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  • Search: subject:"Temporal Aggregation"
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Year of publication
Subject
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temporal aggregation 99 Aggregation 68 Temporal aggregation 66 Forecasting model 46 Prognoseverfahren 46 Theorie 44 Theory 43 Time series analysis 42 Zeitreihenanalyse 41 Temporal Aggregation 22 Forecasting 18 Estimation theory 17 Schätztheorie 17 ARMA model 15 ARMA-Modell 15 Forecast 15 Prognose 15 Estimation 13 forecasting 13 Schätzung 12 DSGE models 9 GARCH 8 mixed frequency data 8 monetary policy 8 Cointegration 7 Demand 7 Nachfrage 7 Oil price 7 Volatility 7 political budget cycles 7 Ölpreis 7 Causality analysis 6 Frühindikator 6 Kausalanalyse 6 Kointegration 6 Leading indicator 6 MIDAS models 6 Matching 6 VAR model 6 VAR-Modell 6
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Online availability
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Free 122 Undetermined 60 CC license 2
Type of publication
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Book / Working Paper 116 Article 85 Other 1
Type of publication (narrower categories)
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Article in journal 56 Aufsatz in Zeitschrift 56 Working Paper 42 Arbeitspapier 23 Graue Literatur 23 Non-commercial literature 23 Article 3 Aufsatz im Buch 3 Book section 3 research-article 2 Thesis 1
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Language
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English 131 Undetermined 71
Author
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Marcellino, Massimiliano 11 Foroni, Claudia 10 Kourentzes, Nikolaos 10 Athanasopoulos, George 8 Giannone, Domenico 8 Cartwright, Phillip A. 7 Lema, Daniel 7 Monti, Francesca 7 Petropoulos, Fotios 7 Reichlin, Lucrezia 7 Streb, Jorge M. 7 Miller, J. Isaac 6 Riabko, Natalija 6 Aadland, David 5 Garofalo, Pablo 5 Hyndman, Rob J. 5 Petrongolo, Barbara 5 Snudden, Stephen 5 Coles, Melvyn 4 Ghysels, Eric 4 Jager, Henk 4 Klaassen, Franc 4 Silvestrini, Andrea 4 Stevanović, Dalibor 4 Ahmad, Yamin 3 Babai, M. Zied 3 Boylan, John E. 3 Chang, Chia-Lin 3 Chudik, Alexander 3 Ermini, Luigi 3 Gałecka-Burdziak, Ewa 3 Georgiadis, Georgios 3 Lin, Fu-Lai 3 McAleer, Michael 3 Nikolopoulos, Konstantinos 3 Rostami-Tabar, Bahman 3 SILVESTRINI, Andrea 3 Sbrana, Giacomo 3 Shi, Wendong 3 Tserkezos, Dikaios 3
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Institution
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C.E.P.R. Discussion Papers 4 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 4 Department of Economics, University of Crete 3 Department of Economics, University of Hawaii-Manoa 3 EconWPA 3 Economics Department, University of Missouri 3 Erasmus University Rotterdam, Econometric Institute 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 School of Economics and Management, University of Aarhus 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Econometric Society 2 Economics Department, University of Wisconsin-Whitewater 2 London School of Economics (LSE) 2 Universidad del CEMA 2 Abteilung "Marktprozesse und Steuerung", Wissenschaftszentrum Berlin für Sozialforschung (WZB) 1 Banca d'Italia 1 Bank of England 1 Barcelona Graduate School of Economics (Barcelona GSE) 1 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 1 Centre for Economic Performance, LSE 1 Centre for Macroeconomics (CFM) 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Applied Economics, Utah State University 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics and Finance, College of Business and Economics 1 Department of Economics, City University 1 Department of Economics, European University Institute 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, National University of Singapore 1 East Asian Bureau of Economic Research (EABER) 1 Economics Department, Wesleyan University 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Institute for Monetary and Economic Studies, Bank of Japan 1 Institute for the Study of Labor (IZA) 1 Institute of Economic Research, Kyoto University 1 Konjunkturinstitutet, Government of Sweden 1
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Published in...
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International journal of forecasting 6 LCERPA working paper / LCERPA, Laurier Centre for Economic Research and Policy Analysis 5 Working paper / Department of Econometrics and Business Statistics, Monash University 5 CEPR Discussion Papers 4 CORE Discussion Papers 4 European journal of operational research : EJOR 4 Econometric Institute Report 3 Econometric Institute Research Papers 3 Empirical Economics 3 International journal of production economics 3 MPRA Paper 3 Working Paper 3 Working Papers / Department of Economics, University of Crete 3 Working Papers / Department of Economics, University of Hawaii-Manoa 3 Working Papers / Economics Department, University of Missouri 3 CEMA Working Papers: Serie Documentos de Trabajo. 2 Discussion paper 2 ECB Working Paper 2 Economic modelling 2 Economics Working Papers / School of Economics and Management, University of Aarhus 2 Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2 2 IZA Discussion Papers 2 International journal of production research 2 Journal of East Asian economic integration 2 Journal of econometrics 2 LSE Research Online Documents on Economics 2 Macroeconomics 2 Review of quantitative finance and accounting 2 Serie Documentos de Trabajo 2 Tinbergen Institute Discussion Papers 2 Working Papers / Economics Department, University of Wisconsin-Whitewater 2 Working paper series / European Central Bank 2 Applied economics letters 1 Argumenta oeconomica 1 Asia-Pacific Financial Markets 1 Baltic Journal of Economics 1 Baltic journal of economics 1 Bank i Kredyt 1 Bank of England working papers 1 Bundesbank Discussion Paper 1
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Source
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RePEc 92 ECONIS (ZBW) 82 EconStor 22 BASE 3 Other ZBW resources 3
Showing 1 - 10 of 202
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To aggregate or not to aggregate : forecasting of finite autocorrelated demand
Rostami-Tabar, Bahman; Babai, M. Zied; Syntetos, Aris A. - In: Journal of the Operational Research Society 74 (2023) 8, pp. 1840-1859
Persistent link: https://www.econbiz.de/10014336347
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Cross-temporal forecast reconciliation at digital platforms with machine learning
Rombouts, Jeroen V. K.; Ternes, Marie; Wilms, Ines - In: International journal of forecasting 41 (2025) 1, pp. 321-344
Persistent link: https://www.econbiz.de/10015440324
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Exact mixed-frequency data sampling (eMIDAS)
Lee, Quinlan; Snudden, Stephen - 2025
Persistent link: https://www.econbiz.de/10015417782
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Hierarchical forecasting at scale
Sprangers, Olivier; Wadman, Wander; Schelter, Sebastian; … - In: International journal of forecasting 40 (2024) 4, pp. 1689-1700
Persistent link: https://www.econbiz.de/10015438503
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Predictable by construction : assessing forecast directional accuracy of temporal aggregates
McCarthy, Martin; Snudden, Stephen - 2024 - Updated: November 2024
Persistent link: https://www.econbiz.de/10015123351
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Forecasts of period-average exchange rates : new insights from real-time daily data
MacCarthy, Martin; Snudden, Stephen - 2024
Persistent link: https://www.econbiz.de/10015123370
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Intermittent demand, inventory obsolescence, and temporal aggregation forecasts
Sanguri, Kamal; Patra, Sabyasachi; Nikolopoulos, … - In: International journal of production research 62 (2024) 5, pp. 1663-1685
Persistent link: https://www.econbiz.de/10014546261
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Forecast reconciliation : a review
Athanasopoulos, George; Hyndman, Rob J.; Kourentzes, … - In: International journal of forecasting 40 (2024) 2, pp. 430-456
Persistent link: https://www.econbiz.de/10014547168
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Don't ruin the surprise : temporal aggregation bias in structural innovations
Snudden, Stephen - 2024 - Updated: November 19, 2024
Persistent link: https://www.econbiz.de/10015132839
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Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele; Athanasopoulos, George; Di Fonzo, … - 2023
Persistent link: https://www.econbiz.de/10014316407
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