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Bianconcini, Silvia

Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation

Bianconcini, Silvia - Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation, ebook

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ISBN: 9783319318226
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Table of contents

1. Introduction
Estela Bee Dagum, Silvia Bianconcini

2. Time Series Components
Estela Bee Dagum, Silvia Bianconcini

Part I. Seasonal Adjustment Methods

3. Seasonal Adjustment: Meaning, Purpose, and Methods
Estela Bee Dagum, Silvia Bianconcini

4. Linear Filters Seasonal Adjustment Methods: Census Method II and Its Variants
Estela Bee Dagum, Silvia Bianconcini

5. Seasonal Adjustment Based on ARIMA Model Decomposition: TRAMO-SEATS
Estela Bee Dagum, Silvia Bianconcini

6. Seasonal Adjustment Based on Structural Time Series Models
Estela Bee Dagum, Silvia Bianconcini

Part II. Trend-Cycle Estimation

7. Trend-Cycle Estimation
Estela Bee Dagum, Silvia Bianconcini

8. Further Developments on the Henderson Trend-Cycle Filter
Estela Bee Dagum, Silvia Bianconcini

9. A Unified View of Trend-Cycle Predictors in Reproducing Kernel Hilbert Spaces (RKHS)
Estela Bee Dagum, Silvia Bianconcini

10. Real Time Trend-Cycle Prediction
Estela Bee Dagum, Silvia Bianconcini

11. The Effect of Seasonal Adjustment on Real-Time Trend-Cycle Prediction
Estela Bee Dagum, Silvia Bianconcini

Keywords: Statistics, Statistics for Business/Economics/Mathematical Finance/Insurance, Statistical Theory and Methods, Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law, Macroeconomics/Monetary Economics//Financial Economics, Probability Theory and Stochastic Processes, Econometrics

Author(s)
 
Publisher
Springer
Publication year
2016
Language
en
Edition
1
Series
Statistics for Social and Behavioral Sciences
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319318226
Printed ISBN
978-3-319-31820-2

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