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Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited

Nasir Rao, Syed Bukhari () and Abdul Jalil ()

Working Papers from eSocialSciences

Abstract: This paper is an attempt to revisit the pioneering work of Riazuddin and Khan (2002). A complete business cycle has been elapsed (2002-2010) since their study, so there is need to review the results with additional information. This revisited attempt, based on a theoretically specified framework, arrived at similar results and found significant impact of Islamic calendar. [WP 39]. [URL: http://www.sbp.org.pk/publications/wpapers/2011/wp39.pdf].

Keywords: business cycle; Islamic calneder; time series data; forecasting; detecting; Islam; religion; pakistan; theoretical; Ramadan; population; currency holdings; seasonal factors; Quantity Theory of Money (QTM); money; prices; income (search for similar items in EconPapers)
Date: 2011-07
Note: Institutional Papers
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Working Paper: Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited (2011) Downloads
Working Paper: Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited (2011) Downloads
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