Euro-Indicators conferences

Registration 8.00 - 9.00

9.30 - 10.10

Kenneth F. Wallis (Warwick University, UK), Seasonality, adjustment and modelling for forecasting and policy analysis: retrospect and prospect, (Room M6)
Chair: Nikolaus Wurm, Eurostat

Presentation slides (PDF 132 Kb)

Coffee break 10.10 - 10.30

Parallel sessions

Session 1: Seasonal features, integration and co-integration (Room M6)
Chair: James Mitchell, NIESR, London

Laurent Ferrara (Centre d’Observation Economique and ENS Cachan MORA, FR) and Dominique Guégan (ENS Cachan, Département Economie et Gestion and MORA, and IEF Senior Academic Fellow, FR), Modeling fractional seasonality in economic activity

• Yoshinori Kawasaki (The Institute of Statistical Mathematics, Tokyo, JP), A structural time series model facilitating flexible seasonality

• Thomas M. Trimbur (Board of Directors of the Federal Reserve System), Seasonal heteroskedasticity in time series data: modeling, estimation, and testing

• Stuart Scott (U.S. Bureau of Labor Statistics), Evaluation of X-11 and model-based seasonal adjustment methods for U.S. economic time series

• D.S.G. Pollock (Queen Mary, University of London, UK), Wiener-Kolmogorov filtering, frequency-selective filtering and polynomial regression

David Findley (U.S. Census Bureau), Finite-sample diagnostics for model-based seasonal adjustment, (Room M6)
Chair: Inna Šteinbuka, Eurostat

Lunch 12.35 - 14.00

Siem Jan Koopman (Vrije Universiteit Amsterdam, NL), The modelling and forecasting of economic time series using periodic unobserved components, (Room M6)
Chair: Giovanni Savio, Eurostat
  

Tommaso Proietti (Università di Roma “Tor Vergata” and GRETA, IT) and Marco Riani (Università di Parma), Transformations and seasonal adjustment, (Room M6)
Chair: Gian Luigi Mazzi, Eurostat 
  

Coffee break 15.20 - 15.40

Andrew Harvey (University of Cambridge, UK), Seasonality and unobserved component models: an overview, (Room M6)
Chair: Gain Luigi Mazzi, Eurostat  
  

Parallel sessions

Session 4: Recent developments in seasonal adjustment (Room M6)
Chair: Christophe Planas, JRC

• John A. D. Aston (Institute of Statistical Science Academia Sinica Taiwan), Comparison of methods accounting for outliers during seasonal adjustment   
  

• Stephanus Arz (Deutsche Bundesbank, DE), A new time series model for the seasonal adjustment of economic data with trend cycle movement and sharp irregular seasonal fluctuations   
  

• Carole Birrell, David G. Steel and Yan-Xia Lin (University of Wollongong, AU), Seasonal adjustment of aggregate series using univariate and multivariate basic structural models    
  

• Stéphane Gregoir (CREST-INSEE, FR), An alternative framework for univariate and multivariate seasonal adjustment
  

Session 5: National experiences on seasonal adjustment (Room M1)
Chair: Brian Newson, Eurostat

•  Mihkel Täht (Statistical Office of Estonia, EE), Seasonal adjustment and forecasting of quarterly Gross Domestic Product: Estonian experience
  

• Nomeda Bratcikoviene (Statistics Lithuania), The influence of changes in model on seasonal adjusted data

• Riccardo Gatto (ISTAT, Labour Force Survey, IT), Series revision and seasonal adjustment of short time series in presence of a major methodological break

Session 6: Tools developments for seasonal adjustment (Room M2)
Chair: Jean-Marc Museux, Eurostat

Ulrike Cieplik (Federal Statistical Office, Destatis), BV4.1 – Methodology and user-friendly software for decomposing economic time series

• C.H. McLaren, D. McCaskill and Marc Zhang (Australian Bureau of Statistics, AU), SEASABS: Australian Bureau of Statistics seasonal adjustment package

•  Brian Monsell (U. S. Census Bureau), Recent developments in seasonal adjustment software at the Census Bureau  

Benoît Quenneville, S. Fortier, Z.G. Chenzand and E. Latendresse (Statcan, CA), Recent developments in benchmarking to annual totals in X-12-ARIMA and at Statistics Canada, (Room M6)
Chair: Klaus Reeh, Eurostat
  

Coffee break 10.20 - 10.40

Parallel sessions

Session 7: Recent developments in seasonal adjustment (Room M6)
Chair: Robert Kirchner, Bundesbank

William R. Bell (U.S. Census Bureau), Some consideration of seasonal adjustment variances
 

•  Thomas Evans, Jerry Fields, and Stuart Scott (Bureau of Labor Statistics, US), Developing and improving a moving regression weekly seasonal adjustment program  

Session 9: Seasonal adjustment and business cycle analysis (Room M2)
Chair: Antonio Matas Mir, ECB

Siem Jan Koopman, Marius Ooms and Irma Hindrayanto (Vrije Universiteit Amsterdam, NL), Periodic unobserved cycles in seasonal time series: identification and estimation
 

• Z. Menezes, M. Black, C.H. McLaren, N. von Sanden and X. Zhang (Australian Bureau of Statistics, AU), Timely detection of turning points: Should I use the seasonally adjusted or trend estimates?

Augustin Maravall (Bank of Spain, ES), An application of program TSW to a set of macroeconomic series, (Room M6)
Chair: Pedro Diaz Muñoz

Lunch 12.35 - 14.00

Alain Hecq (Maastricht University, NL), Seasonal co-movements in the Eurozone: Pitfalls and new results, (Room M6)
Chair: Mark Jeavons, Eurostat 
  

Robert Taylor (University of Nottingham School of Economics, UK), Efficient tests of the seasonal unit root hypothesis, (Room M6)
Chair: Mark Jeavons, Eurostat
    

Coffee break 15.30 - 15.40

ROUND TABLE: "Seasonal adjustment of European aggregates"
Chair: Inna Šteinbuka, Eurostat and Pedro Diaz Muñoz, Eurostat 
  

WELCOME by Mr Hervé Carré, General Director of Eurostat
Chair: Nikolaus Wurm, Eurostat

 Dinner reception 19.00 - 21.00

Marc Wildi (Zurich University, CH), Real-time signal estimation: an efficient alternative to traditional model-based approaches (X-12-ARIMA, TRAMO/SEATS), (Room M6)
Chair: Mary McCarthy, DG ECFIN  
  

Coffee break 10.20 - 10.40

Parallel sessions

Session 10: Forecasting, seasonality and seasonal adjustment (Room M6)
Chair: Jacques Anas, COE, Paris

Fida Hussain and Nigel Stuttard (ONS, UK), Forecasting the LFS
 

•  Alex Teterukovsky (Statistics Sweden, SE), Seasonality in investments, investment plans and their revisions  

Session 12: Seasonal features, integration and co-integration (Room M2)
Chair: Gianluca Cubadda, Università di Roma II

Byeongchan Seong (Pohang University of Science and Technology, KR), Sinsup Cho (Seoul National University, KR), S. Y. Hwang (Sookmyung Women’s University, KR), and Sung K. Ahn Washington State University, US), Effects of mis-specification of seasonal cointegrating ranks: An empirical study
 

• Artur C. B. da Silva Lopes (ISEG—UTL and CEMAPRE, PT), Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests

• Tomas del Barrio Castro (University of Barcelona, ES), Denise R Osborn (University of Manchester, UK), A random walk through seasonal adjustment: noninvertible moving averages and unit root tests

Lunch 12.15 - 14.00 (reception for speakers and chairs

Estela Bee Dagum (University of Bologna, IT), The Henderson smoother in reproducing Kernel Hilbert space, (Room M6)
Chair: Gian Luigi Mazzi, Eurostat  
  

CLOSING Inna Šteinbuka, Eurostat
Chair: Gian Luigi Mazzi, Eurostat