Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited
Download full text from publisher
Other versions of this item:
- Nasir Hamid Rao & Syed Kalim Hyder Bukhari & Abdul Jalil, 2011. "Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited," Working Papers id:4290, eSocialSciences.
- Syed Kalim Hyder Bukhari & Abdul Jalil & Nasir Hamid Rao, 2011. "Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited," SBP Working Paper Series 39, State Bank of Pakistan, Research Department.
References listed on IDEAS
- Zoran Stavreski, 1998. "Currency in curculation," Working Papers 1998-01, National Bank of the Republic of Macedonia.
- 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.
- Hylleberg, Svend & Jorgensen, Clara & Sorensen, Nils Karl, 1993. "Seasonality in Macroeconomic Time Series," Empirical Economics, Springer, vol. 18(2), pages 321-335.
- Abeysinghe, Tilak, 1994. "Deterministic seasonal models and spurious regressions," Journal of Econometrics, Elsevier, vol. 61(2), pages 259-272, April.
- Nikolay Nenovsky & S. Statev, 2006. "Introduction," Post-Print halshs-00260898, HAL.
- K. Hristov & Nikolay Nenovsky, 2000. "Currency in Circulation after Currency Board Introduction in Bulgaria (transaction demand, hoarding and hidden economy)," Post-Print halshs-00260089, HAL.
- Franses, Philip Hans & Hylleberg, Svend & Lee, Hahn S., 1995. "Spurious deterministic seasonality," Economics Letters, Elsevier, vol. 48(3-4), pages 249-256, June.
- Kajanoja, Lauri, 2003. "Money as an indicator variable for monetary policy when money demand is forward looking," Research Discussion Papers 9/2003, Bank of Finland.
- Canova, Fabio & Ghysels, Eric, 1994.
"Changes in seasonal patterns : Are they cyclical?,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 18(6), pages 1143-1171, November.
- Canova, F. & Ghysels, E., 1992. "Changes in Seasonal Patters: Are They Cyclical," Cahiers de recherche 9216, Universite de Montreal, Departement de sciences economiques.
- Canova, F. & Ghysels, E., 1992. "Changes in Seasonal Patters: Are They Cyclical," Cahiers de recherche 9216, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Abeysinghe, Tilak, 1991. "Inappropriate use of seasonal dummies in regression," Economics Letters, Elsevier, vol. 36(2), pages 175-179, June.
- Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2009.
"Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 28(3), pages 194-217.
- Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Papers 0211, Banco de España;Working Papers Homepage.
- Cabrero, Alberto & Camba-Méndez, Gonzalo & Hirsch, Astrid & Nieto, Fernando, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Paper Series 0142, European Central Bank.
- J. Joseph Beaulieu & Jeffrey K. MacKie-Mason & Jeffrey A. Miron, 1992. "Why Do Countries and Industries with Large Seasonal Cycles Also Have Large Business Cycles?," The Quarterly Journal of Economics, Oxford University Press, vol. 107(2), pages 621-656.
- Wells, J. M., 1997. "Modelling seasonal patterns and long-run trends in U.S. time series," International Journal of Forecasting, Elsevier, vol. 13(3), pages 407-420, September.
- Osborn, Denise R., 1990. "A survey of seasonality in UK macroeconomic variables," International Journal of Forecasting, Elsevier, vol. 6(3), pages 327-336, October.
- Franses, Philip Hans, 1991. "Seasonality, non-stationarity and the forecasting of monthly time series," International Journal of Forecasting, Elsevier, vol. 7(2), pages 199-208, August.
- 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.
- Boughton, James M & Wicker, Elmus R, 1979. "The Behavior of the Currency-Deposit Ratio during the Great Depression," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 11(4), pages 405-418, November.
- Birchenhall, C R, et al, 1989. "A Seasonal Model of Consumption," Economic Journal, Royal Economic Society, vol. 99(397), pages 837-843, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Riaz Riazuddin, 2012. "Construction and Seasonal Patterns of Islamic Hijri Calendar Monthly Time Series: An Application to Consumer Price Index (CPI) in Pakistan," Working Papers id:4927, eSocialSciences.
More about this item
Keywordscurrency in circulation; deposits; cointegration; seasonal factors;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-06-04 (All new papers)
- NEP-ARA-2011-06-04 (MENA - Middle East & North Africa)
- NEP-CWA-2011-06-04 (Central & Western Asia)
- NEP-FOR-2011-06-04 (Forecasting)
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:pra:mprapa:31124. 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: (Joachim Winter) or (Rebekah McClure). General contact details of provider: http://edirc.repec.org/data/vfmunde.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.