Notes on Time Series Analysis, ARIMA Models and Signal Extraction
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References listed on IDEAS
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- Alfredo Baldini, 2005. "Fiscal Policy and Business Cycles in an Oil-Producing Economy; The Case of Venezuela," IMF Working Papers 05/237, International Monetary Fund.
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More about this item
Keywordstime series; economic policy; seasonal fluctuations;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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