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Existing methods for data interpolation or backdating are either univariate or based on a very limited number of series, due to data and computing constraints that were binding until the recent past. Nowadays large datasets are readily available, and models with hundreds of parameters are fastly...
Persistent link: https://www.econbiz.de/10009635924
, associated with the positive and zero roots, respectively. A Monte Carlo simulation reveals that the proposed principal …
Persistent link: https://www.econbiz.de/10009636544
Besides some basic methodology and definitions, the guidelines provide practical rules, strategies and hints to lead the practitioner in the initial phase of survey planning and reporting, in the selection of the best sampling method and type of allocation, in the determination of the sample...
Persistent link: https://www.econbiz.de/10009638814
Existing methods for data interpolation or backdating are either univariate or based on a very limited number of series, due to data and computing constraints that were binding until the recent past. Nowadays large datasets are readily available, and models with hundreds of parameters are fastly...
Persistent link: https://www.econbiz.de/10009640916
Equilibrium correction models of the price level are often used to model inflation. Such models assume that the long-run markup of prices over costs is fixed, but this may not be true for the Euro area economy, which has undergone major structural reforms over the last 25 years. We allow for...
Persistent link: https://www.econbiz.de/10009636529