Forecasting time series with common seasonal patterns
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Cited by:
- Gossé, Jean-Baptiste & Guillaumin, Cyriac, 2013.
"L’apport de la représentation VAR de Christopher A. Sims à la science économique,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(4), pages 309-319, Décembre.
- Jean-Baptiste Gossé & Cyriac Guillaumin, 2013. "L’apport de la représentation VAR de Chrisropher A. Sims à la science économique," Post-Print halshs-01075741, HAL.
- Damian Stelmasiak & Grzegorz Szafrański, 2016. "Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 8(1), pages 21-42, March.
- Hugh Christensen & Simon Godsill & Richard E Turner, 2020. "Hidden Markov Models Applied To Intraday Momentum Trading With Side Information," Papers 2006.08307, arXiv.org.
- Ionel Birgean & Lutz Kilian, 2002.
"Data-Driven Nonparametric Spectral Density Estimators For Economic Time Series: A Monte Carlo Study,"
Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 449-476.
- Kilian, L. & Bergean, I., 1999. "Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study," Papers 99-04, Michigan - Center for Research on Economic & Social Theory.
- Jinho Choi & Juan Carlos Escanciano & Junjie Guo, 2022. "Generalized band spectrum estimation with an application to the New Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1055-1078, August.
- Dekker, Mark & van Donselaar, Karel & Ouwehand, Pim, 2004. "How to use aggregation and combined forecasting to improve seasonal demand forecasts," International Journal of Production Economics, Elsevier, vol. 90(2), pages 151-167, July.
- Wolters, Jannik & Huchzermeier, Arnd, 2021. "Joint In-Season and Out-of-Season Promotion Demand Forecasting in a Retail Environment," Journal of Retailing, Elsevier, vol. 97(4), pages 726-745.
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