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time series. This has triggered one of the highest policy interventions that we have ever seen. Policy assessment relies on … real time monitoring of the economy using seasonally adjusted time series. This poses a new problem for analysts: to … deseasonalize time series under the effects of strongly changing trends and seasonal patterns in real time. We compare different …
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In this paper, calendar seasonality patterns are examined from day-of-the-week effect across weekly patterns, monthly analysis and whole-year seasonal strategies such as Sell in May and Halloween effect. The analysis is done across six indices, DAX, MDAX, SDAX, Eurostoxx 50, Stoxx Europe Mid 200...
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