The effects of seasonally adjusting a periodic autoregressive process
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- Robert B. Barsky & Jeffrey A. Miron, 1988.
"The Seasonal Cycle and the Business Cycle,"
NBER Working Papers
2688, National Bureau of Economic Research, Inc.
- Engle, Robert F. & Yoo, Byung Sam, 1987. "Forecasting and testing in co-integrated systems," Journal of Econometrics, Elsevier, vol. 35(1), pages 143-159, May.
- Ghysels, E., 1991.
"Are Business Cycle Turning Points Uniformly Distributed Throughout the Year?,"
Cahiers de recherche
9135, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1991. "Are Business Cycle Turning Points Uniformly Distributed Throughout the Year?," Cahiers de recherche 9135, Universite de Montreal, Departement de sciences economiques.
- Jürgen WOLTERS, 1992. "Persistence and Seasonality in output and Employment of the Federal Republic of Germany," Discussion Papers (REL - Recherches Economiques de Louvain) 1992043, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- J. Joseph Beaulieu & Jeffrey K. MacKie-Mason & Jeffrey A. Miron, 1992. "Why Do Countries and Industries with Large Seasonal Cycles Also Have Large Business Cycles?," The Quarterly Journal of Economics, Oxford University Press, vol. 107(2), pages 621-656.
- Osborn, Denise R., 1991. "The implications of periodically varying coefficients for seasonal time-series processes," Journal of Econometrics, Elsevier, vol. 48(3), pages 373-384, June.
- Birchenhall, C R, et al, 1989. "A Seasonal Model of Consumption," Economic Journal, Royal Economic Society, vol. 99(397), pages 837-843, September.
- 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.
- Hyllerberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal Integration And Cointegration," Papers 0-88-2, Pennsylvania State - Department of Economics.
- Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal, Integration And Cointegration," Papers 6-88-2, Pennsylvania State - Department of Economics.
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