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Outlier Detection, Seasonal Adjustment and Cycle Extraction in New Member States of European Union

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Author Info

  • Buono, D.

Abstract

An econometric exercise is run to identify outliers, seasonal adjust and extract the cycle from New Member States GDPs series. Obtained results are showed with full statistics. For the NMS aggregate direct vs. indirect approach is compared.

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File URL: http://www.usc.es/economet/reviews/ijaeqs113.pdf
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Bibliographic Info

Article provided by Euro-American Association of Economic Development in its journal International Journal of Applied Econometrics and Quantitative Studies .

Volume (Year): 1 (2004)
Issue (Month): 1 ()
Pages: 51-80

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Handle: RePEc:eaa:ijaeqs:v:1:y2004:i:1_3

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Related research

Keywords: Seasonal adjustment; outlier detection and Demetra;

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Cited by:
  1. Buono, Dario & Alpay, Kocak, 2010. "Backward recalculation of seasonal series affected by economic crisis: a Model-Based-Link method for the case of Turkish GDP," MPRA Paper 40092, University Library of Munich, Germany.

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