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Author:Cleveland, William P. 

Journal Article
Seasonal adjustment methods for the monetary aggregates

Federal Reserve Bulletin , Issue Dec , Pages 875-887

Working Paper
Joint seasonal adjustment of economic time series

Finance and Economics Discussion Series , Paper 93-28

Discussion Paper
Intervention analysis and seasonal adjustment of the monetary aggregates: the 1980 credit controls experience

Special Studies Papers , Paper 163

Discussion Paper
Modeling time series when calendar effects are present

Special Studies Papers , Paper 162

Discussion Paper
Uncertainty in the money aggregates: sources, measurement and policy effects

Special Studies Papers , Paper 153

Discussion Paper
Seasonal adjustment of the weekly monetary aggregates : a model based approach

Staff Studies , Paper 125

Working Paper
Estimated variance of seasonally adjusted series

For model-based seasonal adjustment, there are explicit formulas for obtaining the variance of the seasonal factors or the seasonally adjusted series. For series adjusted with X-11 or X-12, variance estimates are generally based on a linear approximation of the seasonal adjustment procedure. The work of Pfeffermann (1992) extends earlier work by Wolter and Monseur. This study uses simulated series and comparisons of alternative seasonal adjustment results for a few economic series to assess the accuracy of variance estimates. Pfeffermann's method gives good results when the true seasonal is ...
Finance and Economics Discussion Series , Paper 2002-15

Discussion Paper
Calendar adjustment and time series

Special Studies Papers , Paper 198

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Pierce, David A. 4 items

Grupe, Michael R. 2 items

Bartelsman, Eric J. 1 items

Maravall, Agustin 1 items

Parke, Darrel W. 1 items

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