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Details about Svend Hylleberg

E-mail:
Homepage:https://sites.google.com/site/shylleberghomepage/
Phone:+4524481551
Postal address:Department of Economics and Business Economics, Aarhus BSS, Aarhus University Fuglesangs allé 4, Building 2622, DK-8210 Aarhus V, Denmark Office: Building 2622-104
Workplace:Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi (Department of Economics and Business), Aarhus Universitet (University of Aarhus), (more information at EDIRC)

Access statistics for papers by Svend Hylleberg.

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Working Papers

2006

  1. Seasonal Adjustment
    Economics Working Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)

2004

  1. On the Exploitation of Market Power in the Nordic Electricity Markets. The Case of Elsam
    Economics Working Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)

1995

  1. Seasonal Integration and the Evolving Seasonals Model
    Working Papers, Australian National University - Department of Economics
    See also Journal Article in International Journal of Forecasting (1997)

1988

  1. SEASONAL, INTEGRATION AND COINTEGRATION
    Working Papers, Pennsylvania State - Department of Economics View citations (35)
    See also Journal Article in Journal of Econometrics (1990)

Journal Articles

2010

  1. Clive Granger and HEGY
    Journal of Financial Econometrics, 2010, 8, (2), 181-183 Downloads

2007

  1. Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
    Journal of Business & Economic Statistics, 2007, 25, 21-32 Downloads View citations (5)

2004

  1. Flexible regression models and relative forecast performance
    International Journal of Forecasting, 2004, 20, (2), 201-217 Downloads View citations (11)
  2. SEASONALITY IN ECONOMIC MODELS
    Macroeconomic Dynamics, 2004, 8, (03), 362-394 Downloads View citations (9)

2003

  1. Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory,: Edited by W.A. Barnett, D.F. Hendry, S. Hylleberg, T. Terasvirta, D. Tjostheim, and A.W. Wurtz, Cambridge University Press, 2000. ISBN: 0-521- 59424-3, pp. 227, [UK pound]42.50, US$70 (hardback)
    International Journal of Forecasting, 2003, 19, (4), 756-758 Downloads

2000

  1. Sources of Persistence in Employment Adjustment--Denmark 1974-93
    Oxford Economic Papers, 2000, 52, (1), 72-95 View citations (1)

1998

  1. Comment on N. R. Ericsson, D. F. Hendry and K. M. Prestwich, "The Demand for Broad Money in the United Kingdom, 1878-1993."
    Scandinavian Journal of Economics, 1998, 100, (1), 329-34 Downloads
  2. New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment
    Journal of Business & Economic Statistics, 1998, 16, (2), 167-68
  3. WAGE ADJUSTMENT AND EMPLOYMENT PERSISTENCY
    Macroeconomic Dynamics, 1998, 2, (04), 472-491 Downloads View citations (3)

1997

  1. Seasonal integration and the evolving seasonals model
    International Journal of Forecasting, 1997, 13, (3), 329-340 Downloads View citations (10)
    See also Working Paper (1995)

1996

  1. Common Seasonal Features: Global Unemployment
    Oxford Bulletin of Economics and Statistics, 1996, 58, (4), 615-30 View citations (13)
  2. Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment
    Journal of Business & Economic Statistics, 1996, 14, (3), 388-89 View citations (1)

1995

  1. A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence
    Economics Letters, 1995, 48, (3-4), 221-228 Downloads View citations (13)
  2. Spurious deterministic seasonality
    Economics Letters, 1995, 48, (3-4), 249-256 Downloads View citations (23)
  3. Tests for seasonal unit roots general to specific or specific to general?
    Journal of Econometrics, 1995, 69, (1), 5-25 Downloads View citations (37)

1993

  1. Modelling seasonality: Svend Hylleberg, Ed., (Oxford University Press, New York), 476 pp., US$75.00 hard cover (ISBN 0-19-877317-X), US$35.00 paperback (ISBN 0-19-8773188)
    International Journal of Forecasting, 1993, 9, (4), 580-582 Downloads
  2. Seasonality in Macroeconomic Time Series
    Empirical Economics, 1993, 18, (2), 321-35 View citations (51)
  3. The Japanese consumption function
    Journal of Econometrics, 1993, 55, (1-2), 275-298 Downloads View citations (46)

1991

  1. New Approaches to Empirical Macroeconomics: Editors' Introduction
    Scandinavian Journal of Economics, 1991, 93, (2), 121-28

1990

  1. Seasonal integration and cointegration
    Journal of Econometrics, 1990, 44, (1-2), 215-238 Downloads View citations (472)
    See also Working Paper (1988)

1989

  1. A note on the distribution of the least squares estimator of a random walk with drift
    Economics Letters, 1989, 29, (3), 225-230 Downloads View citations (20)
  2. Cointegration and Error Correction Mechanisms
    Economic Journal, 1989, 99, (395), 113-25 Downloads View citations (25)

1985

  1. A Note on the Relation between Consumers' Expenditure and Income in the United Kingdom
    Oxford Bulletin of Economics and Statistics, 1985, 47, (2), 153-70 View citations (1)

1982

  1. Seasonality in dynamic regression models: A comparative study of finite sample properties of various regression estimators including band spectrum regression
    Journal of Econometrics, 1982, 19, (2-3), 345-366 Downloads View citations (1)

1977

  1. A comparative study of finite sample properties of band spectrum regression estimators
    Journal of Econometrics, 1977, 5, (2), 167-182 Downloads View citations (2)

1976

  1. An Empirical Analysis of the Relationship between Inflation and Economic Growth in 12 Countries, 1950-1969: A Comment
    Scandinavian Journal of Economics, 1976, 78, (1), 111-13

Edited books

2006

  1. Nonlinear Econometric Modeling in Time Series
    Cambridge Books, Cambridge University Press

2000

  1. Nonlinear Econometric Modeling in Time Series
    Cambridge Books, Cambridge University Press View citations (2)

1992

  1. Modelling Seasonality
    OUP Catalogue, Oxford University Press View citations (14)
 
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