Seasonal adjustment of the Bank of Russia Payment System financial flows data
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Cited by:
- Natalia Turdyeva & Anna Tsvetkova & Levon Movsesyan & Alexey Porshakov & Dmitriy Chernyadyev, 2021. "Data of Sectoral Financial Flows as a High-Frequency Indicator of Economic Activity," Russian Journal of Money and Finance, Bank of Russia, vol. 80(2), pages 28-49, June.
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More about this item
Keywords
daily seasonal adjustment; time series; sectoral financial flows; Bayesian estimator.;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2021-03-01 (Confederation of Independent States)
- NEP-ETS-2021-03-01 (Econometric Time Series)
- NEP-MAC-2021-03-01 (Macroeconomics)
- NEP-ORE-2021-03-01 (Operations Research)
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