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  • Search: subject:"ARIMA models"
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Year of publication
Subject
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ARIMA models 51 Time series analysis 16 Zeitreihenanalyse 15 ARMA-Modell 14 ARMA model 13 ARIMA Models 7 Forecasting model 6 Prognoseverfahren 6 Estimation theory 4 Intervention 4 Parole abolition 4 Regression models 4 Schätztheorie 4 Sentence reform 4 Theorie 4 Theory 4 time series analysis 4 Autocorrelation 3 Coronavirus 3 Demand and Price Analysis 3 Filtering and Smoothing 3 Online monitoring 3 Seasonal adjustment 3 Structural time series models 3 Time series 3 VAR and ARIMA models 3 automatic modelling 3 change point detection 3 demand for banknotes 3 dynamic linear models 3 euro 3 exponential smoothing 3 forecast of banknotes in circulation 3 forecasting accuracy 3 in ation forecasting 3 intervention variables 3 phase space models 3 seasonality 3 state classification 3 time series 3
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Online availability
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Free 76 CC license 4
Type of publication
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Book / Working Paper 45 Article 29 Other 2
Type of publication (narrower categories)
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Working Paper 14 Article in journal 11 Aufsatz in Zeitschrift 11 Arbeitspapier 6 Article 6 Graue Literatur 6 Non-commercial literature 6 Thesis 1
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Language
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English 47 Undetermined 26 Spanish 2 Finnish 1
Author
All
Maravall, Agustín 5 Koopman, Siem Jan 4 Sridharan, Sanjeev 4 Bartzsch, Nikolaus 3 Brandi, Marco 3 Devigne, Lucas 3 Fried, Roland 3 Fritzer, Friedrich 3 Gather, Ursula 3 Imhoff, Michael 3 Maddaloni, Gianluca 3 Maravall Herrero, Agustín 3 Moser, Gabriel 3 Scharler, Johann 3 Sene, Gabriele 3 Vujic, Suncica 3 Bhaduri, Anik 2 Djanibekov, Nodir 2 Findley, David F. 2 Gómez, Angélica Rengifo 2 Haridy, Salah 2 Hyndman, Rob J. 2 Kaiser, Regina 2 Lytras, Demetra P. 2 Pastor, Raymond de 2 Posada Restrepo, Diana 2 Rey del Castillo, Pilar 2 Sitzimis, Ioannis 2 Tomic, Daniel 2 Wu, Zhang 2 Škare, Marinko 2 Aguilar, Tirza J. 1 Ahmad, Basheer 1 Ali, Asad 1 Aliaga Lordemann, Javier 1 Aliaga, F. Javier 1 Ana-Maria, Burcã 1 Anuradha, N. 1 Araújo, Luiz Fernando 1 Azar, Samih Antoine 1
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Institution
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Banco de España 6 Department of Econometrics and Business Statistics, Monash Business School 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Istituto Nazionale di Statistica (ISTAT) 2 Oesterreichische Nationalbank 2 BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Department of Agricultural and Resource Economics, University of California-Berkeley 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Economic Research Service, Department of Agriculture 1 European Association of Agricultural Economists - EAAE 1 Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Schweizerische Nationalbank (SNB) 1 Tinbergen Institute 1 Tinbergen Instituut 1
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Published in...
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Banco de España Working Papers 6 Monash Econometrics and Business Statistics Working Papers 4 MPRA Paper 3 ISAE Working Papers 2 Revista latinoamericana de desarrollo económico 2 Risks : open access journal 2 Tinbergen Institute Discussion Papers 2 Working Papers / Oesterreichische Nationalbank 2 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 1 53rd Annual Conference, Berlin, Germany, September 25-27, 2013 1 Amfiteatru Economic Journal 1 Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice 1 Asian Economic and Financial Review 1 BORRADORES DE ECONOMIA 1 Borradores de Economia 1 Brazilian Journal of Rural Economy and Sociology (RESR) 1 Business and Economic Research : BER 1 CEIS Research Paper 1 CESifo Working Paper 1 CESifo working papers 1 Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 1 Deutsche Bundesbank Discussion Paper 1 Discussion paper 1 Discussion paper / Tinbergen Institute 1 Documento de Trabajo 1 ETLA Discussion Papers 1 Economic Studies 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Economía Mexicana NUEVA ÉPOCA 1 Financial innovation : FIN 1 IRTG 1792 Discussion Paper 1 International Journal of Business and Economic Sciences Applied Research (IJBESAR) 1 International journal of business and economic sciences applied research : IJBESAR 1 Iranian economic review : journal of University of Tehran 1 Journal for Economic Forecasting 1 Journal of Agribusiness 1 Journal of Industrial Engineering and Management (JIEM) 1 Journal of industrial engineering and management : JIEM 1 Multinational Finance Journal 1 Ovidius University Annals, Economic Sciences Series 1
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Source
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RePEc 40 ECONIS (ZBW) 17 EconStor 14 BASE 5
Showing 1 - 10 of 76
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Understanding Unworked Time in Spain
Rey del Castillo, Pilar - 2024
This paper explores the evolution of non-working time in Spain over recent years by analysing the results of two surveys conducted by the National Statistics Institute: the Quarterly Survey on Labor Costs and the Labor Force Survey. Using time series models and intervention analysis, potential...
Persistent link: https://www.econbiz.de/10015211302
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Cover Image
Understanding unworked time in Spain
Rey del Castillo, Pilar - 2024
This paper explores the evolution of non-working time in Spain over recent years by analysing the results of two surveys conducted by the National Statistics Institute: the Quarterly Survey on Labor Costs and the Labor Force Survey. Using time series models and intervention analysis, potential...
Persistent link: https://www.econbiz.de/10015179218
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Forecasting banknote circulation during the COVID-19 pandemic using structural time series models
Bartzsch, Nikolaus; Brandi, Marco; de Pastor, Raymond; … - 2023
As part of the Eurosystem's annual banknote production planning, the national central banks draw up forecasts estimating the volumes of national-issued banknotes in circulation for the three years ahead. As at the end of 2021, more than 80 per cent of euro banknotes in circulation (cumulated net...
Persistent link: https://www.econbiz.de/10014320854
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Forecasting banknote circulation during the Covid-19 pandemic using structural time series models
Bartzsch, Nikolaus; Brandi, Marco; Devigne, Lucas; … - 2023
Persistent link: https://www.econbiz.de/10014391233
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Copula models of COVID-19 mortality in Minnesota and Wisconsin
Lei, Xianhui; Shemyakin, Arkady - In: Risks : open access journal 11 (2023) 11, pp. 1-17
In this study, we assess COVID-19-related mortality in Minnesota and Wisconsin with the aim of demonstrating both the temporal dynamics and the magnitude of the pandemic's influence from an actuarial risk standpoint. In the initial segment of this paper, we discuss the methodology successfully...
Persistent link: https://www.econbiz.de/10014436366
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Cover Image
Forecasting banknote circulation during the COVID-19 pandemic using structural time series models
Bartzsch, Nikolaus; Brandi, Marco; Pastor, Raymond de; … - 2023
As part of the Eurosystem’s annual banknote production planning, the national central banks draw up forecasts estimating the volumes of national-issued banknotes in circulation for the three years ahead. As at the end of 2021, more than 80 per cent of euro banknotes in circulation (cumulated...
Persistent link: https://www.econbiz.de/10014320825
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Using econometric models to manage the price risk of cocoa beans : a case from India
Kumar, Kepulaje Abhaya; Spulbăr, Cristi; Pinto, Prakash; … - In: Risks : open access journal 10 (2022) 6, pp. 1-18
This study aims at developing econometric models to manage the price risk of Dry and Wet Cocoa beans with the help of ARIMA (Autoregressive Integrated Moving Average) and VAR (Vector Auto Regressive). The monthly price of Cocoa beans is collected for the period starting from April 2009 to March...
Persistent link: https://www.econbiz.de/10013363126
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An optimal forecasting method of passenger traffic in Greek coastal shipping
Sitzimis, Ioannis - In: International Journal of Business and Economic Sciences … 14 (2021) 3, pp. 72-87
and to seasonal ARIMA models. Findings: The analysis results show that in fourteen popular coastal routes Winters … the time series data. No coastal line led to better results by seasonal Box-Jenkins ARIMA models. Research limitations …
Persistent link: https://www.econbiz.de/10014434597
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Investigating seasonality, policy intervention and forecasting in the Indian gold futures market : a comparison based on modeling non-constant variance using two different methods
Nargunam, Rupel; Wei, William W. S.; Anuradha, N. - In: Financial innovation : FIN 7 (2021), pp. 1-15
This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in the physical form. The trade of gold futures relates to seasons, festivity, and...
Persistent link: https://www.econbiz.de/10012617371
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Cover Image
An optimal forecasting method of passenger traffic in Greek coastal shipping
Sitzimis, Ioannis - In: International journal of business and economic sciences … 14 (2021) 3, pp. 72-87
and to seasonal ARIMA models. Findings: The analysis results show that in fourteen popular coastal routes Winters … the time series data. No coastal line led to better results by seasonal Box-Jenkins ARIMA models. Research limitations …
Persistent link: https://www.econbiz.de/10012801977
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