Seasonality in COVID-19 times
Identifiers
Permanent link (URI): http://hdl.handle.net/10017/60308DOI: 10.1016/J.ECONLET.2021.110206
ISSN: 0165-1765
Date
2021-12-15Affiliation
Universidad de Alcalá. Departamento de EconomíaFunders
Ministerio de Economía y Competitividad
Bibliographic citation
Economics Letters, 2021, v. 211
Keywords
CiSSA
COVID-19
Deseasonalizing
Outlier
X-13ARIMA-SEATS
Project
info:eu-repo/grantAgreement/MINECO/FEDER/PID2019-107161GB-C32
info:eu-repo/grantAgreement/MINECO/FEDER/PID2019-
108079GB-C22
Document type
info:eu-repo/semantics/article
Version
info:eu-repo/semantics/publishedVersion
Rights
Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0)
Access rights
info:eu-repo/semantics/openAccess
Abstract
COVID-19 hit the economy in an unprecedented way, changing the data generating process of many series. We compare different seasonal adjustment methods through simulations, introducing outliers in the trend and seasonality to reproduce the heterogeneity in the series during COVID-19.
Files in this item
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Seasonality_Bógalo_EL_2021.pdf | 1.094Mb |
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Seasonality_Bógalo_EL_2021.pdf | 1.094Mb |
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