Statistical, econometric and state space models for time and savings deposits of households;Štatistikcý, ekonometrický a stavový model termínovaných vkladov domácností

Ekonomicky casopis

Volumn 51, Issue 4, 2003, Pages 489-505

  Marček, Dušan ^a  

^a UNIVERSITY OF ILINA   (Slovakia)

Author keywords

[No Author keywords available]

Indexed keywords

CREDIT PROVISION; KALMAN FILTER; METHODOLOGY; SAVINGS BEHAVIOR; TIME SERIES ANALYSIS;

SLOVAKIA;

EID: 0042341376     PISSN: 00133035     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

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3. GAYNOR, P. E. - KIRPATRICK, R. C.: Introduction to Time-Series Modeling and Forecasting in Business and Economics. New York: McGraw-Hill, Inc. 1994.
4. MARČEK, D.: Modelling Short-term Time Series with Seasonal Component by Structural Models in State Form. Slovak Statistics and Demography (Infostat Bratislava), 2001, No. 3, pp. 4-17 (in Slovak).
5. MARČEK, D. - MARČEK, M.: Time Series Analysis, Modelling and Forecasting with Economic Applications. Žilina: EDIS ŽU 2001 (in Slovak).
6. MATLAB 6: user's guide. PL, 2001.
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9. PRIESTLEY, M. B.: Spectral Analysis and Time Series. Vols. 1 and 2. New York: Academic Press 1981.
10. Time Series Pack, Reference an User's Guide. Applications library. Mathematica, Wolfram Research, Inc., March 1995.
11. VAŠÍČEK, O. - FUKAČ, M.: Macroeconomic Model of Non-Accelerating Inflation Product. Finance a úvěr, 2002, 52, No. 6, pp. 258-274.