Details about Svend Hylleberg

Access statistics for papers by Svend Hylleberg.

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Short-id: phy1

Working Papers

2006

1. Seasonal Adjustment
   Economics Working Papers, Department of Economics and Business Economics, Aarhus University View citations (4)

2005

2. Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
   Economics Working Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
   See also Journal Article Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data, Journal of Business & Economic Statistics, American Statistical Association (2007) View citations (11) (2007)

2004

3. 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 View citations (2)

1995

4. Seasonal Integration and the Evolving Seasonals Model
   Working Papers, Australian National University - Department of Economics View citations (1)
   See also Journal Article Seasonal integration and the evolving seasonals model, International Journal of Forecasting, Elsevier (1997) View citations (11) (1997)

1988

5. SEASONAL, INTEGRATION AND COINTEGRATION
   Working Papers, Pennsylvania State - Department of Economics View citations (39)
   See also Journal Article Seasonal integration and cointegration, Journal of Econometrics, Elsevier (1990) View citations (650) (1990)

Journal Articles

2023

1. Produktivitetskrisen i den økonomiske videnskab på Aarhus Universitet fra 1946 til 1980
   Nationaløkonomisk tidsskrift, 2023, 2023, (1), 21

2010

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

2007

3. Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
   Journal of Business & Economic Statistics, 2007, 25, 21-32 View citations (11)
   See also Working Paper Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data, Economics Working Papers (2005) View citations (1) (2005)

2006

4. Book Review
   Scandinavian Journal of Economics, 2006, 108, (2), 357-359

2004

5. Flexible regression models and relative forecast performance
   International Journal of Forecasting, 2004, 20, (2), 201-217 View citations (12)

2003

6. 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

2000

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

1998

8. Comments 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), 325-334
9. New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment
   Journal of Business & Economic Statistics, 1998, 16, (2), 167-68
10. WAGE ADJUSTMENT AND EMPLOYMENT PERSISTENCY
    Macroeconomic Dynamics, 1998, 2, (4), 472-491 View citations (3)

1997

11. Seasonal integration and the evolving seasonals model
    International Journal of Forecasting, 1997, 13, (3), 329-340 View citations (11)
    See also Working Paper Seasonal Integration and the Evolving Seasonals Model, Working Papers (1995) View citations (1) (1995)

1996

12. Common Seasonal Features: Global Unemployment
    Oxford Bulletin of Economics and Statistics, 1996, 58, (4), 615-30 View citations (21)
13. 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

14. 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 View citations (15)
15. Spurious deterministic seasonality
    Economics Letters, 1995, 48, (3-4), 249-256 View citations (28)
16. Tests for seasonal unit roots general to specific or specific to general?
    Journal of Econometrics, 1995, 69, (1), 5-25 View citations (44)

1993

17. 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
18. Seasonality in Macroeconomic Time Series
    Empirical Economics, 1993, 18, (2), 321-35 View citations (63)
19. The Japanese consumption function
    Journal of Econometrics, 1993, 55, (1-2), 275-298 View citations (92)

1990

20. Seasonal integration and cointegration
    Journal of Econometrics, 1990, 44, (1-2), 215-238 View citations (650)
    See also Working Paper SEASONAL, INTEGRATION AND COINTEGRATION, Working Papers (1988) View citations (39) (1988)

1989

21. A note on the distribution of the least squares estimator of a random walk with drift
    Economics Letters, 1989, 29, (3), 225-230 View citations (23)
22. Cointegration and Error Correction Mechanisms
    Economic Journal, 1989, 99, (395), 113-25 View citations (32)

1985

23. 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

24. 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 View citations (1)

1977

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

Books

1986

1. Seasonality in Regression
   Elsevier Monographs, Elsevier View citations (42)

Edited books

2006

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

2000

2. Nonlinear Econometric Modeling in Time Series
   Cambridge Books, Cambridge University Press View citations (7)

1992

3. Modelling Seasonality
   OUP Catalogue, Oxford University Press View citations (30)