Seasonality in COVID-19 times

Juan Bógalo, Martín Llada, Pilar Poncela and Eva Senra

Economics Letters, 2022, vol. 211, issue C

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: CiSSA; COVID-19; Deseasonalizing; Outlier; X-13ARIMA-SEATS (search for similar items in EconPapers)
JEL-codes: C22 E17 (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:211:y:2022:i:c:s0165176521004547

DOI: 10.1016/j.econlet.2021.110206

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