Výsledky vyhledávání - "Jan P.A.M. Jacobs"

Seasonal adjustment of daily data with CAMPLET

Autor: Barend Abeln, Jan P.A.M. Jacobs, Machiel Mulder

In the last decade large data sets have become available, both in terms of the number of time series and with higher frequencies (weekly, daily and even higher). All series may suffer from seasonality, which hides other important fluctuations. Theref

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::c60dc2b5882c0aecbf20307e50bde05f
https://doi.org/10.54932/hkse4022

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Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET

Autor: Barend Abeln, Jan P.A.M. Jacobs

Seasonality in macroeconomic time series can obscure movements of other components in a series that are operationally more important for economic and econometric analyses. Indeed, in practice one often prefers to work with seasonally adjusted data to

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______645::61e00d38231a717afd72762856df4c52
https://cama.crawford.anu.edu.au/sites/default/files/publication/cama_crawford_anu_edu_au/2015-07/25_2015_abeln_jacobs.pdf

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Lessons from the Latest Data on U.S. Productivity

Autor: Jan P.A.M. Jacobs, Simon van Norden

Publikováno v: SSRN Electronic Journal.

Productivity growth is carefully scrutinized by macroeconomists because it plays key roles in understanding private savings behaviour, the sources of macroeconomic shocks, the evolution of international competitiveness and the solvency of public pens

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::10e991534b38c3f6c4a9e39104320572
https://doi.org/10.2139/ssrn.1740526

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MEASURING SYNCHRONICITY AND CO-MOVEMENT OF BUSINESS CYCLES WITH AN APPLICATION TO THE EURO AREA

Autor: Mark Mink, Jan P.A.M. Jacobs, Jakob de Haan

We develop multivariate measures of synchronicity and co-movement of business cycles. In addition to synchronicity, the co-movement measure takes differences between cycle amplitudes into account that have been overlooked in most previous studies. We

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d41d05f05d230ff571a7b31db54c5821
https://cama.crawford.anu.edu.au/sites/default/files/publication/cama_crawford_anu_edu_au/2017-02/19_mink_jacobs_dehaan_2007.pdf

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COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY

Autor: Jan P.A.M. Jacobs, Kenneth F. Wallis

Cointegration ideas as introduced by Granger (1981) are commonly embodied in empirical macroeconomic modelling through the vector error correction model (VECM). It has also become common practice in these models to treat some variables as weakly exog

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______645::4074b5ec36eb4e40b236c3f1c004d23d
https://cama.crawford.anu.edu.au/sites/default/files/publication/cama_crawford_anu_edu_au/2017-02/12_jacobs_wallis_2007.pdf

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Do Ifo Indicators Help Explain Revisions in German Industrial Production?

Autor: Jan P.A.M. Jacobs, Jan-Egbert Sturm

This paper studies the information content of some Ifo indicators. In particular, we investigate whether two Ifo indicators, one on the current business situation, the other on current production development, provide information on revisions of Germa

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::439b3e63b3b6bb84effc1295e416369e
http://www.cesifo-group.de/DocDL/cesifo1_wp1205.pdf

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