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isPartOf:"Applied economics"
type:"article"
~isPartOf:"Explorations in economic history : EEH"
~isPartOf:"Journal of international money and finance"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Großbritannien
807
United Kingdom
807
Estimation
149
Schätzung
149
USA
134
United States
134
Theorie
110
Theory
110
Deutschland
104
Germany
104
Japan
71
France
62
Frankreich
62
Geldpolitik
37
Monetary policy
37
Arbeitslosigkeit
34
Unemployment
34
Italien
33
Italy
33
Kanada
33
Canada
32
Time series analysis
30
Productivity
28
Cointegration
27
Kointegration
27
Produktivität
27
Exchange rate
26
Wechselkurs
26
Kaufkraftparität
25
Purchasing power parity
25
Börsenkurs
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Share price
24
Aktienmarkt
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Stock market
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EU countries
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EU-Staaten
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Shock
20
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English
30
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Gil-Alaña, Luis A.
5
Greasley, David
4
Oxley, Les
4
Peel, David
4
Speight, Alan E. H.
3
Gupta, Rangan
2
Allen, David E.
1
Babaei, Hamid
1
Barros, Carlos Pestana
1
Canarella, Giorgio
1
Chambers, Marcus J.
1
Chandrashekhar, G. R.
1
Cheffou, Abdoulkarim Idi
1
Cheung, Yin-Wong
1
Choi, Kyongwook
1
Coleman, Simeon
1
Crafts, Nicholas
1
Delgado, Francisco J.
1
Esteve García, Vicente
1
Hübner, Georges
1
Jawadi, Fredj
1
Jawadi, Nabila
1
Jumah, Adusei
1
Kunst, Robert M.
1
Lai, Kon-sun
1
Lastrapes, William Dean
1
Lenten, Liam J. A.
1
Leone, Vitor
1
Madhavan, Vinodh
1
McAleer, Michael
1
Miller, Stephen M.
1
Mills, Terence C.
1
Moosa, Imad A.
1
Muller, Aline
1
Omay, Tolga
1
Patterson, Kerry D.
1
Perez de Gracia, Fernando
1
Peypoch, Nicolas
1
Powell, Robert
1
Presno, Maria Jose
1
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Applied economics
Explorations in economic history : EEH
Journal of international money and finance
Economic modelling
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Economics letters
10
Journal of forecasting
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of forecasting
9
Journal of applied econometrics
8
Scottish journal of political economy : the journal of the Scottish Economic Society
8
Applied financial economics
7
Economica
7
Journal of international financial markets, institutions & money
7
Oxford bulletin of economics and statistics
7
Bulletin of economic research
6
International journal of finance & economics : IJFE
6
The Manchester School
6
Applied economics letters
5
Journal of macroeconomics
5
Journal of money, credit and banking : JMCB
5
Journal of the Royal Statistical Society
5
The Manchester School of Economic and Social Studies
5
Tourism economics : the business and finance of tourism and recreation
5
Econometric reviews
4
International economic journal
4
Journal of econometrics
4
Journal of empirical finance
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
The review of economics and statistics
4
Cliometrica : journal of historical economics and econometric history
3
Energy economics
3
European financial management : the journal of the European Financial Management Association
3
Journal of economic surveys
3
Journal of economics & business
3
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The economic and social review
3
The economic journal : the journal of the Royal Economic Society
3
The empirical economics letters : a monthly international journal of economics
3
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ECONIS (ZBW)
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1
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid
;
Hübner, Georges
;
Muller, Aline
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
Saved in:
2
Relationship between ETFs and underlying indices : a fractional cointegration approach
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Applied economics
55
(
2023
)
27
,
pp. 3184-3193
Persistent link: https://www.econbiz.de/10014299141
Saved in:
3
Does real U.K. GDP have a unit root? : evidence from a multi-century perspective
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Applied economics
52
(
2020
)
10
,
pp. 1070-1087
Persistent link: https://www.econbiz.de/10012197516
Saved in:
4
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
5
Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Gil-Alaña, Luis A.
;
Gupta, Rangan
;
Perez de Gracia, …
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3244-3252
Persistent link: https://www.econbiz.de/10011617196
Saved in:
6
Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei
;
Kunst, Robert M.
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4366-4378
Persistent link: https://www.econbiz.de/10011640093
Saved in:
7
An investigation of regime shifts in UK commercial property returns : a time series analysis
Coleman, Simeon
;
Leone, Vitor
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6479-6492
Persistent link: https://www.econbiz.de/10011412030
Saved in:
8
Are Islamic stock markets efficient? : a time-series analysis
Jawadi, Fredj
;
Jawadi, Nabila
;
Cheffou, Abdoulkarim Idi
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1686-1697
Persistent link: https://www.econbiz.de/10010511990
Saved in:
9
Long memory and fractional integration in the housing price series of London and Paris
Gil-Alaña, Luis A.
;
Barros, Carlos Pestana
;
Peypoch, …
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3377-3388
Persistent link: https://www.econbiz.de/10010419087
Saved in:
10
Convergence of fiscal pressure in the EU : a time series approach
Delgado, Francisco J.
;
Presno, Maria Jose
- In:
Applied economics
43
(
2011
)
28/30
,
pp. 4257-4267
Persistent link: https://www.econbiz.de/10009388220
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