NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Seasonal Analysis of Economic Time Series

Arnold Zellner

Published in 1978 by NBER

Table of Contents

Front matter : Arnold Zellner (p. -13 - 0) (bibliographic info) (download)

1. An Overview of the Objectives and Framework of Seasonal Adjustment: Shirley Kallek (p. 3 - 32) (bibliographic info) (download)

2. Seasonality: Causation, Interpretation, and Implications: Clive W. J. Granger (p. 33 - 56) (bibliographic info) (download)

3. A Survey and Comparative Analysis of Various Methods of Seasonal Adjustment: John Kuiper (p. 59 - 94) (bibliographic info) (download)

4. Seasonal Adjustment of Sensitive Indicators: Julius Shiskin (p. 97 - 104) (bibliographic info) (download)

5. The Analysis of Single and Related Time Series into Components: Proposals for Improving X-II: Raphael Raymond V. BarOn (p. 107 - 172) (bibliographic info) (download)

6. Seasonal Adjustment When the Seasonal Component Behaves Neither Purely Multiplicatively nor Purely Additively: J. Durbin, P. B. Kenny (p. 173 - 198) (bibliographic info) (download)

7. SABL: A Resistant Seasonal Adjustment Procedure With Graphical Methods for Interpretation and Diagnosis: William S. Cleveland, Douglas M. Dunn, Irma J. Terpenning (p. 201 - 241) (bibliographic info) (download)

8. Seasonal Adjustment When Both Deterministic and Stochastic Seasonality Are Present: David A. Pierce (p. 242 - 280) (bibliographic info) (download)

9. Estimating Structural Models of Seasonality: Robert F. Engle (p. 281 - 308) (bibliographic info) (download)

10. Analysis and Modeling of Seasonal Time Series: George E. P. Box, Steven Hilimer, George C. Tiao (p. 309 - 344) (bibliographic info) (download)

11. Seasonal Adjustment and Multiple Time Series Analysis: Kenneth F. Wallis (p. 347 - 364) (bibliographic info) (download)

12. A Time Series Analysis of Seasonality in Econometric Models: Charles I. Plosser (p. 365 - 408) (bibliographic info) (download)

13. The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series: John Geweke (p. 411 - 432) (bibliographic info) (download)

14. Some Consequences of Temporal Aggregation in Seasonal Time Series Models: William W. S. Wei (p. 433 - 448) (bibliographic info) (download)

15. Retrospect and Prospect: Arnold Zellner, John W. Tukey, Raphael Raymond V. BarOn, Herbert M. Kaufman (p. 451 - 458) (bibliographic info) (download)

16. Contributed Comments to "Seasonal Analysis of Economic Time Series": John P.Burman, Dennis Farley, Stephen Zeller, Martin M. G. Fase, Agustin Maravall, Christopher A. Sims, Kenneth F. Wallis (p. 461 - 479) (bibliographic info) (download)

Index: Arnold Zellner (p. 481 - 485) (bibliographic info) (download)

 
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