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  • Search: subject:"ARIMA Model"
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Year of publication
Subject
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ARMA model 1,754 ARMA-Modell 1,754 Zeitreihenanalyse 982 Time series analysis 980 Theorie 727 Theory 727 Forecasting model 645 Prognoseverfahren 645 Estimation theory 269 Schätztheorie 269 ARCH model 242 ARCH-Modell 241 Schätzung 238 Estimation 237 Volatility 235 Volatilität 234 Forecast 164 Prognose 163 USA 152 United States 151 Stochastic process 119 Stochastischer Prozess 119 VAR model 111 VAR-Modell 111 Börsenkurs 100 Share price 100 ARIMA 99 Inflation 95 Capital income 89 Kapitaleinkommen 89 Cointegration 82 Kointegration 82 Aktienmarkt 77 Stock market 77 Exchange rate 75 Wechselkurs 75 Forecasting 70 Neural networks 65 Neuronale Netze 65 Großbritannien 64
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Online availability
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Free 646 Undetermined 329 CC license 53
Type of publication
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Article 1,118 Book / Working Paper 698 Other 1
Type of publication (narrower categories)
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Article in journal 1,002 Aufsatz in Zeitschrift 1,002 Working Paper 393 Arbeitspapier 390 Graue Literatur 378 Non-commercial literature 378 Aufsatz im Buch 60 Book section 60 Hochschulschrift 30 Thesis 26 Lehrbuch 8 Textbook 7 Collection of articles written by one author 5 Sammlung 5 Amtsdruckschrift 4 Conference paper 4 Government document 4 Konferenzbeitrag 4 Systematic review 4 Übersichtsarbeit 4 Article 3 Bibliografie enthalten 3 Bibliography included 3 Collection of articles of several authors 3 Forschungsbericht 3 Sammelwerk 3 Case study 2 Fallstudie 2 Rezension 2 Aufsatzsammlung 1 Glossar enthalten 1 Glossary included 1 Mehrbändiges Werk 1 Multi-volume publication 1 Nachschlagewerk 1 Reference book 1 Reprint 1 research-article 1
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Language
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English 1,729 Undetermined 32 German 28 Spanish 12 French 5 Polish 3 Portuguese 3 Finnish 2 Italian 2 Romanian 1 Russian 1
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Author
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Gil-Alaña, Luis A. 62 Caporale, Guglielmo Maria 29 McAleer, Michael 22 Beran, Jan 19 Feng, Yuanhua 16 Athanasopoulos, George 14 Poskitt, Donald Stephen 14 Sibbertsen, Philipp 14 Silvestrini, Andrea 14 Karanasos, Menelaos 13 Kapetanios, George 12 Koopman, Siem Jan 12 Lütkepohl, Helmut 11 Maravall Herrero, Agustín 11 Palm, Franz C. 11 Baillie, Richard 10 Gupta, Rangan 10 Vahid, Farshid 10 Hecq, Alain W. J. 9 Hyndman, Rob J. 9 Laurent, Sébastien 9 Ozdemir, Zeynel Abidin 9 Plastun, Alex 9 Saikkonen, Pentti 9 Sbrana, Giacomo 9 Asai, Manabu 8 Chan, Joshua 8 Račev, Svetlozar T. 8 Tansel, Aysıt 8 Bauwens, Luc 7 Bhardwaj, Geetesh 7 Francq, Christian 7 Glabadanidis, Paskalis 7 Lieberman, Offer 7 Meitz, Mika 7 Miller, Don M. 7 Monfort, Alain 7 Ocker, Dirk 7 Phillips, Peter C. B. 7 Williams, Dan 7
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 7 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 National Bureau of Economic Research 3 Department of Econometrics and Business Statistics, Monash Business School 2 European Commission / Statistical Office of the European Communities 2 European University Institute / Department of Economics 2 Springer International Publishing 2 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 2 Banco de España 1 Birkbeck College / Department of Economics 1 Columbia University / Department of Economics 1 Department of Economics, University of Victoria 1 Elinkeinoelämän Tutkimuslaitos 1 Escola de Pós-Graduação em Economia <Rio de Janeiro> 1 Federal Reserve Bank of St. Louis 1 Forschungszentrum Innovation und Dienstleistung, Fakultät Wirtschafts- und Sozialwissenschaften 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Institut für Wirtschaftswissenschaften <Wien> 1 Jingji-Yanjiusuo <Taipeh> 1 London School of Economics and Political Science 1 Massachusetts Institute of Technology / Department of Economics 1 Queen Mary College / Department of Economics 1 Robert Schuman Centre for Advanced Studies 1 Rutgers University / Department of Economics 1 School of Accounting, Finance and Economics <Perth, Western Australia> 1 School of Finance and Business Economics <Perth, Western Australia> 1 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 1 Suntory and Toyota International Centres for Economics and Related Disciplines 1 Technology Management, Economics and Policy Program (TEMEP), Seoul National University 1 University of Canterbury / Dept. of Economics and Finance 1 University of Colorado Boulder / Department of Economics 1 University of Reading / Department of Economics 1 University of Western Ontario / Department of Economics 1 Université de Montréal / Département de sciences économiques 1 epubli GmbH 1
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Published in...
All
International journal of forecasting 46 Economics letters 42 Journal of econometrics 40 Journal of forecasting 38 Econometric theory 28 Applied economics 26 Discussion paper / Tinbergen Institute 21 International Journal of Energy Economics and Policy : IJEEP 20 Working paper / Department of Econometrics and Business Statistics, Monash University 19 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 16 Applied financial economics 13 Computational economics 12 Economic modelling 12 International journal of economics and financial issues : IJEFI 12 Journal of time series econometrics 11 Tourism economics : the business and finance of tourism and recreation 11 CESifo working papers 10 CoFE discussion papers 10 Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz 10 Energy economics 10 The econometrics journal 10 Advances in business and management forecasting 9 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 9 Econometric Institute research papers 9 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 9 Journal of banking & finance 9 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 9 Economics and finance working paper series 8 The empirical economics letters : a monthly international journal of economics 8 Working paper 8 CREATES research paper 7 Discussion papers in economics 7 Econometrics : open access journal 7 International journal of production economics 7 Journal of empirical finance 7 Journal of financial econometrics : official journal of the Society for Financial Econometrics 7 MPRA Paper 7 Asian African journal of economics and econometrics 6 CORE discussion papers : DP 6 Documentos de trabajo / Banco de España, Servicio de Estudios 6
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Source
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ECONIS (ZBW) 1,769 RePEc 38 EconStor 6 BASE 3 Other ZBW resources 1
Showing 331 - 340 of 1,817
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Change points of real GDP per capita time series corresponding to the periods of industrial revolutions
Testik, Murat Caner; Sarikulak, Ozgun - In: Technological forecasting & social change : an … 170 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012805370
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A statistical analysis of the Colombo stock returns
Zhang, Zili; Nadarajah, Saralees - In: Global business review 22 (2021) 1, pp. 101-118
Persistent link: https://www.econbiz.de/10012483216
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Demonetization and digital payments in India : perception and reality
Chakrabarty, Manisha; Jha, Ashutosh; Ray, Partha - In: Applied economics letters 28 (2021) 4, pp. 319-323
Persistent link: https://www.econbiz.de/10012484981
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Bitcoin price forecast : a prediction using ARIMA model
Jayadev, S.; Veena M.; Haniph, Nabilah - In: Research bulletin / The Institute of Cost Accountants … 47 (2021) 1/2, pp. 19-36
Persistent link: https://www.econbiz.de/10013348859
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U.S. historical initial jobless claims : is it different with the coronavirus crisis? : a fractional integration analysis
Monge González, Manuel - In: International economics : a journal published by CEPII … 167 (2021), pp. 88-95
Persistent link: https://www.econbiz.de/10013269319
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Do confidence indicators lead Greek economic activity?
Dimitrios, Dimitriou; Anastasios, Pappas; Thanassis, Kazanas - In: Bulletin of applied economics 8 (2022) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10013271115
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Forecasting inflation rate in India
Karthikeyan, Parthasarathy; Manikandan, M.; Mani, N.; … - In: Finance India : the quarterly journal of Indian … 35 (2021) 4, pp. 1209-1220
Persistent link: https://www.econbiz.de/10013272317
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Empirical size distortions of residual based tests for cointegration under aggregation over time (temporal aggregation, systematic sampling and mixed aggregation) : a Monte Carlo investigation
Mamingi, Nlandu - In: Asian African journal of economics and econometrics 21 (2021) 2, pp. 143-156
Persistent link: https://www.econbiz.de/10013463572
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Chapter 4 Forecasting Greek Real GDP Based on ARIMA Modeling
Dritsaki, Chaido; Dritsaki, Melina - In: Modeling economic growth in contemporary Greece, (pp. 45-60). 2021
The term “economic growth” refers to the increase of real gross national product or gross domestic product or per capita income. National income or else national product is usually expressed as a measure of total added value of a domestic economy known as gross domestic product (GDP)....
Persistent link: https://www.econbiz.de/10015087348
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Long Memory Processes and Complex Systems : An Interesting Connection
Fernandes, Fernando - 2017
The aim of this work is to establish an interesting connection between the behavior of economic agents by means of complex systems approach and the long memory features that generally occur in a wide set of time series found in economic/financial problems. It is shown that heterogeneity between...
Persistent link: https://www.econbiz.de/10012962805
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