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isPartOf:"Applied economics"
type:"article"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of international money and finance"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Großbritannien
723
United Kingdom
723
Estimation
153
Schätzung
153
Theorie
124
Theory
124
USA
122
United States
122
Deutschland
104
Germany
104
Japan
71
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54
Frankreich
54
Forecasting model
45
Prognoseverfahren
45
Geldpolitik
37
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37
Time series analysis
36
Italien
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Italy
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Kanada
33
Arbeitslosigkeit
32
Canada
32
Unemployment
32
Cointegration
28
Kointegration
28
Exchange rate
27
Wechselkurs
27
Kaufkraftparität
25
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25
Aktienmarkt
24
Stock market
24
Capital income
22
Kapitaleinkommen
22
Börsenkurs
21
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21
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36
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Gil-Alaña, Luis A.
6
Peel, David
4
Speight, Alan E. H.
3
Gupta, Rangan
2
Allen, David E.
1
Artis, Michael J.
1
Babaei, Hamid
1
Banerjee, Anindya
1
Barros, Carlos Pestana
1
Bottomley, Paul A.
1
Brooks, Chris
1
Caggiano, Giovanni
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
Delgado, Francisco J.
1
Esteve García, Vicente
1
Evans, M.
1
Fildes, Robert
1
Franses, Philip Hans
1
García-Ferrer, Antonio
1
Greasley, David
1
Hübner, Georges
1
Jawadi, Fredj
1
Jawadi, Nabila
1
Jumah, Adusei
1
Kapetanios, George
1
Koop, Gary
1
Kunst, Robert M.
1
Labhard, Vincent
1
Lai, Kon-sun
1
Lastrapes, William Dean
1
Lenten, Liam J. A.
1
Leone, Vitor
1
Madhavan, Vinodh
1
Marcellino, Massimiliano
1
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Applied economics
Journal of forecasting
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
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
Explorations in economic history : EEH
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)
36
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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
Are more data always better for factor analysis? : results for the euro area, the six largest euro area countries and the UK
Caggiano, Giovanni
;
Kapetanios, George
;
Labhard, Vincent
- In:
Journal of forecasting
30
(
2011
)
8
,
pp. 736-752
Persistent link: https://www.econbiz.de/10009423355
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