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  • Search: subject:"Zeitreihenanalyse"
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Year of publication
Subject
All
Zeitreihenanalyse 29,123 Time series analysis 27,844 Theorie 12,439 Theory 12,119 Schätztheorie 5,750 Estimation theory 5,687 Prognoseverfahren 5,502 Schätzung 5,395 Forecasting model 5,360 Estimation 5,274 Volatilität 3,053 Volatility 2,982 USA 2,819 United States 2,726 Kointegration 2,101 Cointegration 2,056 Konjunktur 1,974 Business cycle 1,900 Börsenkurs 1,771 ARCH-Modell 1,745 Share price 1,722 ARCH model 1,711 Kapitaleinkommen 1,630 Capital income 1,624 VAR-Modell 1,480 VAR model 1,451 Stochastischer Prozess 1,388 Einheitswurzeltest 1,360 Unit root test 1,360 Stochastic process 1,343 Zustandsraummodell 1,341 State space model 1,322 Strukturbruch 1,230 Structural break 1,206 Welt 1,039 World 1,012 Nichtparametrisches Verfahren 1,000 Statistischer Test 996 Deutschland 986 Bayes-Statistik 968
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Online availability
All
Free 10,379 Undetermined 4,652
Type of publication
All
Book / Working Paper 14,844 Article 14,275 Journal 20 Other 1
Type of publication (narrower categories)
All
Article in journal 13,053 Aufsatz in Zeitschrift 13,053 Working Paper 7,254 Graue Literatur 6,915 Non-commercial literature 6,915 Arbeitspapier 6,669 Aufsatz im Buch 939 Book section 939 Hochschulschrift 817 Thesis 653 Collection of articles of several authors 231 Sammelwerk 231 Collection of articles written by one author 166 Sammlung 166 Lehrbuch 151 Textbook 132 Bibliografie enthalten 126 Bibliography included 126 Aufsatzsammlung 112 Amtsdruckschrift 104 Government document 104 Konferenzschrift 103 Dissertation u.a. Prüfungsschriften 84 Conference paper 78 Konferenzbeitrag 78 Systematic review 74 Übersichtsarbeit 74 Forschungsbericht 62 Conference proceedings 50 Rezension 40 Statistik 36 Mehrbändiges Werk 34 Multi-volume publication 34 Article 28 Statistics 25 Festschrift 22 Handbook 19 Handbuch 19 Einführung 18 Bibliografie 16
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Language
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English 27,605 German 840 Undetermined 232 Spanish 163 French 140 Italian 40 Portuguese 38 Polish 29 Russian 20 Czech 12 Dutch 9 Croatian 7 Swedish 7 Hungarian 6 Norwegian 6 Finnish 5 Turkish 5 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. 324 Caporale, Guglielmo Maria 270 Phillips, Peter C. B. 240 Koopman, Siem Jan 236 Franses, Philip Hans 223 McAleer, Michael 144 Teräsvirta, Timo 133 Gao, Jiti 128 Kapetanios, George 120 Lütkepohl, Helmut 120 Sibbertsen, Philipp 115 Pesaran, M. Hashem 113 Gupta, Rangan 110 Harvey, Andrew C. 100 Koop, Gary 100 Kunst, Robert M. 91 Taylor, Robert 90 Watson, Mark W. 89 Lucas, André 88 Perron, Pierre 86 Stock, James H. 86 Johansen, Søren 85 Hyndman, Rob J. 84 Härdle, Wolfgang 84 Swanson, Norman R. 83 Marcellino, Massimiliano 82 Hendry, David F. 80 Hassler, Uwe 79 Engle, Robert F. 77 Proietti, Tommaso 76 Dijk, Herman K. van 74 Mills, Terence C. 74 Granger, C. W. J. 73 Nielsen, Morten Ørregaard 70 Dijk, Dick van 69 Robinson, Peter M. 68 Maravall Herrero, Agustín 66 Saikkonen, Pentti 65 Leybourne, Stephen James 63 Ravazzolo, Francesco 63
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Institution
All
National Bureau of Economic Research 187 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 64 Ekonomiska forskningsinstitutet <Stockholm> 62 European University Institute / Department of Economics 34 Econometrisch Instituut <Rotterdam> 16 Umeå universitet 16 Centre for Quantitative Economics & Computing 13 Centre for Analytical Finance <Århus> 12 Escola de Pós-Graduação em Economia <Rio de Janeiro> 12 Umeå Universitet / Institutionen för Nationalekonomi 12 Federal Reserve Bank of St. Louis 11 European University Institute / Department of Law 10 London School of Economics and Political Science 10 University of Cambridge / Department of Applied Economics 10 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 8 Gottfried Wilhelm Leibniz Universität Hannover 8 Aarhus Universitet / Afdeling for Nationaløkonomi 7 Europäische Kommission / Statistisches Amt 7 Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät 7 University of Strathclyde / Department of Economics 7 Christian-Albrechts-Universität zu Kiel 6 Institut für Weltwirtschaft 6 State University of New York at Albany / Department of Economics 6 University of Exeter / Department of Economics 6 Australien / Bureau of Statistics 5 Birkbeck College / Department of Economics 5 Center for Economic Research <Tilburg> 5 Institut für Wirtschaftswissenschaften <Wien> 5 Manchester Business School 5 Queen Mary College / Department of Economics 5 School of Finance and Business Economics <Perth, Western Australia> 5 University of Canterbury / Dept. of Economics and Finance 5 University of Southampton / Department of Economics 5 Australian National University / Faculty of Economics and Commerce 4 Centre for Growth and Business Cycle Research <Manchester> 4 Institut für Höhere Studien 4 Københavns Universitet / Økonomisk Institut 4 Loughborough University / Department of Economics 4 Norges Bank / Utredningsavdelingen 4 Organisation for Economic Co-operation and Development 4
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Published in...
All
Journal of econometrics 642 International journal of forecasting 495 Economics letters 440 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 380 Journal of forecasting 317 Applied economics 314 Discussion paper / Tinbergen Institute 312 Econometric theory 311 Economic modelling 254 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 227 Econometric reviews 215 Applied economics letters 210 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 195 Energy economics 191 Working paper / Department of Econometrics and Business Statistics, Monash University 184 CREATES research paper 164 NBER Working Paper 163 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 156 NBER working paper series 149 Journal of applied econometrics 143 Working paper / National Bureau of Economic Research, Inc. 138 Working paper 136 CESifo working papers 126 Computational economics 119 Discussion paper / Centre for Economic Policy Research 111 Cowles Foundation discussion paper 105 Journal of economic dynamics & control 104 Oxford bulletin of economics and statistics 103 Econometrics : open access journal 102 Journal of empirical finance 99 Journal of macroeconomics 96 The econometrics journal 91 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 85 EUI working paper / ECO 84 International review of economics & finance : IREF 81 Applied financial economics 80 Tinbergen Institute Discussion Paper 79 SFB 649 discussion paper 75 The North American journal of economics and finance : a journal of financial economics studies 74 Journal of risk and financial management : JRFM 73
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Source
All
ECONIS (ZBW) 28,195 EconStor 621 USB Cologne (EcoSocSci) 273 USB Cologne (business full texts) 15 OLC EcoSci 13 RePEc 12 BASE 6 ArchiDok 5
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Showing 1 - 10 of 29,140
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Identification of vector autoregressive models with nonlinear contemporaneous structure
Cordoni, Francesco; Doremus, Nicolas; Moneta, Alessio - 2023
We propose a statistical identification procedure for structural vector autoregressive (VAR) models that present a nonlinear dependence (at least) at the contemporaneous level. By applying and adapting results from the literature on causal discovery with continuous additive noise models to...
Persistent link: https://www.econbiz.de/10013548855
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Forecast combination in the frequency domain
Faria, Gonçalo; Verona, Fabio - 2023
Predictability is time and frequency dependent. We propose a new forecasting method - forecast combination in the frequency domain - that takes this fact into account. With this method we forecast the equity premium and real GDP growth rate. Combining forecasts in the frequency domain produces...
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Persistent link: https://www.econbiz.de/10013485890
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Islamic vs. conventional equity markets : a multifractal cross-correlation analysis with economic policy uncertainty
Aslam, Faheem; Ferreira, Paulo; Ali, Haider; Arifa; … - In: Economies : open access journal 11 (2023) 1, pp. 1-18
There is ample evidence that Islamic stock markets perform differently from conventional stock markets, particularly when economic policy uncertainty (EPU) or any other uncertainty such as geopolitical uncertainty is present. Considering this context, this paper examines the US EPU's...
Persistent link: https://www.econbiz.de/10013500735
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Combining counterfactual outcomes and ARIMA models for policy evaluation
Menchetti, Fiammetta; Cipollini, Fabrizio; Mealli, Fabrizia - In: The econometrics journal 26 (2023) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10013543270
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Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher - In: The econometrics journal 26 (2023) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
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Recursive linear models optimized by bioinspired metaheuristics to streamflow time series prediction
Siqueira, Hugo; Belotti, Jonatas Trabuco; Boccato, Levy; … - In: International transactions in operational research : a … 30 (2023) 2, pp. 742-773
Persistent link: https://www.econbiz.de/10013417077
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Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian; Breneis, Simon - In: Quantitative finance 23 (2023) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
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The rapid rise of Russia's wheat exports : price formation, spot-futures relations and volatility effects
Heigermoser, Maximilian - Leibniz-Institut für Agrarentwicklung in … - 2023
Over the past two decades, the Black Sea region has exhibited significantly growing wheat production and exports. In 2017/18, Russia ultimately became the world’s largest wheat exporter, a position that was held by the USA for decades. Mostly serving destination markets in the Middle East and...
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Persistent link: https://www.econbiz.de/10013534341
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Impact of money supply in different states of inflation and economic growth in South Africa
Buthelezi, Eugene Msizi - In: Economies : open access journal 11 (2023) 2, pp. 1-22
This paper investigates the impact of the money supply in different states of inflation and economic growth in South Africa from 1990 to 2021. The term "states" defines periods of low and high rates of economic variables of interest. Markov-switching dynamic regression (MSDRM) and time-varying...
Persistent link: https://www.econbiz.de/10014230763
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What can time-series regressions tell us about policy counterfactuals?
McKay, Alisdair; Wolf, Christian - 2023 - This version: February 2023
Persistent link: https://www.econbiz.de/10014247014
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