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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 71 - 80 of 463
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Partial cointegrated vector autoregressive models with structural breaks in deterministic terms
Kurita, Takamitsu; Nielsen, Bent - In: Econometrics : open access journal 7 (2019) 4/42, pp. 1-35
This paper proposes a class of partial cointegrated models allowing for structural breaks in the deterministic terms. Moving-average representations of the models are given. It is then shown that, under the assumption of martingale difference innovations, the limit distributions of partial...
Persistent link: https://www.econbiz.de/10012160757
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Feature-based forecast-model performance prediction
Talagala, Thiyanga S.; Li, Feng; Kang, Yanfei - 2019
Persistent link: https://www.econbiz.de/10012598900
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Measuring financial cycle time
Filardo, Andrew J.; Lombardi, Marco; Raczko, Marek - 2019
Persistent link: https://www.econbiz.de/10011961246
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Why do exports react less to real exchange rate depreciations than to appreciations? : evidence from Pakistan
Brun, Martín; Gambetta, Juan Pedro; Varela, Gonzalo - In: Journal of Asian economics 81 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013549940
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Competition can help predict sales
Fortsch, Sima M.; Choi, Jeong Hoon; Khapalova, Elena A. - In: Journal of forecasting 41 (2022) 2, pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
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Maximum likelihood estimation in Markov regime-switching models with covariate-dependent transition probabilities
Pouzo, Demian; Psaradakis, Zacharias G.; Sola, Martin - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 4, pp. 1681-1710
Persistent link: https://www.econbiz.de/10013382399
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The Canadian-US dollar exchange rate over the four decades of the post-Bretton Woods float : an econometric study allowing for structural breaks
Kurita, Takamitsu; James, Patrick - In: Metroeconomica : international review of economics 73 (2022) 3, pp. 856-883
Persistent link: https://www.econbiz.de/10013279939
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Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
Hoshino, Tadao - In: Journal of econometrics 229 (2022) 2, pp. 263-275
Persistent link: https://www.econbiz.de/10013441870
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Spotlight personnel : how hiring and turnover drive service performance versus demand
Eckert, Christine; Heerde, Harald J. van; Wetzel, Hauke; … - In: Journal of marketing research 59 (2022) 4, pp. 797-820
Persistent link: https://www.econbiz.de/10013389222
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The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi; Zhou, Long; Chen, Yajiao; Liu, Fang - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
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