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  • Search: subject:"temporal aggregation"
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Year of publication
Subject
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temporal aggregation 99 Aggregation 66 Temporal aggregation 65 Forecasting model 43 Prognoseverfahren 43 Theorie 41 Theory 40 Time series analysis 39 Zeitreihenanalyse 38 Temporal Aggregation 21 Forecasting 18 Estimation theory 17 Schätztheorie 17 ARMA model 15 ARMA-Modell 15 Estimation 13 Forecast 13 Prognose 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 119 Undetermined 60 CC license 2
Type of publication
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Book / Working Paper 115 Article 83 Other 1
Type of publication (narrower categories)
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Article in journal 54 Aufsatz in Zeitschrift 54 Working Paper 41 Arbeitspapier 22 Graue Literatur 22 Non-commercial literature 22 Article 3 Aufsatz im Buch 3 Book section 3 research-article 2 Thesis 1
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Language
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English 128 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 Coles, Melvyn 4 Ghysels, Eric 4 Jager, Henk 4 Klaassen, Franc 4 Silvestrini, Andrea 4 Snudden, Stephen 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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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 International journal of forecasting 4 LCERPA working paper / LCERPA, Laurier Centre for Economic Research and Policy Analysis 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) 79 EconStor 22 BASE 3 Other ZBW resources 3
Showing 1 - 10 of 199
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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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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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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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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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Carpe diem : can daily oil prices improve model-based forecasts of the real price of crude oil?
Benmoussa, Amor-Aniss; Ellwanger, Reinhard; Snudden, Stephen - 2023
Persistent link: https://www.econbiz.de/10014437432
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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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Forecast reconciliation : a review
Athanasopoulos, George; Hyndman, Rob J.; Kouretzes, Nikolaos - 2023
Persistent link: https://www.econbiz.de/10014451345
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A comparative analysis of hedging determination for three alternative international equity index futures
Lin, Fu-Lai - In: Review of Pacific Basin financial markets and policies … 26 (2023) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10014305177
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