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  1. Forecasting banknote circulation during the COVID-19 pandemic using structural time series models
    Author: Bartzsch, Nikolaus; Brandi, Marco; Pastor, Raymond de; Devigne, Lucas; Maddaloni, Gianluca; Restrepo, Diana Posada; Sene, Gabriele
    Published: [2023]
    Publisher:  Deutsche Bundesbank, Frankfurt am Main

    As part of the Eurosystem’s annual banknote production planning, the national central banks draw up forecasts estimating the volumes of national-issued banknotes in circulation for the three years ahead. As at the end of 2021, more than 80 per cent... more

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    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 12
    Inter-library loan:
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    As part of the Eurosystem’s annual banknote production planning, the national central banks draw up forecasts estimating the volumes of national-issued banknotes in circulation for the three years ahead. As at the end of 2021, more than 80 per cent of euro banknotes in circulation (cumulated net issuance) had been issued by the national central banks of France, Germany, Italy and Spain (‘4 NCBs’). To date, the 4 NCBs have been using ARIMAX models to forecast the banknotes issued nationally in circulation by denomination (‘benchmark models’). This paper presents the structural time series models developed by the 4 NCBs as an additional forecasting tool. The forecast accuracy measures used in this study show that the structural time series models outperform the benchmark models currently in use at each of the 4 NCBs for most of the denominations. However, it should be borne in mind that the statistical informative value of this comparison is limited by the fact the projection period is only twelve months.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9783957299512
    Other identifier:
    hdl: 10419/273732
    Series: Discussion paper / Deutsche Bundesbank ; no 2023, 20
    Subjects: euro; demand for banknotes; forecast of banknotes in circulation; structural time series models; ARIMA models; intervention variables
    Scope: 1 Online-Ressource (circa 84 Seiten), Illustrationen
  2. Forecasting banknote circulation during the Covid-19 pandemic using structural time series models
    Author: Bartzsch, Nikolaus; Brandi, Marco; Devigne, Lucas; Pastor, Raymond de; Maddaloni, Gianluca; Posada Restrepo, Diana; Sene, Gabriele
    Published: [2023]
    Publisher:  Banca d'Italia, [Rom]

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 547
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Series: Questioni di economia e finanza / Banca d'Italia ; number 771 (May 2023)
    Subjects: euro; demand for banknotes; forecast of banknotes in circulation; structural time seriesmodels; ARIMA models; intervention variables
    Scope: 1 Online-Ressource (circa 83 Seiten), Illustrationen
  3. Distributed ARIMA models for ultra-long time series
    Author: Wang, Xiaoqian; Kang, Yanfei; Hyndman, Rob J.; Li, Feng
    Published: August 2020
    Publisher:  Monash University, Department of Econometrics and Business Statistics, [Victoria, Australia]

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    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 796
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Monash University, Department of Econometrics and Business Statistics ; 20, 29
    Subjects: Ultra-long time series; Distributed forecasting; ARIMA models; Least squares approximation; MapReduce
    Scope: 1 Online-Ressource (circa 40 Seiten), Illustrationen