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Original Articles

Seasonal adjustment and cointegrating relationships: consumption and income

Pages 549-551 | Published online: 05 Oct 2010

References

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  • Granger , C. W. J. and Lee , T.-H. 1989 . Investigation of production, sales and inventory relationships using multicointegration and nonsymmetric error correction models . Journal of Applied Econometrics , 4 : S145 – S159 .
  • Heaton , J. 1993 . The interaction between time non-separable preferences and time aggregation . Econometrica , 61 : 353 – 386 .
  • Hendry , D. F. and Doornik , J. A. 1996 . Empirical Econometric Modelling Using PcGive 9.0 for Windows , London : International Thomson Business Press .
  • MacKinnon , J. 1991 . “ Critical values for cointegration tests ” . In Long Run Economic Relationship , Edited by: Engle , R. F. and Granger , C. W. J. Oxford : Oxford University Press .
  • Scott , A. 1995 . Why is consumption so seasonal? , Discussion Paper in Applied Economics No. 172 University of Oxford .
  • Wallis , K. F. 1974 . Seasonal adjustment and relations between variables . Journal of the American Statistical Association , 63 : 18 – 31 .

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