Modelling Seasonality

Part 1 Introduction: the historical perspective, S. Hylleberg; seasonal adjustment and relations between variables, K.F. Wallis; seasonality in regression, C.A. Sims; issues involved with the seasonal adjustment of economic time series, W.R. Bell and S.C. Hillmer. Part 2 Fragments of an economic theory of seasonality: analysis of port pricing of halibut - theoretical considerations and empirical results, J. Crutchfield and A. Zellner; a study toward a dynamic theory of seasonality for economic time series, E. Ghysels; seasonality and habit persistence in a life cycle model of consumption, D.R. Osborn; seasonality, cost shocks and the production smoothing model of inventories, J.A. Miron and S.P. Zeldes. Part 3 Seasonal adjustment procedures: the X-11 method, S. Hylleberg; unobserved-components models for seasonal adjustment filters, P. Burridge and K.F. Wallis. Part 4 Model-based procedures: estimating structural models of seasonality, R.F. Engle; an ARIMA-model-based approach to seasonal adjustment, S.C. Hillmer and G.C. Tiao; forecasting economic time series with structural and Box-Jenkins models - a case study, A.C. Harvey and P.H.J. Todd; a prototypical seasonal adjustment model, A. Maravall and D.A. Pierce; seasonal adjustment and Kalman filtering - extension to periodic variances, P. Burridge and K.F. Wallis. Part 5 Seasonal integration and cointegration: testing for unit roots in seasonal time series, D.A. Dickey et al; seasonal integration and cointegration, S. Hylleberg et al; seasonality and the order of integration for consumption, D.R. Osborn et al.