Benchmarking Systems of Seasonally Adjusted Time Series

When a system of time series is seasonally adjusted, generally the accounting constraints originally linking the series are not fulfilled. To overcome this problem, we discuss an extension to a system of series linked by an accounting constraint of the classical univariate benchmarking procedure due...

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Veröffentlicht in:	Journal of business cycle measurement and analysis 2005-06, Vol.2005 (1), p.89-123
Hauptverfasser:	Marini, Marco, Fonzo, Tommaso di
Format:	Artikel
Sprache:	eng
Schlagworte:	Accounting constraints Benchmarking Denton's movement preservation principle economics Systems of time series
Online-Zugang:	Volltext
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