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A Brief Look on the Literature on Deseasonalization

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  • Campos, Julia

Abstract

This paper presents the issues related to seasonality patterns and deseasonalization procedures of economic variables. The paper concludes claiming that: (i) analysing long-term movements of economic time series separately from short-term ones may be useful for economic policy analysis; (ii) there is an yet unresolved difficulty in finding suitable definitions for the components; (iii) if the X-ll procedure is to be used, then the X-ll forecast plus current updating is suggested; (iv) there are several reasons for using seasonally unajusted data for econometric modelling rather than deseasonalized data.

Suggested Citation

  • Campos, Julia, 1991. "A Brief Look on the Literature on Deseasonalization," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 11(2), November.
    • Handle: RePEc:sbe:breart:v:11:y:1991:i:2:a:3004
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    7. Ghysels, E., 1990. "On the Economic and Econometrics of Seasonality," Cahiers de recherche 9028, Universite de Montreal, Departement de sciences economiques.
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