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On the use of singular spectrum analysis for forecasting U.S. trade before, during and after the 2008 recession
Silva, Emmanuel Sirimal; Hassani, Hossein - In: International economics : a journal published by CEPII … 141 (2015), pp. 34-49
Persistent link: https://www.econbiz.de/10011539483
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The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012661146
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Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots
Thomakos, Dimitrios D.; Hassani, Hossein - In: International journal of computational economics and … 10 (2020) 2, pp. 149-182
Persistent link: https://www.econbiz.de/10012226710
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The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza; Hassani, Hossein; Gupta, Rangan - In: Journal of forecasting 42 (2023) 7, pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753