On the properties typical of economic time series
PublisherUniversitat Politècnica de Barcelona. Centre de Càlcul
Rights accessOpen Access
This paper summarizes the results of econometric time-series analysis performed by the author and colleagues over the last seven years, using the Box-Jenkins approach in interaction with Economic Theory. Typical univariate properties, typical data anomalies and typical relationships are described. Common practice in Econometrics is criticized and certain aspects of Economic Theory are discussed.
ISSN0210-8054 (versió paper)