Can we use seasonally adjusted variables in dynamic factor models?

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

ISSN: 1558-3708,  1081-1826

Année de publication: 2015

Volumen: 19

Número: 3

Pages: 377-391

Type: Article

DOI: 10.1515/SNDE-2013-0096 GOOGLE SCHOLAR
La source de données: Scopus