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source:"econis"
~isPartOf:"CAMA working paper series"
~subject:"Structural break"
~subject:"United States"
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Structural break
United States
Time series analysis
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Jacobs, Jan
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Bao Hoang Nguyen
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Disentangling structural breaks in high dimensional factor models
Koo, Bonsoo
;
Wong, Benjamin
;
Zhong, Ze-Yu
-
2023
Persistent link: https://www.econbiz.de/10014266817
Saved in:
2
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012225084
Saved in:
3
Nowcasting unemployment insurance claims in the time of COVID-19
Larson, William
;
Sinclair, Tara M.
-
2020
Persistent link: https://www.econbiz.de/10012533227
Saved in:
4
Historical decomopositions for nonlinear vector autoregression models
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011746879
Saved in:
5
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua
;
Grant, Angelia L.
-
2016
Persistent link: https://www.econbiz.de/10011756222
Saved in:
6
A Bayesian model comparison for trend-cycle decompositions of output
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342382
Saved in:
7
Seasonal adjustment with and without revisions: a comparison of X-13ARIMA-SEATS and CAMPLET
Abeln, Barend
;
Jacobs, Jan
-
2015
Persistent link: https://www.econbiz.de/10011342397
Saved in:
8
Mutual responsiveness of biofuels, fuels and food prices
Kristoufek, Ladislav
;
Janda, Karel
;
Zilberman, David
-
2012
Persistent link: https://www.econbiz.de/10009666007
Saved in:
9
Adaptive forcasting in the presence of recent and ongoing structural change
Giraitis, Liudas
;
Kapetanios, George
;
Price, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561176
Saved in:
10
A theoretical foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo
-
2012
Persistent link: https://www.econbiz.de/10009561195
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