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Functional data analysis of the dynamics of the monthly index of nondurable goods production

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  • Ramsay, James O.
  • Ramsey, James B.
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 107 (2002)
    Issue (Month): 1-2 (March)
    Pages: 327-344

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    Handle: RePEc:eee:econom:v:107:y:2002:i:1-2:p:327-344

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    Web page: http://www.elsevier.com/locate/jeconom

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    1. J. Joseph Beaulieu & Jeffrey K. MacKie-Mason & Jeffrey A. Miron, 1991. "Why Do Countries and Industries with Large Seasonal Cycles Also Have Large Business Cycles?," NBER Working Papers 3635, National Bureau of Economic Research, Inc.
    2. Anderson, Patricia M, 1993. "Linear Adjustment Costs and Seasonal Labor Demand: Evidence from Retail Trade Firms," The Quarterly Journal of Economics, MIT Press, vol. 108(4), pages 1015-42, November.
    3. Canova, F. & Ghysels, E., 1992. "Changes in Seasonal Patters: Are They Cyclical," Cahiers de recherche 9216, Centre interuniversitaire de recherche en ├ęconomie quantitative, CIREQ.
    4. Harvey, Andrew & Scott, Andrew, 1994. "Seasonality in Dynamic Regression Models," Economic Journal, Royal Economic Society, vol. 104(427), pages 1324-45, November.
    5. Jaeger, Albert & Kunst, Robert M, 1990. "Seasonal Adjustment and Measuring Persistence in Output," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(1), pages 47-58, January-M.
    6. Ramsey, James B. & Keenan, Sean, 1996. "Multi-country tests for the oscillator model with slowly varying coefficients," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 383-408, September.
    7. Ramsey, James B & Rothman, Philip, 1996. "Time Irreversibility and Business Cycle Asymmetry," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(1), pages 1-21, February.
    8. Ramsey, James B. & Lian, Cheng-Ping, 1993. "An exploratory analysis of the growth rates of economic and financial data," Ricerche Economiche, Elsevier, vol. 47(1), pages 31-64, March.
    9. Robert B. Barsky & Jeffrey A. Miron, 1988. "The Seasonal Cycle and the Business Cycle," NBER Working Papers 2688, National Bureau of Economic Research, Inc.
    10. Ghysels, Eric, 1994. "On the Periodic Structure of the Business Cycle," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 289-98, July.
    11. Harvey, A C & Jaeger, A, 1993. "Detrending, Stylized Facts and the Business Cycle," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(3), pages 231-47, July-Sept.
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    Cited by:
    1. Yao, Fang, 2007. "Asymptotic distributions of nonparametric regression estimators for longitudinal or functional data," Journal of Multivariate Analysis, Elsevier, vol. 98(1), pages 40-56, January.
    2. Rob J. Hyndman & Han Lin Shang, 2008. "Rainbow plots, Bagplots and Boxplots for Functional Data," Monash Econometrics and Business Statistics Working Papers 9/08, Monash University, Department of Econometrics and Business Statistics.
    3. Anthony S. Tay, 2007. "Financial Variables as Predictors of Real Output Growth," Development Economics Working Papers 22482, East Asian Bureau of Economic Research.
    4. Anthony S. Tay, 2006. "Mixing Frequencies : Stock Returns as a Predictor of Real Output Growth," Macroeconomics Working Papers 22480, East Asian Bureau of Economic Research.
    5. Ramsey, James B. & Gallegati, Marco & Gallegati, Mauro & Semmler, Willi, 2010. "Instrumental variables and wavelet decompositions," Economic Modelling, Elsevier, vol. 27(6), pages 1498-1513, November.

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