deterministic versus nonstationary stochastic) are considered. The … linear analysis concludes with a discussion of the nature and implications of cointegration in the context of forecasting …
Persistent link: https://www.econbiz.de/10014023693
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Testing for Granger causality with mixed frequency data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - In: Journal of econometrics 192 (2016) 1, pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
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Macroeconomics and the reality of mixed frequency data
Ghysels, Eric - In: Journal of econometrics 193 (2016) 2, pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
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On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric; Miller, J. Isaac - In: Essays in honor of Peter C. B. Phillips, (pp. 93-122). 2014
Persistent link: https://www.econbiz.de/10010442875
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Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric; Miller, J. Isaac - 2013 - Rev.
Persistent link: https://www.econbiz.de/10010200462
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On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric; Miller, J. Isaac - 2014 - Rev .
Persistent link: https://www.econbiz.de/10010231623
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Applied economic forecasting using time series methods
Ghysels, Eric; Marcellino, Massimiliano - 2018
Persistent link: https://www.econbiz.de/10011750387
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The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric; Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809708
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Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 374-386
Persistent link: https://www.econbiz.de/10001334389