Seasonality In Economic Models
AbstractSeasonality 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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Bibliographic InfoArticle provided by Cambridge University Press in its journal Macroeconomic Dynamics.
Volume (Year): 8 (2004)
Issue (Month): 03 (June)
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