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  • Search: subject:"Time series analysis"
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Year of publication
Subject
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Zeitreihenanalyse 32,008 Time series analysis 31,853 Theorie 14,189 Theory 14,181 Schätztheorie 6,998 Estimation theory 6,995 Prognoseverfahren 6,482 Forecasting model 6,465 Schätzung 6,208 Estimation 6,205 Volatilität 3,833 Volatility 3,828 USA 2,794 United States 2,782 ARCH-Modell 2,437 ARCH model 2,436 Kointegration 2,332 Cointegration 2,314 Konjunktur 2,228 Business cycle 2,214 Börsenkurs 2,163 Share price 2,160 VAR model 1,934 VAR-Modell 1,934 Stochastischer Prozess 1,791 Capital income 1,787 Kapitaleinkommen 1,787 Stochastic process 1,778 Einheitswurzeltest 1,766 Unit root test 1,766 State space model 1,464 Zustandsraummodell 1,464 Strukturbruch 1,325 Structural break 1,323 Regressionsanalyse 1,260 Regression analysis 1,252 Prognose 1,196 Welt 1,177 World 1,177 Nichtparametrisches Verfahren 1,171
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Online availability
All
Free 11,812 Undetermined 6,826 CC license 679 Digitizable 1
Type of publication
All
Article 17,369 Book / Working Paper 15,644 Journal 50 Other 11
Type of publication (narrower categories)
All
Article in journal 15,329 Aufsatz in Zeitschrift 15,329 Graue Literatur 7,649 Non-commercial literature 7,649 Working Paper 7,517 Arbeitspapier 7,453 Aufsatz im Buch 1,031 Book section 1,031 Hochschulschrift 830 Thesis 658 Collection of articles of several authors 222 Sammelwerk 222 Collection of articles written by one author 167 Sammlung 167 Lehrbuch 163 Textbook 134 Aufsatzsammlung 132 Bibliografie enthalten 128 Bibliography included 128 Konferenzschrift 113 Amtsdruckschrift 95 Government document 95 Conference paper 94 Konferenzbeitrag 94 Systematic review 74 Übersichtsarbeit 74 Dissertation u.a. Prüfungsschriften 70 research-article 68 Forschungsbericht 65 Rezension 54 Conference proceedings 49 Article 48 Statistik 39 Monografische Reihe 33 Statistics 25 Festschrift 24 Mehrbändiges Werk 23 Multi-volume publication 23 Handbook 20 Handbuch 20
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Language
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English 31,136 German 780 Undetermined 684 Spanish 168 French 145 Italian 42 Portuguese 38 Polish 29 Russian 20 Czech 15 Dutch 9 Croatian 7 Swedish 7 Hungarian 6 Turkish 6 Norwegian 5 Finnish 4 Malay (macrolanguage) 4 Slovak 4 Danish 3 Slovenian 3 Chinese 3 Romanian 2 Bulgarian 1 Valencian 1 Japanese 1 Serbian 1
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Author
All
Gil-Alaña, Luis A. 450 Caporale, Guglielmo Maria 302 Phillips, Peter C. B. 282 Koopman, Siem Jan 238 Franses, Philip Hans 220 Gao, Jiti 154 Lütkepohl, Helmut 139 McAleer, Michael 135 Teräsvirta, Timo 134 Pesaran, M. Hashem 122 Gupta, Rangan 120 Harvey, Andrew C. 120 Lucas, André 120 Sibbertsen, Philipp 118 Kapetanios, George 110 Watson, Mark W. 108 Härdle, Wolfgang 106 Taylor, Robert 104 Marcellino, Massimiliano 97 Johansen, Søren 95 Stock, James H. 94 Hendry, David F. 91 Hyndman, Rob J. 91 Engle, Robert F. 89 Dijk, Herman K. van 88 Koop, Gary 88 Granger, C. W. J. 87 Perron, Pierre 85 Linton, Oliver 83 Dijk, Dick van 82 Diebold, Francis X. 81 Kunst, Robert M. 79 Proietti, Tommaso 79 Swanson, Norman R. 79 Mills, Terence C. 77 Nielsen, Morten Ørregaard 77 Robinson, Peter M. 73 Timmermann, Allan 72 Leybourne, Stephen James 71 Ghysels, Eric 70
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Institution
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National Bureau of Economic Research 224 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 76 Ekonomiska forskningsinstitutet <Stockholm> 64 International Monetary Fund (IMF) 49 European University Institute / Department of Economics 35 Federal Reserve Bank of New York 35 Federal Reserve Board (Board of Governors of the Federal Reserve System) 35 Federal Reserve Bank of St. Louis 33 European Commission / Statistical Office of the European Communities 25 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 23 Umeå universitet 18 Federal Reserve Bank of Cleveland 17 European Commission / Statistical Office of the European Union 16 Econometrisch Instituut <Rotterdam> 15 Centre for Quantitative Economics & Computing 14 Centre for Analytical Finance <Århus> 13 EconWPA 12 Escola de Pós-Graduação em Economia <Rio de Janeiro> 12 Umeå Universitet / Institutionen för Nationalekonomi 12 Gottfried Wilhelm Leibniz Universität Hannover 11 European University Institute / Department of Law 10 Federal Reserve Bank of Dallas 10 University of Cambridge / Department of Applied Economics 10 European Commission / Joint Research Centre 9 Federal Reserve Bank of Kansas City 9 Federal Reserve Bank of Philadelphia 9 London School of Economics and Political Science 9 Aarhus Universitet / Afdeling for Nationaløkonomi 8 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 8 Federal Reserve Bank of Atlanta 8 Federal Reserve Bank of Minneapolis 8 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 7 European Central Bank 7 Europäische Kommission / Statistisches Amt 7 Federal Reserve Bank of Chicago 7 Federal Reserve Bank of San Francisco 7 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 7 Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät 7 University of Strathclyde / Department of Economics 7 World Scientific (Firm) 7
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Published in...
All
Journal of econometrics 792 International journal of forecasting 588 Economics letters 488 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 454 Journal of forecasting 382 Applied economics 374 Econometric theory 350 Discussion paper / Tinbergen Institute 345 Economic modelling 286 Econometric reviews 265 Applied economics letters 250 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 240 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 231 Working paper 209 Working paper / Department of Econometrics and Business Statistics, Monash University 208 Computational economics 207 Energy economics 205 NBER Working Paper 184 NBER working paper series 177 CESifo working papers 165 CREATES research paper 164 Journal of applied econometrics 161 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 160 Working paper / National Bureau of Economic Research, Inc. 139 Journal of economic dynamics & control 136 Cowles Foundation discussion paper 132 Econometrics : open access journal 129 Finance research letters 128 Oxford bulletin of economics and statistics 122 Journal of empirical finance 121 Discussion paper / Centre for Economic Policy Research 113 The econometrics journal 111 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 107 Physica A: Statistical Mechanics and its Applications 105 Journal of macroeconomics 98 International review of economics & finance : IREF 95 EUI working paper 94 The North American journal of economics and finance : a journal of financial economics studies 93 International review of financial analysis 92 Working papers 90
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Source
All
ECONIS (ZBW) 31,786 RePEc 759 USB Cologne (EcoSocSci) 249 EconStor 118 Other ZBW resources 82 BASE 60 USB Cologne (business full texts) 15 ArchiDok 5
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Showing 1 - 10 of 33,074
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Bayesian time-series analysis on retreating economic freedom : is there a democratic crisis of liberalism?
Herzog, Bodo - In: Economies : open access journal 14 (2026) 1, pp. 1-16
This study examines the dynamics of economic freedom in nine advanced democracies in comparison to China over the 1970-2022 period. Using data from the Fraser Institute and the Manifesto Project Database, we apply a Bayesian time-series methodology to identify three key patterns. First, economic...
Persistent link: https://www.econbiz.de/10015626035
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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 - In: International journal of production economics 280 (2025), pp. 1-17
Persistent link: https://www.econbiz.de/10015372035
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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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An analysis of the effects of traditional exports on Peru's economic growth : a case study of an emerging economy
García-López, Cristian Alexander; Cordova-Buiza, Franklin - In: Economies : open access journal 13 (2025) 8, pp. 1-19
Economically, all countries seek sustained growth driven by domestic demand, investment, and exports; however, COVID-19 revealed the vulnerability of interconnected economic systems and a sharp contraction in global trade. The objective of this research is to analyze through an econometric model...
Persistent link: https://www.econbiz.de/10015447950
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Economic clues to crime : insights from Mongolia
Ganbold, Dagvasuren; Jamsranjav, Enkhbayar; Kim, Young-Rae - In: Economies : open access journal 13 (2025) 6, pp. 1-19
This paper examines the dynamic relationship between economic indicators, law enforcement mechanisms, and property-related crimes in Mongolia using a time-series econometric approach. Relying on the theoretical frameworks of Becker’s economic model of crime and Cantor and Land’s...
Persistent link: https://www.econbiz.de/10015439377
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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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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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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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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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