Modelling high frequency non-financial big time series with an application to jobless claims in Chile
Antoni Espasa, Guillermo Carlomagno
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Espasa Terrades, Antoni ; Carlomagno, Guillermo |
| Publisher: |
Santiago, Chile : Banco Central de Chile |
| Subject: | aggregation | several seasonality (daily) | weekly | monthly and annual) | complexannual calendar composition | weather variables | interactive effects | switching regimes | multiplicative | dynamic and non-linear structures | designing of exogenous variables | Autometrics,macroeconomic leading indicators | jobless claims | Zeitreihenanalyse | Time series analysis | Chile | Arbeitslosigkeit | Unemployment | Saisonale Schwankungen | Seasonal variations | Schätzung | Estimation | Schätztheorie | Estimation theory | Konjunktur | Business cycle | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Aggregation |
freely available
| Extent: | 1 Online-Ressource (circa 26 Seiten) Illustrationen |
|---|---|
| Series: | Documentos de trabajo Banco Central de Chile. - Santiago : [Verlag nicht ermittelbar], ZDB-ID 2403924-X. - Vol. no 1023 (octubre 2024) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015173668