Sarah Gelper

KU Leuven - Faculty of Business and Economics (FEB)

Naamsestraat 69

Leuven, B-3000

Belgium

SCHOLARLY PAPERS

12

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CITATIONS
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26

Scholarly Papers (12)

1.

Robust Forecasting with Exponential and Holt-Winters Smoothing

Number of pages: 22 Posted: 01 Feb 2008
Sarah Gelper, Roland Fried and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB), University of Dortmund and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 529 (50,879)
Citation 12

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Forecasting, Holt-Winters smoothing, Robust methods, Time series, Smoothing, Time, Outliers, Methods, Selection, Parameters, Model, Simulation, Studies, Performance, Data, Trends

2.

The Predictive Power of the European Economic Sentiment Indicator

Number of pages: 15 Posted: 15 Feb 2008
Sarah Gelper and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 190 (157,164)
Citation 1

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Common indicators, Dimension reduction methods, Economic sentiment indicator, Forecasting

3.

Multivariate Out-of-Sample Tests for Granger Causality

K.U. Leuven KBI Working Paper No. 0602
Number of pages: 20 Posted: 01 Jun 2006
Sarah Gelper and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 174 (170,105)
Citation 7

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Belgium, Consumer confidence, Consumer Confidence Index, Consumer sentiment, Data, Forecasting, Germany, Granger causality, Indexes, Multivariate time series, Out-of-sample tests, Performance, Power, Regression, Research, Sales, Simulation, Studies, Tests, Time, Time series

4.

Consumer Sentiment and Consumer Spending: Decomposing the Granger Causal Relationship in the Time Domain

Applied Economics, Vol. 39, No. 1, 2007
Number of pages: 21 Posted: 26 Mar 2008
Sarah Gelper, Aurelie Lemmens and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB), Tilburg University and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 160 (182,862)
Citation 2

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Cointegration, Consumer Sentiment, Granger Causality, VEC models

5.

Robust Control Charts for Time Series Data

CentER Discussion Paper Series No. 2010-107
Number of pages: 16 Posted: 16 Apr 2010 Last Revised: 30 Oct 2010
Christophe Croux, Sarah Gelper and Koen Mahieu
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Faculty of Business and Economics (FEB) and affiliation not provided to SSRN
Downloads 134 (211,429)

Abstract:

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Control chart, Holt-Winters, Non-stationary time series, Outlier detection, Robustness, Statistical process contro

6.

Robust Exponential Smoothing of Multivariate Time Series

Number of pages: 23 Posted: 24 Nov 2009
Christophe Croux, Sarah Gelper and Koen Mahieu
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Faculty of Business and Economics (FEB) and affiliation not provided to SSRN
Downloads 133 (212,715)
Citation 4

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Data cleaning, Exponential smoothing, Forecasting, Multivariate time series, Robustness

7.

Robust Online Scale Estimation in Time Series: A Regression-Free Approach

Number of pages: 41 Posted: 01 Feb 2008
KU Leuven - Faculty of Business and Economics (FEB), Technische Universität Dortmund, Fakultät Statistik, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and affiliation not provided to SSRN
Downloads 79 (303,493)
Citation 2

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Breakdown point, Inuence function, Online monitoring, Outliers, Robust scale estimation

8.

Sparse Least Trimmed Squares Regression

Number of pages: 21 Posted: 03 Dec 2011
Andreas Alfons, Christophe Croux and Sarah Gelper
Katholieke Universiteit Leuven - Faculty of Business and Economics (FBE), KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 51 (380,017)
Citation 1

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breakdown point, outliers, penalized regression, robust regression, trimming

9.

Regression-Based, Regression-Free and Model-Free Approaches for Robust Online Scale Estimation

Number of pages: 28 Posted: 27 Mar 2009
Technische Universität Dortmund, Fakultät Statistik, KU Leuven - Faculty of Business and Economics (FEB), affiliation not provided to SSRN and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 26 (481,373)

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real-time estimation, robustness, time series, variability

10.

The Predictive Power of the Business and Bank Sentiment of Firms: A High-Dimensional Granger Causality Approach

Number of pages: 26 Posted: 04 Sep 2015
Ines Wilms, Sarah Gelper and Christophe Croux
KU Leuven - Department of Applied Economics, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 19 (520,788)
Citation 2

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Bootstrap; Granger Causality; Lasso; Sentiment surveys; Time series forecasting

11.

Time-Varying Price Elasticity in a Service Market with Heterogeneous Customer Valuation

Number of pages: 45 Posted: 09 Dec 2018
Shantanu Mullick, Nicolas Glady and Sarah Gelper
Eindhoven University of Technology (TUE), ESSEC Business School - Marketing Department and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 12 (561,932)
Citation 1

Abstract:

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Service Pricing, Dynamic Pricing, Bayesian Models, Revenue Management, Retailing

12.

On the Construction of the European Economic Sentiment Indicator

Oxford Bulletin of Economics and Statistics, Vol. 72, Issue 1, pp. 47-62, February 2010
Number of pages: 16 Posted: 21 Dec 2009
Sarah Gelper and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 2 (630,635)
Citation 8
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