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Seasonal Adjustment of Monetary Aggregates: Implementation of New Procedures
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Estimation procedures for structural time series models
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Correlation theory of almost periodically correlated processes
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Maximum likelihood inference on cointegration and seasonal cointegration
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A multivariate approach to modeling univariate seasonal time series
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Seasonality and approximation errors in rational expectations models
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The effect of seasonal adjustment filters on tests for a unit root
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The importance of seasonality in inventory models
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Dynamic linear models for time series components
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Spectral analysis of the covariance of the almost periodically correlated processes
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The role of seasonality in economic time series reinterpreting money-output causality in U.S. data
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Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?
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Seasonality in Regression
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An ARIMA-Model-Based Approach to Seasonal Adjustment
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Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?
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Seasonal Adjustment and Other Data Transformations
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New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program
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UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
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Fitting time series models to nonstationary processes
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Signal Extraction for Nonstationary Time Series
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Access to New Imported Varieties and Total Factor Productivity: Firm Level Evidence from France
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Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects
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Total Factor Productivity and the Decision to Serve Foreign Markets: Firm Level Evidence from France
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Competition, R&D, and the Cost of Innovation
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On Policy Interactions Among Nations: When Do Cooperation and Commitment Matter?
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Some Preliminary Evidence on the Globalization-Inflation Nexus
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An Inflation Forecasting Model for the Euro Area
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Switching Varma Term Structure Models - Extended Version
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The Dynamic Effects of Disinflation Policies
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Multi-Lag Term Structure Models with Stochastic Risk Premia
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Pricing and Inference with Mixtures of Conditionally Normal Processes
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Two Probabilistic Cyclical Turning Point Indicators for the French Economy (Deux Indicateurs Probabilistes de Retournement Cyclique Pour L’Économie Française) (French)
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Regional Debt in Monetary Unions: Is it Inflationary?
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Lumpy Price Adjustments: A Microeconometric Analysis
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Euro Area Market Reactions to the Monetary Developments Press Release
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A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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Spectral Analysis of Seasonal Adjustment Procedures
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Analyse d'une méthode de désaisonnalisation: Le programme X 11, du US Bureau of Census, version trimestrielle
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Stamp 5.0 Structural Time Series Analyser, Modeller and Predictor.
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Hidden Periodic Autoregressive-Moving Average Models in Time Series Data
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Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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Seasonal Adjustment by Signal Extraction
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Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d’intérêt réel américain
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Chocs d'offre et optimalité de la politique monétaire dans la zone euro
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Does money matter for the identification of monetary policy shocks: A DSGE perspective
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Stress testing and corporate finance
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The Economics of Seasonal Cycles
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WELFARE IMPLICATIONS OF HETEROGENEOUS LABOR MARKETS IN A CURRENCY AREA
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On Periodic Structures and Testing for Seasonal Unit Roots
inferredcites →https://doi.org/10.1111/j.1467-9892.2004.01920.xopenalex-snapshot
Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models
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Credit Constraints and the Cyclicality of R&D Investment: Evidence from Micro Panel data
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