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Testing for Seasonal Stability in Unemployment Series: International Evidence

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Author Info
Shipra Banik ()
Param Silvapulle

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Abstract

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File URL: http://hdl.handle.net/10.1023/A:1007000727859
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Article provided by Springer in its journal Empirica.

Volume (Year): 26 (1999)
Issue (Month): 2 (June)
Pages: 123-139
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Handle: RePEc:kap:empiri:v:26:y:1999:i:2:p:123-139

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Related research
Keywords: Seasonal unit roots; Lagrange multiplier test; instability; parameter constancy;

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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.:
  1. Hylleberg, Svend, 1995. "Tests for seasonal unit roots general to specific or specific to general?," Journal of Econometrics, Elsevier, vol. 69(1), pages 5-25, September. [Downloadable!] (restricted)
    Other versions:
  2. Jeffrey A. Miron, 1990. "The Economics of Seasonal Cycles," NBER Working Papers 3522, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990. "Seasonal integration and cointegration," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238. [Downloadable!] (restricted)
    Other versions:
  4. Engle, R.F. & Granger, C.W.J. & Hylleberg, S. & Lee, H.S., 1990. "Seasonal Cointegration: The Japanese Consumption Function," Economics Working Papers 1990-10, School of Economics and Management, University of Aarhus.
  5. Ghysels, Eric & Lee, Hahn S. & Noh, Jaesum, 1994. "Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation," Journal of Econometrics, Elsevier, vol. 62(2), pages 415-442, June. [Downloadable!] (restricted)
  6. Caner, Mehmet, 1998. "A Locally Optimal Seaosnal Unit-Root Test," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 349-56, July.
  7. Canova, Fabio & Hansen, Bruce E, 1995. "Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 237-52, July.
  8. Canova, Fabio, 1992. "An Alternative Approach to Modeling and Forecasting Seasonal Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(1), pages 97-108, January.
  9. Robert B. Barsky & Jeffrey A. Miron, 1989. "The Seasonal Cycle and the Business Cycle," NBER Working Papers 2688, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  10. Hansen, Lars Peter & Sargent, Thomas J., 1993. "Seasonality and approximation errors in rational expectations models," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 21-55. [Downloadable!] (restricted)
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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.)

  1. Evren Erdoğan Coşar, 2006. "Seasonal behaviour of the consumer price index of Turkey," Applied Economics Letters, Taylor and Francis Journals, vol. 13(7), pages 449-455, June. [Downloadable!] (restricted)
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