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Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar

Ayala, Astrid; Blazsek, Szabolcs - In: SERIEs : Journal of the Spanish Economic Association 10 (2019) 1, pp. 65-92

In this paper we introduce new Dynamic Conditional Score (DCS) models for the Skew-Gen-t (Skewed Generalized t) and NIG (Normal-Inverse Gaussian) distributions as alternatives to the recent DCS models for the Student’s-t and EGB2 (Exponential Generalized Beta of the second kind) distributions,...

Persistent link: https://www.econbiz.de/10012033379

Testing for deterministic seasonality in mixed-frequency VARs

Barrio Castro, Tomás del; Hecq, Alain W. J. - In: Economics letters 149 (2016), pp. 20-24

Persistent link: https://www.econbiz.de/10011620030

Trends cycles and seasons : econometric methods of signal extraction

Pollock, David Stephen G. - 2017

Persistent link: https://www.econbiz.de/10011581633

Optimal real-time filters for linear prediction problems

Wildi, Marc; McElroy, Tucker - In: Journal of time series econometrics 8 (2016) 2, pp. 155-192

Persistent link: https://www.econbiz.de/10011582769

Consistent multivariate seasonal adjustment for gross domestic product and its breakdown in expenditures

Bikker, Reinier; Brakel, Jan A. van den; Krieg, Sabine; … - 2017

Persistent link: https://www.econbiz.de/10011659498

SARIMA models for forecasting call volume in emergency services

Gijo, E. V.; Balakrishna, N. - In: International journal of business excellence 10 (2016) 4, pp. 545-561

Persistent link: https://www.econbiz.de/10011666377

The performance of lag selection and detrending methods for HEGY seasonal unit root tests

Barrio Castro, Tomás del; Osborn, Denise R.; Taylor, Robert - In: Econometric reviews 35 (2016) 1/4, pp. 122-168

Persistent link: https://www.econbiz.de/10011549897

A note on using the Hodrick-Prescott filter in electricity markets

Weron, Rafał; Zator, Michał - In: Energy economics 48 (2015), pp. 1-6

Persistent link: https://www.econbiz.de/10011533689

Modeling and forecasting of Brazilian reservoir inflows via dynamic linear models

Lima, L. M. Marangon; Popova, Elmira; Damien, Paul - In: International journal of forecasting 30 (2014) 3, pp. 464-476

Persistent link: https://www.econbiz.de/10010511556

Modelling seasonality in residential water demand : the case of Tunisia

Zaied, Younes Ben; Binet, Marie-Estelle - In: Applied economics 47 (2015) 19/21, pp. 1983-1996

Persistent link: https://www.econbiz.de/10010513401

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