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  • Search: subject:"Autoregressive moving average"
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Year of publication
Subject
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ARMA-Modell 603 ARMA model 602 Zeitreihenanalyse 384 Time series analysis 383 Theorie 253 Theory 251 Prognoseverfahren 217 Forecasting model 216 Estimation theory 112 Schätztheorie 112 Estimation 91 Schätzung 90 ARCH model 85 ARCH-Modell 85 Volatility 85 Volatilität 84 Forecast 55 Prognose 55 Stochastic process 48 Stochastischer Prozess 48 VAR model 47 VAR-Modell 47 Inflation 39 Börsenkurs 33 Share price 33 USA 29 United States 29 ARIMA 27 Capital income 27 Kapitaleinkommen 27 Aktienmarkt 26 Forecasting 26 Stock market 26 Cointegration 25 Kointegration 25 long memory 25 Saisonale Schwankungen 24 Seasonal variations 24 Inflation rate 22 Inflationsrate 22
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Online availability
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Free 632 CC license 49
Type of publication
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Book / Working Paper 492 Article 139 Other 1
Type of publication (narrower categories)
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Working Paper 297 Arbeitspapier 294 Graue Literatur 283 Non-commercial literature 283 Article in journal 131 Aufsatz in Zeitschrift 131 Hochschulschrift 8 Thesis 7 Article 4 Forschungsbericht 3 Collection of articles of several authors 1 Research Report 1 Sammelwerk 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 611 Undetermined 10 German 6 Finnish 1 French 1 Italian 1 Polish 1 Spanish 1
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Author
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Gil-Alaña, Luis A. 31 Caporale, Guglielmo Maria 24 McAleer, Michael 17 Beran, Jan 13 Feng, Yuanhua 13 Sibbertsen, Philipp 11 Saikkonen, Pentti 10 Athanasopoulos, George 9 Koopman, Siem Jan 9 Meitz, Mika 8 Poskitt, Donald Stephen 8 Silvestrini, Andrea 8 Asai, Manabu 7 Maravall Herrero, Agustín 7 Ozdemir, Zeynel Abidin 7 Plastun, Alex 7 Tansel, Aysıt 7 Vahid, Farshid 6 Bauwens, Luc 5 Caballero, Ricardo J. 5 Chan, Joshua 5 Dufays, Arnaud 5 Engel, Eduardo 5 Glabadanidis, Paskalis 5 Leschinski, Christian 5 Ocker, Dirk 5 Peiris, Shelton 5 Zadrozny, Peter A. 5 Carpantier, Jean-François 4 Chen, Chi-chung 4 Hyndman, Rob J. 4 Härdle, Wolfgang 4 Ilomäki, Jukka 4 Kapetanios, George 4 Karanasos, Menelaos 4 Lan Fen Chu 4 Laurila, Hannu 4 Lütkepohl, Helmut 4 Trani, Tommaso 4 Tsay, Wen-jen 4
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 National Bureau of Economic Research 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 European Commission / Statistical Office of the European Communities 2 CESifo 1 Columbia University / Department of Economics 1 Cowles Foundation for Research in Economics, Yale University 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Economics, European University Institute 1 Elinkeinoelämän Tutkimuslaitos 1 Federal Reserve Bank of St. Louis 1 Institut für Wirtschaftswissenschaften <Wien> 1 International Monetary Fund (IMF) 1 Jingji-Yanjiusuo <Taipeh> 1 Leibniz-Institut für Agrarentwicklung in Transformationsökonomien 1 Massachusetts Institute of Technology / Department of Economics 1 Robert Schuman Centre for Advanced Studies 1 School of Accounting, Finance and Economics <Perth, Western Australia> 1 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 1 Université de Montréal / Département de sciences économiques 1 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 1
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Published in...
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Discussion paper / Tinbergen Institute 19 International Journal of Energy Economics and Policy : IJEEP 19 Working paper / Department of Econometrics and Business Statistics, Monash University 18 International journal of economics and financial issues : IJEFI 12 CESifo working papers 10 CoFE discussion papers 9 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 9 Econometric Institute research papers 9 Econometrics : open access journal 9 Economics and finance working paper series 8 CREATES research paper 7 CORE discussion papers : DP 6 Documentos de trabajo / Banco de España, Servicio de Estudios 6 Journal of risk and financial management : JRFM 6 CBN journal of applied statistics 5 Discussion papers of interdisciplinary research project 373 5 Working paper 5 Working papers 5 CAMA working paper series 4 CIE working paper series 4 Cowles Foundation discussion paper 4 Discussion paper 4 Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz 4 Discussion papers / Deutsches Institut für Wirtschaftsforschung 4 Discussion papers / Helsinki Center of Economic Research : discussion paper 4 Econometrics 4 Financial innovation : FIN 4 Risks : open access journal 4 Amfiteatru economic : an economic and business research periodical 3 Banque de France Working Paper 3 CORE discussion paper : DP 3 Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania 3 Discussion papers / University of Leicester, Department of Economics 3 ECARES working paper 3 Global COE Hi-Stat discussion paper series 3 IEAS working paper 3 IHS economics series : working paper 3 IMF working paper 3 IMF working papers 3 Koç University - TÜSİAD Economic Research Forum working paper series 3
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Source
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ECONIS (ZBW) 610 RePEc 13 EconStor 8 BASE 1
Showing 1 - 10 of 632
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Macroeconomic real-time forecasts of univariate models with flexible error structures
Trinh, Kelly; Zhang, Bo; Hou, Chenghan - In: Journal of forecasting 44 (2025) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10015373952
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"Revealing the future" : an ARIMA model analysis for predicting remittance inflows
Khan, Imran; Gunwant, Darshita Fulara - In: Journal of business and socio-economic development 5 (2025) 2, pp. 155-170
Purpose - The purpose of this research is to develop a predictive model that can estimate the volume of remittances channeled toward Yemen's economic reconstruction efforts. Design/methodology/approach - This study utilized a time-series dataset encompassing remittance inflows into Yemen's...
Persistent link: https://www.econbiz.de/10015397368
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The future of European regional inequalities : Box-Cox transformed ARMA process trend smoothing (BATS) forecasting
Duran, Hasan Engin; Elburz, Zeynep; Çifçi, Burcu Değerli - 2025
Persistent link: https://www.econbiz.de/10015396494
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Comparative study of forecasting methods to predict the energy demand for the market of Colombia
Vargas-Forero, Victor Manuel; Manotas-Duque, Diego Fernando - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 1, pp. 65-76
Persistent link: https://www.econbiz.de/10015333827
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Revisions in concurrent seasonal adjustments of daily and weekly economic time series
Webel, Karsten - 2025
The COVID-19 outbreak in 2020 has fostered in many countries the development of new weekly economic indices for the timely tracking of pandemic-related turmoils and other forms of rapid economic changes. Such indices often utilise information from daily and weekly economic time series that...
Persistent link: https://www.econbiz.de/10015373330
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Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander - In: Journal of financial econometrics 21 (2023) 4, pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
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Impact of public transportation on European countries' development : a spatial perspective
Matyas, Andreea - In: Central European economic journal 10 (2023) 57, pp. 403-413
spatial errors, the model that was used was a Spatial Autoregressive Moving Average Model (SARMA). Moreover, the environmental …
Persistent link: https://www.econbiz.de/10014445233
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Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Macroeconomic dynamics 27 (2023) 1, pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
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Predicting expected idiosyncratic volatility : empirical evidence from ARFIMA, HAR, and EGARCH models
Xiao, Chuxuan; Huang, Winifred; Newton, David P. - In: Review of quantitative finance and accounting 63 (2024) 3, pp. 979-1006
Persistent link: https://www.econbiz.de/10015178466
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Understanding unworked time in Spain
Rey del Castillo, Pilar - 2024
This paper explores the evolution of non-working time in Spain over recent years by analysing the results of two surveys conducted by the National Statistics Institute: the Quarterly Survey on Labor Costs and the Labor Force Survey. Using time series models and intervention analysis, potential...
Persistent link: https://www.econbiz.de/10015179218
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