Search Results - subject:"Zeitreihenanalyse"

Time series interdependent level and second moment: statistical testing and applications with Greek external trade and simulated data

Milionis, Alexandros E.; Galanopoulos, Nikolaos G. - 2018

Asymptotic theory for near integrated process driven by tempered linear process

Sabzikar, Farzad; Wang, Qiying; Phillips, Peter C. B. - 2018

Markov switching panel with network interaction effects

Agudze, Komula Mawulom; Billio, Monica; Casarin, Roberto; … - 2018

GMM estimation of non-Gaussian structural vector autoregression

Lanne, Markku; Luoto, Jani - 2018

Financial cycles in euro area economies: a cross-country perspective

Kunovac, Davor; Mandler, Martin; Scharnagl, Michael - 2018

Seasonal adjustment of time series and calendar influence on economic activity

Čobanov, Ante - 2018

The Austrian business cycle in the European context

Scheiblecker, Marcus - 2018

Dating business cycle turning points is still an important task for economic policy decisions. This study does this for the Austrian economy for the period between 1976 and 2005, using only quarterly national accounts data of Austria, Germany and the euro area. Three different filtering methods...

Approximating income distribution dynamics using aggregate data

Kraay, Aart; Weide, Roy van der - 2017

Exchange rate and inflation dynamics in Zambia

Roger, Lionel; Smith, Gregory; Morrissey, Oliver - 2017

A justification of conditional confidence intervals

Beutner, Eric; Heinemann, Alexander; Smeekes, Stephan - 2017