Can we use seasonally adjusted variables in dynamic factor models?

  1. Camacho, M.
  2. Lovcha, Y.
  3. Quiros, G.P.
Aldizkaria:
Studies in Nonlinear Dynamics and Econometrics

ISSN: 1558-3708 1081-1826

Argitalpen urtea: 2015

Alea: 19

Zenbakia: 3

Orrialdeak: 377-391

Mota: Artikulua

DOI: 10.1515/SNDE-2013-0096 GOOGLE SCHOLAR