Similar Search Results

Flexible seasonal long memory and economic time series

Ooms, Marius - 1995

Persistent link: https://www.econbiz.de/10000943980

Forecasting changing seasonal components using periodic correlations

Franses, Philip Hans; Ooms, Marius - 1994

Persistent link: https://www.econbiz.de/10000898964

Forecasting changing seasonal components in German and US unemployment using periodic correlations

Franses, Philip Hans - 1995

Persistent link: https://www.econbiz.de/10000909110

On the effect of seasonal adjustment on the log-periodogram regression

Ooms, Marius - In: Economics letters 56 (1997) 2, pp. 135-141

Persistent link: https://www.econbiz.de/10001232397

On periodic correlations between estimated seasonal and nonseasonal components in German and US unemployment

Ooms, Marius - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 4, pp. 470-481

Persistent link: https://www.econbiz.de/10001227093

A periodic long-memory model for quarterly UK inflation

Franses, Philip Hans - In: International journal of forecasting 13 (1997) 1, pp. 117-126

Persistent link: https://www.econbiz.de/10001224762

Modeling Trigonometric Seasonal Components for Monthly Economic Time Series

Hindrayanto, Irma; Aston, John A.D; Koopman, Siem Jan; … - 2010

The basic structural time series model has been designed for the modelling and forecasting of seasonal economic time series. In this paper we explore a generalisation of the basic structural time series model in which the time-varying trigonometric terms associated with different seasonal...

Persistent link: https://www.econbiz.de/10014198312

A note on the effect of seasonal dummies on the periodogram regression

Ooms, Marius; Hassler, Uwe - 1996

Persistent link: https://www.econbiz.de/10000959597

Modelling trigonometric seasonal components for monthly economic time series

Hindrayanto, Irma; Aston, John A. D.; Koopman, Siem Jan; … - In: Applied economics 45 (2013) 19/21, pp. 3024-3034

Persistent link: https://www.econbiz.de/10010192327

Periodic unobserved cycles in seasonal time series with an application to US unemployment

Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - In: Oxford bulletin of economics and statistics 71 (2009) 5, pp. 683-713

Persistent link: https://www.econbiz.de/10003875192