Do seasonal adjustments induce noncausal dynamics in inflation rates?
Year of publication: |
2017
|
---|---|
Authors: | Hecq, Alain ; Telg, Sean ; Lieb, Lenard |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 5.2017, 4, p. 1-22
|
Publisher: |
Basel : MDPI |
Subject: | inflation | seasonal adjustment filters | mixed causal-noncausal models |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/econometrics5040048 [DOI] 1011581043 [GVK] hdl:10419/195432 [Handle] |
Classification: | C22 - Time-Series Models ; E37 - Forecasting and Simulation |
Source: |
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