Name: Seasonal Adjustment Without Revisions: A Real-Time Approach (en Inglés)
Price: 1296.44 MXN
Availability: InStock
Author: Abeln, Barend ; Jacobs, Jan P. a. M.
ISBN: 9783031228445

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portada Seasonal Adjustment Without Revisions: A Real-Time Approach (en Inglés)

Formato

Libro Físico

Autor

Barend Abeln

Jan P. a. M. Jacobs

Editorial

Springer

Idioma

Inglés

N° páginas

Encuadernación

Tapa Blanda

Dimensiones

23.4 x 15.6 x 0.5 cm

Peso

0.15 kg.

ISBN13

9783031228445

Categorías

Macroeconomía
Econometría

Seasonal Adjustment Without Revisions: A Real-Time Approach (en Inglés)

Barend Abeln (Autor) · Jan P. a. M. Jacobs (Autor) · Springer · Tapa Blanda

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Reseña del libro "Seasonal Adjustment Without Revisions: A Real-Time Approach (en Inglés)"

Seasonality in economic time series can "obscure" movements of other components in a series that are operationally more important for economic and econometric analyses. In practice, one often prefers to work with seasonally adjusted data to assess the current state of the economy and its future course. This book presents a seasonal adjustment program called CAMPLET, an acronym of its tuning parameters, which consists of a simple adaptive procedure to extract the seasonal and the non-seasonal component from an observed series. Once this process is carried out, there will be no need to revise these components at a later stage when new observations become available. The authors describe the main features of CAMPLET, evaluate the outcomes of CAMPLET and X-13ARIMA-SEATS in a controlled simulation framework using a variety of data generating processes, and illustrate CAMPLET and X-13ARIMA-SEATS with three time series: US non-farm payroll employment, operational income of Ahold and real GDP in the Netherlands. Furthermore they show how CAMPLET performs under the COVID-19 crisis, and its attractiveness in dealing with daily data. This book appeals to scholars and students of econometrics and statistics, interested in the application of statistical methods for empirical economic modeling.