Changes in seasonal patterns

DOI10.1016/0165-1889(94)90051-5zbMATH Open0875.62608OpenAlexW3020890323WikidataQ60147657 ScholiaQ60147657MaRDI QIDQ671898FDOQ671898

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

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zbMATH Keywords

Business cyclesStructural stabilitySeasonality

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

Cited In (4)

• 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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