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Browsing RSCAS Articles by Author "OSBORN, Denise R."
Now showing items 1-2 of 2
Title:The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes
Author(s):MATAS-MIR, Antonio; OSBORN, Denise R.; LOMBARDI, Marco J.Date:2008Type of Publication:ArticleAbstract:We study the impact of seasonal adjustment on the properties of business cycle expansion and recession, regimes using analytical, simulation and empirical methods. Analytically, we show that the X-11 adjustment filter both ...