Add to ORKGtextabstractWe analyze the revision history of quarterly and monthly (seasonally unadjusted) macroeconomic variables for the Netherlands, Ireland, Luxemburg and the United States, where we focus on the degree of deterministic seasonality in these revisions. We document that the data show most deterministic seasonality in the final revision. The first-release data and the in-between revisions show a variety of seasonal patterns. The consequences of these findings for the interpretation and modeling of macroeconomic data are discussed
After demonstrating that any nontrivial technique for seasonally adjusting time series inevitably le...
abstract: this paper presents evidence on the following question: by how much does an unexpected cha...
Releases of the GDP are subject to revisions over time. This paper examines the predictability of Ge...
textabstractWe analyze five vintages of eighteen quarterly macroeconomic variables for the Netherlan...
We analyze five vintages of eighteen quarterly macroeconomic variables for the Netherlands and we fo...
Macroeconomic indicators are typically appraised in seasonally adjusted form, and forecasts are ofte...
Three distinct strands can be identified in the literature on seasonality. Economists have long been...
Stochastic seasonality in vector autoregressions draws attention to seasonal cointegrating vectors. ...
This paper explores the hypothesis that the seasonal patterns of macroeconomic variables vary with e...
The interpretation of seasonality in terms of economic behavior depends on the form of the econometr...
abstract: six-variable vector autoregressive systems consisting of macroeconomic series are investig...
Many of the Census Bureau's economic surveys publish seasonally adjusted data. As producers of ...
It is widely known that many statistical series exhibit a distinct seasonal pattern. That is, they t...
This paper examines the implications of treating seasonality as an unobserved component which change...
textabstractIn the paper we consider the role of seasonal intercepts in seasonal cointegration analy...
After demonstrating that any nontrivial technique for seasonally adjusting time series inevitably le...
abstract: this paper presents evidence on the following question: by how much does an unexpected cha...
Releases of the GDP are subject to revisions over time. This paper examines the predictability of Ge...
textabstractWe analyze five vintages of eighteen quarterly macroeconomic variables for the Netherlan...
We analyze five vintages of eighteen quarterly macroeconomic variables for the Netherlands and we fo...
Macroeconomic indicators are typically appraised in seasonally adjusted form, and forecasts are ofte...
Three distinct strands can be identified in the literature on seasonality. Economists have long been...
Stochastic seasonality in vector autoregressions draws attention to seasonal cointegrating vectors. ...
This paper explores the hypothesis that the seasonal patterns of macroeconomic variables vary with e...
The interpretation of seasonality in terms of economic behavior depends on the form of the econometr...
abstract: six-variable vector autoregressive systems consisting of macroeconomic series are investig...
Many of the Census Bureau's economic surveys publish seasonally adjusted data. As producers of ...
It is widely known that many statistical series exhibit a distinct seasonal pattern. That is, they t...
This paper examines the implications of treating seasonality as an unobserved component which change...
textabstractIn the paper we consider the role of seasonal intercepts in seasonal cointegration analy...
After demonstrating that any nontrivial technique for seasonally adjusting time series inevitably le...
abstract: this paper presents evidence on the following question: by how much does an unexpected cha...
Releases of the GDP are subject to revisions over time. This paper examines the predictability of Ge...