Does seasonal adjustment induce common cycles?

DOI10.1016/S0165-1765(98)00065-2MaRDI QIDQ1128923zbMATH OpenFDO

Authors Alain Hecq

Publication date 13 August 1998

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0165-1765(98)00065-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Recommendations

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Cites work

• Common cycles in seasonally cointegrated time series
• Common cyclical features analysis in VAR models with cointegration
• scientific article; zbMATH DE number 4135256 (Why is no real title available?)
• scientific article; zbMATH DE number 51202 (Why is no real title available?)
• Nested Reduced-Rank Autogressive Models for Multiple Time Series
• Reduced rank models for multiple time series
• Seasonal Adjustment and Relations Between Variables
• Seasonal cointegration. The Japanese consumption function (with discussion)
• Seasonal integration and cointegration
• The effect of seasonal adjustment filters on tests for a unit root (with discussion)

Cited in

(4)

• The consequences of seasonal adjustment for periodic autoregressive processes
• Stability and Consistency of Seasonally Adjusted Aggregates and Their Component Patterns
• COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY
• Has the COVID-19 outbreak capsized the predictive performance of Bayesian VAR models with cointegration and time-varying volatility?

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