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publications

(28)   

• Investigating the determinants of the Wednesday seasonal in Irish Equities
  Brian M. Lucey Research in International Business and Finance20(1):62--76Mar2006.
  to seasonality Daily by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?
  Philip Hans Franses and Robert M. Kunst Economic Modelling24(6):954--968Nov2007.
  to Seasonality by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• A simple test for stable seasonality
  B. C. Sutradhar and I. B. MacNeil and E. B. Dagum Journal of Statistical Planning and Inference43(1-2):157--167Jan1995.
  to Seasonality by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Seasonal cycles, business cycles, and monetary policy
  Zheng Liu Journal of Monetary Economics46(2):441--464Oct2000.
  to Seasonality by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The cyclical sensitivity of seasonality in U.S. employment
  Spencer Krane and William Wascher Journal of Monetary Economics44(3):523--553Dec1999.
  to Seasonality by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Deterministic seasonality versus seasonal fractional integration
  Luis A. Gil-Alana Journal of Statistical Planning and Inference134(2):445--461Oct2005.
  to Seasonality by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Winter blues and time variation in the price of risk
  Ian Garrett and Mark J. Kamstra and Lisa A. Kramer Journal of Empirical Finance12(2):291--316Mar2005.
  to seasonality Stock market by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The stationary seasonal hyperbolic asymmetric power ARCH model
  Abdou K^a Diongue and Dominique Gu'egan Statistics \& Probability Letters77(11):1158--1164Jun2007.
  to Seasonality by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The conventional treatment of seasonality in business cycle analysis: does it create distortions?
  Lawrence J. Christiano and Richard M. Todd Journal of Monetary Economics49(2):335--364Mar2002.
  to Seasonality by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Modelling seasonal patterns and long-run trends in U.S. time series
  J. M. Wells International Journal of Forecasting13(3):407--420Sep1997.
  to Seasonality by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• Seasonal unit roots and forecasts of two-digit European industrial production
  Denise R. Osborn and Saeed Heravi and C. R. Birchenhall International Journal of Forecasting15(1):27--47Feb1999.
  to Seasonality by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• A survey of seasonality in UK macroeconomic variables
  Denise R. Osborn International Journal of Forecasting6(3):327--336Oct1990.
  to Seasonality by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• Forecasting with periodic models A comparison with time invariant coefficient models
  Alfonso Novales and Rafael Flores de Fruto International Journal of Forecasting13(3):393--405Sep1997.
  to Seasonality by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy
  Don M. Miller and Dan Williams International Journal of Forecasting19(4):669--684002003.
  to Seasonality by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• New evidence on the impact of size and taxation on the seasonality of UK equity returns
  Kojo Menyah Review of Financial Economics8(1):11--24Jun1999.
  to Seasonality by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• The role of seasonality in economic time series reinterpreting money-output causality in U.S. data
  Hahn Shik Lee and Pierre L. Siklos International Journal of Forecasting13(3):381--391Sep1997.
  to Seasonality by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• How should additive Holt-Winters estimates be corrected?
  Richard Lawton International Journal of Forecasting14(3):393--403Sep1998.
  to Seasonality by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• Periodic integration in quarterly UK macroeconomic variables
  Philip Hans Franses and Gerbert Romijn International Journal of Forecasting9(4):467--476Dec1993.
  to Seasonality by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• Handbook of Economic Forecasting
  Eric Ghysels and Denise R. Osborn and Paulo M. M. Rodrigues Volume 1, chapter Chapter 13 Forecasting Seasonal Time Series, page659--711. Elsevier, (2006)
  to seasonality by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• An empirical study of seasonal unit roots in forecasting
  Michael P. Clements and David F. Hendry International Journal of Forecasting13(3):341--355Sep1997.
  to Seasonality by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX