Short-Term Analysis of Macroeconomic Time Series
The paper deals with the statistical treatment of macroeconomic data for short-run economic analysis, monitoring and control. The main applications are short-term forecasting and unobserved components estimation, including trend and cycle estimation, and, most often, seasonal adjustment. The paper briefly reviews some of the recent developments in the field, both at the methodological and applied levels. Then it is argued that a fairly general approach, based on signal extraction methods and ARIMA models, will gradually spread as the dominant methodology
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