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subject:"Zeitreihenanalyse"
isPartOf:"Journal of macroeconomics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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Zeitreihenanalyse
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Phillips, Peter C. B.
12
White, Halbert
4
Engle, Robert F.
3
Hong, Yongmiao
3
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3
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3
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Journal of macroeconomics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
326
International journal of forecasting
303
Economics letters
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ECONIS (ZBW)
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1
Quantifying the uncertainty of long-term macroeconomic projections
Demirel, Ufuk Devrim
;
Otterson, James
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014423949
Saved in:
2
Forward inflation expectations : evidence from inflation caps and floors
Chipeniuk, Karsten O.
;
Walker, Todd B.
- In:
Journal of macroeconomics
70
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013274669
Saved in:
3
Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks
Kanazawa, Nobuyuki
- In:
Journal of macroeconomics
64
(
2020
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012433748
Saved in:
4
Testing for news and noise in non-stationary time series subject to multiple historical revisions
Hecq, Alain W. J.
;
Jacobs, Jan
;
Stamatogiannis, Michalis P.
- In:
Journal of macroeconomics
60
(
2019
),
pp. 396-407
Persistent link: https://www.econbiz.de/10012243203
Saved in:
5
Forecasting recessions with time-varying models
Hwang, Youngjin
- In:
Journal of macroeconomics
62
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012243476
Saved in:
6
Monetary policy shocks, inflation persistence, and long memory
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Journal of macroeconomics
55
(
2018
),
pp. 117-127
Persistent link: https://www.econbiz.de/10012127581
Saved in:
7
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
- In:
Journal of macroeconomics
57
(
2018
),
pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
Saved in:
8
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
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9
Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Saved in:
10
Anticipating business-cycle turning points in real time using density forecasts from a VAR
Schreiber, Sven
;
Soldatenkova, Natalia
- In:
Journal of macroeconomics
47
(
2016
),
pp. 166-187
Persistent link: https://www.econbiz.de/10011707598
Saved in:
11
The unbeatable random walk in exchange rate forecasting : reality or myth?
Moosa, Imad A.
;
Burns, Kelly
- In:
Journal of macroeconomics
40
(
2014
),
pp. 69-81
Persistent link: https://www.econbiz.de/10010495751
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12
Testing for common conditionally heteroskedastic factors
Dovonon, Prosper
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
6
,
pp. 2561-2586
Persistent link: https://www.econbiz.de/10010237396
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13
Trends and random walks in macroeconomic time series : a reappraisal
Charles, Amélie
;
Darné, Olivier
- In:
Journal of macroeconomics
34
(
2012
)
1
,
pp. 167-180
Persistent link: https://www.econbiz.de/10009624460
Saved in:
14
Testing for smooth structural changes in time series models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1157-1183
Persistent link: https://www.econbiz.de/10009629017
Saved in:
15
Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
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16
Common trends and common cycles among interest rates on the G7-countries
Lindenberg, Nannette
;
Westermann, Frank
- In:
Journal of macroeconomics
34
(
2012
)
4
,
pp. 1125-1140
Persistent link: https://www.econbiz.de/10009703299
Saved in:
17
The convergence of inflation rates in the EU-12 area : a distribution dynamics approach
Cavallero, Alessandro
- In:
Journal of macroeconomics
33
(
2011
)
2
,
pp. 341-357
Persistent link: https://www.econbiz.de/10009248395
Saved in:
18
Copulas and temporal dependence
Beare, Brendan K.
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 395-410
Persistent link: https://www.econbiz.de/10003989270
Saved in:
19
Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
Winschel, Viktor
;
Krätzig, Markus
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
2
,
pp. 803-821
Persistent link: https://www.econbiz.de/10003989388
Saved in:
20
Modelling non-linear comovements between time series
Kyrtsou, Catherine
;
Vorlow, Costas
- In:
Journal of macroeconomics
31
(
2009
)
1
,
pp. 200-211
Persistent link: https://www.econbiz.de/10003840508
Saved in:
21
Modelling non-linear comovements between time series: comment
Mizrach, Bruce Marshall
- In:
Journal of macroeconomics
31
(
2009
)
1
,
pp. 212-215
Persistent link: https://www.econbiz.de/10003840510
Saved in:
22
Testing hypothesis about the number of factors in large factor models
Onatski, Alexei
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1447-1479
Persistent link: https://www.econbiz.de/10003914912
Saved in:
23
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
24
Do shocks last forever? : local persistency in economic time series
Lima, Luiz Renato
;
Xiao, Zhijie
- In:
Journal of macroeconomics
29
(
2007
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10003437601
Saved in:
25
Structural change in macroeconomic time series: A complex systems perspective
Hinich, Melvin J.
;
Foster, John
;
Wild, Phillip
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 136-150
Persistent link: https://www.econbiz.de/10003291147
Saved in:
26
Comments on "Structural change in macroeconomic time series"
Rothman, Philip
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 151-153
Persistent link: https://www.econbiz.de/10003291154
Saved in:
27
Comments on "A critical investigation on detrending procedures for nonlinear processes
Ashley, Richard A.
;
Verbrugge, Randal
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 192-194
Persistent link: https://www.econbiz.de/10003291161
Saved in:
28
Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data
Zhou, Wei-Xing
;
Sornette, Didier
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 195-224
Persistent link: https://www.econbiz.de/10003291163
Saved in:
29
Comments on "Non-parametric determination of real-time lag structure between two time series: The 'Optimal thermal causal path' method with applications to economic data"
Andersen, Jørgen Vitting
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 225-227
Persistent link: https://www.econbiz.de/10003291168
Saved in:
30
Chaotic monetary dynamics with confidence
Serletis, Apostolos
;
Shintani, Mototsugu
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 228-252
Persistent link: https://www.econbiz.de/10003291170
Saved in:
31
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
32
On suboptimality of the Hodrick-Prescott filter at time series endpoints
Mise, Emi
;
Kim, Tae-hwan
;
Newbold, Paul
- In:
Journal of macroeconomics
27
(
2005
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10002647963
Saved in:
33
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
34
Asymptotic distribution theory for nonparametric entropy measures of serial dependence
Hong, Yongmiao
;
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 837-901
Persistent link: https://www.econbiz.de/10002876743
Saved in:
35
The size and dynamic effect of aggregate-demand and aggregate-supply disturbances in expansionary and contractionary regimes
Shively, Philip A.
- In:
Journal of macroeconomics
26
(
2004
)
1
,
pp. 83-99
Persistent link: https://www.econbiz.de/10001988357
Saved in:
36
Estimating average economic growth in time series data with persistency
Xiao, Zhijie
- In:
Journal of macroeconomics
26
(
2004
)
4
,
pp. 699-724
Persistent link: https://www.econbiz.de/10002469292
Saved in:
37
Empirical limits for time series econometric models
Ploberger, Werner
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 627-673
Persistent link: https://www.econbiz.de/10001750434
Saved in:
38
The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier
;
Arellano, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
4
,
pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653
Saved in:
39
Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.
;
Hualde, J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
6
,
pp. 1727-1766
Persistent link: https://www.econbiz.de/10001841356
Saved in:
40
Lower risk bounds and properties of confidence sets for ill-posed estimation problems with applications to spectral density and persistence estimation, unit roots, and estimation o...
Pötscher, Benedikt M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1035-1065
Persistent link: https://www.econbiz.de/10001688015
Saved in:
41
Band spectral regression with trending data
Corbae, Dean
;
Ouliaris, Sam
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1067-1109
Persistent link: https://www.econbiz.de/10001688017
Saved in:
42
Spatial price competition : a semiparametric approach
Pinkse, Joris
;
Slade, Margaret Emily
;
Brett, Craig
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1111-1153
Persistent link: https://www.econbiz.de/10001688043
Saved in:
43
Adapting to unknown disturbance autocorrelation in regression with long memory
Hidalgo, Javier
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
4
,
pp. 1545-1581
Persistent link: https://www.econbiz.de/10001688094
Saved in:
44
Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
5
,
pp. 1283-1314
Persistent link: https://www.econbiz.de/10001612104
Saved in:
45
Nonlinear regressions with integrated time series
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10001545098
Saved in:
46
A reality check for data snooping
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
Saved in:
47
Nonstationary binary choice
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1249-1280
Persistent link: https://www.econbiz.de/10001510582
Saved in:
48
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
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49
Nonparametric estimation of triangular simultaneous equations models
Newey, Whitney K.
;
Powell, James L.
;
Vella, Francis
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 565-603
Persistent link: https://www.econbiz.de/10001378231
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50
Conventional confidence intervals for points on spectrum have confidence level zero
Faust, Jon
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 629-637
Persistent link: https://www.econbiz.de/10001378261
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