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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 A Matas-Mir
D R Osborn
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Paper provided by Economics, The University of Manchester in its series The School of Economics Discussion Paper Series with number
0110.
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Date of creation: 2001Date of revision:
Handle: RePEc:man:sespap:0110Contact details of provider: Postal: Manchester M13 9PL Phone: (0)161 275 4868 Fax: (0)161 275 4812 Web page: http://www.socialsciences.manchester.ac.uk/disciplines/economics/ More information through EDIRC
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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.: Jeffrey A. Miron & J. Joseph Beaulieu, 1995.
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Other versions: Diebold, Francis X. & Chen, Celia, 1996.
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Journal of Econometrics ,
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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.
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"International Cycles ,"
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Other versions: Canova, Fabio & Ghysels, Eric, 1994.
"Changes in seasonal patterns : Are they cyclical? ,"
Journal of Economic Dynamics and Control ,
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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 ,"
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"On Scoring Asymmetric Periodic Probability Models of Turning-Point Forecasts ,"
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9130, Universite de Montreal, Departement de sciences economiques.
Other versions: Cecchetti, Stephen G & Kashyap, Anil K & Wilcox, David W, 1997.
"Interactions between the Seasonal and Business Cycles in Production and Inventories ,"
American Economic Review ,
American Economic Association, vol. 87(5), pages 884-92, December.
[Downloadable!] (restricted)
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 ,
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Carpenter, Robert E & Levy, Daniel, 1998.
"Seasonal Cycles, Business Cycles, and the Comovement of Inventory Investment and Output ,"
Journal of Money, Credit and Banking ,
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Joseph Beaulieu, J. & Miron, Jeffrey A., 1993.
"Seasonal unit roots in aggregate U.S. data ,"
Journal of Econometrics ,
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Other versions: Potter, Simon M, 1995.
"A Nonlinear Approach to US GNP ,"
Journal of Applied Econometrics ,
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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.
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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!]
Other versions: 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!]
Marcus Scheiblecker, 2004.
"The Working-Day Effect in the Austrian Economy ,"
Austrian Economic Quarterly ,
WIFO, vol. 9(1), pages 14-23, February.
[Downloadable!] (restricted)
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!]
Pami Dua & Lokendra Kumawat, 2007.
"Modelling Seasonal Dynamics in Indian Industrial Production--An Extention of TV-STAR Model ,"
Working papers
162, Centre for Development Economics, Delhi School of Economics.
[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!]
Other versions: Siem Jan Koopman & Kai Ming Lee, 2008.
"Seasonality with Trend and Cycle Interactions in Unobserved Components Models ,"
Tinbergen Institute Discussion Papers
08-028/4, Tinbergen Institute.
[Downloadable!]
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