Changes in seasonal patterns

DOI10.1016/0165-1889(94)90051-5MaRDI QIDQ671898zbMATH OpenOpenAlexWikidataFDO

Authors Fabio Canova, Eric Ghysels

Publication date 27 February 1997

Published in Journal of Economic Dynamics and 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 stabilitySeasonality

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3502628 (Why is no real title available?)
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
• Are consumption-based intertemporal capital asset pricing models structural?
• Changes in seasonal patterns. Are they cyclical?
• Forecasting time series with common seasonal patterns (with discussion)
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Inference in Nonlinear Econometric Models with Structural Change
• Modeling Time Series With Calendar Variation
• Recursive stability analysis of linear regression relationships. An exploratory methodology
• Seasonal integration and cointegration
• Seasonal unit roots in aggregate U.S. data (with discussion)
• Testing for Structural Change in Dynamic Models
• Testing for Unit Roots in Seasonal Time Series
• Testing for deterministic trend and seasonal components in time series models
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions

Cited in

(5)

• Seasonality and equilibrium business cycle theories
• Changes in seasonal patterns. Are they cyclical?
• Seasonal nonlinear long memory model for the US inflation rates
• Long memory with seasonal effects
• SEASONALITY AND MONETARY POLICY

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