Time Series Properties of the German Monthly Production Index
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References listed on IDEAS
- Watson, Mark W., 1986. "Univariate detrending methods with stochastic trends," Journal of Monetary Economics, Elsevier, vol. 18(1), pages 49-75, July.
- Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178.
- Jaditz, Ted, 2000. "Seasonality in Variance Is Common in Macro Time Series," The Journal of Business, University of Chicago Press, vol. 73(2), pages 245-254, April.
- Harvey, A C & Jaeger, A, 1993. "Detrending, Stylized Facts and the Business Cycle," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(3), pages 231-247, July-Sept.
- Gebhard Flaig, 2002. "Unoberserved Components Models for Quarterly German GDP," CESifo Working Paper Series 681, CESifo Group Munich.
- Agustín Maravall, 1996. "Unobserved Components in Economic Time Series," Working Papers 9609, Banco de España;Working Papers Homepage.
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- Guenter Lang, 2004. "Zykluskonforme Krise oder Strukturbruch? - Zeitreiheneigenschaften des deutschen Werbemarktes," Discussion Paper Series 258, Universitaet Augsburg, Institute for Economics.
- Luis Fernando Melo Velandia & Daniel Parra Amado, 2014.
"Efectos calendario sobre la producción industrial en Colombia,"
BORRADORES DE ECONOMIA
011241, BANCO DE LA REPÚBLICA.
- Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Efectos calendario sobre la producción industrial en Colombia," Borradores de Economia 820, Banco de la Republica de Colombia.
- Guenter Lang, 2005. "Werbemarkt Fernsehen: Zur Eignung der Spektralanalyse als Prognoseinstrument," Discussion Paper Series 274, Universitaet Augsburg, Institute for Economics.
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Keywordsproduction index; seasonal adjustment; working day effect; business cycles; unobserved components models;
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