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  • Search: subject:"Time Series Analysis"
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Year of publication
Subject
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Time series analysis 10,665 Zeitreihenanalyse 10,659 Theorie 4,370 Theory 4,365 Estimation theory 2,457 Schätztheorie 2,456 Prognoseverfahren 2,365 Forecasting model 2,359 Schätzung 2,209 Estimation 2,206 Volatility 1,405 Volatilität 1,404 Business cycle 918 Konjunktur 918 ARCH-Modell 893 ARCH model 892 VAR model 887 VAR-Modell 887 Cointegration 809 Kointegration 802 Stochastischer Prozess 673 Stochastic process 672 Börsenkurs 656 Share price 656 United States 626 USA 624 State space model 622 Zustandsraummodell 622 Capital income 592 Kapitaleinkommen 592 Nichtparametrisches Verfahren 565 Nonparametric statistics 565 Einheitswurzeltest 561 Unit root test 561 Bayesian inference 545 Bayes-Statistik 544 Regression analysis 507 Regressionsanalyse 503 Statistischer Test 485 Statistical test 481
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Online availability
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Free 11,192 CC license 568
Type of publication
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Book / Working Paper 9,513 Article 1,667 Other 10 Journal 2
Type of publication (narrower categories)
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Working Paper 4,917 Graue Literatur 4,900 Non-commercial literature 4,900 Arbeitspapier 4,855 Article in journal 1,549 Aufsatz in Zeitschrift 1,549 Hochschulschrift 143 Thesis 71 Forschungsbericht 46 Article 40 Collection of articles of several authors 35 Sammelwerk 35 Collection of articles written by one author 34 Sammlung 34 Conference paper 20 Konferenzbeitrag 20 Aufsatzsammlung 19 Konferenzschrift 15 Amtsdruckschrift 8 Aufsatz im Buch 8 Book section 8 Government document 8 Statistik 6 Amtliche Publikation 5 Congress Report 5 Systematic review 5 Übersichtsarbeit 5 Report 4 Advisory report 3 Gutachten 3 Research Report 3 Statistics 3 Case study 2 Conference Paper 2 Fallstudie 2 Interview 2 Bibliografie 1 Bibliografie enthalten 1 Bibliography 1 Bibliography included 1
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Language
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English 10,844 Undetermined 232 German 63 French 13 Italian 7 Russian 7 Spanish 6 Polish 5 Turkish 5 Czech 3 Norwegian 3 Finnish 2 Portuguese 2 Romanian 1 Chinese 1
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Author
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Gil-Alaña, Luis A. 222 Caporale, Guglielmo Maria 202 Koopman, Siem Jan 163 Phillips, Peter C. B. 126 Gao, Jiti 121 Sibbertsen, Philipp 82 McAleer, Michael 80 Lucas, André 74 Pesaran, M. Hashem 68 Hyndman, Rob J. 64 Lütkepohl, Helmut 62 Kapetanios, George 59 Dijk, Herman K. van 57 Härdle, Wolfgang 56 Johansen, Søren 56 Franses, Philip Hans 55 Linton, Oliver 50 Dijk, Dick van 49 Watson, Mark W. 48 Nielsen, Morten Ørregaard 46 Teräsvirta, Timo 44 Blasques, Francisco 42 Ravazzolo, Francesco 42 Stock, James H. 42 Gupta, Rangan 41 Proietti, Tommaso 40 Swanson, Norman R. 40 Schorfheide, Frank 39 Bauwens, Luc 37 Hallin, Marc 37 Koop, Gary 37 Marcellino, Massimiliano 37 Harvey, Andrew C. 36 Kunst, Robert M. 36 Brakel, Jan A. van den 34 Chan, Joshua 34 Feng, Yuanhua 34 Saikkonen, Pentti 34 Fried, Roland 33 Medeiros, Marcelo C. 33
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Institution
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National Bureau of Economic Research 197 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 76 International Monetary Fund (IMF) 49 Federal Reserve Bank of New York 33 Federal Reserve Bank of St. Louis 32 European Commission / Statistical Office of the European Communities 25 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 23 Federal Reserve Bank of Cleveland 17 Federal Reserve Board (Board of Governors of the Federal Reserve System) 17 Ekonomiska forskningsinstitutet <Stockholm> 16 Econometrisch Instituut <Rotterdam> 14 European Commission / Statistical Office of the European Union 14 European University Institute / Department of Law 10 University of Cambridge / Department of Applied Economics 10 European Commission / Joint Research Centre 9 Federal Reserve Bank of Dallas 9 Gottfried Wilhelm Leibniz Universität Hannover 9 Aarhus Universitet / Afdeling for Nationaløkonomi 8 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 8 Federal Reserve Bank of Minneapolis 8 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 7 University of Strathclyde / Department of Economics 7 Department of Econometrics and Business Statistics, Monash Business School 6 European Central Bank 6 Federal Reserve Bank of Atlanta 6 Center for Economic Research <Tilburg> 5 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 5 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 5 Federal Reserve Bank of Philadelphia 5 Institut für Wirtschaftswissenschaften <Wien> 5 Manchester Business School 5 Centre for Growth and Business Cycle Research <Manchester> 4 International Monetary Fund 4 London School of Economics and Political Science 4 Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia 4 School of Economics and Finance 4 Umeå Universitet / Institutionen för Nationalekonomi 4 Universitetet i Oslo / Økonomisk institutt 4 University of Kent / Department of Economics 4 University of Southampton / Department of Economics 4
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Published in...
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Discussion paper / Tinbergen Institute 271 Working paper / Department of Econometrics and Business Statistics, Monash University 186 NBER Working Paper 184 CREATES research paper 164 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 158 NBER working paper series 151 CESifo working papers 131 Working paper 130 Econometrics : open access journal 113 Cowles Foundation discussion paper 85 SFB 649 discussion paper 82 Journal of risk and financial management : JRFM 80 International Journal of Energy Economics and Policy : IJEEP 79 Discussion papers of interdisciplinary research project 373 76 Econometric Institute research papers 75 CAMA working paper series 69 Cambridge working papers in economics 68 Working papers 64 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 60 Economics and finance working paper series 57 International journal of economics and financial issues : IJEFI 56 Working paper / National Bureau of Economic Research, Inc. 53 Discussion paper 52 Working paper series / European Central Bank 51 CESifo Working Paper Series 49 Risks : open access journal 49 Cowles Foundation Discussion Paper 48 IMF Working Papers 48 Discussion papers / Department of Economics, University of Copenhagen 46 NBER technical working paper series 46 Cogent economics & finance 44 Discussion papers / Deutsches Institut für Wirtschaftsforschung 43 IMF working papers 43 Working paper series 43 CEMMAP working papers / Centre for Microdata Methods and Practice 41 ECB Working Paper 41 Finance and economics discussion series 41 LSE STICERD Research Paper 41 CEIS Working Paper 40 ECARES working paper 39
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Source
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ECONIS (ZBW) 10,644 RePEc 374 EconStor 108 BASE 54 USB Cologne (business full texts) 10 USB Cologne (EcoSocSci) 1 Other ZBW resources 1
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Showing 1 - 10 of 11,192
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Toward proactive policy design : identifying "to-be" energy-poor households using Shap for early intervention
Budría, Santiago; Fermé, Eduardo; Freitas, Diogo Nuno - 2025
Identifying at-risk populations is essential for designing effective energy poverty interventions. Using data from the HILDA Survey, a longitudinal dataset representative of the Australian population, and a multidimensional index of energy poverty, we develop a machine learning model combined...
Persistent link: https://www.econbiz.de/10015196895
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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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Assessing the impact of the establishment of Japan advanced semiconductor manufacturing on Taiwani's foreign direct investment in Japan : an interrupted time series analysis
Ko, Yi-Chun - 2025
Persistent link: https://www.econbiz.de/10015371008
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Global sourcing under tariffs : a perspective of time series analysis
Zhang, D. James; Dabadghao, Shaunak S.; Udenio, Maximiliano - 2025
Persistent link: https://www.econbiz.de/10015372035
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Forecasting atmospheric ethane : application to the Jungfraujoch Measurement Station
Friedrich, Marina; Moussa, Karim; Shapovalova, Yuliya; … - 2025
Understanding the developments of atmospheric ethane is essential for better identifying the anthropogenic sources of methane, a major greenhouse gas with high global warming potential. While previous studies have focused on analyzing past trends in ethane and modeling the inter-annual...
Persistent link: https://www.econbiz.de/10015373851
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Historical perspectives in volatility forecasting methods with machine learning
Qiu, Zhiang; Kownatzki, Clemens; Scalzo, Fabien; Cha, … - In: Risks : open access journal 13 (2025) 5, pp. 1-24
Volatility forecasting for financial institutions plays a pivotal role across a wide range of domains, such as risk management, option pricing, and market making. For instance, banks can incorporate volatility forecasts into stress testing frameworks to ensure they are holding sufficient capital...
Persistent link: https://www.econbiz.de/10015408938
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Inter-market mean and volatility spillover dynamics between cryptocurrencies and an emerging stock market : evidence from Thailand and sectoral analysis
Zhang, Yanjia; Lo, Shih-tse; Sutthiphisal, Dhanoos - In: Risks : open access journal 13 (2025) 4, pp. 1-29
The increasing interaction between the equity market and cryptocurrencies has raised concerns about volatility spillovers; however, empirical evidence about sectoral-specific spillover effects in emerging markets is scarce and hard to find. Existing research mainly concentrates on developed...
Persistent link: https://www.econbiz.de/10015408930
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Money demand in Indonesia and its forecasting to 2033
Suroso, Arif Imam; Bahri, Saiful; Achsani, Noer Azam; … - In: Economies : open access journal 13 (2025) 4, pp. 1-15
This study aims to identify the primary factors influencing the demand for money in Indonesia and to provide forecasts through 2033. The research employs two methodologies: time series econometrics and machine learning, utilizing data spanning from the first quarter of 2010 (2010Q1) to the...
Persistent link: https://www.econbiz.de/10015410025
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Effect of climate-related disasters on consumption : theory and evidence from Bangladesh
Roy, Amit - In: Asian development review : studies of Asian and pacific … 42 (2025) 1, pp. 259-287
channels, this paper builds a novel climate economy model using nonlinear model predictive control. Moreover, using time-series … analysis for Bangladesh, the study uncovers compelling evidence of the existence of income and price channels through which …
Persistent link: https://www.econbiz.de/10015411771
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Long-term care in Germany in the context of the demographic transition : an outlook for the expenses of long-term care insurance through 2050
Vanella, Patrizio; Wilke, Christina Benita; Hess, Moritz - In: Econometrics : open access journal 12 (2024) 4, pp. 1-20
Demographic aging results in a growing number of older people in need of care in many regions all over the world. Germany has witnessed steady population aging for decades, prompting policymakers and other stakeholders to discuss how to fulfill the rapidly growing demand for care workers and...
Persistent link: https://www.econbiz.de/10015272922
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