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

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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Year of publication:	2011-07
Authors:	Rao, Nasir Hamid ; Bukhari, Syed Kalim Hyder ; Jalil, Abdul
Institutions:	eSocialSciences
Subject:	business cycle \| Islamic calneder \| time series data \| forecasting \| detecting \| Islam \| religion \| pakistan \| theoretical \| Ramadan \| population \| currency holdings \| seasonal factors \| Quantity Theory of Money (QTM) \| money \| prices \| income

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Institutional Papers
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009321494