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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Franses, Philip Hans"
~person:"Koopman, Siem Jan"
~subject:"Zeitreihenanalyse"
~type:"article"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Theorie
190
Theory
190
Time series analysis
176
Estimation
134
Schätzung
134
Forecasting model
93
Prognoseverfahren
93
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82
United States
82
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61
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61
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50
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47
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47
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42
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42
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41
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38
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38
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36
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176
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9
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9
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5
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2
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Caporale, Guglielmo Maria
Franses, Philip Hans
Koopman, Siem Jan
Gil-Alaña, Luis A.
172
Phillips, Peter C. B.
85
Gupta, Rangan
77
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
46
Teräsvirta, Timo
42
Chang, Tsangyao
41
Harvey, Andrew C.
39
McAleer, Michael
36
Koop, Gary
34
Harvey, David I.
33
Lütkepohl, Helmut
33
Mills, Terence C.
31
Hendry, David F.
30
Newbold, Paul
30
Hassler, Uwe
28
Granger, C. W. J.
26
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Bahmani-Oskooee, Mohsen
25
Ghysels, Eric
25
Kapetanios, George
25
McElroy, Tucker
24
Peel, David
24
Robinson, Peter M.
24
Swanson, Norman R.
24
Herwartz, Helmut
23
Hyndman, Rob J.
23
Johansen, Søren
23
Lucas, André
23
Marcellino, Massimiliano
23
Chambers, Marcus J.
22
Gao, Jiti
22
Linton, Oliver
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International journal of forecasting
18
Journal of econometrics
12
Journal of forecasting
11
Economics letters
10
Oxford bulletin of economics and statistics
9
Applied economics letters
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Applied economics
5
Econometric reviews
5
Economic modelling
5
Journal of applied econometrics
5
Journal of economic surveys
4
Finance research letters
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Research in international business and finance
3
The econometrics journal
3
The review of economics and statistics
3
Applied financial economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
Journal of international money and finance
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
Advances in econometrics
1
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Annals of financial economics
1
Applied financial economics letters
1
Bulletin of economic research
1
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Computational economics
1
Econometric theory
1
Empirica : journal of european economics
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Energy economics
1
German economic review
1
International advances in economic research
1
International review of financial analysis
1
Journal of applied economics
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Journal of development economics
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ECONIS (ZBW)
176
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
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:
3
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:
4
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
5
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
6
Evaluating heterogeneous forecasts for vintages of macroeconomic variables
Franses, Philip Hans
;
Welz, Max
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 829-839
Persistent link: https://www.econbiz.de/10013287864
Saved in:
7
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
8
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
9
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
10
Joint decomposition of business and financial cycles : evidence from eight advanced economies
Winter, Jasper de
;
Koopman, Siem Jan
;
Hindrayanto, Irma
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10012818978
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