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  • Search: subject:"Business Cycle Decomposition"
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Year of publication
Subject
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Business Cycle Decomposition 1 Forecasting 1 Signal Extraction 1 Singular Spectrum Analysis 1 Singular Value Decomposition 1 Tourism Income 1 United Kingdom 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Beneki, Christina 1 Eeckels, Bruno 1 Leon, Costas 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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MPRA Paper 1
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RePEc 1
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Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach
Beneki, Christina; Eeckels, Bruno; Leon, Costas - Volkswirtschaftliche Fakultät, … - 2009
We present and apply the Singular Spectrum Analysis (SSA), a relatively new, non-parametric and data-driven method used for signal extraction (trends, seasonal and business cycle components) and forecasting of the UK tourism income. Our results show that SSA outperforms slightly SARIMA and...
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