메뉴 건너뛰기




Volumn 59, Issue 3, 1998, Pages 289-297

Does seasonal adjustment induce common cycles?

Author keywords

C32; Monte Carlo simulations; Serial correlation common features; X 11 Filter

Indexed keywords


EID: 0032384640     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00065-2     Document Type: Article
Times cited : (21)

References (20)
  • 1
    • 0030299451 scopus 로고    scopus 로고
    • Common cycles in seasonally cointegrated time series
    • Ahn S.K. Common cycles in seasonally cointegrated time series. Economics Letters. 53:1997;261-264.
    • (1997) Economics Letters , vol.53 , pp. 261-264
    • Ahn, S.K.1
  • 6
    • 9144241857 scopus 로고    scopus 로고
    • Recent advances in modelling seasonality
    • Franses Ph.H. Recent advances in modelling seasonality. Journal of Economic Surveys. 10(3):1996;299-345.
    • (1996) Journal of Economic Surveys. , vol.10 , Issue.3 , pp. 299-345
    • Franses, Ph.h.1
  • 7
    • 0040458839 scopus 로고
    • On the (mis)specification of seasonality and its consequences: An empirical investigation with US data
    • Ghysels E., Lee H.S., Siklos P. On the (mis)specification of seasonality and its consequences: An empirical investigation with US data. Empirical Economics. 18(4):1993;191-204.
    • (1993) Empirical Economics , vol.18 , Issue.4 , pp. 191-204
    • Ghysels, E.1    Lee, H.S.2    Siklos, P.3
  • 8
    • 0002340768 scopus 로고
    • The effect of seasonal adjustment filters on tests for a unit root
    • Ghysels E., Perron P. The effect of seasonal adjustment filters on tests for a unit root. Journal of Econometrics. 55:1993;57-98.
    • (1993) Journal of Econometrics , vol.55 , pp. 57-98
    • Ghysels, E.1    Perron, P.2
  • 9
    • 0005813787 scopus 로고
    • Séries codépendantes: application a l'hypothèse de parité du pouvoir d'achat in Macroéconomie, développements récents
    • Gouriéroux, C., Peaucelle, I., 1993. Séries codépendantes: application a l'hypothèse de parité du pouvoir d'achat, in Macroéconomie, développements récents, Economica, pp. 285-306.
    • (1993) Economica , pp. 285-306
    • Gouriéroux, C.1    Peaucelle, I.2
  • 10
    • 0031518892 scopus 로고    scopus 로고
    • Cointegration and changes in regime: The Japanese consumption function
    • Hall S., Psaradakis Z., Sola M. Cointegration and changes in regime: The Japanese consumption function. Journal of Applied Econometrics. 12:1997;151-168.
    • (1997) Journal of Applied Econometrics , vol.12 , pp. 151-168
    • Hall, S.1    Psaradakis, Z.2    Sola, M.3
  • 15
    • 0040458846 scopus 로고    scopus 로고
    • Use and (mostly) Abuse of Time Series Techniques in Economic Analysis
    • Lisboa
    • Maravall, A., 1997. Use and (mostly) Abuse of Time Series Techniques in Economic Analysis, paper presented at the 5th CEMAPRE Conference, Lisboa.
    • (1997) Paper Presented at the 5th CEMAPRE Conference
    • Maravall, A.1
  • 19
    • 0000616445 scopus 로고
    • Reduced rank models for multivariate time series
    • Velu R.P., Reinsel G.C., Wichern D.W. Reduced rank models for multivariate time series. Biometrika. 73:1986;105-118.
    • (1986) Biometrika , vol.73 , pp. 105-118
    • Velu, R.P.1    Reinsel, G.C.2    Wichern, D.W.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.