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A new approach to modelling and forecasting monthly guest nights in hotels

Brännäs, Kurt; Hellström, Jörgen; Nordström, Jonas - 1999

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A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels

Brännäs, Kurt - 2018

differenced series are preferred in terms of goodness-of-fit. In a forecast comparison the improvements due to economic variables …

Persistent link: https://www.econbiz.de/10012924587

Tourism, instability and regional interdependency : evidence from the Eastern-Mediterranean

Theocharous, Antonis L.; Zopiatis, Anastasios; … - In: Defence and peace economics 31 (2020) 3, pp. 245-268

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Can Google data help predict French youth unemployment?

Fondeur, Yannick; Karamé, Frédéric - In: Economic modelling 30 (2013), pp. 117-125

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Decomposition of time-series by level and change

Tessier, Thomas H.; Armstrong, J. Scott - In: Journal of business research : JBR 68 (2015) 8, pp. 1755-1758

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Reliable real-time output gap estimates based on a modified Hamilton filter

Quast, Josefine; Wolters, Maik H. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 152-168

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On tail fatness of macroeconomic dynamics

Liu, Xiaochun - In: Journal of macroeconomics 62 (2019), pp. 1-18

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Reliable real-time output gap estimates based on a modified Hamilton filter

Quast, Josefine; Wolters, Maik H. - 2020

meaningful real-time output gap estimates. The original filter relies on 8 quarter ahead forecast errors of a simple … potential GDP. A simple modification based on the mean of 4 to 12 quarter ahead forecast errors shares the favorable real …

Persistent link: https://www.econbiz.de/10012233667

News shocks : different effects in boom and recession?

Bolboaca, Maria; Fischer, Sarah - 2019 - This version: February, 2019

forecast error variance decomposition. We compute generalized impulse response functions that allow for regime transition and …

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Estimation of favar models for incomplete data with a Kalman Filter for factors with observable components

Ramsauer, Franz; Min, Aleksey; Lingauer, Michael - In: Econometrics : open access journal 7 (2019) 3/31, pp. 1-43

This article extends the Factor-Augmented Vector Autoregression Model (FAVAR) to mixed-frequency and incomplete panel data. Within the scope of a fully parametric two-step approach, the alternating application of two expectation-maximization algorithms jointly estimates model parameters and...

Persistent link: https://www.econbiz.de/10012161533