Seasonal Adjustment of Italian Industrial Production Index using Tramo-Seats
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- Giancarlo Bruno & Claudio Lupi, 2004.
"Forecasting industrial production and the early detection of turning points,"
Springer, vol. 29(3), pages 647-671, September.
- Giancarlo Bruno & Claudio Lupi, 2001. "Forecasting Industrial Production and the Early Detection of Turning Points," Econometrics 0110004, EconWPA.
- Bruno, Giancarlo & Lupi, Claudio, 2003. "Forecasting Industrial Production and the Early Detection of Turning Points," Economics & Statistics Discussion Papers esdp03004, University of Molise, Dept. EGSeI.
- Bruno Giancarlo & Lupi Claudio, 2001. "Forecasting Industrial Production and the Early Detection of Turning POints," ISAE Working Papers 20, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Pierzak, Agnieszka, 2010. "Seasonal adjustment of the consumer price index in Poland," MF Working Papers 6, Ministry of Finance in Poland, revised 25 Aug 2010.
- Luciana Crosilla, 2006. "The seasonality of ISAE business and consumer surveys: methodological aspects and empirical evidence," ISAE Working Papers 68, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
More about this item
KeywordsSeasonal Adjustment; ARIMA models; trading days; data revisions.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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