The realization among econometricians and applied economists that seasonal variation in many time series is often larger and less regular than has been supposed has recently led to an increased interest in seriously modelling seasonality. The relative size of seasonal variation also means that such modelling is of major economic interest. Important developments in modelling seasonality have occurred - the last ten years have seen improvements in the model-based procedures, the discovery of periodic models, seasonal integration and co-integration and in the development of economic theories of seasonality. This volume brings together some leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical tools to the modelling of seasonal phenomena. In addition, it presents and discusses the X-11 method of seasonal adjustment and the introduction includes a description and assessment of recent developments.
- ISBN10 6610906831
- ISBN13 9786610906833
- Publish Date 1 January 1992
- Publish Status Active
- Out of Print 17 July 2012
- Publish Country US
- Imprint Oxford University Press
- Format eBook
- Pages 488
- Language English