Structural time series models in combination with a parallel run are applied to estimate discontinuities induced by the redesign. A backcasting algorithm is developed to construct uninterrupted input ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation In forecasting economic time series, statistical models often need to be complemented ... This paper addresses this gap by ...

Structural time series models in combination with a parallel run are applied to estimate discontinuities induced by the redesign. A backcasting algorithm designed for the consumer confidence variables ...

The 2023 paper "Time Series-Based Quantitative Risk Models: Enhancing Accuracy in Forecasting and Risk Assessment" by Olanrewaju Olukoya Odumuwagun, published in the International Journal of ...

James Hamilton provides for the first time a thorough and detailed textbook account of important innovations such as vector autoregressions, estimation by generalized method of moments, the economic ...