| 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 |
3 |
154 |
0 |
1 |
5 |
498 |
| An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
814 |
| An Application of TRAMO-SEATS: Automatic Procedure and Sectoral Aggregation |
1 |
1 |
4 |
94 |
1 |
2 |
10 |
228 |
| An Application of TRAMO-SEATS: Changes in Seasonality and Current Trend-Cycle Assessment: the German Retail Trade Turnover Series |
0 |
0 |
0 |
103 |
0 |
1 |
4 |
875 |
| An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series |
0 |
0 |
0 |
171 |
0 |
1 |
4 |
1,478 |
| An application of the Tramo Seats automatic procedure; direct versus indirect adjustment |
1 |
1 |
2 |
196 |
2 |
3 |
8 |
608 |
| Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series |
0 |
0 |
2 |
231 |
1 |
1 |
6 |
181 |
| Automatic Modeling Methods for Univariate Series |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
1,229 |
| Combining filter design with model based filtering (with an application to business cycle estimation) |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
218 |
| Errors in preliminary money stock data and monetary aggregate targeting |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
131 |
| Estimation Error and the Specification of Unobserved Component Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
848 |
| Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
1,503 |
| Estimation of the permanent and transitory component of an economic variable with an application to M1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
246 |
| Guide for Using the Programs TRAMO and SEATS (Beta Version: December 1997) |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
1,049 |
| Missing Observations and Additive Outliers in Time Series Models |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
1,702 |
| Missing observations in ARIMA models: Skipping strategy versus outlier approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
49 |
| Notes on Time Series Analysis, ARIMA Models and Signal Extraction |
0 |
0 |
0 |
515 |
1 |
1 |
5 |
3,669 |
| On modeling unobserved components with time series |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
236 |
| Program TSW Reference Manual |
0 |
1 |
5 |
166 |
1 |
6 |
16 |
780 |
| Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996) |
0 |
0 |
0 |
0 |
6 |
16 |
51 |
1,737 |
| Seasonal Adjustment and Signal Extraction in Economic Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
1,603 |
| Seasonal Outliers in Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
1,407 |
| Seasonally adjusted rates of growth versus rates of growth of seasonally adjusted levels: some implications for monetary control |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
243 |
| Short-Term Analysis of Macroeconomic Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1,673 |
| Short-Term and Long-Term Trends, Seasonal Adjustment, and the Business Cycles |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1,225 |
| Short-run forecasting and seasonal adjustment of demand deposits via sectoral disaggregation by types of holders |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
247 |
| Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter |
0 |
0 |
2 |
129 |
0 |
2 |
8 |
449 |
| The transmission of data noise into policy noise in monetary control |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
167 |
| Time Aggregation and the Hodrick-Prescott Filter |
0 |
1 |
6 |
397 |
1 |
4 |
22 |
1,516 |
| Uncertainty in the money aggregates: sources, measurement and policy effects |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
273 |
| Unobserved Components in ARCH Models: An Application to Seasonal Adjustment |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
380 |
| Unobserved Components in Economic Time Series |
0 |
0 |
0 |
0 |
0 |
2 |
10 |
1,379 |
| Total Working Papers |
2 |
4 |
24 |
2,211 |
14 |
46 |
204 |
28,641 |
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