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)

Mathematics Subject Classification ID

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

Recommendations

• Changes in seasonal patterns. Are they cyclical?
• Common cycles in seasonally cointegrated time series
• Common seasonality in multivariate time series
• The effects of seasonally adjusting a periodic autoregressive process
• scientific article; zbMATH DE number 4185355
• Seasonal adjustment of some economic indicators

Cites work

• scientific article; zbMATH DE number 4135256 (Why is no real title available?)
• scientific article; zbMATH DE number 51202 (Why is no real title available?)
• Common cycles in seasonally cointegrated time series
• Common cyclical features analysis in VAR models with cointegration
• 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

(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

This page was built for publication: Does seasonal adjustment induce common cycles?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1128923)