Data revisions and periodic properties of macroeconomic data
From MaRDI portal
Publication:2442382
DOI10.1016/j.econlet.2013.04.014zbMath1284.91471MaRDI QIDQ2442382
Publication date: 3 April 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2013.04.014
91B84: Economic time series analysis
91B64: Macroeconomic theory (monetary models, models of taxation)
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Cites Work
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- The effects of seasonally adjusting a periodic autoregressive process
- Periodic linear-quadratic methods for modeling seasonality
- Seasonally and approximation errors in rational expectations models
- Periodic properties of interpolated time series
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- Periodic Time Series Models