IDEAS home Printed from https://ideas.repec.org/p/tcb/wpaper/0205.html
   My bibliography  Save this paper

The Seasonal Adjustment of the Consumer and Wholesale Prices : a Comparison of Census X-11, X-12 Arima and Tramo/Seats

Author

Listed:
  • Meltem Gulenay Ongan

Abstract

No abstract is available for this item.

Suggested Citation

  • Meltem Gulenay Ongan, 2002. "The Seasonal Adjustment of the Consumer and Wholesale Prices : a Comparison of Census X-11, X-12 Arima and Tramo/Seats," Working Papers 0205, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  • Handle: RePEc:tcb:wpaper:0205
    as

    Download full text from publisher

    File URL: https://www.tcmb.gov.tr/wps/wcm/connect/74e86ce9-5c69-489e-9bb7-ee8a5038f14a/19.pdf?MOD=AJPERES&CACHEID=ROOTWORKSPACE-74e86ce9-5c69-489e-9bb7-ee8a5038f14a-m3fw5F0
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Michael C. Lovell, 1963. "Seasonal Adjustment of Economic Time Series and Multiple Regression," Cowles Foundation Discussion Papers 151, Cowles Foundation for Research in Economics, Yale University.
    2. Riccardo Cristadoro & Roberto Sabbatini, 2000. "The Seasonal Adjustment of the harmonised Index of Consumer Prices for the Euro Area: a Comparison of Direct and Indirect Methods," Temi di discussione (Economic working papers) 371, Bank of Italy, Economic Research and International Relations Area.
    3. Agustín Maravall & Fernando J. Sánchez, 2000. "An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series," Working Papers 0014, Banco de España.
    4. Agustín Maravall, 1996. "Short-Term Analysis of Macroeconomic Time Series," Working Papers 9607, Banco de España.
    5. Agustín Maravall, 1999. "An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project," Working Papers 9914, Banco de España.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009. "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics, Canadian Economics Association, vol. 42(3), pages 1132-1149, August.
    2. Bardsen, G. & Klovland, J.T., 1990. "Finding The Rigth Nominal Anchor: The Cointegration Of Money, Credit And Nominal Income In Norway," The Warwick Economics Research Paper Series (TWERPS) 350, University of Warwick, Department of Economics.
    3. Juergen Bitzer & Erkan Goeren, 2018. "Foreign Aid and Subnational Development: A Grid Cell Analysis," Working Papers V-407-18, University of Oldenburg, Department of Economics, revised Mar 2018.
    4. Mollick, Andre Varella, 2004. "Production smoothing in the Japanese vehicle industry," International Journal of Production Economics, Elsevier, vol. 91(1), pages 63-74, September.
    5. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/generalized method of moments estimation and testing," Stata Journal, StataCorp LP, vol. 7(4), pages 465-506, December.
    6. Kulaksizoglu, Tamer, 2004. "Measuring the Effectiveness of Competition Policy: Evidence from the Turkish Cement Industry," MPRA Paper 357, University Library of Munich, Germany.
    7. Corrado Giulietti & Brendon McConnell, 2020. "Kicking You When You're Already Down: The Multipronged Impact of Austerity on Crime," Papers 2012.08133, arXiv.org, revised Aug 2022.
    8. Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019. "A diagnostic criterion for approximate factor structure," Journal of Econometrics, Elsevier, vol. 212(2), pages 503-521.
    9. Dalia Ghanem & Aaron Smith, 2022. "Causality in structural vector autoregressions: Science or sorcery?," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(3), pages 881-904, May.
    10. Bryan A. Stuart, 2022. "The Long-Run Effects of Recessions on Education and Income," American Economic Journal: Applied Economics, American Economic Association, vol. 14(1), pages 42-74, January.
    11. Roberto Astolfi & Dominique Ladiray & Gian Luigi Mazzi, 2001. "Business Cycle Extraction of Euro-Zone GDP: Direct versus Indirect Approach," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 377-398.
    12. George Babich & John Goodhew, 1978. "Short Term Econometric Forecasting and Seasonal Adjustment," The Economic Record, The Economic Society of Australia, vol. 54(2), pages 229-236, August.
    13. Frank T. Denton, 2007. "On the Sensitivity of Aggregate Productivity Growth Rates to Noisy Measurement," Social and Economic Dimensions of an Aging Population Research Papers 192, McMaster University.
    14. Christiano, Lawrence J. & Todd, Richard M., 2002. "The conventional treatment of seasonality in business cycle analysis: does it create distortions?," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 335-364, March.
    15. Mark Gersovitz & James G. MacKinnon, 1977. "Seasonality in Regression: An Application of Smoothness Priors," Working Paper 257, Economics Department, Queen's University.
    16. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
    17. Daniel Thorburn & Can Tongur, 2014. "Assessing direct and indirect seasonal decomposition in state space," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(9), pages 2075-2091, September.
    18. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics 667, Boston College Department of Economics, revised 05 Sep 2007.
    19. Bardsen, Gunnar, 1990. "Dynamic Modelling And The Demand For Narrow Money In Norway," Economic Research Papers 268479, University of Warwick - Department of Economics.
    20. Pillai N., Vijayamohanan, 2016. "How Do You Interpret Your Regression Coefficients?," MPRA Paper 76867, University Library of Munich, Germany.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tcb:wpaper:0205. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sermet Pekin or Ilker Cakar or the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/tcmgvtr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.