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Signals and revisions in economic time series: a case study
| dc.contributor.author | Maravall, Agustín |
| dc.contributor.author | Pierce, David A. |
| dc.date.accessioned | 2008-03-11T18:23:10Z |
| dc.date.available | 2008-03-11T18:23:10Z |
| dc.date.issued | 1984-06 |
| dc.identifier.issn | 0210-8054 (versió paper) |
| dc.identifier.uri | http://hdl.handle.net/2099/4584 |
| dc.description.abstract | The paper estimates how much short-run monetary control may be affected by data noise and revisions, such as the ones implied by seasonal adjustment. The effects of the different types of data error are illustrated, and results on their empirical relevance and analytical properties are presented. The paper can be seen as an exercise that combines some elements of econometric, time series and economic analysis to answer a real world problem. |
| dc.format.extent | p. 49-73 |
| dc.language.iso | eng |
| dc.publisher | Universitat Politècnica de Barcelona. Centre de Càlcul |
| dc.relation.ispartof | Qüestiió. 1984, vol.8, núm.2 |
| dc.rights | Attribution-NonCommercial-NoDerivs 2.5 Spain |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.5/es/ |
| dc.subject.other | Inference |
| dc.subject.other | Monetary policy |
| dc.subject.other | Economic time series |
| dc.subject.other | Seasonal adjustment |
| dc.subject.other | Revisions |
| dc.subject.other | Signal extraction |
| dc.subject.other | Error in the variables |
| dc.title | Signals and revisions in economic time series: a case study |
| dc.title.alternative | Señales y revisiones en series temporales económicas: estudio de casos. |
| dc.type | Article |
| dc.subject.lemac | Inferència |
| dc.subject.lemac | Processos estocàstics |
| dc.subject.ams | Classificació AMS::62 Statistics::62M Inference from stochastic processes |
| dc.rights.access | Open Access |
| local.ordre | 2 |
