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Economics letters
Feb, 2022;211 110206.

Seasonality in COVID-19 times.

Juan Bógalo, Martín Llada, Pilar Poncela, Eva Senra
Author Information
  1. Juan Bógalo: Universidad Autónoma de Madrid, Spain.
  2. Martín Llada: IIEP-BAIRES (UBA-CONICET), Argentina.
  3. Pilar Poncela: Universidad Autónoma de Madrid, Spain.
  4. Eva Senra: Universidad de Alcalá, Spain.
PMID: 34931098 DOI: 10.1016/j.econlet.2021.110206

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.

Keywords

COVID-19 CiSSA Deseasonalizing Outlier X-13ARIMA-SEATS
Journal Article
Article has an altmetric score of 18

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Created with Highcharts 10.0.0COVID-19serieshiteconomyunprecedentedwaychangingdatageneratingprocessmanycomparedifferentseasonaladjustmentmethodssimulationsintroducingoutlierstrendseasonalityreproduceheterogeneitySeasonalitytimesCiSSADeseasonalizingOutlierX-13ARIMA-SEATS

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