Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/286547 
Year of Publication: 
2021
Citation: 
[Journal:] SERIEs - Journal of the Spanish Economic Association [ISSN:] 1869-4195 [Volume:] 12 [Issue:] 4 [Year:] 2021 [Pages:] 687-708
Publisher: 
Springer, Heidelberg
Abstract: 
We present a procedure to perform seasonal adjustment over daily sales data. The model adjusts daily information from the Immediate Supply of Information System for Value Added Tax declaration forms compiled by the Spanish Tax Agency. The procedure performs signal extraction and forecasting at the daily frequency, by means of an unobserved components model. The daily information allows a permanently updated monitoring of the short-term economic conditions of the Spanish economy.
Subjects: 
Tax data
Daily time series
Short-term forecasts
Unobservedcomponents model
JEL: 
C22
C32
C53
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article

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