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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~language:"eng"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Theorie
6,212
Theory
6,212
Estimation
1,837
Schätzung
1,832
United States
1,313
USA
1,312
Estimation theory
1,158
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942
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655
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Article in journal
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655
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English
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Gil-Alaña, Luis A.
13
Franses, Philip Hans
10
Hassler, Uwe
8
Caporale, Guglielmo Maria
7
Cook, Steven
7
Hecq, Alain W. J.
7
Chang, Tsangyao
6
Peel, David
6
Sibbertsen, Philipp
6
Österholm, Pär
6
Lee, Junsoo
5
Leybourne, Stephen James
5
Schmidt, Peter
5
Shin, Dong-wan
5
Su, Jen-je
5
Agiakloglou, Christos N.
4
Giles, David E. A.
4
Lütkepohl, Helmut
4
Tiwari, Aviral Kumar
4
Wang, Shaoping
4
Yoon, Gawon
4
Bahmani-Oskooee, Mohsen
3
Caraiani, Petre
3
Cavicchioli, Maddalena
3
Chen, Zhanshou
3
Choi, In
3
Cuestas, Juan Carlos
3
Fukuda, Kosei
3
Gonzalo, Jesús
3
Gupta, Rangan
3
Haldrup, Niels
3
Harvey, David I.
3
Herwartz, Helmut
3
Kruse, Robinson
3
Kurozumi, Eiji
3
Lee, Hahn-shik
3
Lee, Oesook
3
Leschinski, Christian
3
Newbold, Paul
3
Omay, Tolga
3
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Applied economics letters
Economics letters
Journal of econometrics
665
International journal of forecasting
552
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
390
Journal of forecasting
331
Applied economics
319
Econometric theory
314
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Econometric reviews
211
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
202
Energy economics
197
Journal of applied econometrics
147
Computational economics
126
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Journal of empirical finance
104
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
99
The econometrics journal
93
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
Finance research letters
83
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
73
Journal of time series econometrics
73
Journal of banking & finance
69
Journal of international money and finance
68
International review of financial analysis
67
Journal of the American Statistical Association : JASA
67
The review of economics and statistics
67
The empirical economics letters : a monthly international journal of economics
66
European journal of operational research : EJOR
64
Macroeconomic dynamics
63
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
International journal of economics and financial issues : IJEFI
55
Journal of money, credit and banking : JMCB
53
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ECONIS (ZBW)
655
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1
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655
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1
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:
2
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
3
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
4
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
5
The effectiveness of Covid-19 vaccination : time series evidence from the UK
Moosa, Imad A.
;
Merza, Ebrahim
;
Alsabah, Duaij
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1728-1733
Persistent link: https://www.econbiz.de/10014304997
Saved in:
6
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
7
Forecasting Spanish economic activity in times of COVID-19 by means of the RT-LEI and machine learning techniques
Poza, Carlos
;
Monge González, Manuel
- In:
Applied economics letters
30
(
2023
)
4
,
pp. 472-477
Persistent link: https://www.econbiz.de/10013553654
Saved in:
8
Forecasts of US housing starts : assessing the usefulness of nowcast data
Baghestani, Hamid
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 955-959
Persistent link: https://www.econbiz.de/10014303606
Saved in:
9
Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang
;
Lee, Chingnun
;
He, Chi-Wei
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
Saved in:
10
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
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