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Bibliographie

Auteur

Affiliation

Alain Quartier-la-Tente

LEMNA

Alexandrov, Theodore, Silvia Bianconcini, Estela Dagum, Peter Maass, and Tucker McElroy. 2012. “A Review of Some Modern Approaches to the Problem of Trend Extraction.” Econometric Reviews 31 (November): 593–624. https://doi.org/10.1080/07474938.2011.608032.

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———. 2001. Feature Article: Interpreting Time Series Data. Canberra, Australia: Australian Bureau of Statistics. https://www.abs.gov.au/Ausstats/abs@.nsf/0/cfa19371d1bfab40ca256f2a000feb10/$FILE/ATTQPLS5/Time%20Series_Final.pdf.

———. 2003. A Guide to Interpreting Time Series – Monitoring Trends. Canberra, Australia: Australian Bureau of Statistics. https://www.abs.gov.au/ausstats/abs@.nsf/mf/1349.0.

———. 2008. Australian Bureau of Statistics Guidelines for Presentation and Analysis of Time Series Data. Canberra, Australia: Australian Bureau of Statistics. https://unstats.un.org/unsd/dnss/docViewer.aspx%3FdocID%3D2058&ved=2ahUKEwiQ19qI-ISNAxUHU6QEHWalKlwQFnoECBYQAQ&usg=AOvVaw025uOFvGdH9PvjKiizOIbD.

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Dagum, Estela Bee. 1996. “A New Method to Reduce Unwanted Ripples and Revisions in Trend-Cycle Estimates from x-11-ARIMA.” Survey Methodology 22: 77–84. https://www150.statcan.gc.ca/n1/en/pub/12-001-x/1996001/article/14383-eng.pdf?st=UY9RsNkK.

Dagum, Estela Bee, and Silvia Bianconcini. 2008. “The Henderson Smoother in Reproducing Kernel Hilbert Space.” Journal of Business & Economic Statistics 26: 536–45. https://doi.org/10.1198/073500107000000322.

———. 2015. “A new set of asymmetric filters for tracking the short-term trend in real-time.” The Annals of Applied Statistics 9 (3): 1433–58. https://doi.org/10.1214/15-AOAS856.

———. 2016. Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation. Springer.

———. 2023. “Monitoring the Direction of the Short-Term Trend of Economic Indicators.” Econometric Reviews 42 (5): 421–40. https://doi.org/10.1080/07474938.2023.2209008.

Dagum, Estela Bee, and Alessandra Luati. 2009. “A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation.” Econometric Reviews 28 (1-3): 40–59. https://doi.org/10.1080/07474930802387837.

Darné, Olivier, and Estelle Bee Dagum. 2009. “Performance of short-term trend predictors for current economic analysis.” Economics Bulletin 29 (1): 79–89. http://www.accessecon.com/Pubs/EB/2009/Volume29/EB-09-V29-I1-P7.pdf.

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Fan, Jianqing, and Irène Gijbels. 1992b. “Variable Bandwidth and Local Linear Regression Smoothers.” The Annals of Statistics 20 (4): 2008–36. https://doi.org/10.1214/aos/1176348900.

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———. 2009b. “Characterization and Dating of Economic Cycles in the Euro Area.” Revue Économique 60 (3): 703–12. https://doi.org/10.3917/reco.603.0703.

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———. 2002. “On a Family of Finite Moving-Average Trend Filters for the Ends of Series.” Journal of Forecasting 21 (2): 125–49. https://doi.org/10.1002/for.817.

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Ladiray, Dominique, and Alain Quartier-la-Tente. 2018. “Du Bon Usage Des Modèles Reg-ARIMA En Désaisonnalisation.” XIIIèmes Journées de Méthodologie Statistique de l’Insee. https://journees-methodologie-statistique.insee.net/wp-content/uploads/2018/S05_1_ACTEv3_QUARTIERLATENTE_JMS2018.pdf.

Ladiray, Dominique, and Benoît Quenneville. 2011. Seasonal Adjustment with the x-11 Method. Springer. https://doi.org/10.1007/978-1-4613-0175-2.

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McElroy, Tucker, and Marc Wildi. 2020. “The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions.” Econometrics and Statistics 14 (C): 112–30. https://doi.org/10.1016/j.ecosta.2019.12.004.

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Palate, Jean, and Alain Quartier-la-Tente. 2024. Rjd3filters: Trend-Cycle Extraction with Linear Filters. https://github.com/rjdverse/rjd3filters.

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Quartier-la-Tente, Alain. 2024a. “Estimation En Temps réel de La Tendance Cycle : Apport de l’utilisation de Moyennes Mobiles Asymétriques.” Document de Travail Méthodologique Insee, no. M2024/01. https://github.com/InseeFrLab/DT-est-tr-tc.

———. 2024b. “Improving Real-Time Trend Estimates Using Local Parametrisation of Polynomial Regression Filters.” Journal of Official Statistics 40 (4): 685–715. https://doi.org/10.1177/0282423X241283207.

———. 2025a. “Estimation de La Tendance-Cycle Avec Des Méthodes Robustes Aux Points Atypiques.” https://aqlt.github.io/robustMA/.

———. 2025b. publishTC: Tools to Help to Publish the Trend-Cycle Component.

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