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Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm
Puigvert Gutiérrez, Josep Maria; Fortiana Gregori, Josep - 2008
In this study we combine clustering techniques with a moving window algorithm in order to filter financial market data outliers. We apply the algorithm to a set of financial market data which consists of 25 series selected from a larger dataset using a cluster analysis technique taking into...
Persistent link: https://www.econbiz.de/10011604994
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Measuring the accuracy of population projections: An application of exploratory data analysis
Pflaumer, Peter - 1993
The accuracy of U.N. population projections is examined. The goal is to measure the amount of uncertainty associated with past projections of the United Nations in order to provide a reaiistic measure of the uncertainty in the projection that the U.N. makes in the future. Various descriptive...
Persistent link: https://www.econbiz.de/10010398001
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Clustering techniques for the detection of business cycles
Theis, Winfried; Weihs, Claus - 1999
In this paper business cycles are considered as a multivariate phenomenon and not as a univariate one determined e.g. by the GNP. The subject is to look for the number of phases of a business cycle, which can be motivated by the number of clusters in a given dataset of macro-economic variables....
Persistent link: https://www.econbiz.de/10010316497
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On heterogeneous latent class models with applications to the analysis of rating scores
Bertrand, Aurélie; Hafner, Christian M. - 2011
Discovering the preferences and the behaviour of consumers is a key challenge in marketing. Information about such topics can be gathered through surveys in which the respondents must assign a score to a number of items. In this article we suggest a strategy to analyze such data and achieve this...
Persistent link: https://www.econbiz.de/10010281572
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A Belgian flat income tax: Effects on labour supply and income distribution
Decoster, André; De Swerdt, Kris; Orsini, Kristian - 2008
several countries, including Belgium. Advocates of the flat tax argue, correctly, that many of these studies do not take into …
Persistent link: https://www.econbiz.de/10010288277
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A hazai jövedelemeloszlás és jövedelemegyenlőtlenség mérése és elemzése személyi jövedelembevallási adatok alapján
Kovács, Ilona - 2010
The introduction of the paper discusses the different opinions about income inequalities and income distribution. Further the author presents the most important alternative methods for measuring income inequalities. Contrary to the traditional income distribution analysis the underlying data...
Persistent link: https://www.econbiz.de/10010494426
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Measuring and Analyzing Income Distribution and Income Inequality in Hungary based on Data from Personal Income Tax Returns
Kovács, Ilona - 2010
This study surveys various views on income distribution and income inequality and presents alternative approaches to and analytical methods of measuring income inequality. In contrast to traditional income distribution analyses, the author examines the development of income distribution and...
Persistent link: https://www.econbiz.de/10010494437
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The young Lamfalussy: an empirical and policy-oriented growth theorist
Maes, Ivo - 2009
career as an academic, focusing on growth theory and Belgian and European growth patterns in the post-war period. His work is … eclectic approach towards economics, blending economic theory and empirical data beautifully to elucidate crucial policy …
Persistent link: https://www.econbiz.de/10011506683
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Models as Measuring Instruments
Rodenburg, Peter - 2004
in models by analysing the measurement of duration dependence of unemployment. Since search theory can’t be made … - provided the models is calibrated - this suffice for measurement. This paper explores this construction of a measuring device … measurement to take place by modelling behaviour according to some assumptions, which operate as constraints. While this Weibull …
Persistent link: https://www.econbiz.de/10010325381
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The measurement of social welfare
Tsuneki, Atsushi - 2007
the present suboptimal economy. We discuss pros and cons of our approach for the measurement of welfare compared with … other approaches to applied welfare economics, especially the measurement of deadweight loss. …
Persistent link: https://www.econbiz.de/10010332307