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The effects of working with seasonally adjusted data when testing for unit root

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  • del Barrio Castro, Tomas
  • Pons Fanals, Ernest
  • Surinach Caralt, Jordi

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  • del Barrio Castro, Tomas & Pons Fanals, Ernest & Surinach Caralt, Jordi, 2002. "The effects of working with seasonally adjusted data when testing for unit root," Economics Letters, Elsevier, vol. 75(2), pages 249-256, April.
    • Handle: RePEc:eee:ecolet:v:75:y:2002:i:2:p:249-256
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    References listed on IDEAS

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    1. Ghysels, Eric & Perron, Pierre, 1993. "The effect of seasonal adjustment filters on tests for a unit root," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 57-98.
    2. Bell, William R & Hillmer, Steven C, 1984. "Issues Involved with the Seasonal Adjustment of Time Series: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 343-349, October.
    3. Bell, William R & Hillmer, Steven C, 1984. "Issues Involved with the Seasonal Adjustment of Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 291-320, October.
    4. Agustin Maravall & David A. Pierce, 1987. "A Prototypical Seasonal Adjustment Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 8(2), pages 177-193, March.
    5. Agustín Maravall, 1996. "Unobserved Components in Economic Time Series," Working Papers 9609, Banco de España.
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    Cited by:

    1. Tomas Barrio Castro & Mariam Camarero & Cecilio Tamarit, 2015. "An analysis of the trade balance for OECD countries using periodic integration and cointegration," Empirical Economics, Springer, vol. 49(2), pages 389-402, September.

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