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Masking of volatility by seasonal adjustment methods
Hayat, Aziz; Bhatti, Muhammad Ishaq - In: Economic modelling 33 (2013), pp. 676-688
Persistent link: https://www.econbiz.de/10010194430
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Analyzing a panel of seasonal time series : does seasonality in industrial production converge across Europe?
Franses, Philip Hans; Kunst, Robert M. - In: Economic modelling 24 (2007) 6, pp. 954-968
Persistent link: https://www.econbiz.de/10003569050
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Band spectral estimation for signal extraction
Proietti, Tommaso - In: Economic modelling 25 (2008) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10003628779
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Testing fractional integration with monthly data
Gil-Alaña, Luis A. - In: Economic modelling 16 (1999) 4, pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
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The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique - In: Economic modelling 93 (2020), pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
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Multi-horizon inflation forecasts using disaggregated data
Capistrán Carmona, Carlos; Constandse, Christian; … - In: Economic modelling 27 (2010) 3, pp. 666-677
Persistent link: https://www.econbiz.de/10003995554
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Modelling the hourly Spanish electricity demand
Martín-Rodríguez, Gloria; Cáceres-Hernández, José Juan - In: Economic modelling 22 (2005) 3, pp. 551-569
Persistent link: https://www.econbiz.de/10002770312
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Seasonality patterns in tanker spot freight rate markets
Kavussanos, Manolis G.; Alizadeh-Masoodian, Amir H. - In: Economic modelling 19 (2002) 5, pp. 747-782
Persistent link: https://www.econbiz.de/10001691606
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Intervention analysis based on exponential smoothing methods : applications to 9/11 and COVID-19 effects
Seong, Byeongchan; Lee, Kiseop - In: Economic modelling 98 (2021), pp. 290-301
Persistent link: https://www.econbiz.de/10012793898
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Testing of seasonal integration and cointegration with fractionally integrated techniques : an application to the Danish labour demand
Gil-Alaña, Luis A. - In: Economic modelling 25 (2008) 2, pp. 326-339
Persistent link: https://www.econbiz.de/10003724848