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Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited

  • Nasir Hamid Rao
  • Syed Kalim Hyder Bukhari
  • Abdul Jalil

This paper is an attempt to revisit the pioneering work of Riazuddin and Khan (2002). A complete business cycle has been elapsed (2002-2010) since their study, so there is need to review the results with additional information. This revisited attempt, based on a theoretically specified framework, arrived at similar results and found significant impact of Islamic calendar. [WP 39]. [URL: http://www.sbp.org.pk/publications/wpapers/2011/wp39.pdf].

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Paper provided by eSocialSciences in its series Working Papers with number id:4290.

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Date of creation: Jul 2011
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Handle: RePEc:ess:wpaper:id:4290
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  11. Riaz Riazuddin & Mahmood ul Hasan Khan, 2002. "Detection and Forecasting of Islamic Calendar Effects in Time series Data," SBP Working Paper Series 02, State Bank of Pakistan, Research Department.
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