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Seasonality In Economic Models

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Author Info
BRENDSTRUP, BJARNE
HYLLEBERG, SVEND
NIELSEN, MORTEN RREGAARD
SKIPPER, LARS
STENTOFT, LARS

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Abstract

Seasonality has been a major research area in economics for several decades. The paper assesses the recent development in the literature on the treatment of seasonality in economics, and divides it into three interrelated groups. The first group, pure noise models, consists of methods based on the view that seasonality is noise contaminating the data or, more correctly, contaminating the information of interest for the economists. The second group, time-series models, treats seasonality as a more integrated part of the modeling strategy, with the choice of model being data driven. The third group, economic models of seasonality, introduces economic theory, that is, optimizing behavior, into the modeling of seasonality.

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File URL: http://journals.cambridge.org/abstract_S1365100504030111
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Publisher Info
Article provided by Cambridge University Press in its journal Macroeconomic Dynamics.

Volume (Year): 8 (2004)
Issue (Month): 03 (June)
Pages: 362-394
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:cup:macdyn:v:8:y:2004:i:03:p:362-394_03

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  1. Cubadda, Gianluca & Omtzigt, Pieter, 2003. "Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems," Economics & Statistics Discussion Papers esdp03012, University of Molise, Dept. SEGeS. [Downloadable!]
    Other versions:
  2. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, School of Economics and Management, University of Aarhus. [Downloadable!]
  3. Philip Kostov & John Lingard, 2005. "Seasonally specific model analysis of UK cereals prices," Econometrics 0507014, EconWPA. [Downloadable!]
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This page was last updated on 2009-12-9.


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