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  • Search: subject:"Autoregressive Models"
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Year of publication
Subject
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VAR model 84 VAR-Modell 84 Theorie 69 Theory 65 Autokorrelation 60 Autocorrelation 58 Zeitreihenanalyse 55 Time series analysis 53 Schätztheorie 52 Estimation theory 51 vector autoregressive models 42 Schätzung 41 Autoregressive models 40 Estimation 40 autoregressive models 37 Vector autoregressive models 35 Forecasting model 32 Prognoseverfahren 32 Bayesian inference 24 Spatial autoregressive models 24 Räumliche Interaktion 22 Spatial interaction 22 spatial autoregressive models 22 Schock 20 Shock 20 Volatility 20 ARCH-Modell 19 Bayes-Statistik 19 Cointegration 19 Regional economics 19 Regionalökonomik 19 Volatilität 19 ARCH model 18 Financial crisis 17 smooth transition autoregressive models 17 Kointegration 16 threshold autoregressive models 15 Finanzkrise 14 Geldpolitik 14 Markov chain 14
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Online availability
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Free 233 Undetermined 165 CC license 9
Type of publication
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Article 243 Book / Working Paper 219 Other 1
Type of publication (narrower categories)
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Article in journal 130 Aufsatz in Zeitschrift 130 Working Paper 92 Graue Literatur 51 Non-commercial literature 51 Arbeitspapier 48 Article 14 research-article 3 Aufsatz im Buch 1 Book section 1
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Language
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English 291 Undetermined 166 Spanish 4 German 2
Author
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Morana, Claudio 27 Boug, Pål 13 Bagliano, Fabio C. 12 Blasques, Francisco 8 Cappelen, Ådne 7 Guidolin, Massimo 7 Kurita, Takamitsu 7 Shintani, Mototsugu 7 Swensen, Anders Rygh 7 Agosto, Arianna 6 Cubadda, Gianluca 6 Gupta, Rangan 6 Koopman, Siem Jan 6 Crespo Cuaresma, Jesús 5 Gamerman, Dani 5 Giudici, Paolo 5 Huber, Florian 5 Hyde, Stuart 5 Adolfson, Malin 4 Benedictow, Andreas 4 Cohen-Cole, Ethan 4 Doğan, Osman 4 Estrada, Kristine Claire O. 4 Han, Fatima C. 4 Herrmann, Klaus 4 Kim, Hyunsok 4 Krauss, Christopher 4 Lee, Lung-fei 4 Lucas, André 4 MacDonald, Ronald 4 Mapa, Dennis S. 4 Onorante, Luca 4 Patacchini, Eleonora 4 Polasek, Wolfgang 4 Terada-Hagiwara, Akiko 4 Villani, Mattias 4 Wang, Wei 4 Yabu, Tomoyoshi 4 Aristei, David 3 Bagliano, Fabio 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino 5 Tilburg University, Center for Economic Research 5 International Centre for Economic Research (ICER) 4 Statistisk Sentralbyrå, Government of Norway 4 Tinbergen Instituut 4 Vanderbilt University Department of Economics 4 Department of Economics, Faculty of Economic and Management Sciences 3 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3 Fondazione ENI Enrico Mattei (FEEM) 3 School of Economics and Finance, Queen Mary 3 C.E.P.R. Discussion Papers 2 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 2 Department of Economics, Adam Smith Business School 2 Department of Economics, University of Peloponnese 2 Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia 2 EconWPA 2 Instituto Valenciano de Investigaciones Económicas (IVIE) 2 Scottish Institute for Research in Economics (SIRE) 2 Suomen Pankki 2 Tinbergen Institute 2 Wisconsin Madison - Social Systems 2 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 1 Departamento de Economía, Facultad de Ciencias Sociales 1 Departamento de Economía, Universidad Torcuato Di Tella 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, Auburn University 1 Department of Economics, European University Institute 1 Department of Economics, Graduate Center 1 Department of Economics, University of Crete 1 Department of Economics, University of Warwick 1 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Dipartimento di Economia, Università degli Studi di Perugia 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1
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Published in...
All
MPRA Paper 10 Econometric reviews 7 Journal of econometrics 7 Tinbergen Institute Discussion Papers 6 CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series 5 Discussion Paper / Tilburg University, Center for Economic Research 5 Discussion Papers 5 Tinbergen Institute Discussion Paper 5 Working Paper 5 Working papers / Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino 5 Computational Statistics & Data Analysis 4 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 4 Discussion paper / Tinbergen Institute 4 Econometrics 4 Econometrics : open access journal 4 Economic modelling 4 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 Vanderbilt University Department of Economics Working Papers 4 Applied economics 3 Applied economics letters 3 Discussion paper 3 Econometric Reviews 3 Economics Letters 3 Empirical Economics 3 International journal of forecasting 3 Journal of Banking & Finance 3 Journal of forecasting 3 Nota di Lavoro 3 Regional science & urban economics 3 SSE/EFI Working Paper Series in Economics and Finance 3 Stata Journal 3 Statistical Inference for Stochastic Processes 3 Studies in Nonlinear Dynamics & Econometrics 3 Tourism economics : the business and finance of tourism and recreation 3 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 3 Working Papers / Fondazione ENI Enrico Mattei (FEEM) 3 Working Papers / School of Economics and Finance, Queen Mary 3 CEPR Discussion Papers 2 CESifo Working Paper 2 CESifo working papers 2
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Source
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RePEc 216 ECONIS (ZBW) 182 EconStor 58 BASE 4 Other ZBW resources 3
Showing 411 - 420 of 463
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On estimation of parameters for spatial autoregressive model
Davydov, Youri; Paulauskas, Vygantas - In: Statistical Inference for Stochastic Processes 11 (2008) 3, pp. 237-247
Persistent link: https://www.econbiz.de/10005169126
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Clustering gene expression by dynamics: A maximum entropy approach
Diambra, L. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 8, pp. 2187-2196
Arrays allow simultaneous measurements of the expression levels of thousands of mRNAs. By mining this data one can identify sets of genes with similar profiles. We show that information theoretic methods are capable of modeling and assessing dissimilarities between the dynamics underlying to the...
Persistent link: https://www.econbiz.de/10010591703
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Tasa generadora de viajes para el puerto de Montevideo. Una propuesta metodológica
Pereyra, Andres; Rubinstein, Elías; Pérez, Marcelo - Departamento de Economía, Facultad de Ciencias Sociales - 2008
The predictive analysis is becoming increasingly important in the definition of transport policies and in the design of operational activities. In the present article the developed methodology in order to attain an accurate estimation of the movement of containerized cargo on the entrance to the...
Persistent link: https://www.econbiz.de/10008466862
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The grid bootstrap and the autoregressive model
Hansen, B.E. - Wisconsin Madison - Social Systems - 1998
Persistent link: https://www.econbiz.de/10005443503
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Nonlinearities and outliers: robust specification of STAR models
Franses, Philip Hans; van Dijk, Dick; Escribano, A. - Faculteit der Economische Wetenschappen, Erasmus … - 1998
Outliers and nonlinearity may easily be mistaken. This paper uses Monte Carlo methods to examine and compare the behavior of two competing specification procedures for Smooth Transition AutoRegressive [STAR] models under various different circumstances (linear and nonlinear data generating...
Persistent link: https://www.econbiz.de/10010837988
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Threshold autoregression with a near unit root
Caner, M.; Hansen, B.E. - Wisconsin Madison - Social Systems - 1998
Persistent link: https://www.econbiz.de/10005281496
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Nonlinearities and outliers: robust specification of STAR models
Escribano, A.; Franses, Ph.H.B.F.; Dijk, D.J.C. van - Erasmus University Rotterdam, Econometric Institute - 1998
Outliers and nonlinearity may easily be mistaken. This paper uses Monte Carlo methods to examine and compare the behavior of two competing specification procedures for Smooth Transition AutoRegressive [STAR] models under various different circumstances (linear and nonlinear data generating...
Persistent link: https://www.econbiz.de/10008584751
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Forecasting Performance of an Open Economy DSGE Model
Adolfson, Malin; Linde, Jesper; Villani, Mattias - In: Econometric Reviews 26 (2007) 2-4, pp. 289-328
This paper analyzes the forecasting performance of an open economy dynamic stochastic general equilibrium (DSGE) model, estimated with Bayesian methods, for the Euro area during 1994Q1-2002Q4. We compare the DSGE model and a few variants of this model to various reduced-form forecasting models...
Persistent link: https://www.econbiz.de/10005511885
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Nonlinear Models for U.K. Macroeconomic Time Series
Öcal, Nadir - In: Studies in Nonlinear Dynamics & Econometrics 4 (2007) 3, pp. 123-135
This paper examines possible nonlinearities in growth rates of nine U.K. macroeconomic time series, namely gross domestic product, price, consumption, retail sales, personal disposable income, savings, investment, industrial production and unemployment, chosen as representative of series...
Persistent link: https://www.econbiz.de/10004966252
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Comparative Economic Cycles
Cascio, Iolanda Lo; Pollock, Stephen - School of Economics and Finance, Queen Mary - 2007
The income cycles that have been experienced by six OECD countries over the past 24 years are analysed. The amplitude of the cycles relative to the level of aggregate income varies amongst the countries, as does the degree of the damping that affects the cycles. The study aims to reveal both of...
Persistent link: https://www.econbiz.de/10005106319
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