Seasonal heteroscedasticity and trends
Article Abstract:
Seasonal heteroscedasticity and trends are discussed in reference to a seasonal model. Heteroscedasticity takes place when certain seasonal effects are more variable than others in manufacturing output. Different models of seasonality were investigated. Seasonal trends occur when there is an increase or decrease in the systematic tendencies throughout various economic periods.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1998
User Contributions:
Comment about this article or add new information about this topic:
Preliminary data and econometric forecasting: an application with the Bank of Italy quarterly model
Article Abstract:
The usage of preliminary data for improving the quality of economic forecasting is discussed based on the Bank of Italy's Quarterly Econometric Model. Data from Italian national accounts is also used to examine the relevant issues.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
Forecasting and signal extraction with misspecified models
Article Abstract:
A multi step estimation model for the purpose of signal extraction in the presence of model misspecification is presented. The model is useful for forecasting economy and Gross Domestic Product.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2005
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: A discrete stochastic model for investment with an application to the transaction costs case. Optimal investment with taxes: An existence result
- Abstracts: Evaluating volatility and interval forecasts. Judgement in learning-curve forecasting: a laboratory study. A Fractionally Integrated Exponential Model for UK unemployment
- Abstracts: The sure-thing principle and the comonotonic sure-thing principle: an axiomatic analysis. The topographical approach
- Abstracts: A ratonal route to randomness. Institutional architectures and behavioral ecologies in the dynamics of financial markets
- Abstracts: Existence and regularity of equilibria in a general equilibrium model with private provision of a public good