Displaying similar documents to “On the properties typical of economic time series.”

Gwilym Jenkins, experimental design and the time series.

George E. P. Box (1983)

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This paper was presented at the opening session of the First Catalan International Symposium on Statistics, held in Barcelona, September 1983, in honour to the late Gwilym M. Jenkins. It is therefore a special paper in its format. It is a great honour for our Journal to publish it (Editor's note).

Concepts of relative importance.

William Kruskal (1984)

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How might one interpret the relative importance of independent variables, causes or determiners when a dependent variable depends on those determiners together with chance? Such questions arise throughout science, technology, and national life. The paper attemps to clarify and critically describe a number of approaches to the problem of understanding relative importance.

Signals and revisions in economic time series: a case study.

Agustín Maravall, David A. Pierce (1984)

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The paper estimates how much short-run monetary control may be affected by data noise and revisions, such as the ones implied by seasonal adjustment. The effects of the different types of data error are illustrated, and results on their empirical relevance and analytical properties are presented. The paper can be seen as an exercise that combines some elements of econometric, time series and economic analysis to answer a real world problem.

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.

A model for credit scoring: an application of discriminant analysis.

Manuel Artís, Montserrat Guillén, José M.ª Martínez (1994)

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The application of statistical techniques in decision making, and more specifically for classification requirements, has proved to be adequate in the context of financial problems. In this study, we present the methodology used and the results obtained in the elaboration of a decision-support system for credit assignment. The problem was to provide an automatic tool for a Spanish financial institution that needed to quantify and analyse credit applications from clients. Firstly, we shall...

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...

Factors influencing the outcome of economic sanctions.

Herman Wold (1985)

Trabajos de Estadística e Investigación Operativa

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This paper draws from two unpulished articles with the same title, Wold (1978, 1980), the first (5 pages) presented at the International Workshop on Conflict Resolution, University of Haifa, Israel, 19-24 june 1978, the second (28 pages) at the Fourth World Congress of Econometric Society, Aix-en-Provence, 21 Aug.-1 Sept. 1980. For considerations of space the present paper is in cable style. As an exercise in scientific model building the analysis is extreme in using 27 variables...

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...