Add to ORKGIn this paper we propose a Bayesian analysis of seasonal unit roots in quarterly observed time series. Seasonal unit root processes are useful to describe economic series with changing seasonal fluctuations. A natural alternative model for similar purposes contains deterministic seasonal mean shifts instead of seasonal stochastic trends. This leads to analysing seasonal unit roots in the presence of mean shifts using Bayesian techniques. Our method is illustrated using several simulated and empirical data.seasonality;unit roots;Bayesian analysis;structural breaks
Thts paper examtnes the consequences of usmg seasonal dummtes in regressions when seasonahty IS gene...
The traditional literature on seasonality has mainly focused attention on various statistical proced...
Some unit root testing situations are more difficult than others. In the case of quar-terly industri...
textabstractIn this paper we propose a Bayesian analysis of seasonal unit roots in quarterly observe...
The interpretation of seasonality in terms of economic behavior depends on the form of the econometr...
A Bayesian testing approach for a periodic unit root in quarterly and monthly data is presented. Fur...
textabstractExamples of descriptive models for changing seasonal patterns in economic time series ar...
Inference on ordinary unit roots, seasonal unit roots, seasonality and business cycles are fundament...
This article proposes an alternative methodology for modeling and forecasting seasonal series. The a...
An important issue in modelling economic time series is whether key unobserved components representi...
textabstractIn this paper we review recent developments in econometric modelling of economic time se...
This chapter reviews the principal methods used by researchers when forecasting seasonal time series...
Some unit root testing situations are more difficult than others. In the case of quarterly industria...
The popular 'airline' model for a seasonal time series assumes that a variable needsdouble differenc...
Many economic time series exhibit important systematic fluctuations within the year, i.e., seasonali...
Thts paper examtnes the consequences of usmg seasonal dummtes in regressions when seasonahty IS gene...
The traditional literature on seasonality has mainly focused attention on various statistical proced...
Some unit root testing situations are more difficult than others. In the case of quar-terly industri...
textabstractIn this paper we propose a Bayesian analysis of seasonal unit roots in quarterly observe...
The interpretation of seasonality in terms of economic behavior depends on the form of the econometr...
A Bayesian testing approach for a periodic unit root in quarterly and monthly data is presented. Fur...
textabstractExamples of descriptive models for changing seasonal patterns in economic time series ar...
Inference on ordinary unit roots, seasonal unit roots, seasonality and business cycles are fundament...
This article proposes an alternative methodology for modeling and forecasting seasonal series. The a...
An important issue in modelling economic time series is whether key unobserved components representi...
textabstractIn this paper we review recent developments in econometric modelling of economic time se...
This chapter reviews the principal methods used by researchers when forecasting seasonal time series...
Some unit root testing situations are more difficult than others. In the case of quarterly industria...
The popular 'airline' model for a seasonal time series assumes that a variable needsdouble differenc...
Many economic time series exhibit important systematic fluctuations within the year, i.e., seasonali...
Thts paper examtnes the consequences of usmg seasonal dummtes in regressions when seasonahty IS gene...
The traditional literature on seasonality has mainly focused attention on various statistical proced...
Some unit root testing situations are more difficult than others. In the case of quar-terly industri...