The following paper discusses the analysis of some types of economic time series using an altered time scale, or … operational time. It is argued that for some series, observations that are ordinarily thought of as equidistant in time are … actually irregularly spaced in a more natural time scale. Section A discusses point or impulse sampling of related series and …

periods, including those induced by Daylight Saving Time changes, weather conditions and anticipation of major holidays …

typical unemployment shock, depending on race/gender, resulting in a 3.0% increase in mortality rate and a 0.5% drop in life …We adopt a time series approach to investigate the historical relation between unemployment, life expectancy, and … mortality rates. We fit a Vector-autoregression (VAR) for the overall US population and for groups identified based on gender …

time-varying weight in new lists, and one can decompose the market return into a fixed weight return plus a timing return …

average returns. This rules out typical risk-based explanations and is a challenge to structural models of time …

Seasonal adjustment procedures attempt to estimate the sample realizations of an unobservable economic time series in …