Does seasonal adjustment induce common cycles?

DOI10.1016/S0165-1765(98)00065-2zbMath0899.90055MaRDI QIDQ1128923

Alain Hecq

Publication date: 13 August 1998

Published in: Economics Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (1)

COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY

Cites Work

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• Seasonal integration and cointegration
• Common cyclical features analysis in VAR models with cointegration
• The effect of seasonal adjustment filters on tests for a unit root (with discussion)
• Seasonal cointegration. The Japanese consumption function (with discussion)
• Common cycles in seasonally cointegrated time series
• Reduced rank models for multiple time series
• Nested Reduced-Rank Autogressive Models for Multiple Time Series
• Seasonal Adjustment and Relations Between Variables

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