caa a22 4500 467896283 CHVBK 20180406152805.0 cr unu---uuuuu 170328e20061101xx s 000 0 eng 10.1007/s00181-006-0055-8 doi (NATIONALLICENCE)springer-10.1007/s00181-006-0055-8 Marrocu Emanuela Dipartimento di Ricerche Economiche e Sociali, Facoltá di Scienze Politiche, Universitá di Cagliari and CRENoS Viale S. Ignazio, 78-09123, Cagliari, Italy aut An Investigation of the Effects of Data Transformation on Nonlinearity [Elektronische Daten] [Emanuela Marrocu] This paper investigates the effects of data transformation on nonlinearity by means of a simulation analysis based on empirical threshold models for the unemployment rate. Unemployment rate series are particularly suitable because they exhibit a number of interesting features: business cycle asymmetries, persistence, long memory and seasonality. The main finding is that evidence of nonlinearity is not independent of the form in which data are analysed and that most data transformations result in a loss of nonlinearity. This is particularly the case for seasonal adjustment transformations, which remove not only seasonality but also nonlinear features, as shown for the commonly applied Census X12 method. Springer-Verlag, 2006 Nonlinearity nationallicence Data transformation nationallicence Threshold models nationallicence Unemployment nationallicence Seasonal adjustment nationallicence Empirical Economics Springer-Verlag 31/4(2006-11-01), 801-820 0377-7332 31:4<801 2006 31 181 https://doi.org/10.1007/s00181-006-0055-8 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s00181-006-0055-8 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Marrocu Emanuela Dipartimento di Ricerche Economiche e Sociali, Facoltá di Scienze Politiche, Universitá di Cagliari and CRENoS Viale S. Ignazio, 78-09123, Cagliari, Italy aut NATIONALLICENCE 773 0- Empirical Economics Springer-Verlag 31/4(2006-11-01), 801-820 0377-7332 31:4<801 2006 31 181 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer