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Recent Advances in Modelling Seasonality

Citations

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Cited by:

  1. Seungmoon Choi, 2011. "Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions," School of Economics and Public Policy Working Papers 2011-26, University of Adelaide, School of Economics and Public Policy.
  2. Linsenmeier, Manuel, 2024. "Seasonal temperature variability and economic cycles," Journal of Macroeconomics, Elsevier, vol. 79(C).
  3. Philip Hans Franses & Yoshinori Kawasaki, 2004. "Do seasonal unit roots matter for forecasting monthly industrial production?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(2), pages 77-88.
  4. Linsenmeier, Manuel, 2021. "Seasonal temperature variability and economic cycles," LSE Research Online Documents on Economics 115526, London School of Economics and Political Science, LSE Library.
  5. Daniel Dzikowski & Carsten Jentsch, 2024. "Structural Periodic Vector Autoregressions," Papers 2401.14545, arXiv.org.
  6. De Gooijer, Jan G. & Franses, Philip Hans, 1997. "Forecasting and seasonality," International Journal of Forecasting, Elsevier, vol. 13(3), pages 303-305, September.
  7. Hecq, Alain, 1998. "Does seasonal adjustment induce common cycles?," Economics Letters, Elsevier, vol. 59(3), pages 289-297, June.
  8. Swanson, Norman R. & Urbach, Richard, 2015. "Prediction and simulation using simple models characterized by nonstationarity and seasonality," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 312-323.
  9. Paulo Rodrigues & Philip Hans Franses, 2005. "A sequential approach to testing seasonal unit roots in high frequency data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(6), pages 555-569.
  10. Bohl, Martin T., 2000. "Nonstationary stochastic seasonality and the German M2 money demand function," European Economic Review, Elsevier, vol. 44(1), pages 61-70, January.
  11. Albertson, Kevin & Aylen, Jonathan, 1999. "Forecasting using a periodic transfer function: with an application to the UK price of ferrous scrap," International Journal of Forecasting, Elsevier, vol. 15(4), pages 409-419, October.
  12. Zhang, G. Peter & Qi, Min, 2005. "Neural network forecasting for seasonal and trend time series," European Journal of Operational Research, Elsevier, vol. 160(2), pages 501-514, January.
  13. Elena Barton & Basad Al-Sarray & Stéphane Chrétien & Kavya Jagan, 2018. "Decomposition of Dynamical Signals into Jumps, Oscillatory Patterns, and Possible Outliers," Mathematics, MDPI, vol. 6(7), pages 1-13, July.
  14. Cubadda, Gianluca, 1999. "Common Cycles in Seasonal Non-stationary Time Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 273-291, May-June.
  15. Lalouette, Laure & Zamora-Pérez, Alejandro & Rusu, Codruta & Bartzsch, Nikolaus & Politronacci, Emmanuelle & Delmas, Martial & Rua, António & Brandi, Marco & Naksi, Martti, 2021. "Foreign demand for euro banknotes," Occasional Paper Series 253, European Central Bank.
  16. H. M. Ertugrul & S. Yildirim & F. Ayhan, 2017. "An Investigation of Stationarity Properties of the Turkish Tourism Income Variable," International Econometric Review (IER), Econometric Research Association, vol. 9(2), pages 37-49, September.
  17. Evans, Mark, 2006. "A study of the relationship between regional ferrous scrap prices in the USA, 1958-2004," Resources Policy, Elsevier, vol. 31(2), pages 65-77, June.
  18. Mendez Parra, Maximiliano, 2015. "Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina," MPRA Paper 63831, University Library of Munich, Germany, revised 06 Apr 2015.
  19. Yoshinori Kawasaki, 1996. "A Model Selection Approach to detect Seasonal Unit Roots," Tinbergen Institute Discussion Papers 96-180/7, Tinbergen Institute.
  20. Emanuela Marrocu, 2006. "An Investigation of the Effects of Data Transformation on Nonlinearity," Empirical Economics, Springer, vol. 31(4), pages 801-820, November.
  21. Jorge Ridderstaat & Peter Nijkamp, 2013. "Measuring Pattern, Amplitude and Timing Differences between Monetary and Non-Monetary Seasonal Factors of Tourism - the Case of Aruba," Tinbergen Institute Discussion Papers 13-116/VIII, Tinbergen Institute, revised 05 Sep 2013.
  22. Tucker McElroy & Anindya Roy, 2022. "A Review of Seasonal Adjustment Diagnostics," International Statistical Review, International Statistical Institute, vol. 90(2), pages 259-284, August.
  23. Méndez Parra, Maximiliano, 2015. "Futures prices, trade and domestic supply of agricultural commodities," Economics PhD Theses 0115, Department of Economics, University of Sussex Business School.
  24. Marta Skrzypczyńska, 2014. "Cyclical Processes in the Polish Economy," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(3), pages 153-192, September.
  25. Ooms, M. & Franses, Ph.H.B.F., 1998. "A seasonal periodic long memory model for monthly river flows," Econometric Institute Research Papers EI 9842, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  26. Wells, J. M., 1997. "Modelling seasonal patterns and long-run trends in U.S. time series," International Journal of Forecasting, Elsevier, vol. 13(3), pages 407-420, September.
  27. Clements, Michael P. & Hendry, David F., 1997. "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, Elsevier, vol. 13(3), pages 341-355, September.
  28. Linsenmeier, Manuel, 2024. "Seasonal temperature variability and economic cycles," LSE Research Online Documents on Economics 120640, London School of Economics and Political Science, LSE Library.
  29. Benoit Faye & Éric Le Fur, 2010. "L'étude du lien entre cycle et saisonnalité sur un marché immobilier résidentiel. Le cas de l'habitat ancien à Bordeaux," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(5), pages 937-965.
  30. Yoshinori Kawasaki & Philip Hans Franses, 2003. "Detecting seasonal unit roots in a structural time series model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(4), pages 373-387.
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