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in seasonality for industrial production series of the G7 countries. We find compelling evidence that the effects of …
Persistent link: https://www.econbiz.de/10010731731
This paper models the seasonal dynamics in quarterly industrial production for India. For this, we extend the time-varying smooth transition autoregression (TV-STAR) model to allow for independent regime-switching behaviour in the deterministic seasonal and cyclical components. This yields the...
Persistent link: https://www.econbiz.de/10005770878
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in seasonality for industrial production series of the G7 countries. We find compelling evidence that the effects of …
Persistent link: https://www.econbiz.de/10008570617
Recent research has shown that the seasonals in Indian manufacturing production are affected by rainfall. Since the effect of rainfall comes through agricultural production, this finding raises the question of whether the effect is through demand channel or supply channel. This paper attempts to...
Persistent link: https://www.econbiz.de/10008674243
In this paper, we compare the forecasting performance of seasonal and non linear autoregressive models in terms of …
Persistent link: https://www.econbiz.de/10009394334
Institute of Forecasters (Journal of Forecasting 1982-1985; International Journal of Forecasting 1985-2005). During this period …, over one third of all papers published in these journals concerned time series forecasting. We also review highly … influential works on time series forecasting that have been published elsewhere during this period. Enormous progress has been …
Persistent link: https://www.econbiz.de/10005427625
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