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Fourier VECM/Evidence
Method evidence record

Fourier VECM

The Fourier VECM augments the classical vector error correction model with low-frequency trigonometric terms — sine and cosine components — to capture smooth, gradual structural change in cointegrating relationships without specifying the number or timing of breaks in advance. It is used for multivariate cointegrated systems where long-run equilibria may shift gradually over time.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Fourier Vector Error Correction Model
Taxonomic method record · regression-model / econometrics
  • Enders, W., & Lee, J. (2012). A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574–599. · DOI 10.1111/j.1468-0084.2011.00662.x
  • Becker, R., Enders, W., & Lee, J. (2006). A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks. Journal of Time Series Analysis, 27(3), 381–409. · DOI 10.1111/j.1467-9892.2006.00478.x
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Taxonomic bucketFourier ARDL Bounds Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketFourier VAR modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketNonlinear VECMmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketStructural break VECMmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketVector Error Correction Modelmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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