Results 281 to 290 of about 2,865,465 (299)

Unobserved Components Model

2015
openaire   +1 more source

An Unobserved-Component Model With Switching Permanent and Transitory Innovations

Journal of Business and Economic Statistics, 2005
Yu-Lieh Huang
exaly  

An Unobserved Components Model that Yields Business and Medium-Run Cycles

Journal of Money, Credit and Banking, 2013
Mark E. Wohar
exaly  

The cyclicality of fiscal policy: New evidence from unobserved components approach

Journal of Macroeconomics, 2017
Mark E. Wohar, Prasad Bhattacharya, Omar H M N Bashar   +2 more
exaly  

Testing in unobserved components models

Journal of Forecasting, 2001
openaire   +1 more source

Unobserved Component Model for Predicting Monthly Traffic Volume

Journal of Transportation Engineering Part A: Systems, 2019
Zheyong Bian, Zhipeng Zhang, Qin Xiao
exaly  

Persistence in natural gas consumption in the US: An unobserved component model

Energy Policy, 2012
Emilio Congregado, Mónica Carmona, Antonio A Golpe   +2 more
exaly  

Short and long memory unobserved components in hydrological time series

Physics and Chemistry of the Earth, 2006
Marcella Corduas, Domenico Piccolo
exaly  

A note on the two assumptions of standard unobserved components models

Economics Letters, 2008
Daisuke Nagakura
exaly  

Measuring the dollar–euro permanent equilibrium exchange rate using the unobserved components model

Journal of International Money and Finance, 2015
Ronald MacDonald, Xiaoshan Chen
exaly