A Note on Exponentially Smoothed Seasonal Differences |
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| Authors: | Lars-Erik Öller |
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| Affiliation: | ?bo Academy, University of Helsinki and Ministry of Finance , P.O. Box 295, SF-00171 Helsinki, Finland |
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| Abstract: | Filtering economic time series can be justified if variations within a certain frequency interval are relevant for the problem at hand. It is shown here that exponential smoothing of seasonal differences provides a simple means of damping short oscillations, including seasonal ones. |
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| Keywords: | Seasonal adjustment Frequency domain Business cycle indicator |
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