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The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption

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Author Info
Osborn, Denise R
Smith, Jeremy P

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Publisher Info
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 7 (1989)
Issue (Month): 1 (January)
Pages: 117-27
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Handle: RePEc:bes:jnlbes:v:7:y:1989:i:1:p:117-27

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  1. Eric Ghysels, 1992. "On the Periodic Structure of the Business Cycle," Cowles Foundation Discussion Papers 1028, Cowles Foundation, Yale University. [Downloadable!]
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  2. Ph.H.B.F. Franses & R. Paap, 1999. "Forecasting with periodic autoregressive time series models," Econometric Institute Report 156, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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  3. Jeffrey A. Miron, 1990. "The Economics of Seasonal Cycles," NBER Working Papers 3522, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. P.H. Franses & D. Van Dijk, 2001. "The Forecasting Performance of Various Models for Seasonality and Nonlinearity for Quarterly Industrial Production," Econometric Institute Report 222, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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  5. Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2006. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Tinbergen Institute Discussion Papers 06-101/4, Tinbergen Institute. [Downloadable!]
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  6. Clements, M.P. & Smith, J., 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 487, University of Warwick, Department of Economics. [Downloadable!]
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  7. Juncal Cuñado & Luis A. Gil-Alaña, . "Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models," Faculty Working Papers 02/07, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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  8. Peter C.B. Phillips & Zhijie Xiao, 1998. "A Primer on Unit Root Testing," Cowles Foundation Discussion Papers 1189, Cowles Foundation, Yale University. [Downloadable!]
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  9. Richard M. Todd, 1989. "Periodic linear-quadratic methods for modeling seasonality," Staff Report 127, Federal Reserve Bank of Minneapolis. [Downloadable!]
  10. Tim Bollerslev & Eric Ghysels, 1994. "On Periodic Autogressive Conditional Heteroskedasticity," CIRANO Working Papers 94s-03, CIRANO. [Downloadable!]
  11. Eric Ghysels, 1993. "A time series model with periodic stochastic regime switching," Discussion Paper / Institute for Empirical Macroeconomics 84, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  12. Eiji Kurozumi, 2002. "Testing For Periodic Stationarity," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 243-270. [Downloadable!] (restricted)
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