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subject:"United States"
~person:"Albertson, Kevin"
~person:"Gil-Alaña, Luis A."
~person:"Pettengill, Glenn N."
~subject:"Kalendereffekt"
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Search: subject_exact:"Seasonal variations"
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United States
Kalendereffekt
Saisonale Schwankungen
35
Seasonal variations
35
Time series analysis
24
Zeitreihenanalyse
24
Theorie
11
Theory
11
USA
10
Einheitswurzeltest
9
Unit root test
9
Großbritannien
8
United Kingdom
8
persistence
7
Capital income
5
Kapitaleinkommen
5
Saisonkomponente
5
Seasonal component
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Tourism
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Tourismus
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seasonality
5
Estimation
4
Japan
4
Schätzung
4
Cointegration
3
Holiday behaviour
3
Index
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Industrial production
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3
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National income
3
Nationaleinkommen
3
Tourism industry
3
Tourismuswirtschaft
3
Urlaubsverhalten
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long memory
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1980-2001
2
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9
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Albertson, Kevin
Gil-Alaña, Luis A.
Pettengill, Glenn N.
Miron, Jeffrey A.
12
Beaulieu, J. Joseph
6
Caporale, Guglielmo Maria
6
Franses, Philip Hans
6
Plastun, Alex
6
Ziemba, William T.
6
Athanassakos, George
4
Canova, Fabio
4
Dollar, David
4
Sokoloff, Kenneth L.
4
Aggarwal, Raj
3
Chang, Eric Chieh
3
Gandhi, Mohandas Karamchand
3
Ghysels, Eric
3
Kunkel, Robert A.
3
Liano, Kartono
3
Ngai, Liwa Rachel
3
Ooms, Marius
3
Singal, Vijay
3
Tenreyro, Silvana
3
Zaremba, Adam
3
Ackert, Lucy F.
2
Albers, Heidi J.
2
Arnade, Carlos Anthony
2
Axarloglou, Kostas
2
Aylen, Jonathan
2
Barrow, Lisa
2
Beaulieu, Joe
2
Berg, Gerard J. van den
2
Bhattacharya, Kaushik
2
Boulier, Bryan L.
2
Brockman, Paul
2
Calomiris, Charles W.
2
Cecchetti, Stephen G.
2
Christiano, Lawrence J.
2
Colyer, Dale
2
Compton, William S.
2
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International journal of forecasting
2
Applied economics letters
1
Economics and finance working paper series
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
IMA journal of management mathematics
1
Journal of the Midwest Finance Association
1
Special section on forecasting in manufacturing industry
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of socio-economics
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ECONIS (ZBW)
9
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1
Retail sales : persistence in the short-term and long-term dynamics
Gil-Alaña, Luis A.
;
Barros, Carlos Pestana
;
Assaf, A. …
- In:
IMA journal of management mathematics
25
(
2014
)
3
,
pp. 367-386
Persistent link: https://www.econbiz.de/10010388774
Saved in:
2
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391466
Saved in:
3
A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
2
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
Saved in:
4
Long memory at the long-run and the seasonal monthly frequencies in the US money stock
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
13
(
2006
)
15
,
pp. 965-968
Persistent link: https://www.econbiz.de/10003402311
Saved in:
5
Forecasting using a periodic transfer function : with an application to the UK price of ferrous scrap
Albertson, Kevin
;
Aylen, Jonathan
- In:
International journal of forecasting
15
(
1999
)
4
,
pp. 409-419
Persistent link: https://www.econbiz.de/10001428535
Saved in:
6
Modelling the great lakes freeze : forecasting and seasonality in the market for ferrous scrap
Albertson, Kevin
- In:
International journal of forecasting
12
(
1996
)
3
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001334815
Saved in:
7
An experimental study of the "Blue-Monday" hypothesis
Pettengill, Glenn N.
- In:
The journal of socio-economics
22
(
1993
)
3
,
pp. 241-257
Persistent link: https://www.econbiz.de/10001152889
Saved in:
8
The risk-return tradeoff : is January special?
Pettengill, Glenn N.
- In:
Journal of the Midwest Finance Association
21
(
1992
),
pp. 96-104
Persistent link: https://www.econbiz.de/10001141350
Saved in:
9
The overreaction hypothesis, firm size, and stock market seasonality : price reversals in security returns are predictable, but complex
Pettengill, Glenn N.
- In:
The journal of portfolio management : a publication of …
16
(
1990
)
3
,
pp. 60-64
Persistent link: https://www.econbiz.de/10001112358
Saved in:
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