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483 entries found on 25 pages. starting on record 141 ending on 160

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Title: Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited
Abstract
The paper documents and illustrates state space methods that implement time series disaggregation by regression methods, with dynamics that depend on a single autoregressive parameter. The most popular techniques for the distribution of economic flow variables, such as Chow-Lin, Fern´andez and Litterman, are encompassed by this unifying framework. The state space methodology offers the generality that is required to address a variety of inferential issues, such as the role of initial conditions, which are relevant for the properties of the maximum likelihood estimates and for the the derivation of encompassing representations that nest exactly the traditional disaggregation models, and the definition of a suitable set of real time diagnostics on the quality of the disaggregation and revision histories that support model selection. The exact treatment of temporal disaggregation by dynamic regression models, when the latter are formulated in the logarithms, rather than the levels, of an economic variable, is also provided.
Author: Proietti, Tommaso
Series Title: Eurostat - Working papers and studies
Contributer: Europäische Kommission / Statistisches Amt
Publisher: Amt für Amtliche Veröffentlichungen
Year: 2004
ISBN / ISSN / Kat.Nr: KS-DT-04-014 | 92-894-8281-8 | 1725-4825
Language: en
Ressource: Datasets, Statistics
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: Europäische Kommission (http://ec.europa.eu/index.htm)
Title: The seasonal adjustment of qualitative business and consumer surveys
Abstract
This paper considers monthly qualitative surveys currently produced by DG ECFIN within the framework of the Joint Harmonised EU Programme of Business and Consumer Surveys to see: a) whether deterministic/stochastic seasonal components have to be considered as common features of their time behaviour, b) whether an indirect or a direct approach for seasonal adjustment should be preferred when the series contains a seasonal component, c) whether significant differences arise in the outcomes when different seasonal adjustment procedures are chosen.
Series Title: Eurostat - Working papers and studies
Author (Corp. Body): Europäische Kommission / Statistisches Amt
Publisher: Amt für Amtliche Veröffentlichungen
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-001 | 92-894-8617-1
Language: en
Ressource: Datasets, Statistics
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: Europäische Kommission (http://ec.europa.eu/index.htm)
Title: The seasonal adjustment of short time series
Abstract
The purpose of this work consists in evaluating changes in the quality performances of two different and widely used programs for seasonal adjustment, X-12-Regarima and Tramo-Seats, when the length of time series is progressively reduced. The comparisons are carried-out by using appropriate and homogeneous quality indicators for the analysis of the adjustment performed by the two programs. A wide array of EU/Euroarea time series is analysed. Though the quality of the adjustment progressively reduces for both approaches when the sample is shortened, the deterioration in quality indicators is found to be greater for the model-based approach.
Series Title: Eurostat - Working papers and studies
Author (Corp. Body): Europäische Kommission / Statistisches Amt
Publisher: Amt für Amtliche Veröffentlichungen
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-002 | 92-894-8620-1
Language: en
Ressource: Datasets, Statistics
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: Europäische Kommission (http://ec.europa.eu/index.htm)
Title: Quality measures for economic indicators
Abstract
Eurostat compiles on a regular basis EU and Euro-zone infra-annual economic statistics relevant for short-term economic analyses. Among these, a list of 19 indicators, called Principal European Economic Indicators (PEEIs), has been identified by key users as of prime importance for the conduct of economic and monetary policies for the Euro-zone. Eurostat has always put much effort on making these statistics promptly available, reliable, and harmonised for a sufficiently long time period. However, progresses achieved need to be closely monitored. To this end, the paper proposes a limited list of quality indicators to be used on a regular basis, easy to be implemented and giving users a clear and up-to-date overview of the state of quality of PEEIs, changes with respect to the recent past and future prospects. Examples of application of the proposed quality framework are provided in the paper.
Series Title: Eurostat - Working papers and studies
Author (Corp. Body): Europäische Kommission / Statistisches Amt
Publisher: Amt für Amtliche Veröffentlichungen
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-003 | 92-894-8623-6
Language: en
Ressource: Datasets, Statistics
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Quelle / Source: Europäische Kommission (http://ec.europa.eu/index.htm)
Title: Software to perform temporal disaggregation of economic time series
Author: Abad, Ana | Quilis, Enrique M.
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-004
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
Title: Constructing internationally comparable real income aggregates by combining Sparse benchmark data with Annual National
Accounts Data. A state-space approach
Author: Rambaldi, Alicia N. | Prasada Rao, D.S. | Doran, Howard E.
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-005
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
Title: Monthly estimates for the Portuguese unemployment rate
Author: Santos Silva, J. M. C.
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-006
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
Title: Benchmarking through calibration of weights for microdata
Author: Smith, Paul | Hidiroglou, Mike
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-007
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
Title: Benchmarking a system of time series: Denton’s movement preservation principle vs a data based procedure
Author: Di Fonzo, Tommaso | Marini, Marco
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-008
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
Title: A benchmarking approach to temporal disaggregation of economic time series by related series
Author: Trabelsi, Abdelwahed | Hedhili, Leila
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-009
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
Title: Estimates of monthly GDP for the Euro area: an application of the regression approach to interpolation
Author: Mitchell, James | Weale, Martin
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-010
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
Title: Temporal disaggregation and seasonal adjustment
Author: Proietti, Tommaso | Moauro, Filippo
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-011
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
Title: Reusable components for benchmarking using Kalman filters
Author: Palate, Jean
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-012
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
Title: A Bayesian benchmarking method with applications to the Quarterly National Accounts
Author: Rojo, J.L. | Sanz, J.A.
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-013
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
Title: Some time series considerations in disaggregation
Author: Gudmundsson, Gudmundur
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-014
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
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Title: Simple methods to restore the additivity of a system of time series
Author: Quenneville, Benoît | Rancourt, Eric
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-016
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
Title: Benchmarking techniques in the Spanish Quarterly National Accounts
Author: Quilis, Enrique M.
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-017
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
Title: Temporal disaggregation techniques of time series by related series: a comparison by a Monte Carlo experiment
Author: Ciammola, Anna | Di Palma, Francesca | Marini, Marco
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-018
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
Title: A monthly indicator of the business climate in the French service industry
Author: Cornec, Matthieu | Deperraz, Thierry
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-019
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
Title: Investigation into the use of confidence indicators with calibration
Author: Keogh, Gerard | Jennings, Dave
Series Title: Statistical Office of the European Communities (Eurostat) - Working papers and studies
Contributer: Statistical Office of the European Communities (EUROSTAT)
Publisher: Office for Official Publications of the European Communities
Year: 2005
ISBN / ISSN / Kat.Nr: KS-DT-05-023
Language: en
Ressource: Working Paper, Preprint
Online Ressource: vorübergehend nicht erreichbar!
Bitte beachten Sie die urheberrechtlichen Bedingungen der Dokumentenbenutzung / Please observe the copyright when accessing the document | Source: European Commission (http://ec.europa.eu)
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