scholarly journals Markov-switching autoregressive models for wind time series

2012 ◽  
Vol 30 ◽  
pp. 92-101 ◽  
Author(s):  
Pierre Ailliot ◽  
Valérie Monbet
Keyword(s):  
Time Series ◽  
Markov Switching ◽  
Autoregressive Models

Reforming the Labour Market in Good and Bad Times

2018 ◽  
Author(s):  
Britta Gehrke ◽  
Enzo Weber
Keyword(s):  
Time Series ◽  
Business Cycle ◽  
Labour Market ◽  
Markov Switching ◽  
Matching Theory ◽  
Market Reforms ◽  
Structural Reforms ◽  
Labour Market Reforms ◽  
Short Run ◽  
The Business Cycle

This chapter discusses how the effects of structural labour market reforms depend on whether the economy is in expansion or recession. Based on an empirical time series model with Markov switching that draws on search and matching theory, we propose a novel identification of reform outcomes and distinguish the effects of structural reforms that increase the flexibility of the labour market in distinct phases of the business cycle. We find in applications to Germany and Spain that reforms which are implemented in recessions have weaker expansionary effects in the short run. For policymakers, these results emphasize the costs of introducing labour market reforms in recessions.

scholarly journals Wasserstein Autoregressive Models for Density Time Series

2021 ◽  
Author(s):  
Chao Zhang ◽  
Piotr Kokoszka ◽  
Alexander Petersen
Keyword(s):  
Time Series ◽  
Autoregressive Models

scholarly journals Change-point detection, segmentation, and related topics

2020 ◽  
Vol 68 ◽  
pp. 97-122
Author(s):  
Jean-Marc Bardet ◽  
Vincent Brault ◽  
Serguei Dachian ◽  
Farida Enikeeva ◽  
Bruno Saussereau
Keyword(s):  
Time Series ◽  
Change Point ◽  
Point Estimation ◽  
Change Point Detection ◽  
Autoregressive Models ◽  
Change Point Estimation ◽  
Adaptive Penalty ◽  
Singularity Point ◽  
Dependency Structures ◽  
Point Detection

Recent contributions to change-point detection, segmentation and inference for non-regular models are presented. Various problems are considered including the multiple change-point estimation with adaptive penalty for time series with different dependency structures, estimation of the singularity point in cusp-type models, inference for thresholded autoregressive models, and cross-segmentation of matrices.

Sign in / Sign up

Export Citation Format

Share Document