Masking of volatility by seasonal adjustment methods

journal contribution

posted on 2025-09-10, 01:07 authored by Aziz Hayat, Ishaq BhattiIshaq Bhatti

<p dir="ltr">No description supplied.</p>

History

Publication Date

2013-07-01

Journal

Economic Modelling

Volume

33

Pagination

676-688

Publisher

Elsevier

ISSN

0264-9993

Rights Statement

© Crown 2013. Published by Elsevier B.V. All rights reserved.

Publisher DOI

https://doi.org/10.1016/j.econmod.2013.05.016

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Categories

Keywords

Seasonality TRAMO–SEATS X-12 ARIMA Variability Under-estimation Seasonal adjustments

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Exports