Modelling Seasonality 'Advance Texts in Econometrics '

Erscheinungsjahr 1992
ISBN: 978-0-19-877318-4
Verlag: OUP Oxford

Buch, Englisch, 482 Seiten, Paperback, Format (B × H): 156 mm x 234 mm, Gewicht: 728 g

Reihe: Advanced Texts in Econometrics

The realization among econometricians and applied economists that seasonal variation in many time series is often larger and less regular than has been supposed, has recently led to an increased interest in seriously modelling seasonality. The relative size of seasonal variation also means that such modelling is of major economic interest. Important developments in modelling seasonality have occurred - the last ten years have seen improvements in the model based
procedures, the discovery of periodic models, seasonal integration and cointegration, and in the development of economic theories of seasonality.

This volume brings together some leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical tools to the modelling of seasonal phenomena. In addition to the topics already mentioned, it presents and discusses the X-11 method of seasonal adjustment and the introduction includes a description and assessment of the most recent developments.

Autoren/Hrsg.

Hylleberg, Svend

Hylleberg, S.

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftstheorie, Wirtschaftsphilosophie