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  • Search: subject:"Time-Series Analysis"
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Year of publication
Subject
All
Zeitreihenanalyse 32,045 Time series analysis 31,890 Theorie 14,202 Theory 14,194 Schätztheorie 7,008 Estimation theory 7,005 Prognoseverfahren 6,492 Forecasting model 6,475 Schätzung 6,222 Estimation 6,219 Volatilität 3,841 Volatility 3,836 USA 2,795 United States 2,783 ARCH-Modell 2,443 ARCH model 2,442 Kointegration 2,336 Cointegration 2,318 Konjunktur 2,230 Business cycle 2,216 Börsenkurs 2,164 Share price 2,161 VAR model 1,937 VAR-Modell 1,937 Stochastischer Prozess 1,792 Capital income 1,791 Kapitaleinkommen 1,791 Stochastic process 1,779 Einheitswurzeltest 1,766 Unit root test 1,766 State space model 1,466 Zustandsraummodell 1,466 Strukturbruch 1,325 Structural break 1,323 Regressionsanalyse 1,262 Regression analysis 1,254 Prognose 1,200 Welt 1,178 World 1,178 Nichtparametrisches Verfahren 1,173
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Online availability
All
Free 11,841 Undetermined 6,832 CC license 686 Digitizable 1
Type of publication
All
Article 17,387 Book / Working Paper 15,663 Journal 50 Other 11
Type of publication (narrower categories)
All
Article in journal 15,347 Aufsatz in Zeitschrift 15,347 Graue Literatur 7,666 Non-commercial literature 7,666 Working Paper 7,530 Arbeitspapier 7,466 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 114 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 Festschrift 25 Statistics 25 Mehrbändiges Werk 23 Multi-volume publication 23 Handbook 20 Handbuch 20
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Language
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English 31,173 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. 451 Caporale, Guglielmo Maria 303 Phillips, Peter C. B. 282 Koopman, Siem Jan 238 Franses, Philip Hans 220 Gao, Jiti 156 Lütkepohl, Helmut 139 McAleer, Michael 135 Teräsvirta, Timo 134 Pesaran, M. Hashem 123 Gupta, Rangan 120 Harvey, Andrew C. 120 Lucas, André 120 Sibbertsen, Philipp 119 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. 92 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 84 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 346 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 212 Working paper 209 Computational economics 207 Energy economics 206 NBER Working Paper 184 NBER working paper series 177 CESifo working papers 167 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 130 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 International review of financial analysis 94 The North American journal of economics and finance : a journal of financial economics studies 93 Working papers 90
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Source
All
ECONIS (ZBW) 31,823 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 33,111
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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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Expectations, credibility, and the persistence of currency aubstitution
Alawin, Mohammad - In: International Journal of Financial Studies : open … 14 (2026) 4, pp. 1-13
This study examines why currency substitution proves so difficult to reverse, even after countries succeed in stabilizing inflation. Focusing on Bolivia, Brazil, Mexico, and Turkey-economies that endured severe inflationary episodes before implementing stabilization programs-the paper asks a...
Persistent link: https://www.econbiz.de/10015652131
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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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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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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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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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Unveiling energy poverty trajectories : a longitudinal analysis using machine learning
Budría, Santiago; Fermé, Eduardo; Freitas, Diogo Nuno - In: Energy strategy reviews 62 (2025), pp. 1-17
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/10015597048
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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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Food price inflation in the United States as a complex dynamic economic system
Parum, Faith; Dharmasena, Senarath - In: Journal of agricultural & food industrial organization 22 (2024) 2, pp. 113-132
Persistent link: https://www.econbiz.de/10015117641
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