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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~language:"eng"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Time series analysis
Theorie
3,159
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3,159
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2,582
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2,581
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1,454
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1,453
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1,175
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1,116
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Gil-Alaña, Luis A.
19
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3
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3
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3
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3
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Applied economics
Economic modelling
Journal of econometrics
665
International journal of forecasting
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Economics letters
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
398
Journal of forecasting
331
Econometric theory
315
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Applied economics letters
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Econometric reviews
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204
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
204
Journal of applied econometrics
147
Computational economics
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Journal of economic dynamics & control
113
Econometrics : open access journal
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Journal of empirical finance
106
Finance research letters
103
Journal of macroeconomics
100
Oxford bulletin of economics and statistics
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95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
Journal of risk and financial management : JRFM
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Journal of time series econometrics
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Journal of international money and finance
70
International review of financial analysis
69
Journal of banking & finance
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Journal of the American Statistical Association : JASA
67
The empirical economics letters : a monthly international journal of economics
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The review of economics and statistics
67
European journal of operational research : EJOR
65
Macroeconomic dynamics
64
Empirical economics : a quarterly journal of the Institute for Advanced Studies
59
International journal of economics and financial issues : IJEFI
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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585
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1
Analysts versus the random walk in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations survey
Kladívko, Kamil
;
Österholm, Pär
- In:
Applied economics
56
(
2024
)
17
,
pp. 2077-2088
Persistent link: https://www.econbiz.de/10014475262
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
The home price-income relationship for US states
Miles, William
;
Jung, Samuel Moon
;
Vijverberg, Chu-Ping Chen
- In:
Applied economics
56
(
2024
)
34
,
pp. 4128-4139
Persistent link: https://www.econbiz.de/10014559271
Saved in:
4
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:
5
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
6
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
7
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
8
40 years of economic reform : the case of Pudong New Area Open Economic Zone in Shanghai
Seiler, Volker
;
Gilroy, Bernard Michael
;
Peitz, Christian
; …
- In:
Applied economics
55
(
2023
)
16
,
pp. 1845-1858
Persistent link: https://www.econbiz.de/10013555035
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
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
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