For me Halloween sells, but Christmas work sells at a greater pace. I started putting both in my shop in July (Christmas in July and a fun diversion from the hot, hot weather). People have been buying at a steady rate since then.
Out of my only two sales so far, one was a Halloween item. I will definitely keep on creating items for the seasonal vibe on Etsy, plus I love seasonal items myself.
I don't do a lot of Halloween, I find Fall items sell better. I have a couple more Fall things to finish up then I'm moving into Christmas. I feel like I'm behind this year.