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I was having some difficulty as to how the analysis was structured using the regression approach to capture the effect of various quarters using "constant dummy variables" . As per my understanding, the dummies for Q1, Q2 and Q4 would have been used and put as 1 or 0 and the lagged GDP growth would be the quarterly growth. Could someone please help me understand this with the help of an example.
Commented Jun 11, 2015 on The Myth of First-Quarter Residual Seasonality at Liberty Street Economics
The Myth of First-Quarter Residual Seasonality
Jan J.J. Groen and Patrick Russo The current policy debate is influenced by the possibility that the first-quarter GDP data were affected by “residual seasonality.” That is, the statistical procedures used by the Bureau of Economic Analysis (BEA) did not fully smooth out seasonal variation...
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