Seasonal adjustment and measuring persistence in output
作者:
Albert Jaeger,
Robert M. Kunst,
期刊:
Journal of Applied Econometrics
(WILEY Available online 1990)
卷期:
Volume 5,
issue 1
页码: 47-58
ISSN:0883-7252
年代: 1990
DOI:10.1002/jae.3950050104
出版商: Wiley Subscription Services, Inc., A Wiley Company
数据来源: WILEY
摘要:
AbstractWe examine the robustness of persistence measurement to different seasonal adjustment procedures. The empirical analysis is based on US data for real gross national product (GNP). Officially published data on US GNP are seasonally adjusted by Census X‐11. We find that this series gives significantly higher measures of persistence than GNP data adjusted by alternative seasonal adjustment methods. Some Monte Carlo evidence in support of this conclusion is also presente
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