Browsing by Author "Kukkonen, Pertti"

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  • Kukkonen, Pertti (1968)
    Suomen Pankin taloustieteellisen tutkimuslaitoksen julkaisuja. B 28
    1. INTRODUCTION 9 2. THE METHOD OF ITERATED MOVING AVERAGES 2.1. General Remarks 12 2.2. Weighted Moving Averages 13 2.3. Computational Steps 15 3. THE METHOD OF ITERATED MOVING AVERAGES AS A METHOD OF ESTIMATION 3.1. Constant Seasonal Patterns 18 3.1.1. The Method of Moving Averages in Operator Notation 19 3.1.2. Some Concepts of Spectral Analysis 21 3.1.3. The Efficiency of Iteration 22 3.1.4. HANNAN's Estimator for Constant Seasonal Patterns 24 3.2. Changing Seasonal Patterns 25 3.2.1. The Frequency Response Function of the Filters C 26 3.2.2. Expectation of the Estimate of the Seasonal Component 31 3.2.3. Iteration and the Slutzky-Yule Effect 36 3.2.4. On the Treatment of the First and Last Observations in a Time Series 42 3.3. Examples of the Application of the Method of Iterated Moving Averages 45 3.4. Alternative Methods 48 4. REGRESSION ANALYSIS AS A METHOD OF ESTIMATING SHORT-TERM VARIATIONS 4.1. Effect of the Residual Component on the Forecast Error in the Case of Optimal Linear Filters 51 4.2. On Defining the Seasonal and Calendar Variations in Regression Analysis 53 4.3. Various Types of Models Employed in the Regression Analysis of Seasonal and Calendar Variations 59 4.4. The Least Squares of Differences Method 61 4.4.1. The Criterion Suggested by RUIST 62 4.4.2. The Least-squares Criterion for Differences and the Classical Linear Regression Model 63 4.4.3. Restrictions on the Parameters 67 4.4.4. The Method of Restricted Least Squares 69 4.4.5. A Computational Procedure for the Method of Restricted Least Squares 70 4.5. Elimination of Seasonal and Calendar Variations from the Time-series Data for Econometric Models through the Regression Method 75 4.5.1. LOVELL's Theorem 76 4.5.2. The Effect of Linear Restrictions 79 4.5.3. The Trend-cycle Component, Calendar Variations and Short-term Changes in the Seasonal Pattern 82 4.6. Applications of the Regression Method 84 4.6.1. Specification of the Trend-cycle Component in Applications of the Least Squares of Differences Method 85 4.6.2. Abrupt Changes in the Seasonal Pattern 97 4.6.3. Calendar Variations100 4.6.4. The Special Seasonal Variations due to Unseasonal Weather Conditions103 4.6.5. The Impact of the Choice of a Seasonal Adjustment Method on the Estimation of a Demand for Labour Model109 4.6.6. A Summary of the Application of the Least Squares of Differences Method114 REFERENCES 115 LIST OF SYMBOLS 117 APPENDIX 1. The Bank of Finland Method of Iterated Moving Averages for the Analysis of Seasonal Variations 119 APPENDIX 2. The Weights of Alternative Smoothing Formulae in the Method of Iterated Moving Averages 123 APPENDIX 3. Finnish Economic Time Series Data Used in Applications 128
  • Kukkonen, Pertti (1981)
    Bank of Finland. Monthly Bulletin 55 ; 9 ; September
  • Kukkonen, Pertti (1970)
    Bank of Finland. Monthly Bulletin 44 ; 9 ; September
  • Kukkonen, Pertti; Tikkanen, Esko (1970)
    Suomen Pankki. D 25
    Tässä tutkimuksessa tarkastellaan ja arvioidaan erityisesti jäänmurtajien pääoma- ja käyttökustannuksia samoin kuin niiden tuottamia hyötyjä koko kansantalouden kannalta sen seikan selvittämiseksi3 mikä on taloudellisesti perusteltavissa oleva jäänmurtajainvestointien määrä. Tältä osin tutkimus on kokonaistaloudellista julkisten investointien suunnittelua. Tutkimuksessa sovellettavia kokonaistaloudellisen investointien suunnittelun periaatteita on esitetty talousneuvoston asettaman taloudellisen suunnittelun työryhmän mietinnössä1 . Näistä periaatteista on tutkimuksessa otettu sovellettavaksi kustannus-hyöty -analyysi. Yhdessä jäänmurtajapalvelusten ns. huippukysyntämallin kanssa kustannus-hyöty -analyysi muodostaa jäänmurtajainvestointien suunnittelun teoreettisen perustan.
  • Kukkonen, Pertti (1963)
    Bank of Finland. Series D 1
    1. The study of seasonal variations in Finland 2. The study of seasonal variations by means of regression analysis 3. A standard programme for the analysis of seasonal variations
  • Kukkonen, Pertti (1961)
    Bank of Finland. Monthly Bulletin 35 ; 8 ; August