The Seasonal Adjustment of the Consumer and Wholesale Prices : a Comparison of Census X-11, X-12 Arima and Tramo/Seats
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|Date of creation:||2002|
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- Michael C. Lovell, 1963. "Seasonal Adjustment of Economic Time Series and Multiple Regression," Cowles Foundation Discussion Papers 151, Cowles Foundation for Research in Economics, Yale University.
- Agustín Maravall, 1996. "Short-Term Analysis of Macroeconomic Time Series," Banco de Espa�a Working Papers 9607, Banco de Espa�a.
- Riccardo Cristadoro & Roberto Sabbatini, 2000.
"The Seasonal Adjustment of the harmonised Index of Consumer Prices for the Euro Area: a Comparison of Direct and Indirect Methods,"
Temi di discussione (Economic working papers)
371, Bank of Italy, Economic Research and International Relations Area.
- Cristadoro, R. & Sabbatini, R., 2000. "The Seasonal Adjustment of the Harmonised Index of Consumer Prices for the Euro Area: a Comparaison of Derect and Indirect Methods," Papers 371, Banca Italia - Servizio di Studi.
- Agustín Maravall & Fernando J. Sánchez, 2000. "An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series," Banco de Espa�a Working Papers 0014, Banco de Espa�a.
- Agustín Maravall, 1999. "An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project," Banco de Espa�a Working Papers 9914, Banco de Espa�a.
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