Social Sciences
8 years ago

Russian Macroeconomic Indicators Get Seasonal Adjustment Makeover, Boosting Accuracy.

RePEc: Research Papers in Economics
Empirical Analysis of the Properties of Methods of Seasonal Adjustment of Russian Macroeconomic Indicators
Olga Morgunova, Marina Turuntseva

Paper Summary

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Seasonal adjustment of economic data helps remove seasonal fluctuations, making it easier to analyze trends. In Russia, official statistics do not always provide seasonally adjusted figures, so researchers have to do it themselves using software. This study looked at different methods of seasonal adjustment for Russian macroeconomic indicators.