This paper develops a multivariate model for count time series, in which the time-varying intensity parameter determining the probability that an event occurs evolves according to general autoregressive score (GAS) models (see Creal et al., 2013; Harvey, 2013).The model is particularly suitable to...

This report focuses on the forecast of the number of monthly cross-border deals in the European Union. We propose a new model to improve the forecasting properties of a count model of Foreign Direct Investment deals in EU, by taking into account past trends in high-frequency (daily) deal data...

Item count techniques (ICTs) are indirect survey questioning methods designed to deal with sensitive features. These techniques have gained the support of many applied researchers and undergone further theoretical development. Latterly in the literature, two new item count methods, called...

This paper proposes a new spatial lag regression model which addresses global spatial autocorrelation arising from cross-sectional dependence between counts. Our approach offers an intuitive interpretation of the spatial correlation parameter as a measurement of the impact of neighbouring...

The automobile industry is a service-oriented industry that is constantly developing. Households are the most important interlocutors in this industry. The study's aim in this direction is to determine what factors influence the number of automobiles owned by households. The factors that affect...

While the actions of economists and politicians can be influenced by facts, statistics or empirical predictions, narratives are becoming an increasingly important factor for the decision making in the field of economics and politics. Evaluating such narratives not at selective points in time but...