Seasonal Adjustment of the Weekly Monetary Aggregates: A Model-based Approach
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Citations
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Cited by:
- Juan Sebastián Becerra C. & Luis Ceballos S. & Felipe Córdova F. & Michael Pedersen, 2010.
"Market Interest Rate Dynamics in Times of Financial Turmoil,"
Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(1), pages 5-22, April.
- J. Sebastián Becerra & Luis Ceballos & Felipe Córdova & Michael Pedersen, 2009. "Pass-through of Large Changes in Monetary Policy Rate – Evidence for Chile," Working Papers Central Bank of Chile 522, Central Bank of Chile.
- Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2009.
"Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(3), pages 194-217.
- Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Papers 0211, Banco de España.
- Cabrero, Alberto & Camba-Méndez, Gonzalo & Hirsch, Astrid & Nieto, Fernando, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Paper Series 142, European Central Bank.
- Barend Abeln & Jan P. A. M. Jacobs, 2023.
"COVID-19 and Seasonal Adjustment,"
SpringerBriefs in Economics, in: Seasonal Adjustment Without Revisions, chapter 0, pages 53-61,
Springer.
- Barend Abeln & Jan P. A. M. Jacobs, 2022. "COVID-19 and Seasonal Adjustment," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 159-169, July.
- Barend Abeln & Jan P.A.M. Jacobs, 2021. "COVID19 and Seasonal Adjustment," CIRANO Working Papers 2021s-05, CIRANO.
- Barend Abeln & Jan P.A.M. Jacobs, 2021. "COVID-19 and seasonal adjustment," CAMA Working Papers 2021-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ollech, Daniel, 2018. "Seasonal adjustment of daily time series," Discussion Papers 41/2018, Deutsche Bundesbank.
- Proietti, Tommaso & Pedregal, Diego J., 2023.
"Seasonality in High Frequency Time Series,"
Econometrics and Statistics, Elsevier, vol. 27(C), pages 62-82.
- Tommaso Proietti & Diego J. Pedregal, 2021. "Seasonality in High Frequency Time Series," CEIS Research Paper 508, Tor Vergata University, CEIS, revised 11 Mar 2021.
- Serena Ng, 2017. "Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data," NBER Working Papers 23673, National Bureau of Economic Research, Inc.
- Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2009.
"Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 28(3), pages 194-217.
- Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Papers 0211, Banco de España;Working Papers Homepage.
- Cabrero, Alberto & Camba-Méndez, Gonzalo & Hirsch, Astrid & Nieto, Fernando, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Paper Series 0142, European Central Bank.
- Joao Tovar Jalles, 2009. "Structural time series models and the Kalman filter: a concise review," Nova SBE Working Paper Series wp541, Universidade Nova de Lisboa, Nova School of Business and Economics.
- Philipp Wegmüller & Christian Glocker, 2023. "US weekly economic index: Replication and extension," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 977-985, September.
- Webel, Karsten, 2022. "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers 31/2022, Deutsche Bundesbank.
- Bhattacharya, Rudrani & Patnaik, Ila & Shah, Ajay, 2008.
"Early warnings of inflation in India,"
Working Papers
08/54, National Institute of Public Finance and Policy.
- Rudrani Bhattacharya, 2008. "Early Warnings of Inflation in India," Working Papers id:1682, eSocialSciences.
- Andrea Silvestrini, 2011. "The revision policy of seasonally adjusted balance sheet data in Italy," Applied Economics Letters, Taylor & Francis Journals, vol. 18(17), pages 1713-1717.
- Rishab Guha & Serena Ng, 2019.
"A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data,"
NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 403-436,
National Bureau of Economic Research, Inc.
- Rishab Guha & Serena Ng, 2019. "A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data," NBER Working Papers 25899, National Bureau of Economic Research, Inc.
- Mariam El Hamiani Khatat, 2018. "Monetary Policy and Models of Currency Demand," IMF Working Papers 2018/028, International Monetary Fund.
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