• Title of article

    Does seasonal adjustment induce common cycles?

  • Author/Authors

    Alain Hecq، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1998
  • Pages
    9
  • From page
    289
  • To page
    297
  • Abstract
    In this note we analyze via Monte Carlo simulations how serial correlation common features test statistics behave when X-11 seasonal adjusted data are encountered. We emphasize both size and power distortions. We illustrate the analysis on Japanese consumption/income relationship.
  • Keywords
    X-II Filter , Serial correlation common features , Monte Carlo simulations
  • Journal title
    Economics Letters
  • Serial Year
    1998
  • Journal title
    Economics Letters
  • Record number

    434563

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=434563