A new mixed multiplicative-additive model for seasonal adjustment /

Usually, seasonal adjustment is based on time series models which decompose an unadjusted series into the sum or the product of four unobservable components (trendcycle, seasonal, working-day and irregular components). In the case of clearly weatherdependent output in the west German construction in...

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Bibliographic Details
Main Author: Arz, Stephanus
Format: Book
Language:English
Published: Frankfurt am Main : Deutsche Bundesbank, 2006
Series:Discussion paper (Deutsche Bundesbank). Series 1: economic studies ; no. 47/2006
Subjects:
Online Access:http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2006/2006_12_30_dkp_47.pdf?__blob=publicationFile