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Applying and Interpreting Model - Based Seasonal Adjustment. The Euro - Area Industrial Production Series
16 references·4 citing·53 second hop
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References

  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 2013Gross capital flows: Dynamics and crises712 cited
  • 2002Issues Involved With the Seasonal Adjustment of Economic Time Series249 cited
  • 2010Mitigating the pro-cyclicality of Basel II171 cited
  • 2011FiMod — A DSGE model for fiscal policy simulations120 cited
  • 2010The Incidence of Nominal and Real Wage Rigidity: An Individual-Based Sectoral Approach117 cited
  • 1984Issues Involved With the Seasonal Adjustment of Economic Time Series116 cited
  • 2010Employment Fluctuations in a Dual Labor Market111 cited
  • 2010How Does Competition Impact Bank Risk-Taking?108 cited
  • 2011Income and Democracy: Revisiting the Evidence100 cited
  • 2010What Do Premiums Paid for Bank M&As Reflect? The Case of the European Union96 cited
  • 2010Credit Supply: Identifying Balance-Sheet Channels with Loan Applications and Granted Loans95 cited
  • 2011A systematic approach to multi-period stress testing of portfolio credit risk94 cited
  • 1980Data revisions with moving average seasonal adjustment procedures90 cited
  • 2010The Response of Household Wealth to the Risk of Losing the Job: Evidence from Differences in Firing Costs

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86 cited
  • 2015Banking Competition, Collateral Constraints and Optimal Monetary Policy80 cited
  • Cited by

    • 2012The Schooling Response to a Sustained Increase in Low-Skill Wages: Evidence from Spain 1989-200975 cited
    • 2012Can We Use Seasonally Adjusted Indicators in Dynamic Factor Models?46 cited
    • 2012Bank Leverage Cycles32 cited
    • 2011Optimal Monetary Policy with State-Dependent Pricing18 cited