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The treatment of seasonality in error correction models as unobserved component : a case study for an Austrian consumption function

Wüger, Michael; Thury, Gerhard - In: Empirical economics : a journal of the Institute for … 26 (2001) 2, pp. 325-341

Persistent link: https://www.econbiz.de/10001579615

Unobserved components in ARCH models : an application to seasonal adjustment

Fiorentini, Gabriele; Maravall Herrero, Agustín - 1994

Persistent link: https://www.econbiz.de/10000147942

Constructing seasonally adjusted data with time-varying confidence intervals

Koopman, Siem Jan; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 509-526

Persistent link: https://www.econbiz.de/10001741990

Non- and semiparametric identification of seasonal nonlinear autoregression models

Yang, Lijian; Tschernig, Rolf - In: Econometric theory 18 (2002) 6, pp. 1408-1448

Persistent link: https://www.econbiz.de/10001716911

Operational time and seasonality in distributed lag estimation

Clark, Peter K. - 1974

Persistent link: https://www.econbiz.de/10002001361

Seasonality, nonstationarity and the structural forecasting of the index of industrial production

Kouassi, Eugène; Labys, Walter C. - In: New trends in macroeconomics : with 38 tables, (pp. 195-221). 2005

Persistent link: https://www.econbiz.de/10003022405

Stock Return Predictability and Seasonality

Kim, Keunsoo - 2018

An examination of the Shiller cyclically adjusted pricing-earnings (CAPE) ratio reveals its forecasting power for 12-month CRSP equally weighted (EW) excess returns and value weighted (VW) excess returns. The 12-month EW excess returns following low CAPE ratios are, on average, 20.7% higher than...

Persistent link: https://www.econbiz.de/10012918931

Operational Time and Seasonality in Distributed Lag Estimation

Clark, Peter - 2021

The following paper discusses the analysis of some types of economic time series using an altered time scale, or operational time. It is argued that for some series, observations that are ordinarily thought of as equidistant in time are actually irregularly spaced in a more natural time scale....

Persistent link: https://www.econbiz.de/10013217235

Modelling the daily currency in circulation in Turkey

Güler, Halil; Talaslı, İ. Anıl - In: Central Bank review / The Central Bank of the Republic … 10 (2010) 1, pp. 29-46

Persistent link: https://www.econbiz.de/10003987264

Periodic seasonal time series models with applications to US macroeconomic data

Widyanti Hindrayanto, Anastasia Irma - 2011

Persistent link: https://www.econbiz.de/10009317709