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Time series models
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#	Item
341	MATHEMATICAL FORECASTING USING THE BOX-JENKINS METHODOLOGY TECHNICAL BRIEFING Add to Reading List Source URL: www.foundationwebsite.org Language: English - Date: 2010-06-01 11:10:14 Box–Jenkins Statistical models Moving-average model Autoregressive integrated moving average Forecasting Partial autocorrelation function Economic model Macroeconomic model Econometrics Statistics Time series analysis Noise
342	MATHEMATICAL FORECASTING: BOX-JENKINS METHODOLOGY Add to Reading List Source URL: www.foundationwebsite.org Language: English - Date: 2010-06-17 13:21:00 Statistical models Data analysis Forecasting Statistical forecasting Macroeconomic model Econometrics Box–Jenkins Economic model Mathematical model Statistics Time series analysis Macroeconomics
343	Wo r k i n g Pa p e r S e r i e S NO[removed]a u g u s t 2013 A Predictability Test for a Small Number of Nested Models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-08-26 11:11:37 Parametric statistics Hypothesis testing Econometrics F-test Economic model Statistical hypothesis testing Likelihood-ratio test Autoregressive conditional heteroskedasticity Statistical power Statistics Statistical tests Time series analysis
344	Wo r k i n g Pa p e r S e r i e S NO[removed]m ay 2013 Forecasting fiscal time series using mixed frequency data Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-05-22 09:06:37 Econometrics Econometric models Mixed data sampling Data analysis Eric Ghysels Forecasting Distributed lag Regression analysis Lag operator Statistics Time series analysis Statistical forecasting
345	Short-term forecasting of the Japanese economy using factor models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2012-03-20 10:42:23 Prediction Data analysis Time series analysis Econometrics Economic forecasting Forecasting Dynamic factor Nowcasting Gross domestic product Statistics Statistical forecasting Economics
346	ECONOMIC PAPERS Number 150 April 2001 Add to Reading List Source URL: ec.europa.eu Language: English - Date: 2013-12-18 10:53:10 Economics Control theory Markov models National accounts Kalman filter Gross domestic product Capacity utilization Economic growth Output Macroeconomics Statistics Time series analysis
347	Eigenvalue filtering in VAR models with application to the Czech business cycle Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-11-23 06:45:41 Econometrics Time series analysis New classical macroeconomics New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Inflation Economic model Business cycle Statistics Economics Macroeconomics
348	Estimating multi-country VAR models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-05-15 04:36:02 Regression analysis Time series analysis Vector autoregression Economic model Variance Markov chain FORECAST Estimation theory Statistics Econometrics Multivariate statistics
349	Forecasting with DSGE models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2010-05-05 07:26:11 Statistical forecasting Time series analysis Econometrics New classical macroeconomics New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Forecasting Regression analysis Statistics Macroeconomics Economics
350	Bayesian Inference in Cointegrated VAR Models: With Applications to the Demand for Euro Area M3 Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-11-17 11:41:34 Econometrics Mathematical finance Statistical theory Cointegration Vector autoregression Prior probability Johansen test Hyperparameter Bayesian inference Statistics Bayesian statistics Time series analysis