Masking of volatility by seasonal adjustment methods

Economic Modelling

Volumn 33, Issue , 2013, Pages 676-688

  Hayat, Aziz ^a   Bhatti, M Ishaq ^b  

^a DEAKIN UNIVERSITY   (Australia)

^b LA TROBE UNIVERSITY   (Australia)

Author keywords

Seasonal adjustments; Seasonality; TRAMO SEATS; Under estimation; Variability; X 12 ARIMA

Indexed keywords

EID: 84879535723     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2013.05.016     Document Type: Article

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