Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation

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

Nyckelord: 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