منابع مشابه
A Time-Series Analysis of the Demand for Life Insurance in Australia: An Unobserved Components Approach
We systematically explore the time-series properties of life insurance demand using a novel statistical procedure that allows multiple unobservable (but interpretable) components to be extracted. This methodology allows the data to be modelled in new and innovative ways. We find univariate series decomposition allows us to more easily explain the behaviour of life insurance demand over the samp...
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This work examines the presence of unobserved components in the time series of Total Factor Productivity, which is an idea central to modern Macroeconomics. The main approaches in both the study of economic growth and the study of business cycles rely on certain properties of the different components of the time series of Total Factor Productivity. In the study of economic growth, the Neoclassi...
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This paper estimates reduced-form Phillips curves for Brazil with a framework of time series with unobserved components, in the spirit of Harvey (2011). However, we allow for expectations to play a key role using data from the Central Bank of Brazil’s Focus survey. Besides GDP, we also use industrial capacity utilization rate and IBC-Br index, as measures of economic activity. Our findings supp...
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Development of technology has made possible the invention of innovative and modern methods to solve partially the problems caused by traffic congestion, through decreasing the need for physical transportation; one such method being telecommuting. Few predictions have been reported regarding its aggregate demand at the level of a city, generally because of the complexity and multi-dimensionality...
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............................................................................................................................... i Dedication .......................................................................................................................... iii Acknowledgements ............................................................................................................ iv ...
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ژورنال
عنوان ژورنال: Journal of Transport & Health
سال: 2016
ISSN: 2214-1405
DOI: 10.1016/j.jth.2016.06.003