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  • Search: subject:"Time-series Models"
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Year of publication
Subject
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Zeitreihenanalyse 187 Time series analysis 168 time series models 116 Theorie 84 Theory 79 Prognoseverfahren 76 Time series models 68 Forecasting model 67 time-series models 49 Time Series Models 46 Estimation 37 Schätztheorie 36 Schätzung 36 structural time series models 35 Estimation theory 34 Time-series models 33 Forecasting 26 Time-Series Models 26 forecasting 26 Inflation 21 Structural time series models 21 Prognose 19 Forecast 18 Kalman filter 18 Monetary policy 18 Volatility 18 Volatilität 18 Wechselkurs 18 Konjunktur 17 Business cycle 16 Cointegration 16 Economic growth 16 Exchange rate 15 Zustandsraummodell 15 cointegration 15 Financial market 14 Finanzmarkt 14 Welt 14 Wirtschaftswachstum 14 ARCH-Modell 13
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Online availability
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Free 365 Undetermined 124 CC license 11
Type of publication
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Book / Working Paper 314 Article 253 Other 3
Type of publication (narrower categories)
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Article in journal 131 Aufsatz in Zeitschrift 131 Working Paper 118 Graue Literatur 59 Non-commercial literature 59 Arbeitspapier 53 Article 16 research-article 9 Hochschulschrift 3 Aufsatz im Buch 2 Aufsatzsammlung 2 Book section 2 Thesis 1
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Language
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English 340 Undetermined 218 Spanish 5 Portuguese 3 German 2 Czech 1 Hungarian 1
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Author
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Koopman, Siem Jan 38 Skriner, Edith 10 Lit, Rutger 8 Lucas, André 8 Moës, Philippe 8 McAleer, Michael 7 Medel, Carlos A. 7 Oxley, Les 7 Chan, Felix 6 Claveria, Oscar 6 Costantini, Mauro 6 Franses, Philip Hans 6 Hlouskova, Jaroslava 6 Proietti, Tommaso 6 Roger, Lionel 6 Torra, Salvador 6 Vujic, Suncica 6 Banerjee, Anindya 5 Congregado, Emilio 5 Franses, Ph.H.B.F. 5 Gorgi, P. 5 Kallianiotis, Ioannis N. 5 Marcellino, Massimiliano 5 Marcucci, Juri 5 Pincheira, Pablo 5 Blasques, Francisco 4 Bruno, Giancarlo 4 Cuaresma, Jesus Crespo 4 D'Amuri, Francesco 4 Dibooglu, Sel 4 Dées, Stéphane 4 Francke, Marc K. 4 Gentle, James E. 4 Golpe, Antonio A. 4 Hyndman, Rob J. 4 Härdle, Wolfgang Karl 4 Karlsen, Hans Arnfinn 4 Luginbuhl, Rob 4 Martins, Pedro M. G. 4 Masten, Igor 4
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 25 Tinbergen Instituut 10 EconWPA 7 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 5 European Central Bank 5 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 5 Graduate School of Business and Economics (GSBE), School of Business and Economics 5 Tinbergen Institute 5 C.E.P.R. Discussion Papers 4 Department of Economics, Oxford University 4 Erasmus University Rotterdam, Econometric Institute 4 International Monetary Fund (IMF) 4 Banco de España 3 Department of Economics, University of Victoria 3 Society for Computational Economics - SCE 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 3 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 3 Suomen Pankki 3 de Nederlandsche Bank 3 Centre for Research in Economic Development and International Trade (CREDIT), School of Economics 2 Departamento de Economía, Facultad de Ciencias Sociales 2 Department of Econometrics and Business Statistics, Monash Business School 2 Department of Economics, School of Business, Management and Economics 2 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. 2 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 2 FIW 2 Facultat d'Economia i Empresa, Universitat de Barcelona 2 HAL 2 ILADES, Facultad de Economía y Negocios 2 Institute for the Study of Labor (IZA) 2 Istituto Nazionale di Statistica (ISTAT) 2 London School of Economics (LSE) 2 Nationale Bank van België/Banque national de Belqique (BNB) 2 Norges Bank 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Österreichisches Institut für Wirtschaftsforschung (WIFO) 2 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 2 Banca d'Italia 1 Centro Ricerche Nord Sud (CRENoS) 1 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1
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Published in...
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MPRA Paper 25 Tinbergen Institute Discussion Papers 15 Discussion paper / Tinbergen Institute 13 Tinbergen Institute Discussion Paper 13 Journal of financial economic policy 9 Journal of Financial Economic Policy 8 Empirical Economics 6 Journal of forecasting 6 ECB Working Paper 5 Econometric Institute Research Papers 5 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 5 Research Memorandum / Graduate School of Business and Economics (GSBE), School of Business and Economics 5 Working Paper Series / European Central Bank 5 Australian Journal of Labour Economics (AJLE) 4 CEPR Discussion Papers 4 Econometric Institute Report 4 Economic modelling 4 Economics Series Working Papers / Department of Economics, Oxford University 4 IMF Working Papers 4 IZA Discussion Papers 4 International journal of forecasting 4 Journal of econometrics 4 WIFO Working Papers 4 Working Paper 4 Applied economics 3 Banco de España Working Papers 3 CREDIT Research Paper 3 Cogent Economics & Finance 3 Cogent economics & finance 3 Discussion paper / Central Bureau voor de Statistiek 3 Econometrics : open access journal 3 Econometrics Working Papers 3 Energy economics 3 Finance a úvěr 3 Macroeconomics 3 Marketing Science 3 Nova Economia 3 Reihe Ökonomie / Economics Series 3 SFB 373 Discussion Paper 3 SFB 373 Discussion Papers 3
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Source
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RePEc 279 ECONIS (ZBW) 193 EconStor 81 Other ZBW resources 9 BASE 8
Showing 1 - 10 of 570
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Forecasting banking system liquidity using payment system data in Uzbekistan
Makhmudov, Shakhzod Abdullaevich - 2025
Forecasting banking system liquidity is crucial for the effective monetary policy implementation. This study investigates the effectiveness of various econometric and machine learning models in predicting the autonomous factors of banking system liquidity. The research compares widely used...
Persistent link: https://www.econbiz.de/10015198517
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Forecasting banking system liquidity using payment system data in Uzbekistan
Makhmudov, Shakhzod Abdullaevich - 2025
Forecasting banking system liquidity is crucial for the effective monetary policy implementation. This study investigates the effectiveness of various econometric and machine learning models in predicting the autonomous factors of banking system liquidity. The research compares widely used...
Persistent link: https://www.econbiz.de/10015325524
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Terms of trade and the rate of profit in South America, 1962-2019 : a Marxist political economy approach
Duque Garcia, Carlos Alberto - In: World review of political economy : journal of the … 16 (2025) 4, pp. 509-535
This article builds on Marx's insights on foreign trade to estimate the influence of the terms of trade, through the output-capital ratio, on the average rate of profit in Brazil, Argentina, Colombia, and Chile from 1962 to 2019. For those economies, this article also explores the long-term...
Persistent link: https://www.econbiz.de/10015592329
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Connectedness of cryptocurrency markets to crude oil and gold : an analysis of the efect of COVID-19 pandemic
Foroutan, Parisa; Lahmiri, Salim - In: Financial innovation : FIN 10 (2024), pp. 1-23
The notion that investors shift to gold during economic market crises remains unverifed for many cryptocurrency markets. This paper investigates the connectedness between the 10 most traded cryptocurrencies and gold as well as crude oil markets pre-COVID-19 and during COVID-19. Through the...
Persistent link: https://www.econbiz.de/10014547259
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Estimation of a production function of Brazil with domestic and foreign capital stock, 1991-2017
Ziesemer, Thomas - In: Applied econometrics and international development 24 (2024) 2, pp. 103-128
Persistent link: https://www.econbiz.de/10015414766
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Essays in macroeconomics : an analysis of the South African financial system
Mbelu, Asithandile - 2023
Persistent link: https://www.econbiz.de/10014460447
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Good governance and the US tourism demand
Topcu, Mert; Denaux, Zulal; Crews, Cori - In: Annals of Tourism Research Empirical Insights 4 (2023) 1, pp. 1-11
Our research empirically examines the impact of good governance on the US tourism demand over the period 1999-2020. We use a data set of 13 different tourism markets to avoid any aggregation bias while controlling for economic and political factors. Our empirical results show that two dimensions...
Persistent link: https://www.econbiz.de/10015610443
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Good governance and the US tourism demand
Topcu, Mert; Denaux, Zulal; Crews, Cori - In: Annals of tourism research empirical insights 4 (2023) 1, pp. 1-11
Our research empirically examines the impact of good governance on the US tourism demand over the period 1999-2020. We use a data set of 13 different tourism markets to avoid any aggregation bias while controlling for economic and political factors. Our empirical results show that two dimensions...
Persistent link: https://www.econbiz.de/10015610933
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A robust method to date recessions and compute output gaps : the Portuguese case
Assunção, João; Fernandes, Pedro Afonso - In: Portuguese economic journal 24 (2025) 1, pp. 101-121
Persistent link: https://www.econbiz.de/10015332506
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Improving disaggregated short-term food inflation forecasts with webscraped data
Beer, Christian; Ferstl, Robert; Graf, Bernhard - 2025 - This version: January 10, 2025
underlying dynamics of specific sub-components. Our results show that more advanced time series models have trade-offs in terms …
Persistent link: https://www.econbiz.de/10015183168
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