Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation

Business & Finance, Economics, Statistics, Nonfiction, Science & Nature, Mathematics
Cover of the book Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation by Estela Bee Dagum, Silvia Bianconcini, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Estela Bee Dagum, Silvia Bianconcini ISBN: 9783319318226
Publisher: Springer International Publishing Publication: June 20, 2016
Imprint: Springer Language: English
Author: Estela Bee Dagum, Silvia Bianconcini
ISBN: 9783319318226
Publisher: Springer International Publishing
Publication: June 20, 2016
Imprint: Springer
Language: English

This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS and STAMP - the main seasonal adjustment methods used by statistical agencies.  Several real-world cases illustrate each method and real data examples can be followed throughout the text. The trend-cycle estimation is presented using nonparametric techniques based on moving averages, linear filters and reproducing kernel Hilbert spaces, taking recent advances into account. The book provides a systematical treatment of results that to date have been scattered throughout the literature.

Seasonal adjustment and real time trend-cycle prediction play an essential part at all levels of activity in modern economies. They are used by governments to counteract cyclical recessions, by central banks to control inflation, by decision makers for better modeling and planning and by hospitals, manufacturers, builders, transportation, and consumers in general to decide on appropriate action.

This book appeals to practitioners in government institutions, finance and business, macroeconomists, and other professionals who use economic data as well as academic researchers in time series analysis, seasonal adjustment methods, filtering and signal extraction. It is also useful for graduate and final-year undergraduate courses in econometrics and time series with a good understanding of linear regression and matrix algebra, as well as ARIMA modelling. 

 

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS and STAMP - the main seasonal adjustment methods used by statistical agencies.  Several real-world cases illustrate each method and real data examples can be followed throughout the text. The trend-cycle estimation is presented using nonparametric techniques based on moving averages, linear filters and reproducing kernel Hilbert spaces, taking recent advances into account. The book provides a systematical treatment of results that to date have been scattered throughout the literature.

Seasonal adjustment and real time trend-cycle prediction play an essential part at all levels of activity in modern economies. They are used by governments to counteract cyclical recessions, by central banks to control inflation, by decision makers for better modeling and planning and by hospitals, manufacturers, builders, transportation, and consumers in general to decide on appropriate action.

This book appeals to practitioners in government institutions, finance and business, macroeconomists, and other professionals who use economic data as well as academic researchers in time series analysis, seasonal adjustment methods, filtering and signal extraction. It is also useful for graduate and final-year undergraduate courses in econometrics and time series with a good understanding of linear regression and matrix algebra, as well as ARIMA modelling. 

 

More books from Springer International Publishing

Cover of the book The 21st Century Fight for the Amazon by Estela Bee Dagum, Silvia Bianconcini
Cover of the book ATEX—Explosive Atmospheres by Estela Bee Dagum, Silvia Bianconcini
Cover of the book Public Opinion on Economic Globalization by Estela Bee Dagum, Silvia Bianconcini
Cover of the book Clinical Inertia by Estela Bee Dagum, Silvia Bianconcini
Cover of the book Artificial Intelligence Perspectives in Intelligent Systems by Estela Bee Dagum, Silvia Bianconcini
Cover of the book The Future of Leadership by Estela Bee Dagum, Silvia Bianconcini
Cover of the book Wood Characteristics by Estela Bee Dagum, Silvia Bianconcini
Cover of the book Space and Quantification in Languages of China by Estela Bee Dagum, Silvia Bianconcini
Cover of the book Structures and Their Analysis by Estela Bee Dagum, Silvia Bianconcini
Cover of the book The Saudi Arabian Monetary Agency, 1952-2016 by Estela Bee Dagum, Silvia Bianconcini
Cover of the book Neo-liberalism and the Architecture of the Post Professional Era by Estela Bee Dagum, Silvia Bianconcini
Cover of the book The 8th International Conference on Computer Engineering and Networks (CENet2018) by Estela Bee Dagum, Silvia Bianconcini
Cover of the book Landslide Databases as Tools for Integrated Assessment of Landslide Risk by Estela Bee Dagum, Silvia Bianconcini
Cover of the book The Art and Science of Rotating Field Machines Design: A Practical Approach by Estela Bee Dagum, Silvia Bianconcini
Cover of the book Religious Epiphanies Across Traditions and Cultures by Estela Bee Dagum, Silvia Bianconcini
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy