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  • Search: subject:"Time‐series model"
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Year of publication
Subject
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Zeitreihenanalyse 44 Time series analysis 34 structural time series model 29 Theorie 19 Kalman filter 18 Schätzung 17 Theory 16 State space model 15 Zustandsraummodell 14 Konjunktur 12 business cycle 11 Estimation 10 Estimation theory 9 Prognoseverfahren 9 Schätztheorie 9 time series model 9 unobserved components time series model 9 Unobserved components time series model 8 Forecasting model 7 USA 7 time series model specification 7 Business cycle 6 Germany 6 Leading indicator 6 cointegration 6 nonlinear time series model 6 phase angle 6 real wages 6 trend-cycle decomposition 6 Coronavirus 5 Deutschland 5 Stochastischer Prozess 5 Structural Time Series Model 5 Structural time series model 5 frequency domain 5 outliers 5 seasonal adjustment 5 state space model 5 structural change 5 Band-pass filter 4
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Online availability
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Free 126 CC license 7
Type of publication
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Book / Working Paper 102 Article 22 Other 2
Type of publication (narrower categories)
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Working Paper 43 Graue Literatur 24 Non-commercial literature 24 Arbeitspapier 19 Article in journal 12 Aufsatz in Zeitschrift 12 Article 4 Amtliche Publikation 1 Conference Paper 1
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Language
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English 82 Undetermined 40 German 3 Spanish 1
Author
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Koopman, Siem Jan 24 Marczak, Martyna 16 Proietti, Tommaso 7 Brakel, Jan A. van den 6 Hindrayanto, Irma 6 Hunt, Lester C 6 Beissinger, Thomas 5 Franses, Philip Hans 5 Teräsvirta, Timo 5 Aston, John A.D. 4 Bos, Charles S. 4 Creal, Drew 4 Dilaver, Zafer 4 Ihle, Rico 4 Ooms, Marius 4 Zivot, Eric 4 Buchen, Teresa 3 Carstensen, Kai 3 Franses, Ph.H.B.F. 3 Henzel, Steffen 3 Rua, Antonio 3 Smeets, Marc 3 Wollmershäuser, Timo 3 van Dijk, Dick 3 Akarsu, Mahmut Zeki 2 Alfalah, Osama 2 Alqaralleh, Huthaifa 2 Andirasdini, Indah G. 2 Azevedo, Joao Valle e 2 Baba, Naohiko 2 Bijleveld, Frits D. 2 Bodas, Diego 2 Bolboaca, Maria 2 Bos, Niels 2 Brauning, Falk 2 Busetti, Fabio 2 Commandeur, Jacques Jean François 2 Cramon-Taubadel, Stephan von 2 Dijk, D.J.C. van 2 Fischer, Sarah 2
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Institution
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Surrey Energy Economics Centre (SEEC), School of Economics 6 Tinbergen Instituut 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Forschungszentrum Innovation und Dienstleistung, Fakultät Wirtschafts- und Sozialwissenschaften 4 Tinbergen Institute 4 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3 Erasmus University Rotterdam, Econometric Institute 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 School of Economics and Management, University of Aarhus 2 Agricultural and Applied Economics Association - AAEA 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Courant Research Centre PEG 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 1 European Central Bank 1 Institute for the Study of Labor (IZA) 1 International Economics Section, The Graduate Institute of International and Development Studies 1 International Institute of Social and Economic Sciences 1 International Monetary Fund (IMF) 1 London School of Economics (LSE) 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tilburg University, Center for Economic Research 1 de Nederlandsche Bank 1
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Published in...
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Discussion paper / Tinbergen Institute 9 Tinbergen Institute Discussion Papers 9 Tinbergen Institute Discussion Paper 8 Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 6 Discussion paper / Statistics Netherlands 5 FZID Discussion Paper 4 FZID Discussion Papers 4 MPRA Paper 4 Econometric Institute Report 3 Econometric Institute Research Papers 3 SSE/EFI Working Paper Series in Economics and Finance 3 CREATES Research Papers 2 IZA Discussion Papers 2 International Journal of Energy Economics and Policy : IJEEP 2 Working Paper 2 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 1 Agricultural Economics Research 1 Agricultural Economics of Agricultural Economists 1 Análisis económico 1 Australasian Agribusiness Review 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Aspects of the German Economy 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 CC economics 1 CEIS Research Paper 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 1 Cowles Foundation Discussion Papers 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion Papers 1 Discussion Papers in Economics 1 Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis" 1 Documentos de trabajo / Banco de España 1 ECARES working paper 1 ECB Working Paper 1 EconoQuantum : Revista de Economía y Negocios 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Energies 1 FZID discussion papers 1 Graduate Institute of International and Development Studies Working Paper 1
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Source
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RePEc 59 ECONIS (ZBW) 36 EconStor 29 BASE 2
Showing 1 - 10 of 126
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Sources of Algeria's economic growth : 1979-2019 : augmented growth accounting framework and growth regression method
Haouas, Amine; Ochi, Anis; Labidi, Mohamed Ali - In: Regional science policy and practice : RSPP 16 (2024) 3, pp. 1-19
This paper examines the sources of economic growth in Algeria, studying the key drivers of their slow and weak economic performance, during the period of 1979-2019 from the perspective of the augmented growth accounting framework and the growth regression method. More specifically, the paper...
Persistent link: https://www.econbiz.de/10014517023
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Modified exponential time series model with prediction of total COVID-19 cases in Belgium, Czech Republic, Poland and Switzerland
In: Statistics in Transition new series (SiTns) 23 (2022) 3, pp. 147-165
aims of the study are: to estimate the compound growth rate, to develop a modified exponential time-series model compared … with the hyperbolic time-series model, and to estimate the optimal parameters for the models based on the exponential least …
Persistent link: https://www.econbiz.de/10013444151
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Modified exponential time series model with prediction of total COVID-19 cases in Belgium, Czech Republic, Poland and Switzerland
Wachirapond Permpoonsinsup; Rapin Sunthornwat - In: Statistics in transition : an international journal of … 23 (2022) 3, pp. 147-165
aims of the study are: to estimate the compound growth rate, to develop a modified exponential time-series model compared … with the hyperbolic time-series model, and to estimate the optimal parameters for the models based on the exponential least …
Persistent link: https://www.econbiz.de/10013428856
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Savings and collective behavioral patterns in Mexico's pension system
Triberti, Giuliana; Massa, Ricardo - In: Análisis económico 37 (2022) 94, pp. 7-21
Persistent link: https://www.econbiz.de/10013257084
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Statistical early warning models with applications
Harlaar, Lucas P.; Commandeur, Jacques Jean François; … - 2024
of final and official statistics. We propose the use of a multivariate structural time series model which includes common …
Persistent link: https://www.econbiz.de/10015070276
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Structural time series models for consumer confidence indicators
Brakel, Jan A. van den; Krieg, Sabine; Smeets, Marc - 2024
Persistent link: https://www.econbiz.de/10014524762
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Analyzing COVID‐19 hospitalizations : fostering decision‐making in future pandemics
Klingwort, Jonas; Burger, J.M.S.; Brakel, Jan A. van den - 2024
Persistent link: https://www.econbiz.de/10015050281
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Statistical early warning models with applications
Harlaar, Lucas P.; Commandeur, Jacques Jean François; … - 2024
of final and official statistics. We propose the use of a multivariate structural time series model which includes common …
Persistent link: https://www.econbiz.de/10015062979
Saved in:
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The impact of the Turkish presidential system on the Turkish Lira
Akarsu, Mahmut Zeki - In: Journal of banking and financial economics 1 (2021) 15, pp. 14-24
structural time-series model in R software. According to the literature search, this study is the first article that analyzes how …
Persistent link: https://www.econbiz.de/10012887831
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The impact of the Turkish presidential system on the Turkish Lira
Akarsu, Mahmut Zeki - In: Journal of Banking and Financial Economics (JBFE) (2021) 15, pp. 14-24
structural time-series model in R software. According to the literature search, this study is the first article that analyzes how …
Persistent link: https://www.econbiz.de/10015330096
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