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Showing 1 to 11 of 11 for “"Economic time series"”.
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Essays On Interrelationships Among Economic Time Series
… trading technologies has facilitated economic and financial integration across the world. The emergence of globalization in the last two decades has transformed the economic outlook and perceptions of consumers, investors and policymakers. Consumers have a vast range of goods and …
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Experience in the application of unit roots and fractional difference models and tests
One of the most important aspects in analyzing economic time series is to specify whether the observed series is generated by a stationary or non-stationary process, since most macroeconomic variables could be generated by a unit autoregressive root process. This determination as to whether or not …
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Non-Stationarity, Forecast Performance and Fluctuations in Macroeconomic Series: Experience With United States Seasonal Data and Simulations
… tests. If non-stationarity is present in the series then this framework also enables us to assess the value of the test in the conduct of a forecasting exercise. It is generally agreed that most economic time series contains substantial MA component in the DGP. Recent research shows that the …
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A Study on Locally Persistent Time Series
While it is recognized that many economic time series are highly persistent over certain ranges, less persistent results are also found around very long horizons, indicating the existence of local or temporary persistency. Seeking to describe the dynamics of locally persistent processes, this …
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Modeling the United States Unemployment Rate with the Preisach Model of Hysteresis
… The focus of this paper is hysteresis in economics, namely, unemployment. We consider essential time series techniques for analyzing time series data, i.e. unit root testing for stationarity. However, we point out problems in modeling hysteresis with these techniques and argue that unit …
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Disentangling low-frequency versus high-frequency economic relationships via regression parameter stability tests
… and low-frequency relationships among stationary economic time series. The new approach proposed here is a three-step procedure; the first step transforms the regression model in the time domain to a real-valued model in the frequency domain, which is functionally identical to an ordinary …
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Deep Time: Deep Learning Extensions to Time Series Factor Analysis with Applications to Uncertainty Quantification in Economic and Financial Modeling
… uncertainty through high-order moments in time series data, along with first principal-based improvements on the standard autoencoder and variational autoencoder. While the first-principal improvements on the standard variational autoencoder provide additional means of explainability, we …
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Taloudelliset ennusteet ja niiden luotettavuus
… kerätty kaksi kertaa vuodessa ilmestyvästä OECD Economic Outlook julkaisuista. Suomea koskeva aineisto on peräisin eri ennustuslaitosten omista julkaisuista. Tutkielman tärkeimpien lähteiden joukkoon tulee lisätä myös Henri Theilin "Applied Economic Forecasting" (1966), Jouko Konttisen …
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The conceptual development of population and variation as foundations of econometric analysis
Economics is a time-bound science. The analytical tools of statistical description and inference, however, were first developed for static comparisons of differences rather than formulation of processes of change. This thesis offers an historical perspective on the dichotomy of logical variation …
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Modelos autorregressivos com valores inteiros não negativos : aplicação em séries económicas de Cabo Verde
No estudo de séries temporais, os processos estocásticos usuais assumem que as distribuições marginais são contínuas e, em geral, não são adequados para modelar séries de contagem, pois as suas características não lineares colocam alguns problemas estatísticos, principalmente na estimação dos …
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An analysis of Sovereign Wealth Funds and international real estate investments
In recent times Sovereign Wealth Funds (SWFs) have become an important source of international real estate investments. A number of reports predict the swelling of SWF combined assets from its current figure of $3-4 trillion to $8-12 trillion by 2015. It is also expected that a continuous growth in …