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The Seasonal Adjustment of Economic Time Series

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  • Hannan, E J
  • Terrell, R D
  • Tuckwell, N E
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    Bibliographic Info

    Article provided by Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association in its journal International Economic Review.

    Volume (Year): 11 (1970)
    Issue (Month): 1 (February)
    Pages: 24-52

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    Handle: RePEc:ier:iecrev:v:11:y:1970:i:1:p:24-52

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    Cited by:
    1. repec:dgr:uvatin:1997078 is not listed on IDEAS
    2. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, School of Economics and Management, University of Aarhus.
    3. Hylleberg, S. & Pagan, A.R., 1995. "Seasonal Integration and the Evolving Seasonals Model," Papers 281, Australian National University - Department of Economics.
    4. Franz Hahn, 1994. "Business cycles in open economies: A comment," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 130(3), pages 624-629, September.
    5. Richter, Martin & Sørensen, Carsten, 2002. "Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans," Working Papers 2002-4, Copenhagen Business School, Department of Finance.
    6. repec:dgr:uvatin:2097078 is not listed on IDEAS
    7. [Reference to Proietti], Tommaso, 2000. "Comparing seasonal components for structural time series models," International Journal of Forecasting, Elsevier, vol. 16(2), pages 247-260.
    8. Gary Koop & Herman K. van Dijk, 1999. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 99-072/4, Tinbergen Institute.
    9. Gabriel Pons Rotger, 2004. "Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles," Economics Working Papers 2004-1, School of Economics and Management, University of Aarhus.
    10. Busetti, Fabio & Taylor, A. M. Robert, 2003. "Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots," Journal of Econometrics, Elsevier, vol. 117(1), pages 21-53, November.
    11. Tommaso, Proietti & Stefano, Grassi, 2010. "Bayesian stochastic model specification search for seasonal and calendar effects," MPRA Paper 27305, University Library of Munich, Germany.
    12. Gabriel Pons, 2006. "Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 191-209, 03.
    13. Paschke, Raphael & Prokopczuk, Marcel, 2007. "Integrating Multiple Commodities in a Model of Stochastic Price Dynamics," MPRA Paper 5412, University Library of Munich, Germany.
    14. Josu Artech & Peter M Robinson, 1998. "Seasonal and Cyclical Long Memory - (Now published in S Ghosh (ed): Asymptotics, Nonparametrics and Time Series: A Tribute to Madam Lal Puri (Marcel Decker, 1999), pp.115-145.)," STICERD - Econometrics Paper Series /1998/360, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    15. Jalles, Joao Tovar, 2009. "Structural Time Series Models and the Kalman Filter: a concise review," FEUNL Working Paper Series wp541, Universidade Nova de Lisboa, Faculdade de Economia.
    16. Naci H. Mocan & Kudret Topyan, 1993. "Illicit Drug Use and Health: Analysis and Projections of New York City Birth Outcomes Using a Kalman Filter Model," NBER Working Papers 4359, National Bureau of Economic Research, Inc.
    17. Luati, Alessandra & Proietti, Tommaso & Reale, Marco, 2011. "The Variance Profile," MPRA Paper 30378, University Library of Munich, Germany.

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