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  • Search: subject:"Time series analysis"
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Year of publication
Subject
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Zeitreihenanalyse 31,777 Time series analysis 31,623 Theorie 14,098 Theory 14,090 Schätztheorie 6,965 Estimation theory 6,962 Prognoseverfahren 6,431 Forecasting model 6,414 Schätzung 6,168 Estimation 6,165 Volatilität 3,811 Volatility 3,806 USA 2,759 United States 2,747 ARCH-Modell 2,426 ARCH model 2,425 Kointegration 2,323 Cointegration 2,305 Konjunktur 2,203 Business cycle 2,189 Börsenkurs 2,146 Share price 2,143 VAR model 1,914 VAR-Modell 1,914 Stochastischer Prozess 1,786 Capital income 1,774 Kapitaleinkommen 1,774 Stochastic process 1,773 Einheitswurzeltest 1,759 Unit root test 1,759 State space model 1,455 Zustandsraummodell 1,455 Strukturbruch 1,319 Structural break 1,317 Regressionsanalyse 1,255 Regression analysis 1,247 Prognose 1,187 Nichtparametrisches Verfahren 1,165 Nonparametric statistics 1,163 Welt 1,157
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Online availability
All
Free 11,761 Undetermined 6,649 CC license 663 Digitizable 1
Type of publication
All
Article 17,305 Book / Working Paper 15,476 Journal 50 Other 11
Type of publication (narrower categories)
All
Article in journal 15,269 Aufsatz in Zeitschrift 15,269 Graue Literatur 7,514 Non-commercial literature 7,514 Working Paper 7,386 Arbeitspapier 7,322 Aufsatz im Buch 1,028 Book section 1,028 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 129 Bibliografie enthalten 128 Bibliography included 128 Konferenzschrift 112 Amtsdruckschrift 95 Government document 95 Conference paper 93 Konferenzbeitrag 93 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 23 Mehrbändiges Werk 23 Multi-volume publication 23 Handbook 20 Handbuch 20
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Language
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English 30,904 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. 445 Caporale, Guglielmo Maria 298 Phillips, Peter C. B. 281 Koopman, Siem Jan 237 Franses, Philip Hans 219 Gao, Jiti 153 Lütkepohl, Helmut 138 McAleer, Michael 135 Teräsvirta, Timo 134 Gupta, Rangan 120 Lucas, André 120 Pesaran, M. Hashem 120 Harvey, Andrew C. 117 Sibbertsen, Philipp 117 Kapetanios, George 109 Watson, Mark W. 107 Härdle, Wolfgang 105 Taylor, Robert 104 Johansen, Søren 95 Hyndman, Rob J. 91 Marcellino, Massimiliano 91 Stock, James H. 91 Engle, Robert F. 89 Hendry, David F. 89 Dijk, Herman K. van 88 Koop, Gary 88 Granger, C. W. J. 87 Perron, Pierre 85 Linton, Oliver 83 Diebold, Francis X. 81 Dijk, Dick van 81 Kunst, Robert M. 79 Proietti, Tommaso 79 Swanson, Norman R. 79 Nielsen, Morten Ørregaard 77 Mills, Terence C. 74 Robinson, Peter M. 72 Leybourne, Stephen James 71 Hassler, Uwe 70 Maravall Herrero, Agustín 70
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Institution
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National Bureau of Economic Research 223 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 Birkbeck College / Department of Economics 6
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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 364 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 / Department of Econometrics and Business Statistics, Monash University 208 Computational economics 207 Working paper 207 Energy economics 199 NBER Working Paper 184 NBER working paper series 176 CREATES research paper 164 CESifo working papers 161 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 131 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) 31,554 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 32,842
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An investigation of Frequentist and Ensemble Bayesian-aided techniques for prioritizing anomaly detection methods in time-series data
Divakaran, Vignesh; Rana, Vipasha - 2025
Accurately detecting anomalous points in time-series data is critical, as false positives can mislead business stakeholders, waste valuable resources, and diminish the overall impact of the detection system. While various statistical and machine learning techniques are employed to flag potential...
Persistent link: https://www.econbiz.de/10015420328
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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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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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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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"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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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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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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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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