http://repub.eur.nl/res/aut/8000/ List of Publications en http://repub.eur.nl/static-eur/img/logo.png http://repub.eur.nl http://repub.eur.nl/res/pub/2171/ 2005-11-11T00:00:00Z We examine whether any trends in monthly temperatures are the same through-out the year for various lengthy series. The data concern the world, the northern and southern hemispheres, and about three centuries of data for the United Kingdom and the Netherlands. For the empirical exercise, we rely on new and accurate tests which have been recently developed. These tests do not have standard distributions, so that critical values have to be tabulated. The empirical findings include significant worldwide temperature increases, differences across months for the northern hemisphere, and warming winters for the UK and the Netherlands. http://repub.eur.nl/res/pub/13342/ 2005-05-01T00:00:00Z We propose tests for hypotheses on the parameters for deterministic trends. The model framework assumes a multivariate structure for trend-stationary time series variables. We derive the asymptotic theory and provide some relevant critical values. Monte Carlo simulations suggest which tests are more useful in practice than others. We apply our tests to examine real GDP convergence for a sample of seven European countries. http://repub.eur.nl/res/pub/1680/ 2001-06-21T00:00:00Z We propose tests for hypotheses on the parameter for deterministic trends. The model framework assumes a multivarariat stucture for trend-stationary time series variables. We derive the asymptotic theory and provide some relevant critical values. Monte Carlo simulations suggest which tests are more useful in practice than others. We apply our tests to examine if monthly temperatures in the Netherlands, measured from 1706 onwards, have a trend and if these trends are the same across months. We find that the January and March temperatures have the same upward trend, that the September temperature has decreased and that the temperatures in the other months do not have a trend. Hence, only winters in the Netherlands seem to get warmer.