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Does seasonality change over the business cycle? An investigation using monthly industrial production series Author info | Abstract | Publisher info | Download info | Related research | Statistics Matas-Mir, Antonio
Osborn, Denise R.
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Article provided by Elsevier in its journal European Economic Review .
Volume (Year): 48 (2004)
Issue (Month): 6 (December)
Pages: 1309-1332
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Handle: RePEc:eee:eecrev:v:48:y:2004:i:6:p:1309-1332Contact details of provider: Web page: http://www.elsevier.com/locate/eer
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Paper Matas-Mir, Antoni & Denise R Osborn, 2002.
"Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series ,"
Royal Economic Society Annual Conference 2002
139, Royal Economic Society.
[Downloadable!] D R Osborn & A Matas-Mir, 2001.
"Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
09, Economics, The Univeristy of Manchester.
[Downloadable!] A Matas-Mir & D R Osborn, 2001.
"Does Seasonality Change Over the Business Cycle? An Investigation Using Monthly Industrial Production Series ,"
The School of Economics Discussion Paper Series
0110, Economics, The University of Manchester.
[Downloadable!] References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: S. Krane & W. Wascher, 1999.
"The cyclical sensitivity of seasonality in US employment ,"
BIS Working Papers
67, Bank for International Settlements.
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Hansen, Bruce E, 1996.
"Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis ,"
Econometrica ,
Econometric Society, vol. 64(2), pages 413-30, March.
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Other versions: Diebold, Francis X. & Chen, Celia, 1996.
"Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures ,"
Journal of Econometrics ,
Elsevier, vol. 70(1), pages 221-241, January.
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Other versions: Marianne Baxter & Robert G. King, 1999.
"Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series ,"
The Review of Economics and Statistics ,
MIT Press, vol. 81(4), pages 575-593, November.
[Downloadable!] (restricted)
Other versions: Stephen G. Cecchetti & Anil K Kashyap, 1996.
"International Cycles ,"
NBER Working Papers
5310, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Canova, Fabio & Ghysels, Eric, 1994.
"Changes in seasonal patterns : Are they cyclical? ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 18(6), pages 1143-1171, November.
[Downloadable!] (restricted)
Other versions:
Canova, F. & Ghysels, E., 1992.
"Changes in Seasonal Patters: Are They Cyclical ,"
Cahiers de recherche
9216, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Canova, F. & Ghysels, E., 1992.
"Changes in Seasonal Patters: Are They Cyclical ,"
Cahiers de recherche
9216, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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.
Other versions: Stephen G. Cecchetti & Anil K. Kashyap & David W. Wilcox, 1997.
"Interactions between the seasonal and business cycles in production and inventories ,"
Working Paper Series, Macroeconomic Issues
WP-97-6, Federal Reserve Bank of Chicago.
Other versions: Osborn, Denise R. & Heravi, Saeed & Birchenhall, C. R., 1999.
"Seasonal unit roots and forecasts of two-digit European industrial production ,"
International Journal of Forecasting ,
Elsevier, vol. 15(1), pages 27-47, February.
[Downloadable!] (restricted)
Carpenter, Robert E & Levy, Daniel, 1998.
"Seasonal Cycles, Business Cycles, and the Comovement of Inventory Investment and Output ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 30(3), pages 331-46, August.
Krane, Spencer & Wascher, William, 1999.
"The cyclical sensitivity of seasonality in U.S. employment ,"
Journal of Monetary Economics ,
Elsevier, vol. 44(3), pages 523-553, December.
[Downloadable!] (restricted)
Joseph Beaulieu, J. & Miron, Jeffrey A., 1993.
"Seasonal unit roots in aggregate U.S. data ,"
Journal of Econometrics ,
Elsevier, vol. 55(1-2), pages 305-328.
[Downloadable!] (restricted)
Other versions: Potter, Simon M, 1995.
"A Nonlinear Approach to US GNP ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 10(2), pages 109-25, April-Jun.
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Other versions: Hall, Alastair R, 1994.
"Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 12(4), pages 461-70, October.
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Denise Osborn & Marianne Sensier, 2007.
"UK inflation: persistance, seasonality and monetary policy ,"
The School of Economics Discussion Paper Series
0716, Economics, The University of Manchester.
[Downloadable!]
D R Osborn & M Sensier, 2004.
"Modelling UK Inflation: Persistence, Seasonality and Monetary Policy ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
46, Economics, The Univeristy of Manchester.
[Downloadable!]
D R Osborn & A Matas-Mir, 2003.
"The Extent of Seasonal/Business Cycle Interactions in European Industrial Production ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
38, Economics, The Univeristy of Manchester.
[Downloadable!]
Antonio Matas-Mir & Denise R. Osborn & Marco Lombardi, 2005.
"The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes ,"
Econometrics Working Papers Archive
wp2005_15, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
[Downloadable!]
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