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Activity Number: 104
Type: Topic Contributed
Date/Time: Monday, August 3, 2009 : 8:30 AM to 10:20 AM
Sponsor: Business and Economic Statistics Section
Abstract - #303709
Title: Sources of Revisions of Seasonally Adjusted Real-Time Data
Author(s): Jens Mehrhoff*+
Companies: Deutsche Bundesbank
Address: Wilhelm-Epstein-Str. 14, Frankfurt am Main, 60431, Germany
Keywords: Decomposition ; Revision Analysis ; Seasonal Adjustment ; X-12-ARIMA
Abstract:

Revisions to seasonally adjusted real time data have two separate but inter-related sources. One of these sources is the technical procedure of the method used for seasonal adjustment, while the other is the revision process of unadjusted data in real time. This paper deals with the empirical quantification of and decomposition into these sources for important German business cycle indicators. Revisions of unadjusted real time data are found to play the larger role. Since these imply the use of newly available information, compared to technical revisions from the seasonal adjustment method, they are the lesser of two evils.

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