Seasonality in Variance is Common in Macro Time Series

While it is widely appreciated that financial time series exhibit seasonality in variance, it is less widely known that many macroeconomic time series exhibit significant seasonality in variance as well. We look at nine common macro time series, including measures of prices, money, and interest rates. All have significant seasonality in variance. This feature has implications for time-series practice generally, for seasonal adjustment, and for policymakers

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Year of publication:	2000
Authors:	Jaditz, Ted
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Saisonale Schwankungen \| Seasonal variations \| Maßzahl \| Statistical measures
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Business, Vol. 73, No. 2, April 2000 Volltext nicht verfügbar
Classification:	C22 - Time-Series Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014169012