Browsing ECO Articles by Author "FIORENTINI, Gabriele"

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Browsing ECO Articles by Author "FIORENTINI, Gabriele"

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    Title: Unobserved Components in Arch Models: An Application to Seasonal Adjustment  Author(s): FIORENTINI, Gabriele; MARAVALL, Agustin Date: 1996 Type of Publication: Article Abstract: The paper deals with unobserved components in ARIMA models with GARCH errors, in the context of an actual application, namely seasonal adjustment of the monthly Spanish money supply series. The series shows clear evidence ...