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A Multivariate Approach to Seasonal Adjustment


  • Ryan Greenaway-McGrevy

    (Bureau of Economic Analysis)


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  • Ryan Greenaway-McGrevy, 2013. "A Multivariate Approach to Seasonal Adjustment," BEA Working Papers 0100, Bureau of Economic Analysis.
  • Handle: RePEc:bea:wpaper:0100

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    References listed on IDEAS

    1. Frederick R. Macaulay, 1931. "The Smoothing of Time Series," NBER Books, National Bureau of Economic Research, Inc, number maca31-1, January.
    2. James H. Stock & Mark W. Watson, 2005. "Implications of Dynamic Factor Models for VAR Analysis," NBER Working Papers 11467, National Bureau of Economic Research, Inc.
    3. Frederick R. Macaulay, 1931. "Introduction to "The Smoothing of Time Series"," NBER Chapters,in: The Smoothing of Time Series, pages 17-30 National Bureau of Economic Research, Inc.
    4. Frederick R. Macaulay, 1931. "Appendices to "The Smoothing of Time Series"," NBER Chapters,in: The Smoothing of Time Series, pages 118-169 National Bureau of Economic Research, Inc.
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