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Model-based Clustering of Multiple Time Series
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Cited by:
- Frühwirth-Schnatter, Sylvia & Pamminger, Christoph & Weber, Andrea & Winter-Ebmer, Rudolf, 2014.
"When Is The Best Time To Give Birth?,"
Economics Series
308, Institute for Advanced Studies.
- Frühwirth-Schnatter, Sylvia & Pamminger, Christoph & Weber, Andrea & Winter-Ebmer, Rudolf, 2014. "When Is the Best Time to Give Birth?," IZA Discussion Papers 8396, Institute of Labor Economics (IZA).
- Sylvia Frühwirth-Schnatter & Christoph Pamminger & Andrea Weber & Rudolf Winter-Ebmer, 2014. "When Is The Best Time To Give Birth?," NRN working papers 2014-09, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Sylvia Frühwirth-Schnatter & Christoph Pamminger & Andrea Weber & Rudolf Winter-Ebmer, 2014. "When Is The Best Time To Give Birth?," Economics working papers 2014-08, Department of Economics, Johannes Kepler University Linz, Austria.
- Crowley, Patrick M., 2008. "One money, several cycles? : evaluation of European business cycles using model-based cluster analysis," Research Discussion Papers 3/2008, Bank of Finland.
- Dolores Gadea-Rivas, M. & Gómez-Loscos, Ana & Bandrés, Eduardo, 2018.
"Clustering regional business cycles,"
Economics Letters, Elsevier, vol. 162(C), pages 171-176.
- M. D. Gadea-Rivas & Ana Gómez-Loscos & Eduardo Bandrés, 2017. "Clustering regional business cycles," Working Papers 1744, Banco de España.
- Miguel A. Juárez & Mark F. J. Steel, 2010.
"Non‐gaussian dynamic bayesian modelling for panel data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(7), pages 1128-1154, November/.
- Juarez, Miguel A. & Steel, Mark F. J., 2006. "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper 450, University Library of Munich, Germany.
- Sylvia Kaufmann & Sylvia Frühwirth-Schnatter, 2006.
"How do changes in monetary policy affect bank lending? An analysis of Austrian bank data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 275-305.
- Sylvia Frühwirth‐Schnatter & Sylvia Kaufmann, 2006. "How do changes in monetary policy affect bank lending? An analysis of Austrian bank data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 275-305, April.
- Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020.
"The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach,"
Papers
2012.14693, arXiv.org.
- Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2021. "The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Working Papers 2021:03, Department of Economics, University of Venice "Ca' Foscari".
- Beibei Zhang & Rong Chen, 2018. "Nonlinear Time Series Clustering Based on Kolmogorov-Smirnov 2D Statistic," Journal of Classification, Springer;The Classification Society, vol. 35(3), pages 394-421, October.
- Alonso, A.M. & Berrendero, J.R. & Hernandez, A. & Justel, A., 2006. "Time series clustering based on forecast densities," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 762-776, November.
- Antonio Rodríguez Andrés & Abraham Otero & Voxi Heinrich Amavilah, 2022.
"Knowledge economy classification in African countries: A model-based clustering approach,"
Information Technology for Development, Taylor & Francis Journals, vol. 28(2), pages 372-396, April.
- Amavilah, Voxi Heinrich & Otero, Abraham & Andres, Antonio Rodriguez, 2021. "Knowledge Economy Classification in African Countries: A Model-Based Clustering Approach," MPRA Paper 109188, University Library of Munich, Germany.
- Basturk, N. & Paap, R. & van Dijk, D.J.C., 2010. "Financial Development and Convergence Clubs," Econometric Institute Research Papers EI 2010-52, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Neville Francis & Michael T. Owyang & Ozge Savascin, 2017.
"An endogenously clustered factor approach to international business cycles,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1261-1276, November.
- Neville Francis & Michael T. Owyang & Özge Savascin, 2012. "An endogenously clustered factor approach to international business cycles," Working Papers 2012-014, Federal Reserve Bank of St. Louis.
- Knut Are Aastveit & Jamie L. Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024.
"Taylor Rules with Endogenous Regimes,"
Working Papers
No 04/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024. "Taylor Rules with Endogenous Regimes," Tinbergen Institute Discussion Papers 24-030/III, Tinbergen Institute.
- Deb, Soudeep & Karmakar, Sayar, 2023. "A novel spatio-temporal clustering algorithm with applications on COVID-19 data from the United States," Computational Statistics & Data Analysis, Elsevier, vol. 188(C).
- Fisher, Mark & Jensen, Mark J., 2019.
"Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 187-202.
- Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," Working Paper series 18-12, Rimini Centre for Economic Analysis.
- Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," FRB Atlanta Working Paper 2018-2, Federal Reserve Bank of Atlanta.
- repec:zbw:bofrdp:2008_003 is not listed on IDEAS
- Sylvia Frühwirth‐Schnatter & Christoph Pamminger & Andrea Weber & Rudolf Winter‐Ebmer, 2012.
"Labor market entry and earnings dynamics: Bayesian inference using mixtures‐of‐experts Markov chain clustering,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(7), pages 1116-1137, November.
- Sylvia Frühwirth-Schnatter & Christoph Pamminger & Andrea Weber & Rudolf Winter-Ebmer, 2010. "Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-of-Experts Markov Chain Clustering," NRN working papers 2010-14, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Sylvia Frühwirth-Schnatter & Andrea Weber & Rudolf Winter-Ebmer, 2010. "Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-of-Experts Markov Chain Clustering," Economics working papers 2010-11, Department of Economics, Johannes Kepler University Linz, Austria.
- Rombouts Jeroen V. K. & Bouaddi Mohammed, 2009.
"Mixed Exponential Power Asymmetric Conditional Heteroskedasticity,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(3), pages 1-32, May.
- Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 0749, CIRPEE.
- BOUADDI, Mohammed & ROMBOUTS, Jeroen V.K., 2007. "Mixed exponential power asymmetric conditional heteroskedasticity," LIDAM Discussion Papers CORE 2007097, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 07-15, HEC Montréal, Institut d'économie appliquée.
- Luca De Angelis & Leonard J. Paas, 2013. "A dynamic analysis of stock markets using a hidden Markov model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(8), pages 1682-1700, August.
- Juan Romero-Padilla, 2018. "A method for clustering panel data based on parameter homogeneity," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 7(3), pages 1-3.
- Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin, 2014. "Growth-cycle phases in China�s provinces: A panel Markov-switching approach," Working Papers 2014:19, Department of Economics, University of Venice "Ca' Foscari".
- Philip Hans Franses & Thomas Wiemann, 2020. "Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 59-75, June.
- Rosetta Lombardo & Marianna Falcone, 2011. "Crime And Economic Performance. A Cluster Analysis Of Panel Data On Italy'S Nuts 3 Regions," Working Papers 201112, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
- Charles Bouveyron & Julien Jacques, 2011. "Model-based clustering of time series in group-specific functional subspaces," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 5(4), pages 281-300, December.
- Ana Gómez-Loscos & M. Dolores Gadea & Eduardo Bandres, 2020.
"Business cycle patterns in European regions,"
Empirical Economics, Springer, vol. 59(6), pages 2639-2661, December.
- Gomez-Loscos, Ana & Gadea, M. Dolores & Bandres, Eduardo, 2018. "Business cycle patterns in European regions," MPRA Paper 83964, University Library of Munich, Germany.
- Custodio João, Igor & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2023.
"Dynamic clustering of multivariate panel data,"
Journal of Econometrics, Elsevier, vol. 237(2).
- André Lucas & Julia Schaumburg & Bernd Schwaab, 2020. "Dynamic clustering of multivariate panel data," Tinbergen Institute Discussion Papers 20-009/III, Tinbergen Institute.
- Joao, Igor Custodio & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2021. "Dynamic clustering of multivariate panel data," Working Paper Series 2577, European Central Bank.
- Okui, Ryo & Wang, Wendun, 2021.
"Heterogeneous structural breaks in panel data models,"
Journal of Econometrics, Elsevier, vol. 220(2), pages 447-473.
- Ryo Okui & Wendun Wang, 2018. "Heterogeneous structural breaks in panel data models," Papers 1801.04672, arXiv.org, revised Nov 2018.
- Yelland, Phillip M., 2010. "Bayesian forecasting of parts demand," International Journal of Forecasting, Elsevier, vol. 26(2), pages 374-396, April.
- Yoosoon Chang & Steven N. Durlauf & Bo Hu & Joon Y. Park, 2024. "Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility," Working Papers No 03/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Eduardo Bandrés & María Dolores Gadea-Rivas & Ana Gómez-Loscos, 2017. "Regional business cycles across europe," Occasional Papers 1702, Banco de España.
- Tyler Roick & Dimitris Karlis & Paul D. McNicholas, 2021. "Clustering discrete-valued time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(1), pages 209-229, March.
- Juan C. Duque & Xinyue Ye & David C. Folch, 2015. "spMorph: An exploratory space-time analysis tool for describing processes of spatial redistribution," Papers in Regional Science, Wiley Blackwell, vol. 94(3), pages 629-651, August.
- Harvill, Jane L. & Ravishanker, Nalini & Ray, Bonnie K., 2013. "Bispectral-based methods for clustering time series," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 113-131.
- Michelle Gilmartin & Dimitris Korobilis, 2012.
"On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(2), pages 179-195, May.
- Korobilis, Dimitris & Gilmartin, Michelle, 2010. "On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK," MPRA Paper 28542, University Library of Munich, Germany.
- Dimitris Korobilis & Michelle Gilmartin, 2011. "On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK," Working Paper series 13_11, Rimini Centre for Economic Analysis.
- Carmelo J. León & Jorge E. Araña, 2012. "The Dynamics of Preference Elicitation after an Environmental Disaster: Stability and Emotional Load," Land Economics, University of Wisconsin Press, vol. 88(2), pages 362-381.
- León, Carmelo J. & Araña, Jorge E. & Hanemann, W. Michael & Riera, Pere, 2014. "Heterogeneity and emotions in the valuation of non-use damages caused by oil spills," Ecological Economics, Elsevier, vol. 97(C), pages 129-139.
- Florian Huber & Tam'as Krisztin & Michael Pfarrhofer, 2018. "A Bayesian panel VAR model to analyze the impact of climate change on high-income economies," Papers 1804.01554, arXiv.org, revised Feb 2021.
- Franses, Ph.H.B.F. & Wiemann, T., 2018. "Intertemporal Similarity of Economic Time Series," Econometric Institute Research Papers EI2018-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita, 2017.
"Clustered housing cycles,"
Regional Science and Urban Economics, Elsevier, vol. 66(C), pages 185-197.
- Rubén Hernández-Murillo & Michael T Owyang & Margarita Rubio, 2013. "Clustered Housing Cycles," Discussion Papers 2013/02, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Ruben Hernandez-Murillo & Michael T. Owyang & Margarita Rubio, 2013. "Clustered housing cycles," Working Papers 2013-021, Federal Reserve Bank of St. Louis.
- Ruben Hernandez-Murillo & Michael T. Owyang & Margarita Rubio, 2015. "Clustered Housing Cycles," Working Papers (Old Series) 1524, Federal Reserve Bank of Cleveland.
- Gregor Zens, 2019. "Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(4), pages 1019-1051, December.
- De Angelis, Luca & Dias, José G., 2014. "Mining categorical sequences from data using a hybrid clustering method," European Journal of Operational Research, Elsevier, vol. 234(3), pages 720-730.
- James D. Hamilton & Michael T. Owyang, 2012.
"The Propagation of Regional Recessions,"
The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 935-947, November.
- James D. Hamilton & Michael T. Owyang, 2009. "The propagation of regional recessions," Working Papers 2009-013, Federal Reserve Bank of St. Louis.
- James D. Hamilton & Michael T. Owyang, 2011. "The Propagation of Regional Recessions," NBER Working Papers 16657, National Bureau of Economic Research, Inc.
- Sylvia Frühwirth-Schnatter & Stefan Pittner & Andrea Weber & Rudolf Winter-Ebmer, 2016.
"Analysing Plant Closure Effects Using Time-Varying Mixture-of-Experts Markov Chain Clustering,"
Economics working papers
2016-10, Department of Economics, Johannes Kepler University Linz, Austria.
- Frühwirth-Schnatter, Sylvia & Pittner, Stefan & Weber, Andrea & Winter-Ebmer, Rudolf, 2016. "Analysing Plant Closure Effects Using Time-Varying Mixture-of-Experts Markov Chain Clustering," Economics Series 324, Institute for Advanced Studies.
- Sylvia Frühwirth-Schnatter & Stefan Pittner & Andrea Weber & Rudolf Winter-Ebmer, 2016. "Analysing Plant Closure Effects Using Time-Varying Mixture-of-Experts Markov Chain Clustering," CDL Aging, Health, Labor working papers 2016-06, The Christian Doppler (CD) Laboratory Aging, Health, and the Labor Market, Johannes Kepler University Linz, Austria.
- Sylvia Kaufmann, 2010.
"Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 309-344.
- Sylvia Kaufmann, 2008. "Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data," Working Papers 144, Oesterreichische Nationalbank (Austrian Central Bank).
- Aßmann, Christian & Boysen-Hogrefe, Jens, 2011. "A Bayesian approach to model-based clustering for binary panel probit models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 261-279, January.
- Robert Darkins & Emma J Cooke & Zoubin Ghahramani & Paul D W Kirk & David L Wild & Richard S Savage, 2013. "Accelerating Bayesian Hierarchical Clustering of Time Series Data with a Randomised Algorithm," PLOS ONE, Public Library of Science, vol. 8(4), pages 1-9, April.
- Crowley, Patrick M., 2008. "One money, several cycles? Evaluation of European business cycles using model-based cluster analysis," Bank of Finland Research Discussion Papers 3/2008, Bank of Finland.
- Lu, Emiao & Handl, Julia & Xu, Dong-ling, 2018. "Determining analogies based on the integration of multiple information sources," International Journal of Forecasting, Elsevier, vol. 34(3), pages 507-528.
- Juarez, Miguel A. & Steel, Mark F. J., 2006. "Model-based Clustering of non-Gaussian Panel Data," MPRA Paper 880, University Library of Munich, Germany.
- Maruotti, Antonello & Punzo, Antonio, 2017. "Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 475-496.
- Michael Bergrab & Christian Aßmann, 2024. "Automated Bayesian variable selection methods for binary regression models with missing covariate data," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 18(2), pages 203-244, June.
- Jane L. Harvill & Priya Kohli & Nalini Ravishanker, 2017. "Clustering Nonlinear, Nonstationary Time Series Using BSLEX," Methodology and Computing in Applied Probability, Springer, vol. 19(3), pages 935-955, September.
- Coroneo, Laura & Jackson, Laura E. & Owyang, Michael T., 2020.
"International Stock Comovements with Endogenous Clusters,"
Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
- Laura Coroneo & Laura E. Jackson & Michael T. Owyang, 2018. "International Stock Comovements with Endogenous Clusters," Working Papers 2018-038, Federal Reserve Bank of St. Louis, revised 27 Mar 2020.
- Edoardo Otranto & Massimo Mucciardi, 2019. "Clustering space-time series: FSTAR as a flexible STAR approach," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 175-199, March.
- Franses, Ph.H.B.F., 2019. "Do African economies grow similarly?," Econometric Institute Research Papers EI2019-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Winter-Ebmer, Rudolf & Weber, Andrea & Frühwirth-Schnatter, Sylvia & Pamminger, Christoph, 2014. "When Is The Best Time To Give Birth - Career Effects Of Early Birth Decisions," CEPR Discussion Papers 10132, C.E.P.R. Discussion Papers.
- Gregor Zens, 2018. "Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership," Papers 1809.04853, arXiv.org, revised Jan 2019.
- Jacques, Julien & Preda, Cristian, 2014. "Model-based clustering for multivariate functional data," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 92-106.
- De Angelis, L & Paas, L.J., 2009. "The dynamic analysis and prediction of stock markets through the latent Markov model," Serie Research Memoranda 0053, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Sergei S. Shibaev, 2016. "Recession Propagation In Small Regional Economies: Spatial Spillovers And Endogenous Clustering," Working Paper 1369, Economics Department, Queen's University.
- Jeffrey P. Cohen & Cletus C. Coughlin & Daniel Soques, 2019. "House Price Growth Interdependencies and Comovement," Working Papers 2019-028, Federal Reserve Bank of St. Louis, revised 11 Jan 2021.
- Aßmann, Christian & Boysen-Hogrefe, Jens, 2009. "A bayesian approach to model-based clustering for panel probit models," Economics Working Papers 2009-03, Christian-Albrechts-University of Kiel, Department of Economics.
- Christian Aßmann & Jens Boysen-Hogrefe, 2010. "Analysis of current account reversals via regime switching models," Economic Change and Restructuring, Springer, vol. 43(1), pages 21-43, February.
- E. Otranto & M. Mucciardi, 2017. "Clustering Space-Time Series: A Flexible STAR Approach," Working Paper CRENoS 201707, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Sylvia Frühwirth-Schnatter, 2011. "Panel data analysis: a survey on model-based clustering of time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 5(4), pages 251-280, December.
- Mahmoudi, Mohammad Reza, 2021. "A computational technique to classify several fractional Brownian motion processes," Chaos, Solitons & Fractals, Elsevier, vol. 150(C).
- repec:onb:oenbwp:y::i:144:b:1 is not listed on IDEAS