Can we use seasonally adjusted variables in dynamic factor models?
Camacho, Maximo, Lovcha, Yuliya, Quiros, Gabriel PerezVolume:
19
Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.1515/snde-2013-0096
Date:
January, 2015
File:
PDF, 1.35 MB
english, 2015