Data revisions with moving average seasonal adjustment procedures
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- 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.
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- 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.
- Regina Kaiser & Agustín Maravall, 2002. "A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered," Working Papers 0208, Banco de España;Working Papers Homepage.
- Andrle, Michal, 2012. "Understanding DSGE Filters in Forecasting and Policy Analysis," Dynare Working Papers 16, CEPREMAP.
- Michal Andrle, 2013. "Understanding DSGE Filters in Forecasting and Policy Analysis," IMF Working Papers 13/98, International Monetary Fund.
- 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.
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- 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;Working Papers Homepage.
- 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, Research Centre.
- 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.
- Valle e Azevedo, João, 2008. "A Multivariate Band-Pass Filter," MPRA Paper 6555, University Library of Munich, Germany.
- 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.
- João Valle e Azevedo & Ana Pereira, 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;Working Papers Homepage.
- 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.
- Michal Andrle, 2013. "What Is in Your Output Gap? Unified Framework & Decomposition into Observables," IMF Working Papers 13/105, 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.
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