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

Author

Listed:
  • 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.

Suggested Citation

  • Buono, D., 2004. "Outlier Detection, Seasonal Adjustment and Cycle Extraction in New Member States of European Union," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(1), pages 51-80.
    • Handle: RePEc:eaa:ijaeqs:v:1:y2004:i:1_3
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    File URL: http://www.usc.es/economet/reviews/ijaeqs113.pdf
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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.

    More about this item

    Keywords

    Seasonal adjustment; outlier detection and Demetra;

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

    Statistics

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