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Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models

Koopman, Siem Jan; Ooms, Marius - 2004

We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend and seasonal. Periodic time series models allow dynamic characteristics to depend on the period of the year, month, week or day. In the...

Persistent link: https://www.econbiz.de/10010325388

Direct Versus Indirect Approach in Seasonal Adjustment

Scheiblecker, Marcus - 2014

With seasonal adjustment one has to decide whether to seasonal adjust an aggregate like GDP directly or to sum up its seasonally adjusted components. This choice is usually driven by subjective motives or practical convenience. In the case of seasonal adjustment with chain-linked data one might...

Persistent link: https://www.econbiz.de/10011435390

A trend-cycle(-season) filter

Mohr, Matthias - 2005

This paper proposes a new univariate method to decompose a time series into a trend, a cyclical and a seasonal component: the Trend-Cycle filter (TC filter) and its extension, the Trend-Cycle-Season filter (TCS filter). They can be regarded as extensions of the Hodrick-Prescott filter (HP...

Persistent link: https://www.econbiz.de/10011604545

A new mixed multiplicative-additive model for seasonal adjusment

Arz, Stephanus - 2006

Usually, seasonal adjustment is based on time series models which decompose an unadjusted series into the sum or the product of four unobservable components (trendcycle, seasonal, working-day and irregular components). In the case of clearly weatherdependent output in the west German...

Persistent link: https://www.econbiz.de/10010295836

Health Expenditure Growth: Looking beyond the Average through Decomposition of the Full Distribution

de Meijer, Claudine; Koopmanschap, Marc; O'Donnell, Owen; … - 2012

Explanations of growth in health expenditures have restricted attention to the mean. We explain change throughout the distribution of expenditures, providing insight into how growth and its explanation differ along the distribution. We analyse Dutch data on actual health expenditures linked to...

Persistent link: https://www.econbiz.de/10010326191

On the motives and needs for work beyond age 65: Comparing voluntary workers versus agency workers

Torka, Nicole; Goedebebure, Ivy; van Ewijk, Inge; … - In: Zeitschrift für Personalforschung (ZfP) 26 (2012) 2, pp. 167-188

Much has been written about older workers, including how to adequately manage a more mature workforce. Currently, the bulk of research concentrates on the push-pull factors for early retirement vs. the continuation of work life until the pensionable age. This article focuses on a different and...

Persistent link: https://www.econbiz.de/10010332792

Armoede en ongelijkheid bij ouderen: Een vergelijkende studie van de pensioenstelsels in België en Nederland

Keupers, Ingrid - 2009

tested on two cases namely Belgium and the Netherlands. Based on micro data on household income as found in the LIS database …) poverty rates are much higher than in the Netherlands (universal minimum pension). Poverty rates are higher for elderly women … than for elderly men and this gender difference is greater in the Netherlands than in Belgium. The paradox of …

Persistent link: https://www.econbiz.de/10010335560

Short- and long-run tax elasticities: the case of the Netherlands

Wolswijk, Guido - 2007

This paper provides estimates for the base elasticities of Dutch taxes, paying particular attention to differences between short-and long-term elasticities, and allowing for asymmetric adjustment. Estimates are presented for five tax categories for the period 1970-2005, after making appropriate...

Persistent link: https://www.econbiz.de/10011604809

Entrepreneurship and innovation policy

Stam, Erik - 2008

continues with a study on entrepreneurship and innovation in the Netherlands in an international and historical perspective …

Persistent link: https://www.econbiz.de/10010263861

Ageing, funded pensions and the Dutch economy

Bovenberg, Ary Lans; Knaap, Thijs - 2005

This paper attempts to paint a coherent picture of the effects of ageing on a small, open, economy with large pension funds in different institutional settings. Quantitative scenarios are projected with an applied computable general equilibrium model with institutional details. We find that...

Persistent link: https://www.econbiz.de/10010272714

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