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Seasonal adjustment of CPIs during the COVID‑19 pandemic and beyond

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Organisation for Economic Co-operation and Development2026-04-11 收录
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https://www.oecd.org/en/publications/seasonal-adjustment-of-cpis-during-the-covid-19-pandemic-and-beyond_dac02d60-en.html
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This paper examines the presence of seasonality in CPI in 36 OECD economies that provide monthly CPI data and reviews the properties of standard methods, namely X-13 and TRAMO-SEATS, in performing the adjustment. Evidence from statistical tests points to the presence of seasonality in headline CPI and its components, with stronger seasonality in...
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