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Original Articles

The revision policy of seasonally adjusted balance sheet data in Italy

Pages 1713-1717 | Published online: 08 Apr 2011

References

  • Chow , D. , Thibodeau , A. and Wilson , J. Application of concurrent seasonal adjustment to the consumer price index . 2005 Federal Committee on Statistical Methodology (FCSM) Conference Papers . Washington, DC : FCSM .
  • Dossé , J. E. and Planas , C. 1996 . Revisions in seasonal adjustment methods: an empirical comparison of X-12-ARIMA & SEATS, Working Group Document No. D3/SA/08 , Luxenbourg : EUROSTAT .
  • European Statistical System . 2008 . ESS Guidelines on Seasonal Adjustment , Luxembourg : EUROSTAT .
  • Gómez , V. and Maravall , A. 1998 . Guide for Using the Programs TRAMO and SEATS (Beta Version) , Madrid : Bank of Spain .
  • Maurin , L. 2003 . “ Criteria to determine the optimal revision policy: a case study based on euro zone monetary aggregates data ” . In Seasonal Adjustment , Edited by: Manna , M. and Peronaci , R. 67 – 84 . European Central Bank, Frankfurt am Main .
  • Pierce , D. A. , Grupe , M. R. and Cleveland , W. P. 1984 . Seasonal adjustment of the weekly monetary aggregates: a model-based approach . Journal of Business & Economic Statistics , 2 : 260 – 70 .
  • Proietti , T. 2009 . On the model based interpretation of filters and the reliability of trend-cycle estimates . Econometric Reviews , 28 : 186 – 208 .

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