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The Seasonal Adjustment of the harmonised Index of Consumer Prices for the Euro Area: a Comparison of Direct and Indirect Methods

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Author Info
Riccardo Cristadoro () (Bank of Italy, Economic Research Department)
Roberto Sabbatini () (Bank of Italy, Economic Research Department)

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Abstract

Knowledge of the characteristics of the short-term evolution of consumer prices for each country and for their average is important for better monitoring and forecasting of inflation in the euro area. In this paper we seek to verify to what extent the short-term variability of the HICPs can be explained by regular infra-year movements which we then attempt to estimate. We find evidence that seasonal movements characterise most price series, though some differences arise across countries and sub-indices. The seasonal adjustment of these indices raises a number of important questions of aggregation.

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Publisher Info
Paper provided by Bank of Italy, Economic Research Department in its series Temi di discussione (Economic working papers) with number 371.

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Date of creation: Mar 2000
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Handle: RePEc:bdi:wptemi:td_371_00

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Related research
Keywords: consumer price index; seasonality.;

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Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation

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  1. Mariassunta Giannetti, 2000. "Banking System, International Investors and Central Bank Policy in Emerging Markets," Temi di discussione (Economic working papers) 369, Bank of Italy, Economic Research Department. [Downloadable!]
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  2. Fabiano Schivardi, 2000. "Rigidita nel mercato del lavoro, disoccupazione e crescita," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 59(1), pages 117-143, April.
  3. Bodo, G. & Golinelli, R. & Parigi, G., 2000. "Forecasting Industrial Production in the Euro Area," Papers 370, Banca Italia - Servizio di Studi.
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Meltem Gulenay Ongan, 2002. "The Seasonal Adjustment of the Consumer and Wholesale Prices : a Comparison of Census X-11, X-12 Arima and Tramo/Seats," Working Papers 0205, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
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