Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited
Published By: SBP on eSS | Published Date: May, 05 , 2011This 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].
Author(s): Nasir Hamid Rao, Syed Kalim Hyder Bukhari, Abdul Jalil | Posted on: Jul 05, 2011 | Views(1107) | Download (749)