Similar Search Results - EconBiz

Do survey indicators let us see the business cycle? : a frequency decomposition

Dresse, Luc; Van Nieuwenhuyze, Christophe - 2008

This paper uses a frequency domain approach to gain insight into the correlation between survey indicators and year … of the correlation between survey indicators and year-on-year GDP growth at the different frequencies to explain their … overall correlation. We show that survey indicators, similar to year-on-year GDP growth, do not perfectly reflect business …

Persistent link: https://www.econbiz.de/10011610229

Individual and combination approaches to forecasting hierarchical time series with correlated data : an empirical study

Ur Rehman, Hakeem; Wan, Guohua; Ullah, Azmat; Shaukat, … - In: Journal of management analytics 6 (2019) 3, pp. 231-249

Persistent link: https://www.econbiz.de/10012171429

Deriving correlation matrices for missing financial time-series data

Burger, Schalk; Silverman, Searle; Van Vuuren, Gary - In: International journal of economics and finance 10 (2018) 10, pp. 105-120

Persistent link: https://www.econbiz.de/10011944933

Dynamic factor copula models with estimated cluster assignments

Oh, Dong Hwan; Patton, Andrew J. - 2021 - This draft: 21 January 2021

Persistent link: https://www.econbiz.de/10012608826

State correlation and forecasting : a Bayesian approach using unobserved components models

Uzeda, Luis - In: Essays in honour of Fabio Canova, (pp. 25-53). 2022

Persistent link: https://www.econbiz.de/10013443965

The mean squared prediction error paradox

Pincheira, Pablo; Hardy, Nicolás - In: Journal of forecasting 43 (2024) 6, pp. 2298-2321

Persistent link: https://www.econbiz.de/10015110448

Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data

Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695

Persistent link: https://www.econbiz.de/10011293469

The use of canonical correlation analysis to identify the order of multivariate ARMA models : simulation and application

Toscano, Ela Mercedes M.; Reisen, Valdério Anselmo - In: Journal of forecasting 19 (2000) 5, pp. 441-456

Persistent link: https://www.econbiz.de/10001515090

Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration

Hallerbach, Winfried G. - 2000

Persistent link: https://www.econbiz.de/10001503370

Identification of structural duration dependence and unobserved heterogeneity with time-varying covariates

Brinch, Christian (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001536481

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