Darne, Olivier; Dagum, Estelle Bee - In: Economics Bulletin 29 (2009) 1, pp. 79-89
We study the performance of several short-term trend estimators for current economic analysis. These estimators are available in X11-ARIMA, X12-ARIMA, TRAMO-SEATS and STAMP. We also include two other trend-cycle estimators obtained by post-processing seasonally adjusted data with X11ARIMA,...