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On the role of seasonal intercepts in seasonal cointegration

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IHS Economics Series Working Paper 15

September 1995

On the role of seasonal intercepts in seasonal cointegration

Philip Hans Franses

Robert M. Kunst

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Impressum Author(s):

Philip Hans Franses, Robert M. Kunst Title:

On the role of seasonal intercepts in seasonal cointegration ISSN: Unspecified

1995 Institut für Höhere Studien - Institute for Advanced Studies (IHS) Josefstädter Straße 39, A-1080 Wien

E-Mail: o ce@ihs.ac.atffi Web: ww w .ihs.ac. a t

All IHS Working Papers are available online: http://irihs. ihs. ac.at/view/ihs_series/

This paper is available for download without charge at: https://irihs.ihs.ac.at/id/eprint/855/

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