| Title | Seasonality in revisions of macroeconomic data |
|---|---|
| Published in | Report / Econometric Institute, Erasmus University Rotterdam, p.1-16. ISSN 1566-7294. |
| Author | Franses, Ph.H.B.F. (Philip Hans); Segers, R. (René) |
| Date | 2008-04-14 |
| Language | English |
| Type | working paper |
| Publisher | Econometric Institute |
| Abstract | We analyze five vintages of eighteen quarterly macroeconomic variables for the Netherlands and we focus on the degree of deterministic seasonality in these series. We document that the data show most such deterministic seasonality for their first release vintage and for the last available vintage. In between vintages show a variety of seasonal patterns. We show that seasonal patterns in later vintages can hardly be predicted by those in earlier vintages. The consequences of these findings for the interpretation and modeling of macroeconomic data are discussed. |
| Publication | http://hdl.handle.net/1765/12211 |
| Persistent Identifier | urn:NBN:nl:ui:15-1765/12211 |
| Metadata | XML |
| Repository | Erasmus University Rotterdam |
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