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  • Search: subject:"Applied Time Series Analysis"
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Year of publication
Subject
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Applied Time Series Analysis 5 Time series analysis 4 Zeitreihenanalyse 4 Theorie 3 Theory 3 Applied Principal Component Analysis 2 Fertility Projection 2 Forecasting model 2 Prognoseverfahren 2 applied time series analysis 2 Applied time series analysis 1 Box-Jenkins modelling 1 Business Cycles 1 Business cycle 1 Deutschland 1 Direct / Indirect Adjustment 1 Fertility 1 Fertilität 1 Financial Markets 1 Financial market 1 Finanzmarkt 1 Forecasting of Macroeconomic Time Series 1 Germany 1 Greek Macroeconomic Time Series 1 Hauptkomponentenanalyse 1 Inflation 1 Konjunktur 1 Outliers 1 Principal component analysis 1 Seasonal Adjustment 1 Time Series "Linearization" 1 Time Series Trans-formation 1 Trend-cycle estimation 1 conditional variance 1 direct and indirect adjustment 1 economic time series 1 efficient market hypothesis 1 forecasting of macroeconomic time series 1 outlier analysis 1 outliers 1
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Online availability
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Free 6 Undetermined 1
Type of publication
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Book / Working Paper 6 Article 2
Type of publication (narrower categories)
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Working Paper 3 Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 8
Author
All
Milionis, Alexandros E. 3 Galanopoulos, Nikolaos G. 2 Maravall, Agustín 2 Vanella, Patrizio 2 Kim, Chang-jin 1 Morley, James C. 1 Piger, Jeremy Max 1
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Institution
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Banco de España 2 Bank of Greece 1
Published in...
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Banco de España Working Papers 2 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 1 Hannover Economic Papers (HEP) 1 Macroeconomic dynamics 1 Theoretical economics letters 1 Working Paper / Bank of Greece 1 Working Papers / Bank of Greece 1
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Source
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ECONIS (ZBW) 4 RePEc 3 EconStor 1
Showing 1 - 8 of 8
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A study of the effect of data transformation and "linearization" on time series forecasts: a practical approach
Milionis, Alexandros E.; Galanopoulos, Nikolaos G. - 2020
Persistent link: https://www.econbiz.de/10012264930
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The total fertility rate in Germany until 2040: A stochastic principal components projection based on age-specific fertility rates
Vanella, Patrizio - 2016
Demographic change is one of the greatest challenges faced by Germany as well as a large part of Europe today. One of the main drivers of this change is the low fertility level, often referred to as the Total Fertility Rate (TFR), since the early 1970s. Therefore, on the one hand, while the...
Persistent link: https://www.econbiz.de/10011616033
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The total fertility rate in Germany until 2040 : a stochastic principal components projection based on age-specific fertility rates
Vanella, Patrizio - 2016
Demographic change is one of the greatest challenges faced by Germany as well as a large part of Europe today. One of the main drivers of this change is the low fertility level, often referred to as the Total Fertility Rate (TFR), since the early 1970s. Therefore, on the one hand, while the...
Persistent link: https://www.econbiz.de/10011527282
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Forecasting economic time series in the presence of variance instability and outliers
Milionis, Alexandros E.; Galanopoulos, Nikolaos G. - In: Theoretical economics letters 9 (2019) 8, pp. 2940-2964
Persistent link: https://www.econbiz.de/10012214751
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Introduction to "Special issue on the Empirical analysis of business cycles, financial markets, and inflation : essays in honor of Charles Nelson"
Kim, Chang-jin; Morley, James C.; Piger, Jeremy Max - In: Macroeconomic dynamics 19 (2015) 4, pp. 723-727
Persistent link: https://www.econbiz.de/10011309220
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An application of the Tramo Seats automatic procedure; direct versus indirect adjustment
Maravall, Agustín - Banco de España - 2005
The ARIMA model based methodology of programs TRAMO and SEATS for seasonal adjustment and trend cycle estimation was applied to the exports, imports, and balance of trade Japanese series in Maravall (2002). The programs were used in an automatic mode, and the results analyzed. The present paper...
Persistent link: https://www.econbiz.de/10005099917
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Modelling Economic Time Series in the Presence of Variance Non-Stationarity: A Practical Approach
Milionis, Alexandros E. - Bank of Greece - 2003
Although non-stationarity in the level of a time series is always tested (and there is a variety of tests for this purpose), non-stationarity in the variance is sometimes neglected in applied research. In this work, the consequences of neglecting variance non-stationarity in economic time...
Persistent link: https://www.econbiz.de/10005321922
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An Application of TRAMO-SEATS: Automatic Procedure and Sectoral Aggregation
Maravall, Agustín - Banco de España - 2002
Programs TRAMO and SEATS, that contain an ARIMA-model-based methodology, are applied for seasonal adjustment and trend-cycle estimation of the exports, imports, and balance of trade Japanese series. The programs are used in an automatic mode, and the results are found satisfactory. It is shown...
Persistent link: https://www.econbiz.de/10004981017
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