Estimating Structural Models of Seasonality
In: Seasonal Analysis of Economic Time Series
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- Engle, Robert F, 1974. "Band Spectrum Regression," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 1-11, February.
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- De Loo, Ivo, 1998. "Fables of Faubus?: Testing the Sectoral Shift Hypothesis in the Netherlands Using a Simplified Kalman Filter Model," Research Memorandum 002, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
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- Girardin, Eric & Liu, Zhenya, 2005. "Bank credit and seasonal anomalies in China's stock markets," China Economic Review, Elsevier, vol. 16(4), pages 465-483.
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- Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, Department of Economics and Business Economics, Aarhus University.
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- Rasi, Chris-Marie & Viikari, Jan-Markus, 1998. "The time-varying NAIRU and potential output in Finland," Research Discussion Papers 6/1998, Bank of Finland.
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