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Persistence and Seasonality in output and Employment of the Federal Republic of Germany


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  • Jürgen WOLTERS

    (Freie Universität Berlin)


The purpose of this paper is to investigate whether shocks to out- put and employment had permanent or transitory effects during the period from 1961 to 1990 in the Federal Republic of Germany. There are a lot of parametric and non-parametric approaches which can be used for data generating processes which are difference-stationary or trend-stationary. But especially output and employment time series show very strong seasonal movements. Before employing usual persistence measures one has to test for seasonal integration. The application of seasonal adjustment procedures which are typically used in practice lead to different degrees of persistence, so one has to be very careful in interpreting the results.

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Bibliographic Info

Paper provided by Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) in its series Discussion Papers (REL - Recherches Economiques de Louvain) with number 1992043.

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Length: 18
Date of creation: 01 Sep 1992
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Handle: RePEc:ctl:louvre:1992043

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Cited by:
  1. Franses, Philip Hans, 1995. "The effects of seasonally adjusting a periodic autoregressive process," Computational Statistics & Data Analysis, Elsevier, vol. 19(6), pages 683-704, June.
  2. Yang, Lijian & Härdle, Wolfgang & Park, Byeong U., 2002. "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 373 Discussion Papers 2002,75, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.


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