Time Series Properties of the German Monthly Production Index
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References listed on IDEAS
- 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.
- Watson, Mark W., 1986. "Univariate detrending methods with stochastic trends," Journal of Monetary Economics, Elsevier, vol. 18(1), pages 49-75, July.
- Gebhard Flaig, 2002. "Unoberserved Components Models for Quarterly German GDP," CESifo Working Paper Series 681, CESifo Group Munich.
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Keywordsproduction index; seasonal adjustment; working day effect; business cycles; unobserved components models;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-05-02 (All new papers)
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