Recent Advances in Modelling Seasonality.

C-Tier
Journal: Journal of Economic Surveys
Year: 1996
Volume: 10
Issue: 3
Pages: 299-345

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper we review recent developments in econometric modelling of economic time series with seasonality. The prime focus is on econometric models which incorporate explicit descriptions of seasonal variation, instead of removing this variation using a seasonal adjustment method. This review centres around developments in seasonal unit root models and in periodic parameter models, both in the univariate and multivariate context. Several empirical examples are used for illustration. We also discuss several areas for further research. Copyright 1996 by Blackwell Publishers Ltd

Technical Details

RePEc Handle
repec:bla:jecsur:v:10:y:1996:i:3:p:299-345
Journal Field
General
Author Count
1
Added to Database
2026-01-25