The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991
AbstractCointegration tests typically rely on seasonally adjusted data. Cointegration tests are applied in this paper to seasonally unadjusted data. The main objective of the paper is to test the permanent income hypothesis using Canadian data. The authors find that the unit root at the zero frequency found in seasonally adjusted data is also present in seasonally unadjusted data. However, there is considerable evidence for the presence of seasonal unit roots. Although there is support for the permanent income hypothesis for seasonally adjusted data, the same hypothesis is rejected for seasonally unadjusted data.
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Bibliographic InfoArticle provided by Canadian Economics Association in its journal Canadian Journal of Economics.
Volume (Year): 26 (1993)
Issue (Month): 3 (August)
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Postal: Canadian Economics Association Prof. Steven Ambler, Secretary-Treasurer c/o Olivier Lebert, CEA/CJE/CPP Office C.P. 35006, 1221 Fleury Est Montréal, Québec, Canada H2C 3K4
Web page: http://economics.ca/cje/
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Other versions of this item:
- Siklos, P.L. & Lee, H.S., 1992. "The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991," Working Papers 92006, Wilfrid Laurier University, Department of Economics.
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