Now showing items 1-3 of 3

    • An experimental indicator to forecast turning points 

      Dalton, Padraig; Keogh, Gerard (Statistical and Social Inquiry Society of Ireland, 2000)
      The Business Cycle in Gross Domestic Product (GDP) describes the recurring cycles of expansion and slowdown in overall economic well being. A Composite Leading Indicator (CLI) is a small group of important economic ...
    • A Gravity Model Analysis of Irish Merchandise Goods Exports under Brexit 

      Keogh, Gerard (Statistical and Social Inquiry Society of Ireland, 2019)
      This article uses the Gravity Model to explore the effects of Brexit on Irish merchandise goods exports. We embed our approach within the framework of the Structural Gravity Model that incorporates multilateral resistance ...
    • Univariate time series modelling and forecasting using TSMARS 

      Keogh, Gerard (Trinity College (Dublin, Ireland). School of Computer Science & Statistics, 2006)
      This thesis studies threshold nonlinearity in time series using TSMARS, a time series extension of the Multivariate Adaptive Regression Splines (MARS) procedure of Friedman (1991a). MARS is model free and can detect and ...