Testing and Estimating Persistence in Canadian Unemployment. [PDF]
A vital implication of unemployment persistence applies to the Bank of Canada's disinflation policies since it adversely influences unemployment and considerably lengthens recessions.
Curtis J. Eberwein +2 more
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Revista Colombiana de Estadística, 2008 Este documento presenta una nueva prueba para el parámetro de diferenciación fraccional de un modelo ARFIMA, basada en una aproximación autorregresiva de su componente a corto plazo.
ELKIN CASTAÑO +2 more
doaj
The Role of Inflation Persistence in the Inflation Process in the New EU Member States [PDF]
The aim of this paper is to compare inflation persistence between the New Member States (NMS) that joined the European Union in 2004 and 2007 and selected euro area members. If the levels of inflation persistence between the two groups are different, the
Branislav Saxa +2 more
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Predicting Waste Volume Using ARIMA and ARFIMA Models
International Research Journal of Multidisciplinary ScopeThe final waste processing facility plays a crucial role in waste management. The growing amount of waste in landfills is causing significant harm to the surrounding environment and the health of nearby residents. This study seeks to offer insights into the projected future waste volume in landfills. This research applies the mathematical models of the
null Hedi +3 more
openaire +1 more source
SaPt-CNN-LSTM-AR-EA: a hybrid ensemble learning framework for time series-based multivariate DNA sequence prediction. [PDF]
PeerJ, 2023 Yan W +5 more
europepmc +1 more source
South African inflation modelling using bootstrapped long short-term memory methods. [PDF]
SN Bus Econ, 2023 Kubheka S.
europepmc +1 more source
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models [PDF]
We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular emphasis of this paper is on assessing the performance of long memory time series models in comparison to their short-memory ...
Kaizoji, Taisei, Lux, Thomas
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THE LONG MEMORY PROPERTY OF HUNGARIAN MARKET PIG PRICES: A COMPARISON OF THREE DIFFERENT METHODS [PDF]
Annals of the University of Petrosani: Economics, 2012 The present study investigates the long memory property of market pig prices. Simply knowing that these time series have long term dependence could have strong significance when forecasting prices.
SÁNDOR KOVÁCS +3 more
doaj
Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility [PDF]
This paper presents a comprehensive empirical evaluation of option-implied and returns-based forecasts of volatility, in which new developments related to the impact on measured volatility of market microstructure noise and random jumps are explicitly ...
Andrew Reidy +2 more
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Time Analysis of an Emergent Infection Spread Among Healthcare Workers: Lessons Learned from Early Wave of SARS-CoV-2. [PDF]
Int J Gen Med, 2022 Leme PAF +8 more
europepmc +1 more source