| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w24895 |
| 来源ID | Working Paper 24895 |
| Seasonal Adjustment of NIPA data | |
| Jonathan H. Wright | |
| 发表日期 | 2018-08-13 |
| 出版年 | 2018 |
| 语种 | 英语 |
| 摘要 | In the 2018 comprehensive update of the national income and product accounts, the Bureau of Economic Analysis released not seasonally adjusted data, and modified its seasonal adjustment procedures. I find some indication of residual seasonality in the seasonally adjusted data as published before this update. The evidence for residual seasonality is weaker in the seasonally adjusted data after the update. I also directly seasonally adjusted the aggregate not seasonally adjusted data, and this entirely avoids residual seasonality. The average absolute difference between my seasonally adjusted real GDP data and the current official published version is 1.1 percentage points in quarter-over-quarter annualized growth rates. |
| 主题 | Econometrics ; Estimation Methods ; Macroeconomics |
| URL | https://www.nber.org/papers/w24895 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/582569 |
| 推荐引用方式 GB/T 7714 | Jonathan H. Wright. Seasonal Adjustment of NIPA data. 2018. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w24895.pdf（154KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
| 个性服务 |
| 推荐该条目 |
| 保存到收藏夹 |
| 导出为Endnote文件 |
| 谷歌学术 |
| 谷歌学术中相似的文章 |
| [Jonathan H. Wright]的文章 |
| 百度学术 |
| 百度学术中相似的文章 |
| [Jonathan H. Wright]的文章 |
| 必应学术 |
| 必应学术中相似的文章 |
| [Jonathan H. Wright]的文章 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
