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Details about Hossein Hassani

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Workplace:Business School, Faculty of Management, Bournemouth University, (more information at EDIRC)

Access statistics for papers by Hossein Hassani.

Last updated 2019-02-28. Update your information in the RePEc Author Service.

Short-id: pha398


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Working Papers

2015

  1. Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)

2014

  1. Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test
    Working Papers, University of Pretoria, Department of Economics
  2. Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis
    Working Papers, University of Pretoria, Department of Economics
  3. Forecasting the Price of Gold
    Working Papers, University of Pretoria, Department of Economics View citations (9)
    See also Journal Article in Applied Economics (2015)

2013

  1. On the Folded Normal Distribution
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach
    Economics & Management Discussion Papers, Henley Business School, Reading University Downloads

2010

  1. On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7?
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads View citations (3)

2008

  1. On the Application of Data Mining to Official Data
    MPRA Paper, University Library of Munich, Germany Downloads

2007

  1. IS THE SAMPLE COEFFICIENT OF VARIATION A GOOD ESTIMATOR FOR THE POPULATION COEFFICIENT OF VARIATION?
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Singular Spectrum Analysis: Methodology and Comparison
    MPRA Paper, University Library of Munich, Germany Downloads View citations (35)

2005

  1. A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Upper Outliers in a Normal Sample
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2018

  1. A statistical approach for a fuel subsidy mechanism
    Energy Policy, 2018, 119, (C), 666-673 Downloads
  2. Modeling European industrial production with multivariate singular spectrum analysis: A cross†industry analysis
    Journal of Forecasting, 2018, 37, (3), 371-384 Downloads View citations (2)
  3. Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models
    Physica A: Statistical Mechanics and its Applications, 2018, 509, (C), 121-139 Downloads View citations (2)
    See also Working Paper (2015)
  4. Vector and recurrent singular spectrum analysis: which is better at forecasting?
    Journal of Applied Statistics, 2018, 45, (10), 1872-1899 Downloads

2017

  1. A statistical study of the short- and long-term drivers of crude oil prices
    OPEC Energy Review, 2017, 41, (2), 93-114 Downloads
  2. A statistics-based approach for crude oil supply risk assessment
    OPEC Energy Review, 2017, 41, (3), 187-200 Downloads
  3. Cross country relations in European tourist arrivals
    Annals of Tourism Research, 2017, 63, (C), 151-168 Downloads View citations (3)
  4. The role of innovation and technology in sustaining the petroleum and petrochemical industry
    Technological Forecasting and Social Change, 2017, 119, (C), 1-17 Downloads View citations (4)

2015

  1. A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts
    Econometrics, 2015, 3, (3), 1-20 Downloads View citations (7)
  2. Forecasting the price of gold
    Applied Economics, 2015, 47, (39), 4141-4152 Downloads View citations (4)
    See also Working Paper (2014)
  3. On the use of singular spectrum analysis for forecasting U.S. trade before, during and after the 2008 recession
    International Economics, 2015, (141), 34-49 Downloads View citations (4)
  4. The United Kingdom productivity paradox: Myth or reality
    The Journal of Economic Asymmetries, 2015, 12, (1), 52-60 Downloads

2013

  1. Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
    Journal of Forecasting, 2013, 32, (5), 395-408 View citations (18)
  2. Forecasting before, during, and after recession with singular spectrum analysis
    Journal of Applied Statistics, 2013, 40, (10), 2290-2302 Downloads View citations (4)
  3. Predicting inflation dynamics with singular spectrum analysis
    Journal of the Royal Statistical Society Series A, 2013, 176, (3), 743-760 Downloads View citations (16)

2012

  1. On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries
    The Quarterly Review of Economics and Finance, 2012, 52, (4), 369-384 Downloads View citations (3)
  2. The sample autocorrelation function and the detection of long-memory processes
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (24), 6367-6379 Downloads View citations (2)

2011

  1. Multivariate singular spectrum analysis for forecasting revisions to real-time data
    Journal of Applied Statistics, 2011, 38, (10), 2183-2211 Downloads View citations (10)

2010

  1. A note on the sum of the sample autocorrelation function
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (8), 1601-1606 Downloads View citations (3)

2009

  1. Forecasting European industrial production with singular spectrum analysis
    International Journal of Forecasting, 2009, 25, (1), 103-118 Downloads View citations (45)
  2. Two new confidence intervals for the coefficient of variation in a normal distribution
    Journal of Applied Statistics, 2009, 36, (4), 429-442 Downloads View citations (2)

2008

  1. Mixed Poisson models and singular spectrum analysis in marketing research, econometrics and other areas
    Economics Bulletin, 2008, 28, (29), A0 Downloads
 
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