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Ajuste estacional de series macroeconómicas chilenas

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  • Marcus Cobb
  • Maribel Jara

Abstract

Seasonally adjusted series provide a more direct appreciation of the underlying movements of economic variables and, therefore, contribute to the analysis of the economic environment. This document presents the theoretical and empirical framework used by the Central Bank of Chile to perform the seasonal adjustment of macroeconomic series.

Suggested Citation

  • Marcus Cobb & Maribel Jara, 2013. "Ajuste estacional de series macroeconómicas chilenas," Economic Statistics Series 98, Central Bank of Chile.
    • Handle: RePEc:chb:bcchee:98
    as

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    File URL: http://www.bcentral.cl/estudios/estudios-economicos-estadisticos/pdf/see98.pdf
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    References listed on IDEAS

    as
    1. Mauricio Gallardo & Hernán Rubio, 2009. "Diagnóstico de estacionalidad con X-12-ARIMA," Economic Statistics Series 76, Central Bank of Chile.
    2. Findley, David F, et al, 1998. "New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 127-152, April.
    3. Villarreal, Francisco G., 2005. "Elementos teóricos del ajuste estacional de series económicas utilizando X-12-ARIMA y TRAMO-SEATS," Estudios Estadísticos 4741, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    4. Simón Guerrero & René Luengo & María Pilar Pozo & Sebastián Rébora, 2012. "Nuevas series de Cuentas Nacionales encadenadas: Métodos y fuentes de estimación," Economic Statistics Series 90, Central Bank of Chile.
    5. Héctor Felipe Bravo & Leonardo Luna & Víctor Correa & Francisco Ruiz, 2002. "Desestacionalización de Series Económicas: el Procedimiento Usado por el Banco Central de Chile," Working Papers Central Bank of Chile 177, Central Bank of Chile.
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    Cited by:

    1. Camila Figueroa & Jorge Fornero & Pablo García, 2019. "Hindsight vs. Real time measurement of the output gap: Implications for the Phillips curve in the Chilean Case," Working Papers Central Bank of Chile 854, Central Bank of Chile.
    2. Cobb, Marcus, 2014. "Identifying the Sources of Seasonal Effects in an indirectly adjusted Chain-Linked Aggregate: A Framework for the Annual Overlap Method," MPRA Paper 58033, University Library of Munich, Germany.
    3. Miguel Fuentes D & Jorge Fornero & Hernán Rubio, 2018. "PIB minero y no minero," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 21(3), pages 094-109, December.

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