IDEAS home Printed from https://ideas.repec.org/r/cep/cepdps/dp0184.html
   My bibliography  Save this item

Seasonality in Dynamic Regression Models

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Hunt, Lester C. & Judge, Guy & Ninomiya, Yasushi, 2003. "Underlying trends and seasonality in UK energy demand: a sectoral analysis," Energy Economics, Elsevier, vol. 25(1), pages 93-118, January.
  2. Dilaver, Zafer & Hunt, Lester C, 2011. "Modelling and forecasting Turkish residential electricity demand," Energy Policy, Elsevier, vol. 39(6), pages 3117-3127, June.
  3. Siem Jan Koopman & Kai Ming Lee, 2009. "Seasonality with trend and cycle interactions in unobserved components models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(4), pages 427-448, September.
  4. Liam Lenten & Imad Moosa, 1999. "Modelling the trend and seasonality in the consumption of alcoholic beverages in the United Kingdom," Applied Economics, Taylor & Francis Journals, vol. 31(7), pages 795-804.
  5. Rodrigues, Paulo M. M. & Taylor, A. M. Robert, 2004. "Alternative estimators and unit root tests for seasonal autoregressive processes," Journal of Econometrics, Elsevier, vol. 120(1), pages 35-73, May.
  6. Tehreem Fatima & Enjun Xia & Muhammad Ahad, 2019. "Oil demand forecasting for China: a fresh evidence from structural time series analysis," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 21(3), pages 1205-1224, June.
  7. Lester C. Hunt & Guy Judge & Yasushi Ninomiya, 2003. "Modelling underlying energy demand trends," Chapters, in: Lester C. Hunt (ed.), Energy in a Competitive Market, chapter 9, Edward Elgar Publishing.
  8. James Rude & Yves Surry, 2014. "Canadian Hog Supply Response: A Provincial Level Analysis," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 62(2), pages 149-169, June.
  9. Abdullah Al-Awadhi & Ahmad Bash & Fouad Jamaani, 2021. "Ramadan Effect: A Structural Time-Series Test," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(1), pages 260-269, January.
  10. Ulph, A., 1993. "Environmental policy and international trade when governments and producers act strategically," Discussion Paper Series In Economics And Econometrics 9318, Economics Division, School of Social Sciences, University of Southampton.
  11. Alan Carruth & Andrew Dickerson, 2003. "An asymmetric error correction model of UK consumer spending," Applied Economics, Taylor & Francis Journals, vol. 35(6), pages 619-630.
  12. Dilaver, Zafer & Hunt, Lester C., 2011. "Industrial electricity demand for Turkey: A structural time series analysis," Energy Economics, Elsevier, vol. 33(3), pages 426-436, May.
  13. Moosa, Imad A. & Choe, Chongwoo, 1998. "Is the Korean economy export-driven?," Economic Modelling, Elsevier, vol. 15(2), pages 237-255, April.
  14. Ramsay, James O. & Ramsey, James B., 2002. "Functional data analysis of the dynamics of the monthly index of nondurable goods production," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 327-344, March.
  15. Gatfaoui, Jamel & Girardin, Eric, 2015. "Comovement of Chinese provincial business cycles," Economic Modelling, Elsevier, vol. 44(C), pages 294-306.
  16. repec:ire:issued:v:22:n:01:2019:p:85-110 is not listed on IDEAS
  17. António Afonso & João Jalles, 2014. "A longer-run perspective on fiscal sustainability," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(4), pages 821-847, November.
  18. Hylleberg, S. & Pagan, A. R., 1997. "Seasonal integration and the evolving seasonals model," International Journal of Forecasting, Elsevier, vol. 13(3), pages 329-340, September.
  19. Haiyan Song & Peter Romilly & Xiaming Liu, 1998. "The UK consumption function and structural instability: improving forecasting performance using a time-varying parameter approach," Applied Economics, Taylor & Francis Journals, vol. 30(7), pages 975-983.
  20. Petr Kadeřábek, 2007. "Jednoduchý model interakce CPI a PPI: aplikace na měsíční data zemí EU [A Simple Model of Interaction Between CPI and PPI: Application to Monthly Data of EU Countries]," Politická ekonomie, Prague University of Economics and Business, vol. 2007(2), pages 226-244.
  21. Aldrich, J., 1992. "Haavelmo's Identification Theory," Discussion Paper Series In Economics And Econometrics 9218, Economics Division, School of Social Sciences, University of Southampton.
  22. Dilaver, Zafer & Hunt, Lester C., 2021. "Modelling U.S. gasoline demand: A structural time series analysis with asymmetric price responses," Energy Policy, Elsevier, vol. 156(C).
  23. Stephen Bazen & Velayoudom Marimoutou, 2018. "Federal Minimum Wage Hikes Do Reduce Teenage Employment," Working Papers halshs-01945777, HAL.
  24. Hansen, Hermann-Josef, 1996. "Der Einfluß der Zinsen auf den privaten Verbrauch in Deutschland," Discussion Paper Series 1: Economic Studies 1996,03, Deutsche Bundesbank.
  25. Antonio Aguirre & Andreu Sansó, 2002. "Using different null hypotheses to test for seasonal unit roots in economic time series," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0(1-2), pages 3-26, January-D.
  26. Murali Adhikari & Krishna Paudel & Laxmi Paudel & James Bukenya, 2007. "Modelling swine supply response using a structural time series approach," Applied Economics Letters, Taylor & Francis Journals, vol. 14(7), pages 467-472.
  27. Lester C. Hunt & Guy Judge & Yashushi Ninomiya, 2000. "Modelling Technical Progress: An Application of the Stochastic Trend Model to UK Energy Demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 99, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  28. Girardin, Eric & Liu, Zhenya, 2005. "Bank credit and seasonal anomalies in China's stock markets," China Economic Review, Elsevier, vol. 16(4), pages 465-483.
  29. Jonathan Aylen & Kevin Albertson & Gina Cavan, 2014. "The impact of weather and climate on tourist demand: the case of Chester Zoo," Climatic Change, Springer, vol. 127(2), pages 183-197, November.
  30. Paramsothy Silvapulle & Imad A. Moosa & Mervyn J. Silvapulle, 2004. "Asymmetry in Okun's law," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(2), pages 353-374, May.
  31. Hansen, Hermann-Josef, 1996. "The impact of interest rates on private consumption in Germany," Discussion Paper Series 1: Economic Studies 1996,03e, Deutsche Bundesbank.
  32. Taylor, A. M. Robert, 1997. "On the practical problems of computing seasonal unit root tests," International Journal of Forecasting, Elsevier, vol. 13(3), pages 307-318, September.
  33. Ulph, A., 1997. "Political institutions and the design of environmental policy in a federal system with asymmetric information," Discussion Paper Series In Economics And Econometrics 9718, Economics Division, School of Social Sciences, University of Southampton.
  34. Bernardina Algieri, 2011. "Modelling export equations using an unobserved component model: the case of the Euro Area and its competitors," Empirical Economics, Springer, vol. 41(3), pages 593-637, December.
  35. Enrique M. Quilis(1), "undated". "Modelos Bvar: Especificación, Estimación E Inferencia," Working Papers 8-02 Classification-JEL :, Instituto de Estudios Fiscales.
  36. Stephen Bazen & Velayoudom Marimoutou, 2002. "Looking for a Needle in a Haystack? A Re‐examination of the Time Series Relationship between Teenage Employment and Minimum Wages in the United States," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(supplemen), pages 699-725, December.
  37. Ulph, A., 1995. "International environmental regulation when national governments act strategically," Discussion Paper Series In Economics And Econometrics 9518, Economics Division, School of Social Sciences, University of Southampton.
  38. Sulaiman T. Al-Abduljader, 2019. "Interdependence of Securitized Real Estate in Frontier Markets," International Real Estate Review, Global Social Science Institute, vol. 22(1), pages 83-108.
  39. Moosa, Imad A., 1999. "Cyclical output, cyclical unemployment, and Okun's coefficient A structural time series approach," International Review of Economics & Finance, Elsevier, vol. 8(3), pages 293-304, September.
  40. F. Butter & S. Koopman, 2001. "Interaction between structural and cyclical shocks in production and employment," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 137(2), pages 273-296, June.
  41. Qizilbash, M., 1994. "Bribery, efficiency wages and political protection," Discussion Paper Series In Economics And Econometrics 9418, Economics Division, School of Social Sciences, University of Southampton.
  42. Martyn Duffy, 2006. "Tobacco consumption and policy in the United Kingdom," Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1235-1257.
  43. Chadha, J.S. & Schellekens, P., 1998. "Utility functions for central bankers: the not so drastic quadratic," Discussion Paper Series In Economics And Econometrics 9818, Economics Division, School of Social Sciences, University of Southampton.
  44. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, Department of Economics and Business Economics, Aarhus University.
  45. Clements, Michael P. & Hendry, David F., 1997. "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, Elsevier, vol. 13(3), pages 341-355, September.
  46. Murali Adhikari & Krishna Paudel & Jack Houstan & James Bukenya, 2007. "Dairy supply response under stochastic trend and seasonality," Applied Economics Letters, Taylor & Francis Journals, vol. 14(12), pages 887-891.
  47. Harry M. Karamujic, 2011. "Comparative Analysis of Australian Residential Mortgage (Home Loan) Interest Rates," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 5(3), pages 311-341, August.
  48. Cook, S., 1996. "Econometric methodology I," Discussion Paper Series In Economics And Econometrics 9618, Economics Division, School of Social Sciences, University of Southampton.
  49. Stephen Bazen & Velayoudom Marimoutou, 2000. "Looking for a Needle in a Haystack? A Structural Time Series Model of the Relationship Between Teenage Employment and Minimum Wages in the United States," Econometric Society World Congress 2000 Contributed Papers 0495, Econometric Society.
  50. Koenig, P., 2012. "The effect of LNG on the rleationship between UK and Continental European natural gas markets," Cambridge Working Papers in Economics 1253, Faculty of Economics, University of Cambridge.
  51. Talla Al-Deehani, 2006. "Seasonality as an unobservable component: the case of Kuwait stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 16(6), pages 471-478.
  52. Khalid Al-Saad & Imad Moosa, 2005. "Seasonality in stock returns: evidence from an emerging market," Applied Financial Economics, Taylor & Francis Journals, vol. 15(1), pages 63-71.
  53. Joao Tovar Jalles, 2009. "Structural time series models and the Kalman filter: a concise review," Nova SBE Working Paper Series wp541, Universidade Nova de Lisboa, Nova School of Business and Economics.
  54. Mark Hon & Soo-Keong Yong, 2004. "The price of owning a car: an analysis of auction quota premium in Singapore," Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 739-751.
  55. Dadashova, Bahar & Ramírez Arenas, Blanca & McWilliams Mira, José & Izquierdo Aparicio, Francisco, 2014. "Explanatory and prediction power of two macro models. An application to van-involved accidents in Spain," Transport Policy, Elsevier, vol. 32(C), pages 203-217.
  56. Hendry, D.F. & Mizon, G.E., 1999. "On selecting policy analysis models by forecast accuracy," Discussion Paper Series In Economics And Econometrics 9918, Economics Division, School of Social Sciences, University of Southampton.
  57. Atalla, Tarek N. & Hunt, Lester C., 2016. "Modelling residential electricity demand in the GCC countries," Energy Economics, Elsevier, vol. 59(C), pages 149-158.
  58. Blazsek Szabolcs & Licht Adrian & Escribano Alvaro, 2021. "Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models," Journal of Econometric Methods, De Gruyter, vol. 10(1), pages 53-66, January.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.