Periodic linear-quadratic methods for modeling seasonality

DOI10.1016/0165-1889(90)90042-FzbMath0714.90024OpenAlexW1993981042MaRDI QIDQ751463

Richard M. Todd

Publication date: 1990

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(90)90042-f

zbMATH Keywords

endogenous equilibrium seasonalityOptimal linear regulator methodsperiodically stationary time series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

Related Items (5)

Kalman-filtering methods for computing information matrices for time- invariant, periodic, and generally time-varying VARMA models and samples ⋮ On seasonality and business cycle durations: A nonparametric investigation ⋮ Data revisions and periodic properties of macroeconomic data ⋮ Seasonality and equilibrium business cycle theories ⋮ Seasonally and approximation errors in rational expectations models

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• Dynamic programming and stochastic control
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• The implications of periodically varying coefficients for seasonal time- series processes
• Seasonal Variability in a Distributed Lag Model
• Time to Build and Aggregate Fluctuations
• Investment Under Uncertainty
• Computer Generation of Normal Random Variables
• Recursive Models of Dynamic Linear Economies

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