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2014 R&D trends forecast

In: Research technology management : RTM 57 (2014) 1, pp. 32-41

Persistent link: https://www.econbiz.de/10010244473

Forecasting with exponential smoothing : what's the right smoothing constant?

Ravinder, Handanhal V. - In: Review of business information systems 17 (2013) 3, pp. 117-126

Persistent link: https://www.econbiz.de/10009792572

Forecasting inflation and economic growth of Pakistan by using two time series methods

Sultana, Kishwer; Rahim, Adila; Moin, Nighat; Aman, Sajida - In: International journal of business and economics … 2 (2013) 6, pp. 174-178

Persistent link: https://www.econbiz.de/10010341579

Trend-cycle decomposition for Peruvian GDP : application of an alternative method

Guillén, Ángel; Rodriguez, Gabriel - In: Latin American economic review : LAER ; official … 23 (2014), pp. 1-44

Perron and Wada (J Monet Econ 56:749-65, 2009) propose a new method of decomposition of the GDP in its trend and cycle …, which presents a mixture of normals in the disturbances of the trend and cycle component of output. The obtained trend … clearly reflects the structural change undergone in the early 1990s. After a steep decrease of the trend or potential GDP as a …

Persistent link: https://www.econbiz.de/10010254293

SEMIFAR models : a semiparametric framework for modelling trends, long range dependence and nonstationarity

Beran, Jan - 1999

difficult. Also, for some time series, several trend generating mechanisms may occur simulteneously. In this paper, a class of …- or long-memory component, adifference stationary component, and/or a deterministic trend component. Data examples from …

Persistent link: https://www.econbiz.de/10011543808

SEMIFAR models, with applications to commodities, exchange rates and the volatility of stock market indices

Beran, Jan; Feng, Yuanhua; Franke, Günter; Hess, Dieter; … - 1999

The distinction between stationarity, difference stationarity, deterministic trends as well as between short- and long-range dependence has a major impact on statistical conclusions, such as confidence intervals for population quantities or point and interval forecasts. In this paper, recent...

Persistent link: https://www.econbiz.de/10011543928

SEMIFAR forecasts, with applications to foreign exchange rates

Beran, Jan; Ocker, Dirk - 1999

SEMIFAR models introduced in Beran (1999) provide a semiparametric modelling framework that enables the data analyst to separate deterministic and stochastic trends as well as short- and long-memory components in an observed time series. A correct distinction between these components, and in...

Persistent link: https://www.econbiz.de/10011544579

The trend-cycle decomposition of output and the Phillips curve : Bayesian estimates for Italy and the Euro area

Busetti, Fabio; Caivano, Michele - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1565-1587

Persistent link: https://www.econbiz.de/10011481732

Breaks, trends, and unit roots in spot prices for crude oil and petroleum products

Sun, Jingwei; Shi, Wendong - In: Energy economics 50 (2015), pp. 169-177

Persistent link: https://www.econbiz.de/10011564017

A unit root model for trending time-series energy variables

Narayan, Paresh Kumar; Liu, Ruipeng - In: Energy economics 50 (2015), pp. 391-402

Persistent link: https://www.econbiz.de/10011564140