Changes in seasonal patterns. Are they cyclical?

DOI10.1016/0165-1889(94)90051-5zbMath0837.90025OpenAlexW3020890323WikidataQ60147657 ScholiaQ60147657MaRDI QIDQ1342433

Fabio Canova, Eric Ghysels

Publication date: 11 January 1995

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(94)90051-5

zbMATH Keywords

business cyclesstructural stabilitypredictive testsseasonal patternmacroeconomic time series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

Related Items (6)

On seasonality and business cycle durations: A nonparametric investigation ⋮ The effect of linear filters on dynamic time series with structural change ⋮ Recognizing changing seasonal patterns using artificial neural networks ⋮ Changes in seasonal patterns ⋮ The effects of seasonally adjusting a periodic autoregressive process ⋮ Functional data analysis of the dynamics of the monthly index of nondurable goods production.

Cites Work

• Unnamed Item
• Seasonal integration and cointegration
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Changes in seasonal patterns
• Are consumption-based intertemporal capital asset pricing models structural?
• Recursive stability analysis of linear regression relationships. An exploratory methodology
• Forecasting time series with common seasonal patterns (with discussion)
• Seasonal unit roots in aggregate U.S. data (with discussion)
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• Modeling Time Series With Calendar Variation
• A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
• Testing for deterministic trend and seasonal components in time series models
• Testing for Structural Change in Dynamic Models
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Generalized Predictive Tests and Structural Change Analysis in Econometrics
• Inference in Nonlinear Econometric Models with Structural Change
• Testing for Unit Roots in Seasonal Time Series

This page was built for publication: Changes in seasonal patterns. Are they cyclical?