Métodos para la extracción de señales y para la trimestralización
María Matea Rosa () and
Additional contact information
Ana Regil: Banco de España
No 9415, Working Papers from Banco de España, Working Papers Homepage
Using interpolation of the Spanish domestic private consumption deflactor, we review some of the signals extraction techniques, as well as interpolation of time series, i.e. deriving quarterly data from annual data. For the decomposition of a series in its observable components (trend plus cycle, seasonal component and irregular component), there is a wide range of techniques that can be classified in empirical and model-based methods. As the first group, we use X11ARIMA method. While as model-based methods, we discuss the extraction of signals with reduced form models and with structural models form models. Regarding the interpolation procedures, it is reviewed the Denton method and Chow-Lin method. We use indexes of cost of living and consumer price indexes to build an indicator which is used for the interpolation.
Keywords: Interpolation of time series; signals extraction techniques; X11ARIMA method; Denton method; Chow-Lin method; deflator of Spanish domestic private consumption (search for similar items in EconPapers)
JEL-codes: C10 E31 (search for similar items in EconPapers)
References: Add references at CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:bde:wpaper:9415
Access Statistics for this paper
More papers in Working Papers from Banco de España, Working Papers Homepage Contact information at EDIRC.
Bibliographic data for series maintained by María Beiro. Electronic Dissemination of Information Unit. Research Department. Banco de España ().