References
- Alizadeh , A. H. and Nomikos , N. K. 2007 . Investment timing and trading strategies in the sale and purchase market for ships . Transportation Research Part B , 41 : 126 – 43 .
- Ball , M. and Wood , A. 1996 . Trend growth in post-1850 British economic history: the Kalman filter and historical judgment . The Statistician , 45 : 143 – 52 .
- Brunet , O. 2000 . “ Calculation of composite leading indicators: a comparison of two different methods ” . In Paper Presented at 25th CIRET Conference , France : Paris .
- Bry , G. and Boschan , C. 1971 . “ Cyclical analysis of time series: selected procedures and computer programs ” . In NBER Technical Paper 20 , Cambridge : National Bureau of Economic Research .
- Ghysels , E. , Granger , C. W. J. and Siklos , P. L. 1996 . Is seasonal adjustment a linear or nonlinear data-filtering process? . Journal of Business & Economic Statistics , 14 : 374 – 86 .
- Jaditz , T. 2000 . Seasonality in variance is common in macro time series . The Journal of Business , 73 : 245 – 54 .
- Lewis , C. D. 1982 . Industrial and Business Forecasting Method , Butterworth Scientific Publishers : London .
- Massmann , M. and Mitchell , J. 2003 . Reconsidering the evidence: are Eurozone business cycles converging? . Journal of Business Cycle Measurement and Analysis , 1 : 275 – 307 .
- Peeters , A. 1998 . “ Interim employment and a leading indicator for the Belgian labour market ” . In Center for Economic Studies, Discussion Papers ces9823 , Centrum voor Economische Studiën : Katholieke Universiteit Leuven .
- Shiskin , J. 1958 . Decomposition of economic time series . Science , 128 : 1539 – 46 .
- Syriopoulos , T. and Roumpis , E. 2006 . Price and volume dynamics in second-hand dry bulk and tanker shipping markets . Maritime Policy and Management , 33 : 497 – 518 .
- Tsolakis , S. D. , Cridland , C. and Haralambides , H. E. 2003 . Econometric modelling of second-hand ship prices . Maritime Economics & Logistics , 5 : 347 – 77 .
- Watson , M. W. 1996 . Is seasonal adjustment a linear or nonlinear data-filtering process: comment . Journal of Business & Economic Statistics , 14 : 394 – 6 .
- Zarnowitz , V. and Ozyildirim , A. 2006 . Time series decomposition and measurement of business cycles, trends and growth cycles . Journal of Monetary Economics , 53 : 1717 – 39 .