Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent
developments in the econometric analysis of seasonal economic time series, summarizing a …

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We assess the usefulness of pre-testing for seasonal roots, based on the HEGY approach,
for out-of-sample forecasting. It is shown that if there are shifts in the deterministic seasonal …

Los avances recientes en el análisis de series de tiempo reflejan una creciente necesidad
de desarrollar modelos que permitan capturar sus diversas características. Tal es el caso de …

This paper considers the problem of testing against stochastic trend and seasonality in the
presence of structural breaks and unit roots at frequencies other than those directly under …

Seasonality often accounts for the major part of short-run movements in quarterly or monthly
macro economic time series. In addition, business cycle nonlinearity is a prominent feature …

The interpretation of seasonality in terms of economic behavior depends on the form of the
econometric time-series model that allows for a description of seasonality. Popular models …

Zusammenfassung Vor einem Dutzend Jahren begann die Publikation einer Reihe von
Arbeiten, welche die Ö konometrie unter dem Stich wort „Kointegration “von Grund auf …

This paper analyses additive outlier and innovational outlier tests for seasonal unit roots
when seasonal mean shifts occur under the null hypothesis. When the magnitude of the …

Over the last three decades there has been an increasing interest in modeling seasonality.
Progressing from the traditional view that the seasonal pattern is a nuisance which needed …