| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered |
0 |
0 |
0 |
154 |
0 |
0 |
1 |
498 |
| An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
815 |
| An Application of TRAMO-SEATS: Automatic Procedure and Sectoral Aggregation |
1 |
1 |
4 |
97 |
1 |
2 |
13 |
236 |
| An Application of TRAMO-SEATS: Changes in Seasonality and Current Trend-Cycle Assessment: the German Retail Trade Turnover Series |
0 |
0 |
0 |
103 |
0 |
0 |
2 |
875 |
| An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series |
0 |
0 |
0 |
171 |
0 |
1 |
3 |
1,480 |
| An application of the Tramo Seats automatic procedure; direct versus indirect adjustment |
0 |
0 |
2 |
197 |
0 |
1 |
8 |
612 |
| Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series |
0 |
0 |
0 |
231 |
1 |
1 |
4 |
183 |
| Automatic Modeling Methods for Univariate Series |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
1,233 |
| Combining filter design with model based filtering (with an application to business cycle estimation) |
0 |
0 |
0 |
55 |
0 |
4 |
6 |
224 |
| Errors in preliminary money stock data and monetary aggregate targeting |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
133 |
| Estimation Error and the Specification of Unobserved Component Models |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
849 |
| Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
1,507 |
| Estimation of the permanent and transitory component of an economic variable with an application to M1 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
247 |
| Guide for Using the Programs TRAMO and SEATS (Beta Version: December 1997) |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
1,055 |
| Missing Observations and Additive Outliers in Time Series Models |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
1,703 |
| Missing observations in ARIMA models: Skipping strategy versus outlier approach |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
50 |
| Notes on Time Series Analysis, ARIMA Models and Signal Extraction |
1 |
1 |
2 |
517 |
1 |
1 |
7 |
3,673 |
| On modeling unobserved components with time series |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
237 |
| Program TSW Reference Manual |
0 |
1 |
4 |
168 |
5 |
8 |
40 |
811 |
| Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996) |
0 |
0 |
0 |
0 |
1 |
6 |
52 |
1,765 |
| Seasonal Adjustment and Signal Extraction in Economic Time Series |
0 |
0 |
0 |
0 |
3 |
4 |
9 |
1,611 |
| Seasonal Outliers in Time Series |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
1,409 |
| Seasonally adjusted rates of growth versus rates of growth of seasonally adjusted levels: some implications for monetary control |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
244 |
| Short-Term Analysis of Macroeconomic Time Series |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1,674 |
| Short-Term and Long-Term Trends, Seasonal Adjustment, and the Business Cycles |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
1,227 |
| Short-run forecasting and seasonal adjustment of demand deposits via sectoral disaggregation by types of holders |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
248 |
| Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter |
0 |
0 |
1 |
129 |
0 |
1 |
4 |
450 |
| The transmission of data noise into policy noise in monetary control |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
171 |
| Time Aggregation and the Hodrick-Prescott Filter |
0 |
0 |
1 |
397 |
1 |
1 |
12 |
1,521 |
| Uncertainty in the money aggregates: sources, measurement and policy effects |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
274 |
| Unobserved Components in ARCH Models: An Application to Seasonal Adjustment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
380 |
| Unobserved Components in Economic Time Series |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
1,381 |
| Total Working Papers |
2 |
3 |
14 |
2,219 |
19 |
45 |
210 |
28,776 |
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