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Business surveys modelling with Seasonal-Cyclical Long Memory models

Ferrara, Laurent; Guegan, Dominique - HAL - 2008

Business surveys are an important element in the analysis of the short-term economic situation because of the timeliness and nature of the information they convey. Especially, surveys are often involved in econometric models in order to provide an early assessment of the current state of the...

Persistent link: https://www.econbiz.de/10010750631

The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting

Guegan, Dominique; Rakotomarolahy, Patrick - HAL - 2009

time series An illustration of the method is given through the estimation of economic indicators used to compute the GDP …

Persistent link: https://www.econbiz.de/10010738641

A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques

Guegan, Dominique; Rakotomarolahy, Patrick - HAL - 2010

compute the quarter GDP on the Euro-zone, comparing our approach, with GDP obtained when we estimate the monthly indicators …

Persistent link: https://www.econbiz.de/10010603648

Alternative methods for forecasting GDP

Guegan, Dominique; Rakotomarolahy, Patrick - HAL - 2010

, through the estimation of economic indicators plugged in the bridge equations, we get more accurate forecasts when using …

Persistent link: https://www.econbiz.de/10010603668

Alternative methods for forecasting GDP

Guegan, Dominique; Rakotomarolahy, Patrick - HAL - 2010

, through the estimation of economic indicators plugged in the bridge equations, we get more accurate forecasts when using …

Persistent link: https://www.econbiz.de/10010603674

Global and local stationary modelling in finance : theory and empirical evidence

Guegan, Dominique - HAL - 2007

stationarities on the estimation of the sample autocorrelation function and give several examples of models for which spurious …

Persistent link: https://www.econbiz.de/10010750670