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Changes in Seasonal Patters: Are They Cyclical

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Author Info
Canova, F.
Ghysels, E.

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File URL: http://hdl.handle.net/1866/2136
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Paper provided by Universite de Montreal, Departement de sciences economiques in its series Cahiers de recherche with number 9216.

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Length: 33 pages
Date of creation: 1992
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Handle: RePEc:mtl:montde:9216

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Keywords: ECONOMETRICS ECONOMIC MODELS STATISTICS

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  1. Lawrence J. Christiano & Richard M. Todd, 2000. "The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?," NBER Technical Working Papers 0266, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. 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!]
    Other versions:
  3. Antonio Matas Mir & Denise R Osborn, 2004. "Seasonal adjustment and the detection of business cycle phases," Working Paper Series 357, European Central Bank. [Downloadable!]
    Other versions:
  4. P.H. Franses & D. Van Dijk, 2001. "The Forecasting Performance of Various Models for Seasonality and Nonlinearity for Quarterly Industrial Production," Econometric Institute Report 222, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
  5. van Dijk, Dick & Strikholm, Birgit & Teräsvirta, Timo, 2001. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Working Paper Series in Economics and Finance 0429, Stockholm School of Economics, revised 16 May 2002. [Downloadable!]
    Other versions:
  6. S.J. Koopman & P.H.B.F. Franses, 2001. "Constructing seasonally adjusted data with time-varying confidence intervals," Econometric Institute Report 210, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
  7. Mitsuhiro Kaneda & Gil Mehrez, 1998. "Seasonal Fluctuations and International Trade," International Trade 9809001, EconWPA. [Downloadable!]
  8. 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!]
  9. Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
  10. Robin L. Lumsdaine & Eswar S. Prasad, 2003. "Identifying the Common Component of International Economic Fluctuations: A New Approach," Economic Journal, Royal Economic Society, vol. 113(484), pages 101-127, January. [Downloadable!] (restricted)
    Other versions:
  11. Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data," Cahiers de recherche 9237, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
    Other versions:
  12. Philip Franses & Paul de Bruin, 2000. "Seasonal Adjustment and the Business Cycle in Unemployment," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 4(2), pages 73-84. [Downloadable!] (restricted)
  13. Ph.H.B.F. Franses & P.T. de Bruin, 1999. "Seasonal adjustment and the business cycle in unemployment," Econometric Institute Report 152, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  14. 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:
  15. P.H.B.F. Franses & P. de Bruin & D.J.C. van Dijk, 2000. "Seasonal smooth transition autoregression," Econometric Institute Report 185, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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