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The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production. (2005). van Dijk, Dick ; Franses, Philip Hans.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:21:y:2005:i:1:p:87-102.

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Cited: 32

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  3. Statistical and economic evaluation of time series models for forecasting arrivals at call centers. (2019). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea.
    In: Empirical Economics.
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  4. The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks. (2018). Olszak, Magorzata ; Kowalska, Iwona ; Roszkowska, Sylwia ; Pipie, Mateusz .
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  6. Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment. (2017). Lenart, Łukasz.
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  7. Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea.
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  8. Empirical analysis of daily cash flow time series and its implications for forecasting. (2017). Salas-Molina, Francisco ; Martin, Francisco J ; Serra, Joan ; Rodr, Juan A.
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  9. Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea.
    In: Economic Theory and Applications Working Papers.
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  10. Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2016). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea.
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  11. Forecasting time series with structural breaks with Singular Spectrum Analysis, using a general form of recurrent formula. (2016). Rahmani, Donya ; Ghodsi, Mansi ; Hassani, Hossein ; Heravi, Saeed.
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  12. Do regulations and supervision shape the capital crunch effect of large banks in the EU?. (2015). Pipień, Mateusz ; Olszak, Małgorzata ; Roszkowska, Sylwia ; Kowalska, Iwona ; Pipien, Mateusz.
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  13. Prediction and simulation using simple models characterized by nonstationarity and seasonality. (2015). Swanson, Norman ; Urbach, Richard .
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  14. A neuro-fuzzy combination model based on singular spectrum analysis for air transport demand forecasting. (2014). Liu, John J. ; Xiao, YI ; Wang, Yingfeng ; Hu, YI ; Lai, Kin Keung.
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  15. ‘Horses for Courses’ in demand forecasting. (2014). Nikolopoulos, Konstantinos ; Petropoulos, Fotios ; Assimakopoulos, Vassilios ; Makridakis, Spyros.
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  16. Time Series Models for Business and Economic Forecasting. (2014). Franses, Philip Hans ; Opschoor, Anne ; van Dijk, Dick.
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  17. Time Series Forecasting Using a Hybrid Adaptive Particle Swarm Optimization and Neural Network Model. (2014). Yi, Xiao ; Yingfeng, Wang ; John, Liu.
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  18. On the Relationship between Financial Instability and Economic Performance: Stressing the Business of Nonlinear Modelling. (2014). Ubilava, David.
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  19. .

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  20. Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality. (2013). Swanson, Norman ; Urbach, Richard .
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  21. Nonlinearity and Structural Stability in the Phillips Curve: Evidence from Turkey. (2012). Telatar, Funda ; Hasanov, Mübariz ; Araç, Ayşen ; Arac, Aysen .
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  22. Forecast evaluation in call centers: combined forecasts, flexible loss functions and economic criteria. (2011). .
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  23. Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production. (2010). Koopman, Siem Jan ; Bos, Charles.
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  24. Nonlinearity and structural stability in the Phillips curve: Evidence from Turkey. (2010). Telatar, Funda ; Hasanov, Mübariz ; Araç, Ayşen.
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  25. Non-linear relation between industrial production and business surveys data. (2009). Bruno, Giancarlo.
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  26. Non-linear relation between industrial production and business surveys data. (2009). Bruno, Giancarlo.
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  27. Un análisis de variables fiscales del Gobierno Central del Uruguay para el período 1989-2006. (2007). Ganon, Elena ; Tiscordio, Ina .
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  28. How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables. (2007). Tkacz, Greg ; Galbraith, John.
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  29. 25 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G..
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  30. 25 Years of IIF Time Series Forecasting: A Selective Review. (2005). Hyndman, Rob ; De Gooijer, Jan G..
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  38. Seasonal Adjustment and the Business Cycle in Unemployment. (2000). Franses, Philip Hans ; de Bruin, Paul .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:4:y:2000:i:2:n:2.

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  39. Seasonality, leading indicators, and alternative business cycle theories. (1999). Wells, John M..
    In: Applied Economics.
    RePEc:taf:applec:v:31:y:1999:i:5:p:531-538.

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  40. Seasonal adjustment and the business cycle in unemployment. (1999). Franses, Philip Hans ; Franses, Ph. H. B. F., ; de Bruin, P..
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:1593.

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  41. The cyclical sensitivity of seasonality in U.S. employment. (1999). Wascher, William ; Krane, Spencer.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:44:y:1999:i:3:p:523-553.

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  42. The cyclical sensitivity of seasonality in US employment. (1999). Wascher, William ; Krane, Spencer.
    In: BIS Working Papers.
    RePEc:bis:biswps:67.

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  43. Seasonal Fluctuations and International Trade. (1998). Mehrez, Gil ; Kaneda, Mitsuhiro.
    In: International Trade.
    RePEc:wpa:wuwpit:9809001.

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  44. Time-series implications of the permanent income hypothesis on durable goods consumption. (1998). Cho, Sung Won.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:1998010108000012849.

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  45. Mean shifts, unit roots and forecasting seasonal time series. (1997). Paap, Richard ; Franses, Philip Hans ; Hoek, Henk .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:13:y:1997:i:3:p:357-368.

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  46. Recognizing changing seasonal patterns using artificial neural networks. (1997). Franses, Philip Hans ; Draisma, Gerrit.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:81:y:1997:i:1:p:273-280.

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  47. On seasonality and business cycle durations: A nonparametric investigation. (1997). Ghysels, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:79:y:1997:i:2:p:269-290.

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  48. Multi-country tests for the oscillator model with slowly varying coefficients. (1996). Ramsey, James B. ; Keenan, Sean .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:30:y:1996:i:3:p:383-408.

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  49. The effect of linear filters on dynamic time series with structural change. (1996). Perron, Pierre ; Ghysels, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:70:y:1996:i:1:p:69-97.

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  50. On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data.. (1992). Siklos, Pierre ; LEE, Hahn ; Ghysels, Eric.
    In: Cahiers de recherche.
    RePEc:mtl:montde:9237.

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