Masking of volatility by seasonal adjustment methods


Autoria(s): Hayat, Aziz; Bhatti, M Ishaq
Data(s)

01/01/2013

Identificador

http://hdl.handle.net/10536/DRO/DU:30061582

Idioma(s)

eng

Publicador

Elsevier BV

Relação

http://dro.deakin.edu.au/eserv/DU:30061582/hayat-maskingof-2013.pdf

http://dro.deakin.edu.au/eserv/DU:30061582/hayat-maskingof-evid-2013.pdf

http://dx.doi.org/10.1016/j.econmod.2013.05.016

Direitos

2013, Elsevier

Palavras-Chave #Seasonality #TRAMO–SEATS #X-12 ARIMA #Variability #Under-estimation #Seasonal adjustments
Tipo

Journal Article