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The power of the “objective” Bayesian unit-root test

Ahking, Francis W. - In: The open economics journal 2 (2009), pp. 71-79

call by Phillips [3, 4] for more objective Bayesian analysis of time series. We apply the "objective" Bayesian unit …

Persistent link: https://www.econbiz.de/10010080118

A time-varying parameter vector autoregression model for forecasting emerging market exchange rates

Kumar, Manish - In: International journal of economic sciences and applied … 3 (2010) 2, pp. 21-39

In this study, a vector autoregression (VAR) model with time-varying parameters (TVP) to predict the daily Indian rupee …

Persistent link: https://www.econbiz.de/10009958060

Seasonal adjustment versus seasonality modelling : effect on tourism demand forecasting

Gasmi, Amira - In: Advances in management & applied economics 3 (2013) 4, pp. 119-132

In this study, we treat the seasonal variation in monthly time series in the context of the Western-European tourism …

Persistent link: https://www.econbiz.de/10010148054

A factor analysis for the Spanish economy

Cuevas, Ángel; Quilis, Enrique M. - In: SERIEs : Journal of the Spanish Economic Association 3 (2012) 3, pp. 311-338

We present a medium-scale dynamic factor model to estimate and forecast the rate of growth of the Spanish economy in the very short term. The intermediate size of the model overcomes the serious specification problems associated with large scale-models and the implicit loss of information of...

Persistent link: https://www.econbiz.de/10010030016