𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the effect of seasonal adjustment on the log-periodogram regression

✍ Scribed by Marius Ooms; Uwe Hassler


Book ID
117333147
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
47 KB
Volume
56
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The effect of seasonal adjustment on the
✍ Antonio Matas-Mir; Denise R. Osborn; Marco J. Lombardi πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 209 KB πŸ‘ 1 views

## Abstract We study the impact of seasonal adjustment on the properties of business cycle expansion and recession regimes using analytical, simulation and empirical methods. Analytically, we show that the X‐11 adjustment filter both reduces the magnitude of change at turning points and reduces the

ON THE COVARIANCE OF THE PERIODOGRAM
✍ Harald E. Krogstad πŸ“‚ Article πŸ“… 1982 πŸ› John Wiley and Sons 🌐 English βš– 462 KB