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Seasonality in macroeconomic time series can obscure movements of other components in a series that are operationally more important for economic and econometric analyses. Indeed, in practice one often prefers to work with seasonally adjusted data to assess the current state of the economy and...
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The COVID-19 crisis has a huge impact on economies all over the world. In this note we compare seasonal adjustments of X13 and CAMPLET before and after the COVID19 crisis. We show results of Quasi Real Time analyses for the quarterly series real GDP and the monthly series Consumption of...
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Chapter 1. Introduction -- Chapter 2. CAMPLET: Seasonal adjustment without revisions -- Chapter 3. Seasonal adjustment of economic tendency survey data -- Chapter 4. Residual Seasonality: A Comparison of X13 and CAMPLET -- Chapter 5. COVID-19 and Seasonal Adjustment -- Chapter 6. Seasonal...
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In the last decade large data sets have become available, both in terms of the number of time series and with higher frequencies (weekly, daily and even higher). All series may suffer from seasonality, which hides other important fluctuations. Therefore time series are typically seasonally...
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