Search Results - subject:"State Space Model"

Simultaneous nowcasting of Netherlands' macroeconomic trends and seasonal patterns based on Fourier analysis

Pijpers, Frank P.; Harlaar, Lucas; Brakel, Jan A. van den; … - 2025

Persistent link: https://www.econbiz.de/10015408522

Estimating regional integration using the Bayesian state-space approach

Albis, Manuel Leonard; Tayag, Mara Claire; Kang, Jong Woo - 2024

Estimating regional integration faces challenges because of incomplete data from missing values and insufficient time spans. A key advantage of a dynamic factor model estimated using the Bayesian state-space approach is its ability to handle missing values and aggregation of the regional...

Persistent link: https://www.econbiz.de/10014457750

Tale about inflation tails

Grishchenko, Olesya V.; Wilcox, Laura - 2024

Persistent link: https://www.econbiz.de/10015054044

Staying positive : challenges and solutions in using pure multiplicative ETS models

Svetunkov, Ivan; Boylan, John Edward - In: IMA journal of management mathematics 35 (2024) 3, pp. 403-425

Persistent link: https://www.econbiz.de/10014634207

Global and local components of output gaps

Eckert, Florian; Mühlebach, Nina - In: Empirical economics : a quarterly journal of the … 65 (2023) 5, pp. 2301-2331

Persistent link: https://www.econbiz.de/10014388930

Improving output gap estimation : a bottom-up approach

Rathke, Alexander; Streicher, Sina - 2023

We propose a multivariate Bayesian state space model to identify potential growth and the output gap consistent with …

Persistent link: https://www.econbiz.de/10014427292

Analysis forecasting of gasoline prices in some ASEAN countries by using state space representation on vector autoregressive model

Mustofa Usman; Komarudin, M.; Nurhanurawati, Nurhanurawati - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 194-202

Persistent link: https://www.econbiz.de/10014433779

Strategic decision-making on mining sector company stock prices and economic variable (state space model application)

Ahadiat, Ayi; Kesumah, Fajrin Satria Dwi; Azhar, Rialdi; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 3, pp. 177-184

Persistent link: https://www.econbiz.de/10014366763

Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models

Hartkopf, Jan Patrick - In: Empirical economics : a quarterly journal of the … 64 (2023) 1, pp. 393-436

Persistent link: https://www.econbiz.de/10014226292

Introducing shrinkage in heavy-tailed state space models to predict equity excess returns

Huber, Florian; Kastner, Gregor; Pfarrhofer, Michael - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 535-553

Persistent link: https://www.econbiz.de/10015193830

A service of the

zbw