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Search: subject:"Time series analysis"
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Zeitreihenanalyse
28,492
Time series analysis
28,260
Theorie
12,236
Theory
12,230
Schätztheorie
5,644
Estimation theory
5,642
Prognoseverfahren
5,574
Forecasting model
5,558
Schätzung
5,434
Estimation
5,429
Volatilität
3,081
Volatility
3,076
USA
2,751
United States
2,746
Kointegration
2,103
Cointegration
2,093
Konjunktur
1,942
Business cycle
1,933
Börsenkurs
1,784
Share price
1,781
ARCH-Modell
1,764
ARCH model
1,763
Capital income
1,697
Kapitaleinkommen
1,697
VAR model
1,488
VAR-Modell
1,488
State space model
1,375
Zustandsraummodell
1,374
Stochastischer Prozess
1,366
Stochastic process
1,354
Einheitswurzeltest
1,342
Unit root test
1,342
Strukturbruch
1,207
Structural break
1,205
Welt
1,040
World
1,040
Bayesian inference
982
Bayes-Statistik
974
Economic growth
971
Wirtschaftswachstum
964
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Free
10,104
Undetermined
5,302
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Article
15,019
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14,399
Journal
18
Other
11
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Article in journal
13,540
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13,540
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7,021
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7,021
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6,855
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6,796
Aufsatz im Buch
944
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944
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814
Thesis
659
Collection of articles of several authors
225
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225
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166
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158
Textbook
134
Bibliografie enthalten
128
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116
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104
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104
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102
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79
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79
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74
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74
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70
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61
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50
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40
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36
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34
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34
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27
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25
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22
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English
27,528
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764
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684
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166
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143
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41
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38
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29
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20
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15
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9
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7
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7
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6
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6
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5
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4
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4
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4
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Author
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Gil-Alaña, Luis A.
332
Caporale, Guglielmo Maria
257
Phillips, Peter C. B.
237
Koopman, Siem Jan
217
Franses, Philip Hans
215
McAleer, Michael
139
Gao, Jiti
133
Teräsvirta, Timo
127
Lütkepohl, Helmut
122
Gupta, Rangan
112
Pesaran, M. Hashem
112
Kapetanios, George
106
Koop, Gary
102
Sibbertsen, Philipp
102
Harvey, Andrew C.
100
Watson, Mark W.
93
Hyndman, Rob J.
88
Taylor, Robert
88
Härdle, Wolfgang
87
Stock, James H.
87
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
81
Dijk, Herman K. van
79
Marcellino, Massimiliano
78
Engle, Robert F.
77
Kunst, Robert M.
77
Mills, Terence C.
73
Proietti, Tommaso
73
Swanson, Norman R.
73
Granger, C. W. J.
71
Hassler, Uwe
71
Dijk, Dick van
70
Diebold, Francis X.
67
Maravall Herrero, Agustín
67
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
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National Bureau of Economic Research
195
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
62
International Monetary Fund (IMF)
49
Federal Reserve Bank of New York
35
Federal Reserve Board (Board of Governors of the Federal Reserve System)
35
European University Institute / Department of Economics
34
Federal Reserve Bank of St. Louis
34
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
23
Federal Reserve Bank of Cleveland
17
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
16
Centre for Quantitative Economics & Computing
13
Centre for Analytical Finance <Århus>
12
EconWPA
12
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Umeå Universitet / Institutionen för Nationalekonomi
12
European University Institute / Department of Law
10
Federal Reserve Bank of Dallas
10
London School of Economics and Political Science
10
University of Cambridge / Department of Applied Economics
10
Federal Reserve Bank of Kansas City
9
Federal Reserve Bank of Philadelphia
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Federal Reserve Bank of Atlanta
8
Federal Reserve Bank of Minneapolis
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
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
Christian-Albrechts-Universität zu Kiel
6
Department of Econometrics and Business Statistics, Monash Business School
6
Institut für Weltwirtschaft
6
State University of New York at Albany / Department of Economics
6
University of Exeter / Department of Economics
6
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Published in...
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Journal of econometrics
673
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
328
Discussion paper / Tinbergen Institute
321
Applied economics
318
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
218
Applied economics letters
217
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
199
Working paper / Department of Econometrics and Business Statistics, Monash University
190
Working paper
176
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
157
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
146
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
133
Computational economics
126
Discussion paper / Centre for Economic Policy Research
111
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Cowles Foundation discussion paper
105
Journal of empirical finance
105
Physica A: Statistical Mechanics and its Applications
105
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
99
The econometrics journal
92
EUI working paper / ECO
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Finance research letters
81
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
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ECONIS (ZBW)
28,266
RePEc
759
USB Cologne (EcoSocSci)
249
EconStor
91
BASE
59
USB Cologne (business full texts)
15
ArchiDok
5
Other ZBW resources
3
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12571
Pretesting for multi-step-ahead exchange rate forecasts with STAR models
Enders, Walter
;
Pascalau, Razvan
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 473-487
Persistent link: https://www.econbiz.de/10011474176
Saved in:
12572
What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle
;
Senyuz, Zeynep
;
Yoldas, Emre
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
Saved in:
12573
Testing for multiple-period predictability between serially dependent time series
Heaton, Christopher
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 587-597
Persistent link: https://www.econbiz.de/10011474421
Saved in:
12574
Forecasting zero-inflated price changes with a Markov switching mixture model for autoregressive and heteroscedastic time series
Kömm, Holger
;
Küsters, Ulrich
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 598-608
Persistent link: https://www.econbiz.de/10011474425
Saved in:
12575
Forecasting the forecastability quotient for inventory management
Hill, Arthur V.
;
Zhang, Weiyong
;
Burch, Gerald F.
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 651-663
Persistent link: https://www.econbiz.de/10011474459
Saved in:
12576
Forecasting multivariate time series : editorial
Athanasopoulos, George
;
Vahid, Farshid
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 680-681
Persistent link: https://www.econbiz.de/10011474520
Saved in:
12577
EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries
Grassi, Stefano
;
Proietti, Tommaso
;
Frale, Cecilia
; …
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 712-738
Persistent link: https://www.econbiz.de/10011474534
Saved in:
12578
Time-varying effects of housing and stock returns on U.S. consumption
Simo-Kengne, Beatrice D.
;
Miller, Stephen M.
;
Gupta, Rangan
- In:
The journal of real estate finance and economics
50
(
2015
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10011474541
Saved in:
12579
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
Saved in:
12580
Generalized autocontours : evaluation of multivariate density models
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
Saved in:
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