Seasonal Adjustment in Economic Time Series: the Experience of the Banco de España (with the model-based method)

Alberto Cabrero Bravo

No 2, Working Papers from Banco de España

Abstract: This paper presents the Banco de España's experience in the field of monitoring the main monetary and financial magnitudes, describing the various methodological aspects that lead a central bank to use seasonally adjusted series in monetary monitoring and analysis.

Keywords: monetary policy; econometrics (search for similar items in EconPapers)
JEL-codes: C00 E52 (search for similar items in EconPapers)
Pages: 47 pages
Date: 2000
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:bde:wpaper:0002

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