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subject:"Time series analysis"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"United States"
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Time series analysis
United States
Theorie
1,846
Theory
1,846
Estimation
215
Schätzung
215
Zeitreihenanalyse
190
Forecasting model
151
Prognoseverfahren
151
Geldpolitik
145
Monetary policy
145
Economic growth
109
Endogenes Wachstumsmodell
108
Endogenous growth model
108
General equilibrium
106
Allgemeines Gleichgewicht
105
Wirtschaftswachstum
104
Volatility
89
Volatilität
88
Portfolio selection
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Dynamic equilibrium
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USA
61
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60
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Hyndman, Rob J.
27
Athanasopoulos, George
15
Snyder, Ralph D.
14
Gao, Jiti
11
Martin, Gael M.
10
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Forbes, Catherine Scipione
5
Caporale, Guglielmo Maria
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Frazier, David T.
3
Gil-Alaña, Luis A.
3
Hall, Stephen G.
3
Inder, Brett A.
3
Kang, Yanfei
3
Kim, Jong-Min
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Lee, Junsoo
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Zhang, Bo
3
Arčabić, Vladimir
2
Beaumont, Adrian
2
Chaiechi, Taha
2
Chang, Tsangyao
2
Ftiti, Zied
2
Gamakumara, Puwasala
2
Kandanaarachchi, Sevvandi
2
Kiani, Khurshid M.
2
Li, Feng
2
Li, Yong
2
Loiza-Maya, Ruben
2
Maharaj, Ann
2
Maneesoonthorn, Worapree
2
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Economic modelling
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / National Bureau of Economic Research, Inc.
1,402
Economics letters
436
Journal of econometrics
408
Discussion paper / Centre for Economic Policy Research
388
European journal of operational research : EJOR
382
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
363
International journal of forecasting
328
The American economic review
311
Working paper
281
Applied economics
258
Journal of forecasting
255
The review of economics and statistics
255
American journal of agricultural economics
250
The review of financial studies
229
Discussion paper / Tinbergen Institute
226
Computers & operations research : and their applications to problems of world concern ; an international journal
217
The journal of finance : the journal of the American Finance Association
217
Journal of monetary economics
202
Econometric theory
200
Journal of political economy
184
Discussion paper series / IZA
183
CESifo working papers
182
Southern economic journal
172
Finance and economics discussion series
165
Journal of economic dynamics & control
165
Journal of money, credit and banking : JMCB
165
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
164
International journal of production research
164
Journal of applied econometrics
163
Journal of banking & finance
162
Econometric reviews
160
Applied economics letters
158
Economic inquiry : journal of the Western Economic Association International
141
Journal of financial economics
141
Journal of macroeconomics
139
The economic journal : the journal of the Royal Economic Society
138
International economic review
135
NBER working paper series
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
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ECONIS (ZBW)
240
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1
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
2
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
3
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
4
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
5
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
6
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
7
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
8
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
9
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
10
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
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