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Year of publication
Subject
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Autometrics 26 Time series analysis 19 Zeitreihenanalyse 19 indicator saturation 17 Impulse-indicator saturation 15 Forecasting model 13 Prognoseverfahren 13 Theorie 13 Theory 13 Indicator saturation 11 Model selection 11 model selection 10 Forecast 9 Prognose 9 Forecasting 8 Structural break 8 Strukturbruch 8 Climate change 7 Economic indicator 7 Estimation theory 7 Impulse indicator saturation 7 Schätztheorie 7 Wirtschaftsindikator 7 impulse indicator saturation 7 impulse-indicator saturation 7 structural breaks 7 Klimawandel 6 location shifts 6 outliers 6 Indicator Saturation 5 Inflation 5 New-Keynesian Phillips curve 5 Structural breaks 5 USA 5 United States 5 seasonal adjustment 5 state space model 5 structural change 5 structural time series model 5 Artificial intelligence 4
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Online availability
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Free 50 Undetermined 23 CC license 3
Type of publication
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Book / Working Paper 42 Article 39
Type of publication (narrower categories)
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Article in journal 28 Aufsatz in Zeitschrift 28 Graue Literatur 11 Non-commercial literature 11 Working Paper 11 Arbeitspapier 8 Article 3 Aufsatzsammlung 1 Hochschulschrift 1
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Language
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English 55 Undetermined 26
Author
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Hendry, David F. 26 Castle, Jennifer 17 Doornik, Jurgen A. 14 Hendry, David 11 Castle, Jennifer L. 10 Pretis, Felix 10 Nymoen, Ragnar 8 Nielsen, Bent 7 Ericsson, Neil R. 6 Johansen, Søren 6 Marczak, Martyna 6 Proietti, Tommaso 6 Pedersen, Kari 4 Sjåberg, Jon Ivar 4 Abdullaev, Bekzod 3 Kónya, László 3 Martinez, Andrew B. 3 Mizon, Grayham E. 3 Clements, Michael P. 2 Gamber, Edward N. 2 Johansen, Soren 2 Liebner, Jeffrey P. 2 Mohd Tahir Ismail 2 Panday, Anjan 2 Pelipas, Igor 2 Reade, James 2 Schneider, Lea 2 Smerdon, Jason E. 2 Stewart, Kenneth G. 2 A. Doornik, Jurgen 1 Aivaz, Kamer-Ainur 1 Ali, Majid Khan Bin Majahar 1 Apergēs, Nikolaos 1 Butt, Hassan 1 Castro Matias, Marcos de 1 Condrea, Elena 1 Dore, Mohammed H. I. 1 Duhnea, Cristina 1 Ericsson, Neil 1 F. Hendry, David 1
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Institution
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Department of Economics, Oxford University 12 School of Economics and Management, University of Aarhus 3 Belarusian Economic Research and Outreach Center 2 Economics Group, Nuffield College, University of Oxford 2 Økonomisk Institut, Københavns Universitet 2 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Department of Economics, George Washington University 1 Department of Economics, Trinity College 1 Forschungszentrum Innovation und Dienstleistung, Fakultät Wirtschafts- und Sozialwissenschaften 1 Rimini Centre for Economic Analysis (RCEA) 1 Økonomisk institutt, Universitetet i Oslo 1
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Published in...
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Economics Series Working Papers / Department of Economics, Oxford University 12 International journal of forecasting 8 Department of Economics discussion paper series / University of Oxford 5 Journal of econometrics 4 CREATES Research Papers 3 Energy economics 3 Journal of Econometrics 3 BEROC Working Paper Series 2 Discussion Papers / Økonomisk Institut, Københavns Universitet 2 Econometrics 2 Econometrics : open access journal 2 Economics Papers / Economics Group, Nuffield College, University of Oxford 2 Economics discussion papers 2 Memorandum 2 CC economics 1 CEIS Research Paper 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Department discussion papers / Department of Economics, University of Victoria : DDP 1 Econometric reviews 1 Economic studies 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 FZID Discussion Paper 1 FZID Discussion Papers 1 FZID discussion papers 1 Global Business and Economics Review 1 Global business & economics review 1 International Advances in Economic Research 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 International journal of computational economics and econometrics : IJCEE 1 Journal of Asian Economics 1 Journal of Asian economics 1 Journal of economic dynamics & control 1 Journal of economic surveys 1 Memorandum / Department of Economics, University of Oslo 1 Memorandum / Økonomisk institutt, Universitetet i Oslo 1 National Institute Economic Review 1 Palgrave Texts in Econometrics 1 Risks : open access journal 1
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Source
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ECONIS (ZBW) 40 RePEc 35 EconStor 6
Showing 1 - 10 of 81
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Improving detectability of the indicator saturation approach through winsorization : an empirical study in the cryptocurrency market
Mohamed, Suleiman Dahir; Mohd Tahir Ismail; Ali, Majid … - In: Statistics in transition : an international journal of … 26 (2025) 1, pp. 155-181
uses the winsorization (Win) process to enhance the effectiveness of the indicator saturation (IS) approach. The study uses …
Persistent link: https://www.econbiz.de/10015338574
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Volatility spillovers between the U.S. and Romanian markets : the BET-SFT-500 dynamic under political uncertainty
Aivaz, Kamer-Ainur; Mastac, Lavinia; Jula, Dorin; … - In: Risks : open access journal 13 (2025) 8, pp. 1-38
Impulse Indicator Saturation (IIS) technique to identify structural breaks and outliers, without imposing exogenous …
Persistent link: https://www.econbiz.de/10015448926
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Improving models and forecasts after equilibrium-mean shifts
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: International journal of forecasting 40 (2024) 3, pp. 1085-1100
Persistent link: https://www.econbiz.de/10014547258
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The simple macroeconometrics of the quantity theory and the welfare cost of inflation
Stewart, Kenneth G. - In: Journal of economic dynamics & control 162 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10015050225
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The simple macroeconometrics of the quantity theory and the welfare cost of inflation
Stewart, Kenneth G. - 2023
Persistent link: https://www.econbiz.de/10015163077
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Comparison of indicator saturation and Markov regime-switching models for Brazilian electricity prices
Castro Matias, Marcos de; Tabak, Benjamin Miranda - In: Energy economics 144 (2025), pp. 1-17
Persistent link: https://www.econbiz.de/10015583388
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Detecting and quantifying structural breaks in climate
Ericsson, Neil R.; Dore, Mohammed H. I.; Butt, Hassan - In: Econometrics : open access journal 10 (2022) 4, pp. 1-27
Structural breaks have attracted considerable attention recently, especially in light of the financial crisis, Great Recession, the COVID-19 pandemic, and war. While structural breaks pose significant econometric challenges, machine learning provides an incisive tool for detecting and...
Persistent link: https://www.econbiz.de/10013533220
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The historical role of energy in UK inflation and productivity and implications for price inflation in 2022
Castle, Jennifer; Hendry, David F.; Martinez, Andrew B. - 2022
Persistent link: https://www.econbiz.de/10013431437
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Structural breaks detection using step-indicator saturation technique in state-space model
Farid Zamani Che Rose; Mohd Tahir Ismail; Nur Aqilah … - In: International journal of computational economics and … 14 (2024) 1, pp. 61-80
Persistent link: https://www.econbiz.de/10015062778
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Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change
Jiao, Xiyu; Pretis, Felix; Schwarz, Moritz - In: Journal of econometrics 239 (2024) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10015073964
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