A Multivariate Approach to Seasonal Adjustment
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References listed on IDEAS
- Frederick R. Macaulay, 1931. "The Smoothing of Time Series," NBER Books, National Bureau of Economic Research, Inc, number maca31-1, January.
- 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.
- 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.
- 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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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-06-24 (All new papers)
- NEP-ECM-2013-06-24 (Econometrics)
- NEP-ETS-2013-06-24 (Econometric Time Series)
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