Alternative methods for the seasonal adjustment of economic data are described that operate in the time domain and in the frequency domain. The time-domain method, which employs a classical comb filter, mimics the effects of the model-based procedures of the SEATS–TRAMO and STAMP programs. The...

The aim of this paper is to construct a forecasting model oriented on predicting basic macroeconomic variables, namely: the GDP growth rate, the unemployment rate, and the consumer price inflation. In order to select the set of the best regressors, Bayesian Averaging of Classical Estimators...