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  • Search: subject:"singular spectrum analysis"
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Year of publication
Subject
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Time series analysis 24 Zeitreihenanalyse 23 Forecasting model 20 Prognoseverfahren 20 Singular spectrum analysis 17 Theorie 15 Theory 15 Singular Spectrum Analysis 13 singular spectrum analysis 12 Business cycle 8 Konjunktur 8 Forecasting 7 Forecast 6 Prognose 6 forecasting 6 smoothing 6 trend extraction and prediction 6 linear filtering 5 unit root 5 Demand 4 Nachfrage 4 Time series 4 USA 4 United States 4 core inflation 4 ARMA model 3 ARMA-Modell 3 Financial market 3 Finanzmarkt 3 Fourier analysis 3 Fourier-Analyse 3 Inflation 3 Multivariate singular spectrum analysis 3 Neural networks 3 Neuronale Netze 3 United Kingdom 3 business cycles 3 differences 3 ARCH model 2 ARCH-Modell 2
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Online availability
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Undetermined 29 Free 19 CC license 2
Type of publication
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Article 39 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 29 Aufsatz in Zeitschrift 29 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3
Language
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English 36 Undetermined 17
Author
All
Hassani, Hossein 10 Thomakos, Dimitrios 4 Thomakos, Dimitrios D. 4 Silva, Emmanuel Sirimal 3 Bester, Dirk 2 Bouvatier, Vincent 2 Carvalho, Miguel de 2 Delatte, Anne-Laure 2 Ghodsi, Zara 2 Golyandina, Nina 2 Gonzalez, Rodrigo Barbone 2 Gupta, Rangan 2 Khan, Md Atikur Rahman 2 Lai, Kin Keung 2 Liu, John J. 2 Lovallo, Michele 2 Marinho, Leonardo Sousa Gomes 2 Martos, Gabriel 2 Poskitt, D.S. 2 Rehault, Pierre-Nicolas 2 Rua, António 2 Ruch, Franz 2 Telesca, Luciano 2 Wang, Shouyang 2 Wang, Yingfeng 2 Xiao, Yi 2 Škare, Marinko 2 Ali, Barkat 1 Amacha, Nabil 1 Arteche, Josu 1 Arévalo, Álvaro 1 Babayev, Gulam 1 Beneki, Christina 1 Berenguer, Andrés 1 Brackett, Beth Ann 1 Caporale, Guglielmo Maria 1 Carvalho, Miguelde 1 Chala, Tetyana 1 Chernenko, Daryna 1 Chu, Moody 1
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Institution
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Department of Economics, University of Peloponnese 3 Department of Econometrics and Business Statistics, Monash Business School 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Department of Economics, Faculty of Economic and Management Sciences 1 Economic Research Southern Africa (ERSA) 1 Henley Business School, University of Reading 1 Rimini Centre for Economic Analysis (RCEA) 1
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Published in...
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Journal of forecasting 5 International journal of forecasting 3 Physica A: Statistical Mechanics and its Applications 3 Working Papers / Department of Economics, University of Peloponnese 3 Computational Statistics & Data Analysis 2 Energy economics 2 MPRA Paper 2 Monash Econometrics and Business Statistics Working Papers 2 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 Central Bank review / Central Bank of the Republic of Turkey 1 Computational economics 1 Discussion papers / CEPR 1 Economics & Management Discussion Papers 1 Economics Letters 1 Economics and finance working paper series 1 Emerging markets review 1 IBSU Scientific Journal 1 IMA journal of management mathematics 1 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 1 International journal of computational economics and econometrics : IJCEE 1 Journal of Air Transport Management 1 Journal of Global Optimization 1 Journal of air transport management 1 Journal of business analytics 1 Journal of business research : JBR 1 Journal of empirical finance 1 Journal of international money and finance 1 Journal of the Operational Research Society : OR 1 Research in economics : an international review of economics 1 Risk management : a journal of risk, crisis and disaster 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 Série de trabalhos para discussão 1 The Quarterly Review of Economics and Finance 1 The South African journal of economics 1 Tourism economics : the business and finance of tourism and recreation 1 Tourism management : research, policies, practice 1 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 1 Working Papers / Economic Research Southern Africa (ERSA) 1
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Source
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ECONIS (ZBW) 32 RePEc 21
Showing 11 - 20 of 53
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Measuring credit procyclicality : a new database
Bouvatier, Vincent; Delatte, Anne-Laure; Rehault, … - In: Emerging markets review 52 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013419008
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Probability distribution forecasting of carbon allowance prices : a hybrid model considering multiple influencing factors
Lei, Heng; Xue, Minggao; Liu, Huiling - In: Energy economics 113 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013540610
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Revenue characterisation with Singular Spectrum Analysis
Sambasivan, Rajiv - In: Journal of business analytics 4 (2021) 2, pp. 140-154
Persistent link: https://www.econbiz.de/10012649417
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Measuring credit procyclicality : a new database
Delatte, Anne-Laure; Bouvatier, Vincent; Rehault, … - 2021
Persistent link: https://www.econbiz.de/10012613513
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Real-time nowcasting the US output gap : Singular spectrum analysis at work
Carvalho, Miguelde; Rua, António - In: International journal of forecasting 33 (2017) 1, pp. 185-198
Persistent link: https://www.econbiz.de/10011754697
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Singular spectrum analysis for modelling the hard-to-model risk factors
Berenguer, Andrés; Gandarias, Luis; Arévalo, Álvaro - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 3, pp. 178-191
Persistent link: https://www.econbiz.de/10012297632
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Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots
Thomakos, Dimitrios D.; Hassani, Hossein - In: International journal of computational economics and … 10 (2020) 2, pp. 149-182
Persistent link: https://www.econbiz.de/10012226710
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Brexit : tracking and disentangling the sentiment towards leaving the EU
Carvalho, Miguel de; Martos, Gabriel - In: International journal of forecasting 36 (2020) 3, pp. 1128-1137
Persistent link: https://www.econbiz.de/10012498391
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Multi-channel singular-spectrum analysis of financial cycles in ten developed economies for 1970-2018
Škare, Marinko; Porada-Rochoń, Małgorzata - In: Journal of business research : JBR 112 (2020), pp. 567-575
Persistent link: https://www.econbiz.de/10012230650
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Business and financial cycles : an estimation of cycles'; length focusing on macroprudential policy
Gonzalez, Rodrigo Barbone; Lima, Joaquim; Marinho, … - 2015
Persistent link: https://www.econbiz.de/10011303557
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