2012 Workshop on methodological issues in Seasonal Adjustment

We are pleased to inform you about the "Workshop on methodological issues in Seasonal Adjustment" that will be held in Eurostat, Luxembourg as a one day event starting 6th March 2012, 9.00h.

The objective of this 2012 workshop is to share practices and knowledge, facilitating the exchange between experts and process managers in relation with seasonal adjustment. It intends to be a free forum of discussion with an active involvement of participants.


Bech Building, Quetelet Room

5, rue Alphonse Weicker

L-2721 Luxembourg-Kirchberg, Luxembourg




Tuesday, 6th of March 2012    
09:00 - 09:15 Opening of the Seminar    
09:15 - 10:15 Keynote Speech    
  Is reg-ARIMA modelling reliable in large-scale seasonal adjustment?  Agustín Maravall Bank of Spain
10:30 - 11:15 Session 1: Outliers and misleading signals    
  Session leader: Robert Kirchner   Deutsche Bundesbank
  1.1 Role of outlier detection and replacement in practical seasonal adjustment Jens Mehrhoff Deutsche Bundesbank
  1.2 Fixing Outliers Automatically in Seasonal Adjustment: Testing three algorithms by history analysis Oyvind Langsrud Statistics Norway
  1.3 Effects of Outliers on Trend-Cycle estimates Stephanus Arz ECB
11:15 - 11:30 Coffee break    
11:30 - 12:30 Session 2: Direct/indirect seasonal adjustment    
  Session leader: Dario Buono   Eurostat
  2.1 New innovative 3-way ANOVA a-priori test for direct vs. indirect approach in Seasonal Adjustment   paper Enrico Infante, Dario Buono Eurostat
  2.2 Seasonal adjustment of euro area exports and imports of goods: the direct versus the indirect approach Carmen Picón Aguilar ECB
  2.3 Software tool to choose direct/indirect approach (paper) Necmettin Alpay Koçak, Akin Öztürk Turkish Statistical Institute
  2.4 Comparison direct/indirect adjustment of Mexican economic indicators (paper) Blanca Rosa Sainz López INEGI, México
12:30 - 14:00 Lunch break    
14:00 - 14:45 Session 3: Other methodological issues    
  Session leader: Faiz Alsuhail   Statistics Finland
  4.1 Demetra+ state of the art Jean Palate National Bank of Belgium
  4.2 On time aggregation and Seasonal Adjustment Anna Ciamola, Claudia Cicconi, Francesca di Palma ISTAT
  4.3 Differences with Demetra+ and Demetra 2.2 Faiz Alsuhail Statistics Finland
14:45 - 15:00 Coffee break    
15:00 - 16:00 Session 4: Seasonal adjustment experiences    
  Session leader: Gary Brown   ONS
  3.1 Seasonal Adjustment at Statistics Sweden: strategies, current practices and major issues Suad Elezovic Statistics Sweden
  3.2 Seasonal Adjustment of data derived from labour force surveys: some specific issues Jean-Michel Pasteels International Labour Office
  3.3 Practical experiences in seasonal adjustment of strongly correlated time series: case of Estonia Mihkel Täht Statistics Estonia
  3.4 Seasonal adjustment of short-term statistics by Eurostat Simo Pasi Eurostat
16:0 - 17:00 Panel discussion: Robert Kirchner   Deutsche Bundesbank


Organisational issues

Organising committee

Eurostat + European Central Bank

Local Organisation

Eurostat, unit B1

Contact: Pilar.Rey-del-Castillo@ec.europa.eu