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Changes in Seasonal Patters: Are They Cyclical Author info | Abstract | Publisher info | Download info | Related research | Statistics Canova, F.
Ghysels, E.
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Paper provided by Centre interuniversitaire de recherche en économie quantitative, CIREQ in its series Cahiers de recherche with number
9216.
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Length: 33 pages
Date of creation: 1992Date of revision:
Handle: RePEc:mtl:montec:9216Contact details of provider: Postal: C.P. 6128, Succ. centre-ville, Montr�al (PQ) H3C 3J7 Phone: (514) 343-6557 Fax: (514) 343-5831 Email: Web page: http://www.cireq.umontreal.ca More information through EDIRC
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Keywords: econometrics ; economic models ; statistics ; Other versions of this item:
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.)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: 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:
D. Van Dijk & D. Strikholm & T. Terasvirta, 2001.
"The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series ,"
Econometric Institute Report
220, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Dijk, D.J.C. van & Strikholm, B. & Terasvirta, T., 2001.
"The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series ,"
Econometric Institute Report
EI 2001-12 Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Dick van Dijk 1 & Birgit Strikholm & Timo Teräsvirta, 2003.
"The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series ,"
Econometrics Journal ,
Royal Economic Society, vol. 6(1), pages 79-98, 06.
[Downloadable!] (restricted) Mitsuhiro Kaneda & Gil Mehrez, 1998.
"Seasonal Fluctuations and International Trade ,"
International Trade
9809001, EconWPA.
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Lumsdaine, Robin L. & Prasad, Eswar S., 2002.
"Identifying the Common Component of International Economic Fluctuations: A New Approach ,"
IZA Discussion Papers
487, Institute for the Study of Labor (IZA).
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Other versions: 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:
Koopman, S.J. & Franses, Ph.H.B.F., 2001.
"Constructing seasonally adjusted data with time-varying confidence intervals ,"
Econometric Institute Report
EI 2001-02 Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Koopman, Siem Jan & Franses, Philip Hans, 2002.
" Constructing Seasonally Adjusted Data with Time-Varying Confidence Intervals ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 64(5), pages 509-26, December.
[Downloadable!] (restricted) 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.
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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.
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Ahdi Ajmi & Adnen Ben Nasr & Mohamed Boutahar, 2008.
"Seasonal Nonlinear Long Memory Model for the US Inflation Rates ,"
Computational Economics ,
Springer, vol. 31(3), pages 243-254, April.
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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.
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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.
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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)
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:
Matas-Mir, Antoni & Denise R Osborn, 2002.
"Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series ,"
Royal Economic Society Annual Conference 2002
139, Royal Economic Society.
[Downloadable!] A Matas-Mir & D R Osborn, 2001.
"Does Seasonality Change Over the Business Cycle? An Investigation Using Monthly Industrial Production Series ,"
The School of Economics Discussion Paper Series
0110, Economics, The University of Manchester.
[Downloadable!] Matas-Mir, Antonio & Osborn, Denise R., 2004.
"Does seasonality change over the business cycle? An investigation using monthly industrial production series ,"
European Economic Review ,
Elsevier, vol. 48(6), pages 1309-1332, December.
[Downloadable!] (restricted) 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: 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:
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, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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 ,"
Working Papers
92008, Wilfrid Laurier University, Department of Economics.
Ghysels, Eric & Lee, Hahn S & Siklos, Pierre L, 1993.
"On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data ,"
Empirical Economics ,
Springer, vol. 18(4), pages 747-60.
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:
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