Lf Mrten

Mrten Lf

Information about the author Mrten Lf will soon be added to the site.
Found 4 papers in total
On seasonal error correction when the processes include different numbers of unit roots
On seasonal error correction when the processes include different numbers of unit roots
2003
We propose a seasonal cointegration model (SECM) for quarterly data which includes...
Business survey data: Do they help in forecasting GDP growth?
Business survey data: Do they help in forecasting GDP growth?
2005
In this paper we examine whether data from business tendency surveys are useful for...
Forecasting performance of seasonal cointegration models
Forecasting performance of seasonal cointegration models
2002
Forecasts from two different seasonal cointegration specifications are compared in an...
On forecasting cointegrated seasonal time series
On forecasting cointegrated seasonal time series
2001
We analyze periodic and seasonal cointegration models for bivariate quarterly observed...
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