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Title:Changes in seasonal patterns : are they cyclical? Author(s):CANOVA, Fabio
; GHYSELS, EricDate:1992Type:Working PaperSeries/Number:EUI ECO; 1992/101
; GHYSELS, EricDate:1992Type:Working PaperSeries/Number:EUI ECO; 1992/101
Title:Price smoothing policies : a welfare analysis Author(s):CANOVA, FabioDate:1992Type:Working PaperSeries/Number:EUI ECO; 1992/102
Date:1992Type:Working PaperSeries/Number:EUI ECO; 1992/102
Title:Price Smoothing Policies - A Welfare Analysis Author(s):CANOVA, FabioDate:1992Citation:
- Journal of Monetary Economics, 1992, 30, 2, 255-275
Type:ArticleAbstract:In post-WWII experience U.S. monetary authorities have attempted to eliminate seasonal fluctuations in prices and nominal interest rates. Developments in financial markets and recently discovered empirical regularities ...
Date:1992Citation:
Title:An Alternative Approach to Modeling and Forecasting Seasonal Time-Series Author(s):CANOVA, FabioDate:1992Citation:
- Journal of Business & Economic Statistics, 1992, 10, 1, 97-108
Type:ArticleAbstract:This article proposes an alternative methodology for modeling and forecasting seasonal series. The approach is in the Bayesian autoregression tradition pioneered by Doan, Litterman, and Sims and builds seasonality directly ...
Date:1992Citation:
Title:Profits, risk and uncertainty in foreign exchange markets Author(s):CANOVA, Fabio; MARRINAN, JaneDate:1992Type:Working PaperSeries/Number:EUI ECO; 1992/73
; MARRINAN, JaneDate:1992Type:Working PaperSeries/Number:EUI ECO; 1992/73
Title:Three tests for the existence of cycles in time series Author(s):CANOVA, FabioDate:1992Type:Working PaperSeries/Number:EUI ECO; 1992/78
Date:1992Type:Working PaperSeries/Number:EUI ECO; 1992/78
Title:Are seasonal patterns constant over time? : a test for seasonal stability Author(s):CANOVA, Fabio; HANSEN, Bruce E.Date:1992Type:Working PaperSeries/Number:EUI ECO; 1992/70
; HANSEN, Bruce E.Date:1992Type:Working PaperSeries/Number:EUI ECO; 1992/70