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A review on singular spectrum analysis for economic and financial time series
16 references·8 citing·35 second hop
A review on singular spectrum analysis for economic and financial time series (2010)A review on singular spectrum analysis fo…Introduction to Time Series and Forecasting (2016)Introduction to Time Series a…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Investigating Causal Relation…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Investigating Causal Relation…Introduction to Time Series and Forecasting (2002)Introduction to Time Series a…Are Phillips Curves Useful for Forecasting Inflation? (2001)Are Phillips Curves Useful fo…The Band Pass Filter (1999)The Band Pass FilterMeasuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Forecasting inflation (1999)Forecasting inflationPostwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series (1995)Measuring Business Cycles App…Low frequency filtering and real business cycles (1993)Low frequency filtering and r…Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Chaos and Nonlinear Dynamics:…Nonlinear Dynamics and Stock Returns (1989)Nonlinear Dynamics and Stock …On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis Forecasting and Control. 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References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
  • 2002Introduction to Time Series and Forecasting3,913 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1999The Band Pass Filter1,909 cited
  • 1999Forecasting inflation1,273 cited
  • 2016Introduction to Time Series and Forecasting1,190 cited
  • 1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1989Nonlinear Dynamics and Stock Returns778 cited
  • 1993Low frequency filtering and real business cycles757 cited
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 1995Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series729 cited
  • 2008

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Investigating Causal Relations by Econometric Models and Cross-Spectral Methods
728 cited

Cited by

  • 2012Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis113 cited
  • 2012Predicting Inflation Dynamics with Singular Spectrum Analysis82 cited
  • 2018A combined neural network model for commodity price forecasting with SSA79 cited
  • 2015On the use of singular spectrum analysis for forecasting U.S. trade before, during and after the 2008 recession71 cited
  • 2011Multivariate singular spectrum analysis for forecasting revisions to real-time data63 cited
  • 2018Forecasting global stock market implied volatility indices58 cited
  • 2020Compositional data techniques for forecasting dynamic change in China’s energy consumption structure by 2020 and 203048 cited
  • 2012On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries28 cited