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Modelling high frequency non-financial big time series with an application to jobless claims in Chile

Espasa Terrades, Antoni; Carlomagno, Guillermo - 2023

Persistent link: https://www.econbiz.de/10015173668

EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries

Grassi, Stefano; Proietti, Tommaso; Frale, Cecilia; … - 2014

aggregation, and any pattern of missing values. …

Persistent link: https://www.econbiz.de/10010402282

EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries

Grassi, Stefano; Proietti, Tommaso; Frale, Cecilia; … - In: International journal of forecasting 31 (2015) 3, pp. 712-738

Persistent link: https://www.econbiz.de/10011474534

The Chow-Lin method extended to dynamic models with autocorrelated residuals

Poissonnier, Aurélien - In: Journal of time series econometrics 10 (2018) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011817681

Imputing monthly values for quarterly time series : an application performed with Swiss business cycle data

Abberger, Klaus; Graff, Michael; Müller, Oliver; … - 2022

This paper documents a comparative application of algorithms to deal with the problem of missing values in higher frequency data sets. We refer to Swiss business tendency survey (BTS) data, in particular the KOF manufacturing surveys, which are conducted in both monthly and quarterly frequency,...

Persistent link: https://www.econbiz.de/10013472865

Imputing monthly values for quarterly time series : an application performed with Swiss business cycle data

Abberger, Klaus; Graff, Michael; Müller, Oliver; … - 2022

This paper documents a comparative application of algorithms to deal with the problem of missing values in higher frequency data sets. We refer to Swiss business tendency survey (BTS) data which are conducted in both monthly and quarterly frequency, where an information sub-set is collected at...

Persistent link: https://www.econbiz.de/10013482570

Temporally aggregating models to improve the accuracy of seasonal M3 forecasts

DeLurgio, Stephen - In: Advances in Business and Management Forecasting : Vol. 5, (pp. 249-266). 2008

answer the question of whether aggregation models of monthly time series significantly improve forecast accuracy. Through … aggregation, the forecast mean absolute deviations (MADs) and mean absolute percent errors (MAPEs) were found to be statistically …

Persistent link: https://www.econbiz.de/10015383263

Prediction qualities of the Ifo indicators on a temporal disaggregated German GDP

Seiler, Christian - 2009

This paper compares the German Gross Domestic Product between 1991 and 2008 with the Ifo business indicators. Because GDP is published quarterly but the Ifo indicators monthly, the most analyses compare these variables by merging the indicators to quarterly data. In this paper an alternative way...

Persistent link: https://www.econbiz.de/10008859474

Seasonal Adjustment of Monetary Aggregates : Implementation of New Procedures

Lacroix, Renaud - 2010

The analysis of seasonality in economics and the development of new seasonal adjustment procedures have been following …

Persistent link: https://www.econbiz.de/10013137979

Temporal disaggregation and seasonal adjustment

Proietti, Tommaso (contributor); Moauro, Filippo (contributor) - European Commission / Statistical Office of the … - 2005 - 2005 edition

seasonality and calendar effects, obtained by disaggregating the original annual actual measurements using related monthly … model at the monthly frequency, accounting for the presence of seasonality and calendar components. The monthly frequency …

Persistent link: https://www.econbiz.de/10015316578