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Peter Fuleky

Personal Details

First Name:Peter
Middle Name:
Last Name:Fuleky
Suffix:
RePEc Short-ID:pfu116
[This author has chosen not to make the email address public]
http://www2.hawaii.edu/~fuleky/
Terminal Degree:2009 Department of Economics; University of Washington (from RePEc Genealogy)

Affiliation

(50%) Department of Economics
University of Hawaii-Manoa

Manoa, Hawaii (United States)
http://www.economics.hawaii.edu/
RePEc:edi:deuhius (more details at EDIRC)

(50%) University of Hawai'i Economic Research Organization (UHERO)
University of Hawaii-Manoa

Manoa, Hawaii (United States)
http://www.uhero.hawaii.edu/
RePEc:edi:heuhius (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Steven Bond-Smith & Peter Fuleky, 2022. "The effects of the pandemic on the economy of Hawaii," Working Papers 2022-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  2. Peter Fuleky & Istvan Szapudi, 2021. "Bird's eye view of COVID-19, mobility, and labor market outcomes across the US," Working Papers 2021-5, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  3. Nathan DeMaagd & Peter Fuleky & Kimberly Burnett & Christopher Wada, 2021. "Tourism Water Use During the COVID-19 Shutdown A Natural Experiment in Hawaii," Working Papers 2021-8, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  4. Peter Fuleky, 2020. "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers 2020-3, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  5. Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers 2019-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  6. Carl Bonham & Peter Fuleky & James Jones & Ashley Hirashima, 2015. "Nowcasting Tourism Industry Performance Using High Frequency Covariates," Working Papers 2015-13R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Jul 2016.
  7. Carl S. Bonham & Peter Fuleky & Qianxue Zhao, 2013. "Estimating Demand Elasticities in Non-Stationary Panels: The Case of Hawaii's Tourism Industry," Working Papers 201303, University of Hawaii at Manoa, Department of Economics.
  8. Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 2013-17R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Aug 2016.
  9. Peter Fuleky & Carl S. Bonham & Qianxue Zhao, 2013. "Estimating Demand Elasticities in Non-Stationary Panels: The Case of Hawaii Tourism," Working Papers 2013-2R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Aug 2013.
  10. Peter Fuleky & Carl, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 2013-5, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  11. Peter Fuleky & Eric Zivot, 2011. "Indirect Inference Based on the Score," Working Papers 2011-12, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  12. Peter Fuleky, 2011. "On the Choice of the Unit Period in Time Series Models," Working Papers 2011-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  13. Peter Fuleky & Carl Bonham, 2010. "Forecasting Based on Common Trends in Mixed Frequency Samples," Working Papers 2010-17R1, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Jul 2013.

Articles

  1. Steven Bond-Smith & Peter Fuleky, 2023. "The effects of the pandemic on the economy of Hawaii," Current Issues in Tourism, Taylor & Francis Journals, vol. 26(23), pages 3846-3852, December.
  2. Peter Fuleky, 2022. "Nowcasting the trajectory of the COVID-19 recovery," Applied Economics Letters, Taylor & Francis Journals, vol. 29(11), pages 1037-1041, June.
  3. DeMaagd, Nathan & Fuleky, Peter & Burnett, Kimberly & Wada, Christopher, 2022. "Tourism water use during the COVID-19 shutdown," Annals of Tourism Research, Elsevier, vol. 97(C).
  4. Péter Füleky & István Szapudi, 2022. "Bird’s Eye View of COVID-19, Mobility, and Labor Market Outcomes Across the US," Economics of Disasters and Climate Change, Springer, vol. 6(2), pages 339-353, July.
  5. Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2018. "Common correlated effects and international risk sharing," International Finance, Wiley Blackwell, vol. 21(1), pages 55-70, March.
  6. Hirashima, Ashley & Jones, James & Bonham, Carl S. & Fuleky, Peter, 2017. "Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism," Annals of Tourism Research, Elsevier, vol. 63(C), pages 191-202.
  7. Fuleky, Peter & Ventura, Luigi, 2016. "Mean lag in general error correction models," Economics Letters, Elsevier, vol. 143(C), pages 107-110.
  8. Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2015. "International Risk Sharing in the Short and in the long run under Country Heterogeneity," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 20(4), pages 374-384, October.
  9. Fuleky, Peter & Bonham, Carl S., 2015. "Forecasting With Mixed-Frequency Factor Models In The Presence Of Common Trends," Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 753-775, June.
  10. Peter Fuleky & Eric Zivot, 2014. "Indirect inference based on the score," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 383-393, October.
  11. Peter Fuleky, 2012. "On the choice of the unit period in time series models," Applied Economics Letters, Taylor & Francis Journals, vol. 19(12), pages 1179-1182, August.

Books

  1. Peter Fuleky (ed.), 2020. "Macroeconomic Forecasting in the Era of Big Data," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-030-31150-6.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Steven Bond-Smith & Peter Fuleky, 2022. "The effects of the pandemic on the economy of Hawaii," Working Papers 2022-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.

    Cited by:

    1. Steven Bond-Smith, 2024. "Diversifying Hawai‘i's Specialized Economy: A Spatial Economic Perspective," Economic Development Quarterly, , vol. 38(1), pages 40-59, February.

  2. Peter Fuleky, 2020. "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers 2020-3, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.

    Cited by:

    1. Steven Bond-Smith & Peter Fuleky, 2022. "The effects of the pandemic on the economy of Hawaii," Working Papers 2022-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
    2. Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020. "Measuring Real Activity Using a Weekly Economic Index," Staff Reports 920, Federal Reserve Bank of New York.
    3. Steven Bond-Smith, 2022. "Diversifying Hawai‘i’s specialized economy: A spatial economic perspective," Working Papers 2022-5, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
    4. Steven Bond-Smith, 2024. "Diversifying Hawai‘i's Specialized Economy: A Spatial Economic Perspective," Economic Development Quarterly, , vol. 38(1), pages 40-59, February.

  3. Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers 2019-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.

    Cited by:

    1. Chiara Casoli & Riccardo (Jack) Lucchetti, 2022. "Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices [Commodity-price comovement and global economic activity]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 494-514.
    2. Peter Fuleky, 2020. "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers 202022, University of Hawaii at Manoa, Department of Economics.
    3. Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021. "Factor extraction using Kalman filter and smoothing: This is not just another survey," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
    4. Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
    5. Priscila Espinosa & Jose M. Pavía, 2023. "Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement," Forecasting, MDPI, vol. 5(2), pages 1-19, April.
    6. Boriss Siliverstovs & Daniel S. Wochner, 2021. "State‐dependent evaluation of predictive ability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(3), pages 547-574, April.
    7. Daniel Wochner, 2020. "Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions," KOF Working papers 20-472, KOF Swiss Economic Institute, ETH Zurich.

  4. Carl Bonham & Peter Fuleky & James Jones & Ashley Hirashima, 2015. "Nowcasting Tourism Industry Performance Using High Frequency Covariates," Working Papers 2015-13R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Jul 2016.

    Cited by:

    1. Eric W. K. See-To & Eric W. T. Ngai, 2018. "Customer reviews for demand distribution and sales nowcasting: a big data approach," Annals of Operations Research, Springer, vol. 270(1), pages 415-431, November.

  5. Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 2013-17R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Aug 2016.

    Cited by:

    1. Malin Gardberg, 2016. "Determinants of International Consumption Risk Sharing in Emerging Markets and Developing Countries," EcoMod2016 9452, EcoMod.
    2. Beck, Krzysztof & Yersh, Valeryia, 2024. "Economic integration and consumption risk sharing: A comparison of Eurozone and OECD countries," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 784-803.
    3. Gerdie Everaert & Lorenzo Pozzi, 2022. "Encompassing measures of international consumption risk sharing and their link with trade and financial globalization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 433-449, March.
    4. Malin Gardberg, 2022. "Financial reforms and low‐income households' impact on international consumption risk sharing," International Finance, Wiley Blackwell, vol. 25(3), pages 375-395, December.
    5. António Afonso & José Alves & Krzysztof Beck & Karen Jackson, 2022. "Financial, Institutional and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows," Working Papers REM 2022/0235, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    6. Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc, 2021. "Risk sharing in Europe: new empirical evidence on the capital markets channel," Post-Print hal-02978130, HAL.
    7. Ventura, Luigi & Ventura, Maria, 2021. "Migration, Diversity and Regional Risk Sharing," MPRA Paper 107712, University Library of Munich, Germany.
    8. Alper Yılmaz, 2023. "Carbon emissions effect of trade openness and energy consumption in Sub-Saharan Africa," SN Business & Economics, Springer, vol. 3(2), pages 1-28, February.
    9. Digvijay S. Negi & Christopher B. Barrett, 2024. "Consumption Smoothing, Commodity Markets, and Informal Transfers," Working Papers 116, Ashoka University, Department of Economics.

  6. Peter Fuleky & Carl S. Bonham & Qianxue Zhao, 2013. "Estimating Demand Elasticities in Non-Stationary Panels: The Case of Hawaii Tourism," Working Papers 2013-2R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Aug 2013.

    Cited by:

    1. Francesco Aiello & Graziella Bonanno & Alessia Via, 2015. "Again on trade elasticities: evidence from a selected sample of countries," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 259-287, December.
    2. Yun-Huan Lee & William S. Chang, 2016. "Analyzing the effects of economic factors on modeling the diffusion of foreign exchange earnings from tourism in Taiwan," Tourism Economics, , vol. 22(5), pages 1126-1131, October.
    3. Dogru, Tarik & Sirakaya-Turk, Ercan & Crouch, Geoffrey I., 2017. "Remodeling international tourism demand: Old theory and new evidence," Tourism Management, Elsevier, vol. 60(C), pages 47-55.
    4. Xueying Huang & Yuanjun Han & Xuhong Gong & Xiangyan Liu, 2020. "Does the belt and road initiative stimulate China’s inbound tourist market? An empirical study using the gravity model with a DID method," Tourism Economics, , vol. 26(2), pages 299-323, March.
    5. Junwook Chi, 2016. "Research Note: Employment and Wage Sensitivity to Tourism Activities – The Case of US Tourist Arrivals and Expenditure in Hawaii," Tourism Economics, , vol. 22(1), pages 171-178, February.
    6. Tarik Dogru & Umit Bulut & Ercan Sirakaya-Turk, 2021. "Modeling tourism demand: Theoretical and empirical considerations for future research," Tourism Economics, , vol. 27(4), pages 874-889, June.
    7. Silvia Emili & Paolo Figini & Andrea Guizzardi, 2020. "Modelling international monthly tourism demand at the micro destination level with climate indicators and web-traffic data," Tourism Economics, , vol. 26(7), pages 1129-1151, November.

  7. Peter Fuleky & Carl, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 2013-5, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.

    Cited by:

    1. Shang, Yuhuang & Zheng, Tingguo, 2018. "Fitting and forecasting yield curves with a mixed-frequency affine model: Evidence from China," Economic Modelling, Elsevier, vol. 68(C), pages 145-154.

  8. Peter Fuleky & Eric Zivot, 2011. "Indirect Inference Based on the Score," Working Papers 2011-12, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.

    Cited by:

    1. Lynda Khalaf & Beatriz Peraza López, 2020. "Simultaneous Indirect Inference, Impulse Responses and ARMA Models," Econometrics, MDPI, vol. 8(2), pages 1-26, April.
    2. Golombek, Rolf & Raknerud, Arvid, 2018. "Exit dynamics of start-up firms: Structural estimation using indirect inference," Journal of Econometrics, Elsevier, vol. 205(1), pages 204-225.

  9. Peter Fuleky, 2011. "On the Choice of the Unit Period in Time Series Models," Working Papers 2011-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.

    Cited by:

    1. Carl Bonham & Peter Fuleky & James Jones & Ashley Hirashima, 2015. "Nowcasting Tourism Industry Performance Using High Frequency Covariates," Working Papers 2015-13R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Jul 2016.
    2. Thiel, Hendrik & Thomsen, Stephan L., 2015. "Individual Poverty Paths and the Stability of Control-Perception," IZA Discussion Papers 9334, Institute of Labor Economics (IZA).
    3. Daniel L. Millimet & Ian K. McDonough, 2017. "Dynamic Panel Data Models With Irregular Spacing: With an Application to Early Childhood Development," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 725-743, June.
    4. Hirashima, Ashley & Jones, James & Bonham, Carl S. & Fuleky, Peter, 2017. "Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism," Annals of Tourism Research, Elsevier, vol. 63(C), pages 191-202.

Articles

  1. Steven Bond-Smith & Peter Fuleky, 2023. "The effects of the pandemic on the economy of Hawaii," Current Issues in Tourism, Taylor & Francis Journals, vol. 26(23), pages 3846-3852, December.
    See citations under working paper version above.
  2. Peter Fuleky, 2022. "Nowcasting the trajectory of the COVID-19 recovery," Applied Economics Letters, Taylor & Francis Journals, vol. 29(11), pages 1037-1041, June.
    See citations under working paper version above.
  3. DeMaagd, Nathan & Fuleky, Peter & Burnett, Kimberly & Wada, Christopher, 2022. "Tourism water use during the COVID-19 shutdown," Annals of Tourism Research, Elsevier, vol. 97(C).

    Cited by:

    1. Xiao Hu & Tianyu Ying & Brent Lovelock & Sarah Mager, 2023. "Sustainable Water Policymaking for the Hotel Industry: A Longitudinal Network Analysis of Policy Documents," Sustainability, MDPI, vol. 15(22), pages 1-28, November.

  4. Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2018. "Common correlated effects and international risk sharing," International Finance, Wiley Blackwell, vol. 21(1), pages 55-70, March.
    See citations under working paper version above.
  5. Hirashima, Ashley & Jones, James & Bonham, Carl S. & Fuleky, Peter, 2017. "Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism," Annals of Tourism Research, Elsevier, vol. 63(C), pages 191-202.

    Cited by:

    1. Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017. "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
    2. DeMaagd, Nathan & Fuleky, Peter & Burnett, Kimberly & Wada, Christopher, 2022. "Tourism water use during the COVID-19 shutdown," Annals of Tourism Research, Elsevier, vol. 97(C).
    3. Jiao, Xiaoying & Chen, Jason Li & Li, Gang, 2021. "Forecasting tourism demand: Developing a general nesting spatiotemporal model," Annals of Tourism Research, Elsevier, vol. 90(C).
    4. Wanhai You & Yuming Huang & Chien‐Chiang Lee, 2024. "Forecasting tourist flows in the COVID‐19 era using nonparametric mixed‐frequency VARs," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 473-489, March.
    5. Han Liu & Yongjing Wang & Haiyan Song & Ying Liu, 2023. "Measuring tourism demand nowcasting performance using a monotonicity test," Tourism Economics, , vol. 29(5), pages 1302-1327, August.
    6. Eden Xiaoying Jiao & Jason Li Chen, 2019. "Tourism forecasting: A review of methodological developments over the last decade," Tourism Economics, , vol. 25(3), pages 469-492, May.
    7. Edmond H. C. Wu & Jihao Hu & Rui Chen, 2022. "Monitoring and forecasting COVID-19 impacts on hotel occupancy rates with daily visitor arrivals and search queries," Current Issues in Tourism, Taylor & Francis Journals, vol. 25(3), pages 490-507, February.
    8. Katerina Volchek & Anyu Liu & Haiyan Song & Dimitrios Buhalis, 2019. "Forecasting tourist arrivals at attractions: Search engine empowered methodologies," Tourism Economics, , vol. 25(3), pages 425-447, May.
    9. A Fronzetti Colladon & B Guardabascio & R Innarella, 2021. "Using social network and semantic analysis to analyze online travel forums and forecast tourism demand," Papers 2105.07727, arXiv.org.
    10. Yang, Yang & Zhang, Honglei, 2019. "Spatial-temporal forecasting of tourism demand," Annals of Tourism Research, Elsevier, vol. 75(C), pages 106-119.
    11. Ji Wu & Xian Cheng & Stephen Shaoyi Liao, 2020. "Tourism forecast combination using the stochastic frontier analysis technique," Tourism Economics, , vol. 26(7), pages 1086-1107, November.
    12. Shaolong Suna & Dan Bi & Ju-e Guo & Shouyang Wang, 2020. "Seasonal and Trend Forecasting of Tourist Arrivals: An Adaptive Multiscale Ensemble Learning Approach," Papers 2002.08021, arXiv.org, revised Mar 2020.

  6. Fuleky, Peter & Ventura, Luigi, 2016. "Mean lag in general error correction models," Economics Letters, Elsevier, vol. 143(C), pages 107-110.

    Cited by:

    1. Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2016. "Common Correlated Effects and International Risk Sharing," Working Papers 201612, University of Hawaii at Manoa, Department of Economics.
    2. Bakhat, Mohcine & Rosselló, Jaume & Sansó, Andreu, 2022. "Price transmission between oil and gasoline and diesel: A new measure for evaluating time asymmetries," Energy Economics, Elsevier, vol. 106(C).

  7. Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2015. "International Risk Sharing in the Short and in the long run under Country Heterogeneity," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 20(4), pages 374-384, October.

    Cited by:

    1. Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2016. "Common Correlated Effects and International Risk Sharing," Working Papers 201612, University of Hawaii at Manoa, Department of Economics.
    2. Gerdie Everaert & Lorenzo Pozzi, 2022. "Encompassing measures of international consumption risk sharing and their link with trade and financial globalization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 433-449, March.
    3. Corona, Francisco & Poncela, Pilar, 2017. "Estimating non-stationary common factors : Implications for risk sharing," DES - Working Papers. Statistics and Econometrics. WS 24585, Universidad Carlos III de Madrid. Departamento de Estadística.
    4. Asdrubali, Pierfederico & Kim, Soyoung & Pericoli, Filippo Maria & Poncela, Pilar, 2023. "Risk sharing channels in OECD countries: A heterogeneous panel VAR approach," Journal of International Money and Finance, Elsevier, vol. 131(C).
    5. Attanasio, O. & Bonfatti, A. & Kitao, S. & Weber, G., 2016. "Global Demographic Trends," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 179-235, Elsevier.
    6. Asdrubali, Pierfederico & Kim, Soyoung & Pericoli, Filippo & Poncela, Pilar, 2018. "New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR," JRC Working Papers in Economics and Finance 2018-13, Joint Research Centre, European Commission.

  8. Fuleky, Peter & Bonham, Carl S., 2015. "Forecasting With Mixed-Frequency Factor Models In The Presence Of Common Trends," Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 753-775, June.

    Cited by:

    1. Carl Bonham & Peter Fuleky & James Jones & Ashley Hirashima, 2015. "Nowcasting Tourism Industry Performance Using High Frequency Covariates," Working Papers 2015-13R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Jul 2016.
    2. Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021. "Factor extraction using Kalman filter and smoothing: This is not just another survey," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
    3. Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers 2019-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
    4. Hirashima, Ashley & Jones, James & Bonham, Carl S. & Fuleky, Peter, 2017. "Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism," Annals of Tourism Research, Elsevier, vol. 63(C), pages 191-202.

  9. Peter Fuleky & Eric Zivot, 2014. "Indirect inference based on the score," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 383-393, October.
    See citations under working paper version above.
  10. Peter Fuleky, 2012. "On the choice of the unit period in time series models," Applied Economics Letters, Taylor & Francis Journals, vol. 19(12), pages 1179-1182, August.
    See citations under working paper version above.

Books

    Sorry, no citations of books recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (6) 2010-10-02 2011-09-16 2011-10-09 2013-03-16 2013-04-27 2019-07-15. Author is listed
  2. NEP-ETS: Econometric Time Series (6) 2011-09-16 2011-10-09 2011-10-09 2013-04-27 2019-07-15 2019-08-12. Author is listed
  3. NEP-MAC: Macroeconomics (6) 2013-04-27 2013-11-09 2013-11-09 2016-09-11 2020-09-21 2021-05-24. Author is listed
  4. NEP-TUR: Tourism Economics (6) 2011-10-09 2013-03-16 2013-08-31 2013-11-09 2016-02-23 2016-09-11. Author is listed
  5. NEP-FOR: Forecasting (5) 2011-10-09 2013-04-27 2013-11-09 2016-02-23 2016-09-11. Author is listed
  6. NEP-OPM: Open Economy Macroeconomics (4) 2013-03-16 2013-08-31 2013-11-09 2016-09-11
  7. NEP-IAS: Insurance Economics (3) 2013-03-16 2013-08-31 2013-11-09
  8. NEP-ORE: Operations Research (2) 2010-10-02 2019-07-15
  9. NEP-RMG: Risk Management (2) 2013-08-31 2013-11-09
  10. NEP-BIG: Big Data (1) 2019-07-15
  11. NEP-CBA: Central Banking (1) 2013-08-31
  12. NEP-CWA: Central and Western Asia (1) 2013-03-16
  13. NEP-MST: Market Microstructure (1) 2013-04-27
  14. NEP-URE: Urban and Real Estate Economics (1) 2022-01-10

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