Modelling Seasonality by S. Hylleberg

Modelling Seasonality

EditorS. Hylleberg

Paperback | August 1, 1992

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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 meansthat 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 cointegration, and in the development of economictheories 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 to the topics already mentioned, it presents and discusses the X-11 method of seasonaladjustment and the introduction includes a description and assessment of the most recent developments.

About The Author

S. Hylleberg is at University of Aarhus.
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Title:Modelling SeasonalityFormat:PaperbackDimensions:482 pages, 9.21 × 6.14 × 1.1 inPublished:August 1, 1992Publisher:Oxford University Press

The following ISBNs are associated with this title:

ISBN - 10:0198773188

ISBN - 13:9780198773184

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Recently, econometrics and applied economists have realized that the seasonal variation in many economic time series is larger and much less regular than often assumed. The relative size of the seasonal variation also implies that such a modelling is of major economic interest.

Editorial Reviews

`This book is a collection of papers on some important developments in the modelling of seasonality that have occurred in the last 10-15 years ... The collection, although readable to ordinary econometricians and statisticians, will be more beneficial to those who are more advanced. I wouldrecommend that they have a copy on their shelves.'Uma Moorthy, The Statistician