Does seasonal adjustment induce common cycles?

DOI10.1016/S0165-1765(98)00065-2zbMATH Open0899.90055MaRDI QIDQ1128923FDOQ1128923

Authors: Alain Hecq 

Publication date: 13 August 1998

Published in: Economics Letters (Search for Journal in Brave)

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Mathematics Subject Classification ID

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

Cites Work

• Seasonal integration and cointegration
• Title not available (Why is that?)
• Seasonal cointegration. The Japanese consumption function (with discussion)
• Title not available (Why is that?)
• Seasonal Adjustment and Relations Between Variables
• Reduced rank models for multiple time series
• Nested Reduced-Rank Autogressive Models for Multiple Time Series
• Common cycles in seasonally cointegrated time series
• Common cyclical features analysis in VAR models with cointegration
• The effect of seasonal adjustment filters on tests for a unit root (with discussion)

Cited In (3)

• 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

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