Real-time data on national accounts statistics typically undergo an extensive revision process, leading to multiple vintages on the same generic variable. The time between the publication of the initial and final data is a lengthy one and raises the question of how to model and forecast the...

There is substantial evidence that many time series associated with financial and insurance claim data are fat-tailed, with a (much) higher probability of " outliers' compared with the normal distribution. However, standard tests, or variants of them, for the presence of unit roots assume a...

Five sampling schemes (SS) for price index construction - one cut-off sampling technique and four probability-proportional-to-size (<italic>pps</italic>) methods - are evaluated by comparing their performance on a homescan market research data set across 21 months for each of the 13 classification of individual...

The aim of this research is to apply the singular spectrum analysis (SSA) technique, which is a relatively new and powerful technique in time series analysis and forecasting, to forecast the 2008 UK recession, using eight economic time series. These time series were selected as they represent...