An Application of TRAMO-SEATS: Model Selection and Out-of-sample Performance. The Swiss CPI series

Series: Working Papers. 0014.
Author: Agustín Maravall and Fernando J. Sánchez.
Topics: Quantitative methods | Prices and margins | Inflation.
Series: Working Papers. 0014.
Author: Agustín Maravall and Fernando J. Sánchez.
Topics: Quantitative methods | Prices and margins | Inflation.