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Original Articles

Moving holidays and seasonal adjustment: the case of Turkey

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Pages 203-209 | Published online: 19 Aug 2006

References

References

  • Alper , CE . 1998 . Nominal cycles of the Turkish business cycles. METU . Studies in Development , 25 ( 2 ) : 233 – 244 .
  • Alper , CE and Aruoba , SB . 2001 . Deseasonalizing macroeconomic data: a caveat to applied researchers in Turkey . Istanbul Stock Exchange Review , 5 ( 18 ) : 33 – 52 .
  • Bell , WR and Hillmer , SC . 1983 . Modelling time series with calendar variation . Journal of the American Statistical Association , 78 ( 253 ) : 526 – 534 .
  • Findley DF Soukup RJ 2000 Modeling and model selection for moving holidays American Statistical Association Proceedings of the Business and Economics Statistics Section pp. 102–107
  • Granger CWJ 1978 Seasonality: causation, interpretation, and implications, in seasonal analysis of economics time series Proceedings of the Conference on the Seasonal Analysis of Economic Time Series, 9–10 September 1976 edited by A. Zellner Washington D.C. US Department of Commerce, Bureau of the Census pp. 33–46
  • Hodrick , RJ and Prescott , EC . 1997 . Postwar U.S. business cycles: an empirical investigation . Journal of Money, Credit, and Banking , 29 ( 1 ) : 1 – 16 .
  • Nerlove , M . 1964 . Spectral analysis of seasonal adjustment procedures . Econometrica , 32 ( 3 ) : 241 – 286 .

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