Can We Use Seasonally Adjusted Indicators in Dynamic Factor Models?
Year of publication: |
2012
|
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Authors: | Camacho, Maximo |
Other Persons: | Perez-Quiros, Gabriel (contributor) ; Yuliya Lovcha, Yuliya (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Wirtschaftsindikator | Economic indicator | Faktorenanalyse | Factor analysis | Saisonale Schwankungen | Seasonal variations | Saisonkomponente | Seasonal component | EU-Staaten | EU countries |
Extent: | 1 Online-Ressource (33 p) |
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Series: | Banco de Espana Working Paper ; No. 1235 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 10, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2159652 [DOI] |
Classification: | E32 - Business Fluctuations; Cycles ; C22 - Time-Series Models ; E27 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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