메뉴 건너뛰기




Volumn 8, Issue 3, 2004, Pages 362-394

Seasonality in economic models

Author keywords

Economic Models; Seasonality

Indexed keywords


EID: 3042533540     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/S1365100504030111     Document Type: Review
Times cited : (12)

References (117)
  • 1
    • 0000284327 scopus 로고
    • The distributed lag between capital appropriations and expenditures
    • Almon, S. (1965) The distributed lag between capital appropriations and expenditures. Econometrics 33, 178-196.
    • (1965) Econometrics , vol.33 , pp. 178-196
    • Almon, S.1
  • 2
    • 0034354252 scopus 로고    scopus 로고
    • Gaussian semiparametric estimation in seasonal/cyclical long memory time series
    • Arteche, J. (2000) Gaussian semiparametric estimation in seasonal/cyclical long memory time series. Kybernetika 36, 219-310.
    • (2000) Kybernetika , vol.36 , pp. 219-310
    • Arteche, J.1
  • 3
    • 0001935502 scopus 로고    scopus 로고
    • Semiparametric inference in seasonal and cyclical long memory processes
    • Arteche, J. & P.M. Robinson (2000) Semiparametric inference in seasonal and cyclical long memory processes. Journal of Time Series Analysis 21, 1-25.
    • (2000) Journal of Time Series Analysis , vol.21 , pp. 1-25
    • Arteche, J.1    Robinson, P.M.2
  • 4
    • 30244493399 scopus 로고    scopus 로고
    • Long memory processes and fractional integration in econometrics
    • Baillie, R.T. (1996) Long memory processes and fractional integration in econometrics. Journal of Econometrics 73, 5-59.
    • (1996) Journal of Econometrics , vol.73 , pp. 5-59
    • Baillie, R.T.1
  • 5
    • 0037596892 scopus 로고    scopus 로고
    • Measuring business cycles: Approximate band-pass filters for economic time series
    • Baxter, M. & R.G. King (1999) Measuring business cycles: Approximate band-pass filters for economic time series. Review of Economics and Statistics 81, 575-593.
    • (1999) Review of Economics and Statistics , vol.81 , pp. 575-593
    • Baxter, M.1    King, R.G.2
  • 6
    • 84960581316 scopus 로고
    • Why do countries and industries with large seasonal cycles also have large business cycles?
    • Beaulieu, J.K. & J.A. Miron (1992a) Why do countries and industries with large seasonal cycles also have large business cycles? Quarterly Journal of Economics 107, 621-656.
    • (1992) Quarterly Journal of Economics , vol.107 , pp. 621-656
    • Beaulieu, J.K.1    Miron, J.A.2
  • 7
    • 0001530977 scopus 로고
    • A cross country comparison of seasonal cycles and business cycles
    • Beaulieu, J.J. & J.A. Miron (1992b) A cross country comparison of seasonal cycles and business cycles. Economic Journal 102, 772-788.
    • (1992) Economic Journal , vol.102 , pp. 772-788
    • Beaulieu, J.J.1    Miron, J.A.2
  • 8
    • 0010160457 scopus 로고
    • Seasonal unit roots in aggregate US data
    • Beaulieu, J.J. & J.A. Miron (1993) Seasonal unit roots in aggregate US data. Journal of Econometrics 55, 305-328.
    • (1993) Journal of Econometrics , vol.55 , pp. 305-328
    • Beaulieu, J.J.1    Miron, J.A.2
  • 14
    • 0242374881 scopus 로고    scopus 로고
    • Nonparametric tests for unit roots and cointegration
    • Breitung, J. (2002) Nonparametric tests for unit roots and cointegration. Journal of Econometrics 108, 343-363.
    • (2002) Journal of Econometrics , vol.108 , pp. 343-363
    • Breitung, J.1
  • 15
    • 0032344507 scopus 로고    scopus 로고
    • On the Phillips-Perron type tests for seasonal unit roots
    • Breitung, J. & P.H. Franses (1998) On the Phillips-Perron type tests for seasonal unit roots. Econometric Theory 14, 200-221.
    • (1998) Econometric Theory , vol.14 , pp. 200-221
    • Breitung, J.1    Franses, P.H.2
  • 17
    • 3042692955 scopus 로고
    • Seasonally in dynamic regression models: A comparative study of finite sample properties of various regression estimators including band spectrum regression
    • Bunzel, H. & S. Hylleberg (1982) Seasonally in dynamic regression models: A comparative study of finite sample properties of various regression estimators including band spectrum regression. Journal of Econometrics 19, 345-366.
    • (1982) Journal of Econometrics , vol.19 , pp. 345-366
    • Bunzel, H.1    Hylleberg, S.2
  • 18
    • 0035593562 scopus 로고    scopus 로고
    • On the properties of regression based test for seasonal unit roots in the presence of higher order serial correlation
    • Burridge, P. & A.M.R. Taylor (2001) On the properties of regression based test for seasonal unit roots in the presence of higher order serial correlation. Journal of Business and Economic Statistics 19, 374-379.
    • (2001) Journal of Business and Economic Statistics , vol.19 , pp. 374-379
    • Burridge, P.1    Taylor, A.M.R.2
  • 20
    • 84953063700 scopus 로고
    • Are seasonal patterns constant over time? A test for seasonal stability
    • Canova, F. & B. Hansen (1995) Are seasonal patterns constant over time? A test for seasonal stability. Journal of Business and Economic Statistics 13, 237-252.
    • (1995) Journal of Business and Economic Statistics , vol.13 , pp. 237-252
    • Canova, F.1    Hansen, B.2
  • 22
    • 0000739272 scopus 로고    scopus 로고
    • Interactions between the seasonal and business cycles in production and inventories
    • Cecchetti, S.G., A.K. Kashyap & D.W. Wilcox (1997) Interactions between the seasonal and business cycles in production and inventories. American Economic Review 87, 884-892.
    • (1997) American Economic Review , vol.87 , pp. 884-892
    • Cecchetti, S.G.1    Kashyap, A.K.2    Wilcox, D.W.3
  • 24
    • 0036211213 scopus 로고    scopus 로고
    • The conventional treament of seasonality in business cycle analysis: Does it create distortions?
    • Christiano, L. & R.M. Todd (2002) The conventional treament of seasonality in business cycle analysis: Does it create distortions? Journal of Monetary Economics 49, 335-364.
    • (2002) Journal of Monetary Economics , vol.49 , pp. 335-364
    • Christiano, L.1    Todd, R.M.2
  • 25
    • 0033407236 scopus 로고    scopus 로고
    • Common cycles in seasonal non-stationary time series
    • Cubadda, G. (1999) Common cycles in seasonal non-stationary time series. Journal of Applied Econometrics 14, 273-291.
    • (1999) Journal of Applied Econometrics , vol.14 , pp. 273-291
    • Cubadda, G.1
  • 26
    • 0035621413 scopus 로고    scopus 로고
    • Complex reduced rank models for seasonally cointegrated time series
    • Cubadda, G. (2001) Complex reduced rank models for seasonally cointegrated time series. Oxford Bulletin of Economics and Statistics 63, 497-511.
    • (2001) Oxford Bulletin of Economics and Statistics , vol.63 , pp. 497-511
    • Cubadda, G.1
  • 27
    • 0035998634 scopus 로고    scopus 로고
    • Seasonality, productivity shocks, and sectoral comovements in a real business cycle model for Italy
    • Cubadda, G., G. Savio & R. Zelli (2002) Seasonality, productivity shocks, and sectoral comovements in a real business cycle model for Italy. Macroeconomic Dynamics 6, 337-356.
    • (2002) Macroeconomic Dynamics , vol.6 , pp. 337-356
    • Cubadda, G.1    Savio, G.2    Zelli, R.3
  • 28
    • 0001318609 scopus 로고
    • Efficient parameter estimation for self-similar processes
    • Dahlhaus, R. (1989) Efficient parameter estimation for self-similar processes. Annals of Statistics 17, 1749-1766.
    • (1989) Annals of Statistics , vol.17 , pp. 1749-1766
    • Dahlhaus, R.1
  • 29
    • 85036258669 scopus 로고
    • Distribution of the estimators for autoregressive time series with a unit root
    • Dickey, D.A. & W.A. Fuller (1979) Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association 74, 427-431.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 32
    • 0002435671 scopus 로고
    • Estimating structural models of seasonally
    • A. Zellner (ed.). Washington, DC: U.S. Department of Commerce, Bureau of the Census
    • Engle, R.F. (1978) Estimating structural models of seasonally. In A. Zellner (ed.), Seasonal Analysis of Economic Time Series, pp. 281-297. Washington, DC: U.S. Department of Commerce, Bureau of the Census.
    • (1978) Seasonal Analysis of Economic Time Series , pp. 281-297
    • Engle, R.F.1
  • 33
    • 0019147132 scopus 로고
    • Exact maximum likelihood methods for dynamic regressions and band spectrum regressions
    • Engle, R.F. (1980) Exact maximum likelihood methods for dynamic regressions and band spectrum regressions. International Economic Review 21, 391-407.
    • (1980) International Economic Review , vol.21 , pp. 391-407
    • Engle, R.F.1
  • 34
    • 0000013567 scopus 로고
    • Co-integration and error correction: Representation, estimation and testing
    • Engle, R.F. & C.W.J. Granger (1987) Co-integration and error correction: Representation, estimation and testing. Econometrica 55, 251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 37
    • 38249025912 scopus 로고
    • Merging short and long run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting
    • Engle, R.F., C.W.J. Granger & J. Hallman (1989) Merging short and long run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting. Journal of Econometrics 40, 45-62.
    • (1989) Journal of Econometrics , vol.40 , pp. 45-62
    • Engle, R.F.1    Granger, C.W.J.2    Hallman, J.3
  • 40
    • 0002188727 scopus 로고
    • Large-sample properties of parameter estimates for strongly dependent stationary Gaussian series
    • Fox, R. & M.S. Taqqu (1986) Large-sample properties of parameter estimates for strongly dependent stationary Gaussian series. Annals of Statistics 14, 517-532.
    • (1986) Annals of Statistics , vol.14 , pp. 517-532
    • Fox, R.1    Taqqu, M.S.2
  • 41
    • 0000962885 scopus 로고
    • Seasonality, nonstationarity and the forecasting of monthly time series
    • Franses, P.H. (1991) Seasonality, nonstationarity and the forecasting of monthly time series. International Journal of Forecasting 7, 199-208.
    • (1991) International Journal of Forecasting , vol.7 , pp. 199-208
    • Franses, P.H.1
  • 42
    • 38249004160 scopus 로고
    • A method to select between periodic cointegration and seasonal cointegration
    • Franses, P.H. (1993) A method to select between periodic cointegration and seasonal cointegration. Economics Letters 63, 7-10.
    • (1993) Economics Letters , vol.63 , pp. 7-10
    • Franses, P.H.1
  • 46
    • 0013586369 scopus 로고
    • Partial time regressions as compared with individual trends
    • Frisch, R. & F.V. Waugh (1933) Partial time regressions as compared with individual trends. Econometrica 1, 387-401.
    • (1933) Econometrica , vol.1 , pp. 387-401
    • Frisch, R.1    Waugh, F.V.2
  • 49
    • 84986759400 scopus 로고
    • The estimation and application of long memory time series models
    • Geweke, J. & S. Porter-Hudak (1983) The estimation and application of long memory time series models. Journal of Time Series Analysis 4, 221-238.
    • (1983) Journal of Time Series Analysis , vol.4 , pp. 221-238
    • Geweke, J.1    Porter-Hudak, S.2
  • 50
    • 84950427566 scopus 로고
    • A study towards a dynamic theory of seasonality for economics time series
    • Ghysels, E. (1988) A study towards a dynamic theory of seasonality for economics time series. Journal of the American Statistical Association 83, 68-72.
    • (1988) Journal of the American Statistical Association , vol.83 , pp. 68-72
    • Ghysels, E.1
  • 52
    • 38149147786 scopus 로고
    • Testing for unit roots in seasonal time series. Some theoretical extensions and a Monte Carlo investigation
    • Ghysels, E., H.S. Lee & J. Noh (1994) Testing for unit roots in seasonal time series. Some theoretical extensions and a Monte Carlo investigation. Journal of Econometrics 62, 415-442.
    • (1994) Journal of Econometrics , vol.62 , pp. 415-442
    • Ghysels, E.1    Lee, H.S.2    Noh, J.3
  • 54
    • 30244432554 scopus 로고    scopus 로고
    • Testing of unit root and other non-stationary hypotheses in macroeconomic time series
    • Gil-Alana, L.A. & P.M. Robinson (1997) Testing of unit root and other non-stationary hypotheses in macroeconomic time series. Journal of Econometrics 80, 241-268.
    • (1997) Journal of Econometrics , vol.80 , pp. 241-268
    • Gil-Alana, L.A.1    Robinson, P.M.2
  • 56
    • 49149136839 scopus 로고
    • Some properties of time series data and their use in econometric model specification
    • Granger, C.W.J. (1981) Some properties of time series data and their use in econometric model specification. Journal of Econometrics 16, 121-130.
    • (1981) Journal of Econometrics , vol.16 , pp. 121-130
    • Granger, C.W.J.1
  • 57
    • 84986792205 scopus 로고
    • An introduction to long memory time series models and fractional differencing
    • Granger, C.W.J. & R. Joyeux (1980) An introduction to long memory time series models and fractional differencing. Journal of Time Series Analysis 1, 15-39.
    • (1980) Journal of Time Series Analysis , vol.1 , pp. 15-39
    • Granger, C.W.J.1    Joyeux, R.2
  • 59
    • 3042641972 scopus 로고    scopus 로고
    • Measurement errors and outliers in seasonal unit root testing
    • University of Aarhus
    • Haldrup, N., A. Montanes & A. Sanso (2000) Measurement Errors and Outliers in seasonal Unit Root Testing. Working paper, University of Aarhus.
    • (2000) Working Paper
    • Haldrup, N.1    Montanes, A.2    Sanso, A.3
  • 60
    • 0000155749 scopus 로고
    • Stochastic implications of the life cycle-permanent income hypothesis: Theory and evidence
    • Hall, R.E. (1978) Stochastic implications of the life cycle-permanent income hypothesis: Theory and evidence. Journal of Political Economy 86, 971-986.
    • (1978) Journal of Political Economy , vol.86 , pp. 971-986
    • Hall, R.E.1
  • 63
    • 0042038696 scopus 로고    scopus 로고
    • Wanting robustness in macroeconomics
    • University of Chicago
    • Hansen, L.P. & T.J. Sargent (2000) Wanting Robustness in Macroeconomics. Working paper, University of Chicago.
    • (2000) Working Paper
    • Hansen, L.P.1    Sargent, T.J.2
  • 65
    • 0001003525 scopus 로고
    • Seasonality in dynamic regression models
    • Harvey, A.C. & A. Scott (1994) Seasonality in dynamic regression models. Economic Journal 104, 1324-1345.
    • (1994) Economic Journal , vol.104 , pp. 1324-1345
    • Harvey, A.C.1    Scott, A.2
  • 67
    • 0003369194 scopus 로고
    • Post-War U.S. business cycles: An empirical investigation
    • Carnegie-Mellon University
    • Hodrick, R.J. & E.C. Prescott (1980) Post-War U.S. Business Cycles: An Empirical Investigation. Working paper, Carnegie-Mellon University.
    • (1980) Working Paper
    • Hodrick, R.J.1    Prescott, E.C.2
  • 68
    • 77956890381 scopus 로고
    • Fractional differencing
    • Hosking, J.R.M. (1981) Fractional differencing. Biometrika 68, 165-176.
    • (1981) Biometrika , vol.68 , pp. 165-176
    • Hosking, J.R.M.1
  • 69
    • 3042600238 scopus 로고
    • A comparative study of finite sample properties of band spectrum regression estimators
    • Hylleberg, S. (1977) A comparative study of finite sample properties of band spectrum regression estimators. Journal of Econometrics 5, 167-182.
    • (1977) Journal of Econometrics , vol.5 , pp. 167-182
    • Hylleberg, S.1
  • 72
    • 9144264681 scopus 로고
    • Tests for seasonal unit roots. General to specific or specific to general
    • Hylleberg, S. (1995) Tests for seasonal unit roots. General to specific or specific to general. Journal of Econometrics 69, 5-25.
    • (1995) Journal of Econometrics , vol.69 , pp. 5-25
    • Hylleberg, S.1
  • 78
    • 0000612352 scopus 로고    scopus 로고
    • Likelihood analysis of seasonal cointegration
    • Johansen, S. & E. Schaumburg (1999) Likelihood analysis of seasonal cointegration. Journal of Econometrics 88, 301-339.
    • (1999) Journal of Econometrics , vol.88 , pp. 301-339
    • Johansen, S.1    Schaumburg, E.2
  • 80
    • 0039949011 scopus 로고    scopus 로고
    • Testing for integration using evolving trend and seasonals models: A Bayesian approach
    • Koop, G. & H.K.V. Dijk (2000) Testing for integration using evolving trend and seasonals models: A Bayesian approach. Journal of Econometrics 97, 261-291.
    • (2000) Journal of Econometrics , vol.97 , pp. 261-291
    • Koop, G.1    Dijk, H.K.V.2
  • 81
    • 0001961189 scopus 로고
    • Statistical aspects of self-similar processes
    • Y. Prokhorov & V.V. Sazanov (eds.). Utrecht: VNU Science Press
    • Künsch, H.R. (1987) Statistical aspects of self-similar processes. In Y. Prokhorov & V.V. Sazanov (eds.), Proceedings of the First World Congress of the Bernoulli Society, pp. 67-74. Utrecht: VNU Science Press.
    • (1987) Proceedings of the First World Congress of the Bernoulli Society , pp. 67-74
    • Künsch, H.R.1
  • 83
    • 34247480179 scopus 로고
    • Testing the null hypothesis of stationarity against the alternative of a unit root - How sure are we that economic time series have a unit root?
    • Kwiatkowski, D., P.C.B. Phillips, P. Schmidt & Y. Shin (1992) Testing the null hypothesis of stationarity against the alternative of a unit root - how sure are we that economic time series have a unit root? Journal of Econometrics 54, 159-178.
    • (1992) Journal of Econometrics , vol.54 , pp. 159-178
    • Kwiatkowski, D.1    Phillips, P.C.B.2    Schmidt, P.3    Shin, Y.4
  • 85
    • 38249009343 scopus 로고
    • Maximum likelihood inference on cointegration and seasonal cointegration
    • Lee, H.S. (1992) Maximum likelihood inference on cointegration and seasonal cointegration. Journal of Econometrics 54, 1-47.
    • (1992) Journal of Econometrics , vol.54 , pp. 1-47
    • Lee, H.S.1
  • 89
    • 0001184994 scopus 로고
    • Seasonally, cost shocks and the production smoothing model of inventories
    • Miron, J.A. & S.P. Zeldes (1988) Seasonally, cost shocks and the production smoothing model of inventories. Econometrica 56, 877-908.
    • (1988) Econometrica , vol.56 , pp. 877-908
    • Miron, J.A.1    Zeldes, S.P.2
  • 90
    • 0842282124 scopus 로고    scopus 로고
    • Efficient likelihood inference in nonstationary univariate models
    • Nielsen, M.Ø. (2003) Efficient likelihood inference in nonstationary univariate models. Econometric Theory 20, 116-146.
    • (2003) Econometric Theory , vol.20 , pp. 116-146
    • Nielsen M.Ø1
  • 91
    • 84986409273 scopus 로고
    • Seasonality and habit persistence in a life cycle model of consumption
    • Osborn, D.R. (1988) Seasonality and habit persistence in a life cycle model of consumption. Journal of Applied Econometrics 3, 255-266.
    • (1988) Journal of Applied Econometrics , vol.3 , pp. 255-266
    • Osborn, D.R.1
  • 92
    • 44949279807 scopus 로고
    • The implications of periodically varying coefficients for seasonal time-series processes
    • Osborn, D.R. (1991) The implications of periodically varying coefficients for seasonal time-series processes. Journal of Econometrics 48, 373-384.
    • (1991) Journal of Econometrics , vol.48 , pp. 373-384
    • Osborn, D.R.1
  • 93
    • 3042555453 scopus 로고    scopus 로고
    • Cointegration for seasonal time series processes
    • University of Manchester
    • Osborn, D.R. (2000) Cointegration for seasonal time series processes. Working paper, University of Manchester.
    • (2000) Working Paper
    • Osborn, D.R.1
  • 94
    • 0000631178 scopus 로고
    • Recalculated and extended tables of the asymptotic distribution of some important maximum likelihood cointegration test statistics
    • Osterwald-Lenum, M. (1992) Recalculated and extended tables of the asymptotic distribution of some important maximum likelihood cointegration test statistics. Bulletin of Economics and Statistics 54, 461-472.
    • (1992) Bulletin of Economics and Statistics , vol.54 , pp. 461-472
    • Osterwald-Lenum, M.1
  • 95
    • 0002849777 scopus 로고
    • A time series analysis of seasonally in econometric models
    • A. Zellner (ed.). Washington, DC: U.S. Department of Commerce, Bureau of the Census
    • Plosser, C.I. (1978) A time series analysis of seasonally in econometric models. In A. Zellner (ed.), Seasonal Analysis of Economic Time Series, pp. 365-393. Washington, DC: U.S. Department of Commerce, Bureau of the Census.
    • (1978) Seasonal Analysis of Economic Time Series , pp. 365-393
    • Plosser, C.I.1
  • 96
    • 0002751213 scopus 로고
    • An application of the seasonal fractionally differenced model to the monetary aggregates
    • Porter-Hudak, S. (1990) An application of the seasonal fractionally differenced model to the monetary aggregates. Journal of the American Statistical Association 85, 338-344.
    • (1990) Journal of the American Statistical Association , vol.85 , pp. 338-344
    • Porter-Hudak, S.1
  • 98
    • 0038591844 scopus 로고    scopus 로고
    • Spurious periodic autoregressions
    • Proietti, T. (1998) Spurious periodic autoregressions. Econometrics Journal 1, 1-22.
    • (1998) Econometrics Journal , vol.1 , pp. 1-22
    • Proietti, T.1
  • 100
    • 0002230924 scopus 로고
    • Time series with strong dependence
    • C.A. Sims (ed.). Cambridge, UK: Cambridge University Press
    • Robinson, P.M. (1994b) Time series with strong dependence. In C.A. Sims (ed.), Advances in Econometrics, pp. 47-95. Cambridge, UK: Cambridge University Press.
    • (1994) Advances in Econometrics , pp. 47-95
    • Robinson, P.M.1
  • 101
    • 21344446855 scopus 로고
    • Gaussian semiparametric estimation of long range dependence
    • Robinson, P.M. (1995a) Gaussian semiparametric estimation of long range dependence. Annals of Statistics 23, 1630-1661.
    • (1995) Annals of Statistics , vol.23 , pp. 1630-1661
    • Robinson, P.M.1
  • 102
    • 0000668540 scopus 로고
    • Log-periodogram regression of time series with long range dependence
    • Robinson, P.M. (1995b) Log-periodogram regression of time series with long range dependence. Annals of Statistics 23, 1048-1072.
    • (1995) Annals of Statistics , vol.23 , pp. 1048-1072
    • Robinson, P.M.1
  • 103
    • 1242280614 scopus 로고    scopus 로고
    • On LM type tests for seasonal unit roots
    • Rodrigues, P.M.M. (2002) On LM type tests for seasonal unit roots. Econometrics Journal 5, 176-195.
    • (2002) Econometrics Journal , vol.5 , pp. 176-195
    • Rodrigues, P.M.M.1
  • 104
    • 0038200612 scopus 로고    scopus 로고
    • Performance of seasonal unit root tests for monthly data
    • Rodrigues, P.M.M. & D.R. Osborn (1999) Performance of seasonal unit root tests for monthly data. Journal of Applied Statistics 26, 985-1004.
    • (1999) Journal of Applied Statistics , vol.26 , pp. 985-1004
    • Rodrigues, P.M.M.1    Osborn, D.R.2
  • 106
    • 0039920463 scopus 로고
    • The X-11 Variant of the Census Method II Seasonal Adjustment Program
    • Washington, DC: U.S. Department of Commerce, Bureau of Census
    • Shiskin, J., A.H. Young & J.C. Musgrave (1967) The X-11 Variant of the Census Method II Seasonal Adjustment Program. Technical paper 15. Washington, DC: U.S. Department of Commerce, Bureau of Census.
    • (1967) Technical Paper , vol.15
    • Shiskin, J.1    Young, A.H.2    Musgrave, J.C.3
  • 110
    • 9544230002 scopus 로고    scopus 로고
    • Variance ratio tests of the seasonal unit root hypothesis
    • University of Birmingham
    • Taylor, A.M.R. (2002) Variance Ratio Tests of the Seasonal Unit Root Hypothesis. Working paper, University of Birmingham.
    • (2002) Working Paper
    • Taylor, A.M.R.1
  • 111
    • 0010844604 scopus 로고
    • Periodic linear-quadratic methods for modeling seasonality
    • Todd, R. (1990) Periodic linear-quadratic methods for modeling seasonality. Journal of Economic Dynamics and Control 14, 763-795.
    • (1990) Journal of Economic Dynamics and Control , vol.14 , pp. 763-795
    • Todd, R.1
  • 114
    • 0040516703 scopus 로고    scopus 로고
    • Business cycles, seasonal cycles, and common trends
    • Wells, J.M. (1997) Business cycles, seasonal cycles, and common trends. Journal of Macroeconomics 19, 443-469.
    • (1997) Journal of Macroeconomics , vol.19 , pp. 443-469
    • Wells, J.M.1
  • 117
    • 0002579829 scopus 로고
    • Time series analysis and simultaneous equation econometric models
    • Zellner, A. & F. Palm (1974) Time series analysis and simultaneous equation econometric models. Journal of Econometrics 2, 17-54.
    • (1974) Journal of Econometrics , vol.2 , pp. 17-54
    • Zellner, A.1    Palm, F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.