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Seasonal Adjustment in Economic Time Series: the Experience of the Banco de España (with the model-based method)

Author

Listed:
  • Alberto Cabrero

    (Banco de España)

Abstract

This paper presents the Banco de España's experience in the field of monitoring the main monetary and financial magnitudes, describing the various methodological aspects that lead a central bank to use seasonally adjusted series in monetary monitoring and analysis.

Suggested Citation

  • Alberto Cabrero, 2000. "Seasonal Adjustment in Economic Time Series: the Experience of the Banco de España (with the model-based method)," Working Papers 0002, Banco de España.
    • Handle: RePEc:bde:wpaper:0002
    as

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    File URL: http://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosTrabajo/00/Fic/dt0002e.pdf
    File Function: First version, 2000
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    Citations

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    Cited by:

    1. Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005. "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, vol. 21(4), pages 795-837, August.
    2. Aslihan Atabek & Oguz Atuk & Evren Erdogan Cosar & Cagri Sarikaya, 2009. "Mevsimsel Modellerde Calisma Gunu Degiskeni," CBT Research Notes in Economics 0903, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    3. Colm McCarthy & John Lawlor, 2005. "Alternative seasonal adjustment methods for aggregate Irish macroeconomic data," Open Access publications 10197/566, School of Economics, University College Dublin.
    4. Oguz Atuk & Beyza Pinar Ural, 2002. "Seasonal Adjustment Methods : An Application to the Turkish Monetary Aggregates," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 2(1), pages 21-37.
    5. Pierzak, Agnieszka, 2010. "Identyfikacja i usuwanie sezonowości ze wskaźników cen towarów i usług konsumpcyjnych w Polsce," MF Working Papers 6, Ministry of Finance in Poland, revised 25 Aug 2010.

    More about this item

    Keywords

    monetary policy; econometrics;

    JEL classification:

    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • C00 - Mathematical and Quantitative Methods - - General - - - General

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