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Seasonal adjustment of Danish financial time series using the X-12-ARIMA procedure

Kramer Pedersen, Mette (contributor); … - 2006

Danmarks Nationalbank has in November 2006 started to publish five seasonally adjusted financial time series. The series chosen for seasonal adjustment are monthly series for currency in circulation, the money stock measures M1 and M2 and the MFI sector's lending to households and to...

Persistent link: https://www.econbiz.de/10003394923

An econometric analysis of hotel-motel room nights in New Zealand with stochastic seasonality

Lim, Christine; Chan, Felix - In: International journal of revenue management : IJRM 5 (2011) 1, pp. 63-83

Persistent link: https://www.econbiz.de/10008987189

An application of a new seasonal unit root test to inflation

Narayan, Paresh Kumar; Popp, Stephan - In: International review of economics & finance : IREF 20 (2011) 4, pp. 707-716

Persistent link: https://www.econbiz.de/10009303880

The stochastic seasonal behavior of freight rate dynamics

Poblacion, Javier - In: Maritime economics & logistics : a quarterly scientific … 17 (2015) 2, pp. 142-162

Persistent link: https://www.econbiz.de/10011378738

A multivariate approach to seasonal adjustment

Greenaway-McGrevy, Ryan - 2013

Persistent link: https://www.econbiz.de/10009769671

The performance of lag selection and detrending methods for HEGY seasonal unit root tests

Castro, Tomás del Barrio; Osborn, Denise R.; Taylor, Robert - 2012

Persistent link: https://www.econbiz.de/10009659181

The role of data limitations, seasonality and frequency in asset pricing models

Murtazashvili, Irina; Vozlyublennaia, Nadia - In: Journal of international financial markets, … 22 (2012) 3, pp. 555-574

Persistent link: https://www.econbiz.de/10009623546

Spurious seasonal patterns and excess smoothness in the BLS local area unemployment

Phillips, Keith R.; Wang, Jianguo - 2013

Persistent link: https://www.econbiz.de/10010225569

Formation of seasonal groups and application of seasonal indices

Boylan, John E.; Chen, H.; Mohammadipour, M.; Syntetos, A. - In: Journal of the Operational Research Society : OR 65 (2014) 2, pp. 227-241

Persistent link: https://www.econbiz.de/10010239945

Masking of volatility by seasonal adjustment methods

Hayat, Aziz; Bhatti, Muhammad Ishaq - In: Economic modelling 33 (2013), pp. 676-688

Persistent link: https://www.econbiz.de/10010194430

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