Search Results - subject:"Functional principal component analysis"

Using density forecast for growth-at-risk to improve transmission mechanisms mean forecast of GDP growth in Korea

Chang, Yoosoon; Kim, Yong Gun; Kwak, Boreum; Park, Joon Y. - 2024

Persistent link: https://www.econbiz.de/10015053925

Using density forecast for growth-at-risk to improve mean forecast of GDP growth in Korea

Chang, Yoosoon; Kim, Yong Gun; Kwak, Boreum; Park, Joon Y. - 2024

Persistent link: https://www.econbiz.de/10015053950

Forecasting intraday financial time series with sieve bootstrapping and dynamic updating

Shang, Han Lin; Ji, Kaiying - In: Journal of forecasting 42 (2023) 8, pp. 1973-1988

Persistent link: https://www.econbiz.de/10014432826

Functional data analysis for Brazilian term structure of interest rate

Vaz, Lucélia Viviane; Raad, Rodrigo Jardim - In: Revista Brasileira de Finanças : RBFin 20 (2022) 1, pp. 82-104

Persistent link: https://www.econbiz.de/10013257699

Forecasting Australian fertility by age, region, and birthplace

Yang, Yang; Shang, Han Lin; Raymer, James - In: International journal of forecasting 40 (2024) 2, pp. 532-548

Persistent link: https://www.econbiz.de/10014547181

Functional data analysis for Brazilian term structure of interest rate

Vaz, Lucélia; Raad, Rodrigo Jardim - 2021

Persistent link: https://www.econbiz.de/10013207456

A dynamic separable network model with actor heterogeneity: An application to global weapons transfers*

Lebacher, Michael; Thurner, Paul W.; Kauermann, Göran - In: Journal of the Royal Statistical Society: Series A … 184 (2020) 1, pp. 201-226

quantifies the corresponding effects. Additionally, we subject the time-varying heterogeneity effects to a functional principal … component analysis. This analysis serves as an exploratory tool and allows us to identify countries with exceptional increases …

Persistent link: https://www.econbiz.de/10012509503

Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces

Shang, Han Lin; Kearney, Fearghal - In: International journal of forecasting 38 (2022) 3, pp. 1025-1049

Persistent link: https://www.econbiz.de/10013349639

Multi-population modelling and forecasting life-table death counts

Shang, Han Lin; Haberman, Steven; Xu, Ruofan - In: Insurance / Mathematics & economics 106 (2022), pp. 239-253

Persistent link: https://www.econbiz.de/10013380527

Two Stories of Wage Dynamics in Latin America: Different Policies, Different Outcomes

Canavire Bacarreza, Gustavo J; Carvajal-Osorio, Luis C. - 2018

decomposition of the wage distribution in each country using functional principal component analysis is conducted. The results …

Persistent link: https://www.econbiz.de/10011873588