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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~isPartOf:"Economic modelling"
~language:"eng"
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Zeitreihenanalyse
Theorie
2,701
Theory
2,701
Estimation
356
Schätzung
356
Geldpolitik
198
Monetary policy
198
Time series analysis
179
Economic growth
156
United States
154
USA
153
Wirtschaftswachstum
151
Forecasting model
142
Prognoseverfahren
142
Endogenes Wachstumsmodell
124
Endogenous growth model
124
Volatility
122
Volatilität
121
Portfolio selection
118
Portfolio-Management
118
Welt
118
World
118
General equilibrium
116
Allgemeines Gleichgewicht
115
Risiko
113
Risk
113
Börsenkurs
108
Share price
108
Fiscal policy
87
Finanzpolitik
86
Welfare analysis
80
Wohlfahrtsanalyse
79
Cointegration
78
Inflation
78
Kointegration
78
Einkommensverteilung
75
Income distribution
75
Business cycle
74
Exchange rate
74
Konjunktur
74
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Undetermined
76
Free
1
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Article
179
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Article in journal
179
Aufsatz in Zeitschrift
179
Conference paper
1
Konferenzbeitrag
1
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English
Author
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Gil-Alaña, Luis A.
7
Caporale, Guglielmo Maria
5
Cook, Steven
4
Chang, Tsangyao
3
Kim, Jong-Min
3
Yoon, Gawon
3
Bahmani-Oskooee, Mohsen
2
Bukenya, James
2
Burns, Kelly
2
Carcel, Hector
2
Chaiechi, Taha
2
Franses, Philip Hans
2
Fukuda, Kosei
2
Giles, David E. A.
2
Hall, Stephen G.
2
Kiani, Khurshid M.
2
Kuo, Chen-Yin
2
Li, Yong
2
Matsuki, Takashi
2
Moosa, Imad A.
2
Paradiso, Antonio
2
Paudel, Krishna P.
2
Payne, James E.
2
Pittis, Nikitas
2
Ranjbar, Omid
2
Seong, Byeongchan
2
Shin, Dong-wan
2
Su, Chi-Wei
2
Adeleke, Adegoke Ibrahim
1
Adhikari, Murali
1
Adhukari, Murali
1
Ahamada, Ibrahim
1
Alamoudi, L.
1
Alanya-Beltran, Willy
1
Albulescu, Claudiu Tiberiu
1
Alemany, Nuria
1
Almudhaf, Fahad
1
Amador, Rosa Badillo
1
Amirkhalkhali, Saleh
1
Anatolyev, Stanislav
1
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Applied economics letters
Economic modelling
Journal of econometrics
326
International journal of forecasting
303
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
168
Econometric reviews
131
Applied economics
102
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
100
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
71
CREATES research paper
70
Working paper
70
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
59
EUI working paper / ECO
58
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
Oxford bulletin of economics and statistics
54
Journal of empirical finance
52
NBER working paper series
51
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Série des documents de travail / Centre de Recherche en Économie et Statistique
46
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
41
Econometrics : open access journal
41
The review of economics and statistics
41
Journal of macroeconomics
39
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ECONIS (ZBW)
179
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179
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1
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:
2
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
3
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
9
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
10
Unit roots in lower-bounded series with outliers
Alanya-Beltran, Willy
- In:
Economic modelling
115
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014228683
Saved in:
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