Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.

1. Literature survey -- 2. Forecasting -- 3. Univariate time series analysis -- 4. Further topics in time series analysis -- 5. The development of seasonal adjustment programs -- 6. Empirical analysis.

Forecasting for management decisions : an introduction -- Data patterns and choice of forecasting techniques -- The macroeconomy and business forecasts -- Data collection and analysis for use in forecasting -- Forecasting with smoothing techniques -- Adaptive filtering as a forecasting technique...

This study is a master thesis for a master's program in Economics and Finance in the Department of Economics and Political Sciences at the University of Skövde. As the title indicates, the aim of the thesis is to use ARIMA and VAR models to predict inflation in Ghana. In order to fulfil this...

Inflation is defined as an increase in the general price level of goods and services within a period of time. For any economic agent to formulate policy, it must taken into consideration inflation and the aim of this study is to use ARIMA model to predict inflation in Ghana. In order to fulfill...

This paper gives a detailed overview of the current state of research in relation to the use of state space models and the Kalman-filter in the field of stochastic claims reserving. Most of these state space representations are matrix-based, which complicates their applications. Therefore, to...