Seasonal adjustment when both deterministic and stochastic seasonality are present
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Bibliographic InfoPaper provided by Board of Governors of the Federal Reserve System (U.S.) in its series Special Studies Papers with number 107.
Date of creation: 1978
Date of revision:
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- van Dijk, D.J.C. & Strikholm, B. & Terasvirta, T., 2001.
"The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series,"
Econometric Institute Research Papers
EI 2001-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Dick van Dijk 1 & Birgit Strikholm & Timo Ter�svirta, 2003. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 79-98, 06.
- van Dijk, Dick & Strikholm, Birgit & Teräsvirta, Timo, 2001. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Working Paper Series in Economics and Finance 0429, Stockholm School of Economics, revised 16 May 2002.
- Diebold, F.X. & Kilian, L. & Nerlove, Marc, 2006.
"Time Series Analysis,"
28556, University of Maryland, Department of Agricultural and Resource Economics.
- Agustín Maravall, 2005.
"An application of the Tramo Seats automatic procedure; direct versus indirect adjustment,"
Banco de Espaï¿½a Working Papers
0524, Banco de Espa�a.
- Maravall, Agustin, 2006. "An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2167-2190, May.
- Regina Kaiser & Agustín Maravall, 2000. "Notes on Time Series Analysis, ARIMA Models and Signal Extraction," Banco de Espaï¿½a Working Papers 0012, Banco de Espa�a.
- Regina Kaiser & Agustín Maravall, 2000. "An Application of TRAMO-SEATS: Changes in Seasonality and Current Trend-Cycle Assessment: the German Retail Trade Turnover Series," Banco de Espaï¿½a Working Papers 0011, Banco de Espa�a.
- Agustín Maravall & Fernando J. Sánchez, 2000. "An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series," Banco de Espaï¿½a Working Papers 0014, Banco de Espa�a.
- Agustín Maravall & Cristophe Planas, 1996.
"Estimation Error and the Specification of Unobserved Component Models,"
Banco de Espaï¿½a Working Papers
9608, Banco de Espa�a.
- Maravall, Agustin & Planas, Christophe, 1999. "Estimation error and the specification of unobserved component models," Journal of Econometrics, Elsevier, vol. 92(2), pages 325-353, October.
- Lee, Hahn Shik & Ghysels, Eric & Bell, William R, 2002.
"Seasonal Time Series and Autocorrelation Function Estimation,"
University of Manchester, vol. 70(5), pages 651-65, September.
- William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997. "Seasonal Time Series and Autocorrelation Function Estimation," CIRANO Working Papers 97s-35, CIRANO.
- Kaiser, Regina & Maravall, Agustin, 2005.
"Combining filter design with model-based filtering (with an application to business-cycle estimation),"
International Journal of Forecasting,
Elsevier, vol. 21(4), pages 691-710.
- Regina Kaiser & Agustín Maravall, 2004. "Combining filter design with model based filtering (with an application to business cycle estimation)," Banco de Espaï¿½a Working Papers 0417, Banco de Espa�a.
- Bernardí Cabrer Borrás & David Iranzo Pérez, 2007. "El Efecto De Los Atentados Del 11-s Sobre El Turismo En España," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 25, pages 365-386, Abril.
- Regina Kaiser & Agustín Maravall, 2002. "A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered," Banco de Espaï¿½a Working Papers 0208, Banco de Espa�a.
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