Publications
3 shownTrends and Cycles in Macroeconomic Time Series
Two structural time series models for annual observations are constructed in terms of trend, cycle, and irregular components. The models are then estimated via the Kalman filter...
Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study
The basic structural model is a univariate time series model consisting of a slowly changing trend component, a slowly changing seasonal component, and a random irregular compon...
Frequent Co-Authors
Researcher Info
- h-index
- 3
- Publications
- 3
- Citations
- 1,411
- Institution
- London School of Economics and Political Science
External Links
Identifiers
- ORCID
- 0000-0003-3082-0440
Impact Metrics
h-index
3
h-index: Number of publications with at least h citations each.