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A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series

Webel, Karsten - 2022

Infra-monthly time series have increasingly appeared on the radar of official statistics in recent years, mostly as a consequence of a general digital transformation process and the outbreak of the COVID-19 pandemic in 2020. Many of those series are seasonal and thus in need for seasonal...

Persistent link: https://www.econbiz.de/10013336397

A data-driven selection of an appropriate seasonal adjustment approach

Webel, Karsten - 2016

Recent releases of X-13ARIMA-SEATS and JDemetra+ enable their users to choose between the non-parametric X-11 and the parametric ARIMA model-based approach to seasonal adjustment for any given time series without the necessity of switching between different software packages. To ease the...

Persistent link: https://www.econbiz.de/10011452778

Economic analysis using higher frequency time series : challenges for seasonal adjustment

Ollech, Daniel - 2021

The COVID-19 pandemic has increased the need for timely and granular information to assess the state of the economy in real time. Weekly and daily indices have been constructed using higher frequency data to address this need. Yet the seasonal and calendar adjustment of the underlying time...

Persistent link: https://www.econbiz.de/10012792800

Seasonal scarcity and sharing norms

Bartoš, Vojtěch - 2018

How does scarcity affect individual willingness to share and willingness to enforce sharing from others? Sharing in poor communities gains importance as an insurance mechanism during adverse shocks, yet shocks make it costlier to share. I conducted repeated economic experiments in both a lean...

Persistent link: https://www.econbiz.de/10011905245

Seasonal adjustment of daily time series

Ollech, Daniel - 2018

Currently, the methods used by producers of official statistics do not facilitate the seasonal and calendar adjustment of daily time series, even though an increasing number of series with daily observations are available. The aim of this paper is the development of a procedure to estimate and...

Persistent link: https://www.econbiz.de/10011916897

Trend, seasonality and seasonal adjustment

Harvey, Andrew C.; Pereira, Pedro L. Valls - 2015

The aim of this paper is to set out criteria for defining trend and seasonal components in a time series. The criteria are set up primarily in terms of properties involving prediction. Because a structural time series model is set up in terms of components of interest, the relevant information...

Persistent link: https://www.econbiz.de/10011936670

Towards seasonal adjustment of infra-monthly time series with JDemetra+

Webel, Karsten; Smyk, Anna - 2023

Infra-monthly economic time series have become increasingly popular in official statistics in recent years. This evolution has been largely fostered by official statistics’ digital transformation during the last decade. The COVID-19 pandemic outbreak in 2020 has added fuel to the fire as many...

Persistent link: https://www.econbiz.de/10014336194

Improving profitability forecasts with information on earnings quality

Demmer, Matthias - 2015

Prior literature documents the usefulness of the DuPont disaggregation for predicting firms future profitability, operating income, and stock market returns. In addition, research also emphasizes the importance of earnings quality information. However, there is a lack of research examining how...

Persistent link: https://www.econbiz.de/10010520353

Local knowledge spillovers and innovation persistence of firms

Holl, Adelheid; Peters, Bettina; Rammer, Christian - 2020

about potential contingencies affecting the degree of persistence. This paper focuses on the role of the local knowledge … environment and asks how local knowledge spillovers affect firms' innovation persistence. The empirical analysis draws upon a … bands show that the strength of knowledge spillovers that contribute to innovation persistence via true state dependence …

Persistent link: https://www.econbiz.de/10012167049

Persistence and activation of right-wing political ideology

Cantoni, Davide; Hagemeister, Felix; Westcott, Mark - 2019

We argue that a long-run cultural persistence of right-wing ideology can explain the recent rise of right-wing populism … persistence. We study the context of Germany in the 2017 federal election, when the emergence of the AfD offered voters a populist …

Persistent link: https://www.econbiz.de/10011975296