Data revisions with moving average seasonal adjustment procedures
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Regina Kaiser & Agustín Maravall, 2002. "A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered," Working Papers 0208, Banco de España.
- Scott, Stuart, 1997. "Adjusting from X-11 to X-12," International Journal of Forecasting, Elsevier, vol. 13(4), pages 567-573, December.
- Otero-Giráldez, María Soledad & Álvarez-Díaz, Marcos & González-Gómez, Manuel, 2012. "Estimating the long-run effects of socioeconomic and meteorological factors on the domestic tourism demand for Galicia (Spain)," Tourism Management, Elsevier, vol. 33(6), pages 1301-1308.
- Andrle, Michal, 2012.
"Understanding DSGE Filters in Forecasting and Policy Analysis,"
Dynare Working Papers
- Michal Andrle, 2013. "Understanding DSGE Filters in Forecasting and Policy Analysis," IMF Working Papers 2013/098, International Monetary Fund.
- Hall, Viv B & Thomson, Peter, 2020. "Does Hamiltonâ€™s OLS regression provide a â€œbetter alternativeâ€ to the Hodrick-Prescott filter? A New Zealand Business Cycle Perspective," Working Paper Series 8956, Victoria University of Wellington, School of Economics and Finance.
- William R. Bell & Donald E. K. Martin, 2004. "Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(4), pages 603-623, July.
- Guy Mélard, 2016. "On some remarks about SEATS signal extraction," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(1), pages 53-98, March.
- Ana Pereira & João Valle e Azevedo, 2010. "Forecasting Inflation (and the Business Cycle?) with Monetary Aggregates," Working Papers w201024, Banco de Portugal, Economics and Research Department.
- 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.
- Agustín Maravall, 2005. "An application of the Tramo Seats automatic procedure; direct versus indirect adjustment," Working Papers 0524, Banco de España.
- S. Boragan Aruoba & Frank Schorfheide, 2011.
"Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 3(1), pages 60-90, January.
- S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky prices versus monetary frictions: an estimation of policy trade-offs," Working Papers 09-8, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs," NBER Working Papers 14870, National Bureau of Economic Research, Inc.
- Christophe Planas & Alessandro Rossi, 2004. "Can inflation data improve the real-time reliability of output gap estimates?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 121-133.
- Valle e Azevedo, João & Pereira, Ana, 2013.
"Approximating and forecasting macroeconomic signals in real-time,"
International Journal of Forecasting, Elsevier, vol. 29(3), pages 479-492.
- João Valle e Azevedo & Ana Pereira, 2008. "Approximating and Forecasting Macroeconomic Signals in Real-Time," Working Papers w200819, Banco de Portugal, Economics and Research Department.
- Planas, C. & Roeger, W. & Rossi, A., 2013. "The information content of capacity utilization for detrending total factor productivity," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 577-590.
- Daragh Clancy, 2013. "Output Gap Estimation Uncertainty: Extracting the TFP Cycle Using an Aggregated PMI Series," The Economic and Social Review, Economic and Social Studies, vol. 44(1), pages 1-18.
- 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.
- Agustín Maravall & Cristophe Planas, 1996. "Estimation Error and the Specification of Unobserved Component Models," Working Papers 9608, Banco de España.
- Kirchner, Robert, 1999. "Auswirkungen des neuen Saisonbereinigungsverfahrens Census X-12-ARIMA auf die aktuelle Wirtschaftsanalyse in Deutschland," Discussion Paper Series 1: Economic Studies 1999,07, Deutsche Bundesbank.
- Pfeffermann, Danny & Morry, Marietta & Wong, Paul, 1995. "Estimation of the variances of X-11 ARIMA seasonally adjusted estimators for a multiplicative decomposition and heteroscedastic variances," International Journal of Forecasting, Elsevier, vol. 11(2), pages 271-283, June.
- João Valle e Azevedo, 2007. "A Multivariate Band-Pass Filter," Working Papers w200717, Banco de Portugal, Economics and Research Department.
- Michal Andrle, 2013. "What Is in Your Output Gap? Unified Framework & Decomposition into Observables," IMF Working Papers 2013/105, International Monetary Fund.
- McElroy Tucker & Wildi Marc, 2010. "Signal Extraction Revision Variances as a Goodness-of-Fit Measure," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-32, June.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:14:y:1980:i:1:p:95-114. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Nithya Sathishkumar). General contact details of provider: http://www.elsevier.com/locate/jeconom .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.