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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

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

Seasonal Adjustment Without Revisions : A Real-Time Approach

Abeln, Barend; Jacobs, Jan - 2023

of economic tendency survey data -- Chapter 4. Residual Seasonality: A Comparison of X13 and CAMPLET -- Chapter 5. COVID …Seasonality in economic time series can "obscure" movements of other components in a series that are operationally more …

Persistent link: https://www.econbiz.de/10013551782

Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots

Thomakos, Dimitrios D.; Hassani, Hossein - In: International journal of computational economics and … 10 (2020) 2, pp. 149-182

Persistent link: https://www.econbiz.de/10012226710

Identifying uncertainty shocks using world diffusion index

Fukuda, Kosei - In: Applied economics 52 (2020) 15, pp. 1718-1732

Persistent link: https://www.econbiz.de/10012197586

Business cycle extraction of Euro-zone GDP : direct versus indirect approach

Astolfi, Roberto; Ladiray, Dominique; Mazzi, Gian Luigi - In: Vierteljahrshefte zur Wirtschaftsforschung 70 (2001) 4, pp. 377-398

Most of the Euro-zone economic short-term indicators are computed through aggregation from Member States data. The … given in the paper. An application to the Euro-zone GDP is presented. The same aggregation problem encountered in the case …

Persistent link: https://www.econbiz.de/10010493801

Seasonal adjustment methods and the determination of turning points of the EMU business cycle

Lommatzsch, Kirsten; Stephan, Sabine - In: Vierteljahrshefte zur Wirtschaftsforschung 70 (2001) 4, pp. 399-415

methods, the possible pre-treatment for calendar effects and the different order of aggregation and adjustment for the … seasonal adjustment and aggregation has only minor effects on the determined turning points of the European business cycle. 2 …

Persistent link: https://www.econbiz.de/10010493802