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  • Search: subject:"temporal aggregation"
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Year of publication
Subject
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temporal aggregation 104 Aggregation 73 Temporal aggregation 67 Forecasting model 47 Prognoseverfahren 47 Time series analysis 46 Theorie 45 Zeitreihenanalyse 45 Theory 44 Temporal Aggregation 22 Estimation theory 21 Schätztheorie 21 Forecasting 18 ARMA model 15 ARMA-Modell 15 Estimation 15 Forecast 15 Prognose 15 Schätzung 14 forecasting 13 Cointegration 9 DSGE models 9 GARCH 9 VAR model 9 VAR-Modell 9 Kointegration 8 mixed frequency data 8 monetary policy 8 Demand 7 Nachfrage 7 Oil price 7 Volatility 7 political budget cycles 7 Ölpreis 7 ARCH model 6 ARCH-Modell 6 Causality analysis 6 Frühindikator 6 Kausalanalyse 6 Leading indicator 6
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Online availability
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Free 126 Undetermined 63 CC license 2
Type of publication
All
Book / Working Paper 120 Article 87 Other 1
Type of publication (narrower categories)
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Article in journal 58 Aufsatz in Zeitschrift 58 Working Paper 46 Arbeitspapier 26 Graue Literatur 26 Non-commercial literature 26 Article 3 Aufsatz im Buch 3 Book section 3 research-article 2 Thesis 1
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Language
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English 137 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 Chudik, Alexander 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 Ermini, Luigi 3 Gałecka-Burdziak, Ewa 3 Georgiadis, Georgios 3 Lin, Fu-Lai 3 McAleer, Michael 3 Nikolopoulos, Konstantinos I. 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...
All
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 Discussion paper 3 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 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) 87 EconStor 23 BASE 3 Other ZBW resources 3
Showing 1 - 10 of 208
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Diagnostic tools for selecting the temporal resolution for seasonal adjustment
Ollech, Daniel; Stefan, Martin - 2026
Official statistics increasingly make use of higher-frequency time series. But when users ultimately are interested in a seasonally adjusted temporal aggregate of these data, we have to decide whether to perform seasonal adjustment or aggregation first. Consequently, we must weigh up the...
Persistent link: https://www.econbiz.de/10015604824
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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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Mean group and pooled mixed-frequency estimators of responses of low-frequency variables to high-frequency shocks
Chudik, Alexander; Kilian, Lutz - 2026
Persistent link: https://www.econbiz.de/10015606678
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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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Diagnostic tools for selecting the temporal resolution for seasonal adjustment
Ollech, Daniel; Stefan, Martin - 2026
Official statistics increasingly make use of higher-frequency time series. But when users ultimately are interested in a seasonally adjusted temporal aggregate of these data, we have to decide whether to perform seasonal adjustment or aggregation first. Consequently, we must weigh up the...
Persistent link: https://www.econbiz.de/10015587525
Saved in:
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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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Exact mixed-frequency data sampling (eMIDAS)
Lee, Quinlan; Snudden, Stephen - 2025
Persistent link: https://www.econbiz.de/10015417782
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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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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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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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