20 citations · 36 across the 4 of their papers we have counts for
4 papers
Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition
Saulius Jokubaitis, Dmitrij Celov
This paper elaborates on the sectoral-regional view of the business cycle synchronization in the EU -- a necessary condition for the optimal currency area. We argue that complete a…
Sparse structures with LASSO through Principal Components: forecasting GDP components in the short-run
Saulius Jokubaitis, Dmitrij Celov, Remigijus Leipus
This paper aims to examine the use of sparse methods to forecast the real, in the chain-linked volume sense, expenditure components of the US and EU GDP in the short-run sooner tha…
Asymptotic normality of the mixture density estimator in a disaggregation scheme
Dmitrij Celov, Remigijus Leipus, Anne Philippe
The paper concerns the asymptotic distribution of the mixture density estimator, proposed by Oppenheim et al 2006, in the aggregation/disaggregation problem of random parameter AR(…
Time series aggregation, disaggregation and long memory
Dmitrij Celov, Remigijus Leipus, Anne Philippe
We study the aggregation/disaggregation problem of random parameter AR(1) processes and its relation to the long memory phenomenon. We give a characterization of a subclass of aggr…