NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Seasonal Analysis of Economic Time Series

Arnold Zellner, editor

Published in 1979 by NBER

498 pages

Table of Contents

Front matter: Arnold Zellner (p. -14 - 0) (bibliographic info) (download)
1. An Overview of the Objectives and Framework of Seasonal Adjustment: Shirley Kallek (p. 1 - 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. 57 - 96) (bibliographic info) (download)
4. Keynote Address: Seasonal Adjustment of Sensitive Indicators: Julius Shiskin (p. 97 - 106) (bibliographic info) (download)
5. The Analysis of Single and Related Time Series Into Components: Proposals for Improving X-11 : 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 - 200) (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 Hillmer, George C. Tiao (p. 309 - 346) (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 - 410) (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 (p. 449 - 479) (bibliographic info) (download)
Index: Arnold Zellner (p. 480 - 484) (bibliographic info) (download)
 
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