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A different look at the Census X-11 filter

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  • Lenz, Carlos

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  • Lenz, Carlos, 2003. "A different look at the Census X-11 filter," Economics Letters, Elsevier, vol. 79(1), pages 1-6, April.
    • Handle: RePEc:eee:ecolet:v:79:y:2003:i:1:p:1-6
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    References listed on IDEAS

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    1. Ghysels, Eric & Perron, Pierre, 1993. "The effect of seasonal adjustment filters on tests for a unit root," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 57-98.
    2. Marianne Baxter & Robert G. King, 1999. "Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 575-593, November.
    3. Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 374-386, July.
    4. Auerbach, Robert D & Rutner, Jack L, 1978. "The Misspecification of a Nonseasonal Cycle as a Seasonal by the X-11 Seasonal Adjustment Program," The Review of Economics and Statistics, MIT Press, vol. 60(4), pages 601-603, November.
    5. Jaeger, Albert & Kunst, Robert M, 1990. "Seasonal Adjustment and Measuring Persistence in Output," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(1), pages 47-58, January-M.
    6. Olekalns, Nilss, 1994. "Testing for unit roots in seasonally adjusted data," Economics Letters, Elsevier, vol. 45(3), pages 273-279.
    7. Raveh, Adi, 1984. "Comments on Some Properties of X-11," The Review of Economics and Statistics, MIT Press, vol. 66(2), pages 343-348, May.
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