Research Discussion Paper – RDP 2015-13 Seasonal Adjustment of Chinese Economic Statistics

Contents

• Introduction
• Seasonal Adjustment with Chinese Moving Holiday Effects
• Seasonally Adjusting Chinese Economic Time Series
• Concluding Remarks
• Appendix A: Data
• Appendix B: Outlier Corrections, Seasonal Filters and Diagnostic Tests
• Appendix C: Additional Figures
• References

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We would like to thank Christopher Kent, John Simon, Alexandra Heath, James Holloway, David Jacobs, Alex Cooper and conference participants at the Chinese Economists Society 2014 China Conference in Guangzhou for helpful comments and suggestions. In preparing this paper we benefited from the insights of earlier internal work undertaken on this topic by Jamie Hall, Ashley Craig, Hao Wang, Adam Cagliarini and Anthony Rush. Naturally, we accept responsibility for any remaining errors.