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Activity Details

453 * ! Wed, 8/2/2017, 8:30 AM - 10:20 AM CC-330
Recent Developments in Seasonal Adjustment — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): Gian Luigi Mazzi, Gopa Luxembourg
Chair(s): Tucker McElroy, U. S. Census Bureau
8:35 AM Automatic Detection of Seasonality and Seasonal Adjustment Using Wavelets Rebecca Killick, Lancaster University ; Ben Norwood, Lancaster University
8:55 AM Seasonal Adjustment of Daily Data with JDemetra+ Dominique Ladiray, INSEE
9:15 AM A Comparative Analysis of Alternative Approaches for the Seasonal Adjustment of Daily and Weekly Data Gian Luigi Mazzi, Gopa Luxembourg ; Dominique Ladiray, INSEE ; Jean Palate, National Bank of Belgium ; Tommaso Proietti, University of Rome II
9:35 AM Assessing the Informational Content of Seasonality Tests by Random Forests of Conditional Inference Trees Daniel Ollech, Deutsche Bundesbank ; Karsten Webel, Deutsche Bundesbank
9:55 AM Issues Related to the Modeling and Adustment of High Frequency Time Series Brian Monsell, U.S. Census Bureau ; Tucker McElroy, U. S. Census Bureau
10:15 AM Floor Discussion
 
 
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