Displaying similar documents to “Signals and revisions in economic time series: a case study.”

On the properties typical of economic time series.

Arthur B. Treadway (1984)

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This paper summarizes the results of econometric time-series analysis performed by the author and colleagues over the last seven years, using the Box-Jenkins approach in interaction with Economic Theory. Typical univariate properties, typical data anomalies and typical relationships are described. Common practice in Econometrics is criticized and certain aspects of Economic Theory are discussed.

Problems in scientific time series analysis.

Granville Tunnicliffe Wilson (1984)

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The paper reviews the statistical methods of time series analysis used in a selection of papers from respected scientific journals. In particular, problems are considered in the search for cycles, the use of regression to establish causal links between variables, transfer function modelling and the use of filtering to extract componentes of time series. An attempt is made to assess how useful the ideas of ARMA and Transfer Function modelling might be in improving the efficiency...

A quantitative study of the rate of change in Spanish employment.

Antoni Espasa (1984)

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In this paper the homogeneous information available for the Spanish economy on employment, productivity and wages is processed by means of annual single equation models. The aim in this exercise is to fix ideas about the fundamental characteristics that dominate the relationships between the mentioned data. A set of conclusions is listed at the end of the paper.

Smoothing the Catalan tourism micro-data time series.

Manuel Artís Ortuño, Josep Lluís Carrion i Silvestre, Alex Costa Sáenz de San Pedro, Jordi Suriñach Caralt (2002)

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In this paper we propose a method for smoothing the Catalan tourism time series between 1997 and 2000. These time series, built upon a micro database drawn from a survey conducted by the Statistical Institute of Catalonia, are somewhat volatile due, it would seem, to the incomplete nature of the information. The application of a smoothing procedure based on the combination of classical techniques and weighted moving averages allows us to overcome the problems caused by this lack of information...