Journal of Business Cycle Measurement and Analysis
Author:
Publisher:
Published: 2009
Total Pages: 398
ISBN-13:
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Predicting Turning Points in the Interest Rate Cycle (RLE: Business Cycles)
Author: James W. Coons
Publisher: Routledge
Published: 2015-03-24
Total Pages: 163
ISBN-13: 131749864X
DOWNLOAD EBOOKOriginally published in 1994 and the recipient of the Stonier Library Award, this volume evaluates an alternative approach – the sequential filter- to managing the uncertainty inherent in the future course of the interest rate cycle. The specific hypothesis is that the sequential filter can produce valuable signals of cyclical peaks and troughs in interest rates. The analysis focusses on US interest rates from April 1953 to December 1988.
Frontiers in Statistical Quality Control 8
Author: Hans-Joachim Lenz
Publisher: Springer Science & Business Media
Published: 2006-08-08
Total Pages: 359
ISBN-13: 3790816876
DOWNLOAD EBOOKIn Canada, acceptance sampling has been used in legal metrology applications for nearly four decades. One of its principal uses has been in the quality control of utility meters that measure electricity or natural gas supplied to consumers. By law, such meters must be inspected for conformance to specification requirements prior to use and be periodically inspected while huse. With few exceptions, due to the numerous utility companies in the country and their varied practices, the meters exist in the form of isolated lots for inspection purposes. The proportion of nonconforming meters in a lot has traditionally defined lot quality for utility meter sampling inspection purposes. Another principal application of acceptance sampling has been in the quality control of the net contents of packaged products sold in the marketplace. Such products include those sold on the basis of such measures as weight, volume, length, and area. In this particular application, products are also usually inspected on an isolated-lot basis for regulatory purposes. However, lot quality is usually measured on the basis of two criteria for such products: the proportion of nonc- forming packages in the lot and the lot mean quantity. This section reviews Canadian quality control practices in these two areas of application, highlighting some of the deficiencies and issues. Three-class s- pling plans are proposed as a possible solution to some of these deficiencies and issues.
Leading Economic Indicators
Author: Kajal Lahiri
Publisher: Cambridge University Press
Published: 1991
Total Pages: 488
ISBN-13: 9780521438582
DOWNLOAD EBOOKDeveloped fifty years ago by the National Bureau of Economic Research, the analytic methods of business cycles and economic indicators enable economists to forecast economic trends by examining the repetitive sequences that occur in business cycles. The methodology has proven to be an inexpensive and useful tool that is now used extensively throughout the world. In recent years, however, significant new developments have emerged in the field of business cycles and economic indicators. This volume contains twenty-two articles by international experts who are working with new and innovative approaches to indicator research. They cover advances in three broad areas of research: the use of new developments in economic theory and time-series analysis to rationalise existing systems of indicators; more appropriate methods to evaluate the forecasting records of leading indicators, particularly of turning point probability; and the development of new indicators.
Statistical Surveillance
Author: David Bock
Publisher:
Published: 2004
Total Pages: 166
ISBN-13:
DOWNLOAD EBOOKThis is a Ph.D. dissertation. Statistical surveillance is used to repeatedly evaluate the amount of information contained in observations which are achieved continuously. This makes it possible to quickly and safely detect changes in the way economic and financial time series evolve through time. Thus, the optimal time for decisions can be determined. The thesis treats systems for early warnings of turns in economic processes. In papers I & II it is demonstrated how such systems can be used to predict the turning points of the general business cycle, by detecting turns in leading indicators. In papers III & IV some strategies for timely transactions in the financial market are analyzed by means of the theory of statistical surveillance.
On Statistical Surveillance
Author: Christian Sonesson
Publisher: Statistical Research Unit Goteborg University
Published: 2003
Total Pages: 150
ISBN-13:
DOWNLOAD EBOOKThis is a Ph.D. dissertation. The need for statistical surveillance has been noticed in many different areas. Examples of applications discussed in this thesis include the detection of an increased incidence of a disease and the detection of intra-uterine
Business Conditions Digest
Author:
Publisher:
Published: 1975-06
Total Pages: 132
ISBN-13:
DOWNLOAD EBOOKFinancial Surveillance
Author: Marianne Frisen
Publisher: John Wiley & Sons
Published: 2008-02-28
Total Pages: 272
ISBN-13: 9780470987162
DOWNLOAD EBOOKThis is the first book-length treatment of statistical surveillance methods used in financial analysis. It contains carefully selected chapters written by specialists from both fields and strikes a balance between the financial and statistical worlds, enhancing future collaborations between the two areas, and enabling more successful prediction of financial market trends. The book discusses, in detail, schemes for different control charts and different linear and nonlinear time series models and applies methods to real data from worldwide markets, as well as including simulation studies.
Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation
Author: Estela Bee Dagum
Publisher: Springer
Published: 2016-06-20
Total Pages: 293
ISBN-13: 3319318225
DOWNLOAD EBOOKThis book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS and STAMP - the main seasonal adjustment methods used by statistical agencies. Several real-world cases illustrate each method and real data examples can be followed throughout the text. The trend-cycle estimation is presented using nonparametric techniques based on moving averages, linear filters and reproducing kernel Hilbert spaces, taking recent advances into account. The book provides a systematical treatment of results that to date have been scattered throughout the literature. Seasonal adjustment and real time trend-cycle prediction play an essential part at all levels of activity in modern economies. They are used by governments to counteract cyclical recessions, by central banks to control inflation, by decision makers for better modeling and planning and by hospitals, manufacturers, builders, transportation, and consumers in general to decide on appropriate action. This book appeals to practitioners in government institutions, finance and business, macroeconomists, and other professionals who use economic data as well as academic researchers in time series analysis, seasonal adjustment methods, filtering and signal extraction. It is also useful for graduate and final-year undergraduate courses in econometrics and time series with a good understanding of linear regression and matrix algebra, as well as ARIMA modelling.
