Empirical Analysis of the Properties of Methods of Seasonal Adjustment of Russian Macroeconomic Indicators

Моделирование воздействия государства на процессы экономического роста

Morgunova, O.V. (Моргунов, О.) () and Marina Turuntseva
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Morgunova, O.V. (Моргунов, О.): Russian Presidential Academy of National Economy and Public Administration (RANEPA)

Working Papers from Russian Presidential Academy of National Economy and Public Administration

Abstract: Seasonal adjustment of Socio-economic indicators is a standard tool that allows to eliminate the time-series of seasonal fluctuations and, thus, to solve (at least partially) the problem of modeling the seasonality, as in the one-dimensional models, as well as in structural macroeconomic models. The task of seasonal adjustment in many countries is a prerogative of the official statistical services: they spend the seasonal adjustment using the same methodology and publish the relevant data (and sometimes their only). Unfortunately, at the moment Rosstat does not publish seasonally adjusted figures (except a few). As a result of the empirical studies authors have to seasonally smooth the time series by themselves, using the built-in modern software packages procedure.

Keywords: socio-economic indicators; seasonal adjustment (search for similar items in EconPapers)
Pages: 48 pages
Date: 2016-03-21
New Economics Papers: this item is included in nep-cis, nep-net and nep-tra
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