Do seasonal adjustments induce noncausal dynamics in inflation rates?
Year of publication: |
December 2017
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Authors: | Hecq, Alain W. J. ; Telg, Sean ; Lieb, Lenard |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 5.2017, 4, p. 1-22
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Subject: | inflation | seasonal adjustment filters | mixed causal-noncausal models | Inflation | Zeitreihenanalyse | Time series analysis | Saisonkomponente | Seasonal component | Theorie | Theory | Saisonale Schwankungen | Seasonal variations | Inflationsrate | Inflation rate |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics5040048 [DOI] hdl:10419/195432 [Handle] |
Classification: | C22 - Time-Series Models ; E37 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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