Modelling Seasonal Dynamics in Indian Industrial Production--An Extention of TV-STAR Model
Download full text from publisher
References listed on IDEAS
- 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.
- 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.
- 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.
- 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.
- Cecchetti, Stephen G. & Kashyap, Anil K, 1996. "International cycles," European Economic Review, Elsevier, vol. 40(2), pages 331-360, February.
- Pami Dua & Lokendra Kumawat, 2005.
"Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series,"
136, Centre for Development Economics, Delhi School of Economics.
- Pami Dua & Lokendra Kumawat, 2010. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working Papers id:3005, eSocialSciences.
- Terasvirta, T & Anderson, H M, 1992. "Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages 119-136, Suppl. De.
- 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 884-892, December.
- Stephen G. Cecchetti & Anil K. Kashyap & David W. Wilcox, 1997. "Interactions between the seasonal and business cycles in production and inventories," Working Paper Series, Macroeconomic Issues WP-97-06, Federal Reserve Bank of Chicago.
- Franses, Ph.H.B.F. & de Bruin, P. & van Dijk, D.J.C., 2000. "Seasonal smooth transition autoregression," Econometric Institute Research Papers EI 2000-06/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Kanwar, Sunil, 2000.
"Does the Dog Wag the Tail or the Tail the Dog? Cointegration of Indian Agriculture with Nonagriculture,"
Journal of Policy Modeling,
Elsevier, vol. 22(5), pages 533-556, September.
- Sunil Kanwar, 1996. "Does The Dog Wag The Tail Or The Tail The Dog? Cointegration Of Indian Agriculture With Non-Agriculture," Working papers 35, Centre for Development Economics, Delhi School of Economics.
- Beaulieu, J Joseph & Miron, Jeffrey A, 1992.
"A Cross Country Comparison of Seasonal Cycles and Business Cycles,"
Royal Economic Society, vol. 102(413), pages 772-788, July.
- Miron, J.A., 1988. "A Cross-Country Comparaison Of Seasonal Cycles And Business Cycles," Papers 89-07, Michigan - Center for Research on Economic & Social Theory.
- J. Joseph Beaulieu & Jeffrey A. Miron, 1990. "A Cross Country Comparison of Seasonal Cycles and Business Cycles," NBER Working Papers 3459, National Bureau of Economic Research, Inc.
- J. Joseph Beaulieu & Jeffrey A. Miron, 1991. "A Cross Country Comparison of Seasonal Cycles and Business Cycles," Papers 0011, Boston University - Industry Studies Programme.
- Eitrheim, Oyvind & Terasvirta, Timo, 1996.
"Testing the adequacy of smooth transition autoregressive models,"
Journal of Econometrics,
Elsevier, vol. 74(1), pages 59-75, September.
- Eitrheim, Øyvind & Teräsvirta, Timo, 1995. "Testing the Adequacy of Smooth Transition Autoregressive Models," SSE/EFI Working Paper Series in Economics and Finance 56, Stockholm School of Economics.
- Pami Dua & Anirvan Banerji, 2012. "Business And Growth Rate Cycles In India," Working papers 210, Centre for Development Economics, Delhi School of Economics.
More about this item
KeywordsSeasonality; Smooth transition autoregression; Economic reforms.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-02-02 (All new papers)
- NEP-CWA-2008-02-02 (Central & Western Asia)
- NEP-ETS-2008-02-02 (Econometric Time Series)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cde:cdewps:162. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sanjeev Sharma). General contact details of provider: http://edirc.repec.org/data/cdudein.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.