التفاصيل البيبلوغرافية
العنوان: |
4. Seasonal adjustment in times of large shocks. |
المؤلفون: |
Arend, Tom, Botev, Jarmila, Guidetti, Emmanuelle, Mourougane, Annabelle, Park, Minsu |
المصدر: |
OECD Statistics Working Papers; 6/26/2024, Issue 4, p24-30, 7p |
مصطلحات موضوعية: |
CONSUMER price indexes, ECONOMIC seasonal variations, ECONOMIC shock, TIME series analysis, GLOBAL Financial Crisis, 2008-2009 |
مستخلص: |
The article explores seasonal adjustment of consumer price indexes (CPI) during periods of large shocks. It discusses studies of macroeconomic indicators that indicate the presence of seasonality in time series following a shock, including one on the impact of the 2008/2009 financial crisis on seasonally adjusted nonfarm payrolls data. It describes the outlier detection step in the seasonal adjustment process for CPI in episodes of large shocks. |
قاعدة البيانات: |
Complementary Index |