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Seasonality and unit roots: the demand for fruits

Carlos Arnade and Daniel Pick

Agricultural Economics, 1998, vol. 18, issue 1, 53-62

Abstract: We apply seasonal unit root tests to apple and pear price and quality data. We then develop a method for testing shifts in amplitude and/or phase of the seasonal cycles. The results have implications to speifications of models which use short‐run data (quarterly, monthly).

Date: 1998
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https://doi.org/10.1111/j.1574-0862.1998.tb00487.x

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