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
Agenda
| 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