//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Bibliography included"
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Cyclical component"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
1,154
Zeitreihenanalyse
1,154
Theorie
594
Theory
594
Estimation theory
216
Schätztheorie
216
Forecasting model
177
Prognoseverfahren
177
Estimation
161
Schätzung
161
USA
97
United States
97
Deutschland
90
Germany
90
Volatility
80
Volatilität
80
Business cycle
76
Konjunktur
76
Kointegration
72
Cointegration
68
Nichtlineare Regression
64
Nonlinear regression
64
Financial market
60
Finanzmarkt
60
Stochastischer Prozess
57
Stochastic process
56
Welt
56
World
56
Börsenkurs
54
Share price
54
Ökonometrie
52
Wechselkurs
43
Exchange rate
42
Econometrics
41
ARCH model
40
ARCH-Modell
40
Ökonometrisches Modell
40
EU countries
38
EU-Staaten
38
Einheitswurzeltest
36
more ...
less ...
Online availability
All
Undetermined
138
Free
16
Type of publication
All
Article
963
Book / Working Paper
191
Type of publication (narrower categories)
All
Bibliography included
Aufsatz im Buch
Konferenzschrift
Article in journal
13,527
Aufsatz in Zeitschrift
13,527
Graue Literatur
7,005
Non-commercial literature
7,005
Arbeitspapier
6,783
Working Paper
6,783
Book section
944
Hochschulschrift
760
Thesis
619
Collection of articles of several authors
217
Sammelwerk
217
Collection of articles written by one author
163
Sammlung
163
Lehrbuch
138
Bibliografie enthalten
123
Textbook
122
Aufsatzsammlung
107
Amtsdruckschrift
102
Government document
102
Conference paper
79
Konferenzbeitrag
79
Systematic review
74
Übersichtsarbeit
74
Forschungsbericht
61
Conference proceedings
50
Rezension
40
Statistik
35
Mehrbändiges Werk
34
Multi-volume publication
34
Statistics
25
Festschrift
19
Handbook
19
Handbuch
19
Bibliografie
15
Reprint
14
Case study
12
Fallstudie
12
more ...
less ...
Language
All
English
997
German
141
French
9
Italian
5
Spanish
4
Undetermined
2
Polish
1
Russian
1
more ...
less ...
Author
All
Hendry, David F.
13
Barnett, William A.
12
Lütkepohl, Helmut
12
Koopman, Siem Jan
9
Mills, Terence C.
8
Phillips, Peter C. B.
7
Teräsvirta, Timo
7
Wolters, Jürgen
7
Harvey, Andrew C.
6
Härdle, Wolfgang
6
Stock, James H.
6
Watson, Mark W.
6
Granger, C. W. J.
5
Gredenhoff, Mikael P.
5
Hafner, Christian M.
5
He, Changli
5
Jawadi, Fredj
5
Metz, Rainer
5
Proietti, Tommaso
5
Songsak Sriboonchitta
5
Anderson, Heather M.
4
Andersson, Michael K.
4
Beyer, Andreas H.
4
Chen, Shu-Heng
4
Davidson, James E. H.
4
Franke, Jürgen
4
Ghysels, Eric
4
Hanssens, Dominique M.
4
Heiler, Siegfried
4
Johansen, Søren
4
Kruse, Robinson
4
McAleer, Michael
4
Orlando, Giuseppe
4
Shephard, Neil G.
4
Weihs, Claus
4
Andersson, Eva
3
Bauwens, Luc
3
Breitung, Jörg
3
Castle, Jennifer
3
Diebolt, Claude
3
more ...
less ...
Institution
All
Econometric Society
3
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
Institut national de la statistique et des études économiques <Frankreich>
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
University of California Santa Barbara
2
American Statistical Association
1
Association de comptabilité nationale <Frankreich>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Brėscki dzjaržaŭny universitėt imja A. S. Puškina
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Nonlinear Dynamics and Econometrics <1991, Los Angeles, Calif.>
1
Conference on Panel Data and Labour Market Dynamics <3, 1992, Sandbjerg>
1
Conference on the Seasonal Analysis of Economic Time Series <1976, Washington, DC>
1
Convegno La Dinamica Complessa dell'Economia Italiana: Cicli e Trend <1996, Urbino>
1
Deutschland / Bundeswehr / Universität Hamburg
1
Eberhard Karls Universität Tübingen / Geographisches Institut
1
Ecole Nationale de la Statistique et de l'Analyse de l'Information <Ker Lann>
1
Econometrics Conference <1995, Melbourne>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Essen Symposium <3, 1980>
1
European Society for Opinion and Marketing Research
1
Europäische Zentralbank
1
Franco-Belgian Meeting of Statisticians <3, 1982, Rouen>
1
Frontiers in Time Series Analysis Conference <2005, Olbia>
1
Gesamthochschulbibliothek <Essen>
1
Granger Centre for Time Series Econometrics
1
Hochschule für Ökonomie Bruno Leuschner / Sektion Leitung, Informationsverarbeitung und Statistik / Wissenschaftsbereich Statistik
1
Inaugural Conference on the Mathematics of Economic Forecasting <1982, Melbourne>
1
Institut für Höhere Studien
1
International Statistical Institute
1
International Symposium in Economic Theory and Econometrics <11, 1995, Århus>
1
International Telecommunications Society
1
International Time Series Meeting <1979, Nottingham>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Journées de Méthodologie Statistique <2, 1992, Paris>
1
Journées de Méthodologie Statistique <5, 1996, Paris>
1
Karlsruher Ökonometrie-Workshop <7, 1999, Karlsruhe>
1
Leonard N. Stern School of Business / Information Systems Department
1
more ...
less ...
Published in...
All
Handbook of financial time series
19
Europäische Hochschulschriften / 5
18
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
13
Essays in honor of Joon Y. Park : econometric theory
11
Long memory in economics : with 50 tables
11
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
10
Analyse saisonaler Zeitreihen
9
Nonlinear modeling of economic and financial time-series
9
Seasonal adjustment
9
The Oxford handbook of economic forecasting
9
Econometric analysis of financial and economic time series ; part B
8
Essays in nonlinear time series econometrics
8
Growth and cycle in the Euro-zone
8
New directions in macromodelling
8
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
7
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
7
Journal of econometrics
7
Nonlinear time series analysis of business cycles
7
State space and unobserved component models : theory and applications
7
Applied quantitative finance
6
Classification and clustering in business cycle analysis
6
International symposia in economic theory and econometrics
6
Macroeconomic forecasting in the era of big data : theory and practice
6
Progress in financial markets research
6
Recent econometric techniques for macroeconomic and financial data
6
Bootstrap inference in time series econometrics
5
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
5
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
5
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
5
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
5
Handbook of econometrics ; Vol. 2
5
Handbook of research methods and applications in empirical macroeconomics
5
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
5
Nonlinearities in economics : an interdisciplinary approach to economic dynamics, growth and cycles
5
Risk management decisions and value under uncertainty
5
Robustness in econometrics
5
Selected topics in applied econometrics
5
Applications of artificial intelligence in finance and economics
4
Bioenvironmental and public health statistics
4
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
4
more ...
less ...
Source
All
ECONIS (ZBW)
1,154
Showing
1
-
50
of
1,154
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The application of time series analysis in the fiscal budget variance of China
Chen, Guanhua
;
Gong, Xinqi
- In:
Proceedings of the Second International Forum on …
,
(pp. 217-237)
.
2023
Persistent link: https://www.econbiz.de/10014321598
Saved in:
2
Investigation of the time pattern of BIT GREEN Crypto : an ARMA modeling approach to unrave volatility
Kumar, Pawan
;
Bhatnagar, Mukul
;
Taneja, Sanjay
- In:
Algorithmic approaches to financial technology : …
,
(pp. 1-26)
.
2024
Persistent link: https://www.econbiz.de/10014470620
Saved in:
3
The impact of corruption on economic growth in Tunisia : an application of ARDL approach
Kaddachi, Hayet
;
Benzina, Naceur
- In:
Algorithmic approaches to financial technology : …
,
(pp. 121-145)
.
2024
Persistent link: https://www.econbiz.de/10014470646
Saved in:
4
The significance of renewable energy for financial sustainability : a time series analysis
Özdemir, Mehmet Hakan
;
Tuzcuoğlu, Tolga
;
Yavrucu, Erencan
- In:
Sustainability in Business Management
,
(pp. 137-149)
.
2023
Persistent link: https://www.econbiz.de/10014338012
Saved in:
5
The prospect and volatility of stock prices in aviation business
Hendrawaty, Ernie
;
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 53-62)
.
2023
Persistent link: https://www.econbiz.de/10014461475
Saved in:
6
Federal government approval in Canada : economics, politics, and fiscal policy in changing times
Bélanger, Eric
;
Jacques, Olivier
- In:
Economics and politics revisited : executive approval …
,
(pp. 204-226)
.
2023
Persistent link: https://www.econbiz.de/10014370537
Saved in:
7
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
8
COVID-19 and fractal characteristics in energy markets : evidence from US energy price time series
Emami-Meybodi, Mehdi
;
Owjimehr, Sakine
;
Samadi, Ali Hussein
- In:
Time and Fractals : Perspectives in Economics, …
,
(pp. 161-186)
.
2023
Persistent link: https://www.econbiz.de/10014430657
Saved in:
9
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
10
Powerful self-normalizing tests for stationarity against the alternative of a unit root
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 97-114)
.
2023
Persistent link: https://www.econbiz.de/10014313262
Saved in:
11
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
12
Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying
;
Shen, Yu
;
Wang, Qiying
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 157-186)
.
2023
Persistent link: https://www.econbiz.de/10014313536
Saved in:
13
A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
Kim, Kun Ho
;
Koul, Hira L.
;
Kim, Jiwoong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 187-206)
.
2023
Persistent link: https://www.econbiz.de/10014313667
Saved in:
14
Transformation models with cointegrated and deterministically trending regressors
Lin, Yingqian
;
Tu, Yundong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 207-232)
.
2023
Persistent link: https://www.econbiz.de/10014313678
Saved in:
15
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
16
Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj
;
Maynard, Alex
;
Pesavento, Elena
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 295-318)
.
2023
Persistent link: https://www.econbiz.de/10014313744
Saved in:
17
Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 319-347)
.
2023
Persistent link: https://www.econbiz.de/10014313748
Saved in:
18
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
19
Best linear prediction in cointegrated systems
Kim, Yun-Yeong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 367-391)
.
2023
Persistent link: https://www.econbiz.de/10014313816
Saved in:
20
Aggregate output measurements : a common trend approach
Almuzara, Martín
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 3-33)
.
2023
Persistent link: https://www.econbiz.de/10014313827
Saved in:
21
Markov switching rationality
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 35-64)
.
2023
Persistent link: https://www.econbiz.de/10014315144
Saved in:
22
Quantile impulse response analysis with applications in macroeconomics and finance
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 99-131)
.
2023
Persistent link: https://www.econbiz.de/10014315152
Saved in:
23
Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models
Hecq, Alain W. J.
;
Voisin, Elisa
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 209-233)
.
2023
Persistent link: https://www.econbiz.de/10014315310
Saved in:
24
Local climate sensitivity : what can time series of distributions reveal about spatial heterogeneity of climate change?
Miller, J. Isaac
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 319-350)
.
2023
Persistent link: https://www.econbiz.de/10014315454
Saved in:
25
The South Korean export benchmark : validity of the export-led growth hypothesis
Bakeer, Mayar
;
Ghoneim, Hebatallah
- In:
Economics and Finance Readings : Selected Papers from …
,
(pp. 155-179)
.
2023
Persistent link: https://www.econbiz.de/10014316801
Saved in:
26
Determining the impact of different forms of stationarity on financial time series analysis
Greunen, Jan van
;
Heymans, André
- In:
Business research : an illustrative guide to practical …
,
(pp. 61-76)
.
2023
Persistent link: https://www.econbiz.de/10014317749
Saved in:
27
Incorporating external factors into time series forecasts
Baets, Shari de
;
Harvey, Nigel
- In:
Judgment in Predictive Analytics
,
(pp. 265-287)
.
2023
Persistent link: https://www.econbiz.de/10014301366
Saved in:
28
Islamic finance in Canada powered by big data : a case study
Abdool, Imran
;
Abdool, Mustafa
- In:
Big Data in Finance : Opportunities and Challenges of …
,
(pp. 187-206)
.
2022
Persistent link: https://www.econbiz.de/10013431777
Saved in:
29
Statistical arbitrage using cointegration and principal component analysis approach
Bartkoviak, Oleksandr
;
Shpyrko, Viktor
;
Chernyak, Oleksandr
- In:
Business Development and Economic Governance in …
,
(pp. 167-182)
.
2022
Persistent link: https://www.econbiz.de/10013413520
Saved in:
30
Monetary policy across space and time
Liu, Laura
;
Matthes, Christian
;
Petrova, Katerina
- In:
Essays in honour of Fabio Canova
,
(pp. 37-64)
.
2022
Persistent link: https://www.econbiz.de/10013443906
Saved in:
31
Heterogeneous switching in FAVAR models
Guérin, Pierre
;
Leiva-León, Danilo
- In:
Essays in honour of Fabio Canova
,
(pp. 65-98)
.
2022
Persistent link: https://www.econbiz.de/10013443910
Saved in:
32
Business cycles in the EU : a comprehensive comparison across methods
Celov, Dmitrij
;
Comunale, Mariarosaria
- In:
Essays in honour of Fabio Canova
,
(pp. 99-146)
.
2022
Persistent link: https://www.econbiz.de/10013443914
Saved in:
33
State correlation and forecasting : a Bayesian approach using unobserved components models
Uzeda, Luis
- In:
Essays in honour of Fabio Canova
,
(pp. 25-53)
.
2022
Persistent link: https://www.econbiz.de/10013443965
Saved in:
34
Modelling and forecasting the volatility of the Nordic power market : an application of the GARCH-jump process
Dutta, Anupam
- In:
Revisiting Electricity Market Reforms : Lessons for …
,
(pp. 143-158)
.
2022
Persistent link: https://www.econbiz.de/10013447658
Saved in:
35
EAEU balancing hydropower capacity issues in terms of global pandemic consequences
Andronova, I. V.
;
Kuzmin, Vladislav V.
;
Celetti, David
- In:
Current Problems of the World Economy and International …
,
(pp. 141-153)
.
2022
Persistent link: https://www.econbiz.de/10013262739
Saved in:
36
Inflation volatility in Indonesia using ARIMA model : before and during COVID-19
Wahyudi, Setyo Tri
;
Nabella, Rihana Sofie
;
Sari, Kartika
-
2022
Persistent link: https://www.econbiz.de/10013197497
Saved in:
37
Does budget deficit cause current account deficit in SAARC countries? : a time-series econometric investigation
Datta, Kanchan
- In:
Optimum size of government intervention : emerging …
,
(pp. 149-165)
.
2022
Persistent link: https://www.econbiz.de/10013177136
Saved in:
38
The relationship between interest rates and inflation : time series evidence from Canada
Fazlollahi, Negar
;
Ebrahimijam, Saeed
- In:
New Dynamics in Banking and Finance : 5th International …
,
(pp. 191-205)
.
2022
Persistent link: https://www.econbiz.de/10013198534
Saved in:
39
On the evolution of US temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 9-28)
.
2022
Persistent link: https://www.econbiz.de/10013201751
Saved in:
40
Multi-step forecasting with large vector autoregressions
Pick, Andreas
;
Carpay, Matthijs
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 73-98)
.
2022
Persistent link: https://www.econbiz.de/10013201812
Saved in:
41
Gains from switching between forecasts
Timmermann, Allan
;
Zhu, Yinchu
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 99-116)
.
2022
Persistent link: https://www.econbiz.de/10013201834
Saved in:
42
Smooth robust multi‐horizon forecasts
Martinez, Andrew B.
;
Castle, Jennifer
;
Hendry, David F.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 143-165)
.
2022
Persistent link: https://www.econbiz.de/10013201849
Saved in:
43
Finite sample forecast properties and window length under breaks in cointegrated systems
Nocciola, Luca
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 167-196)
.
2022
Persistent link: https://www.econbiz.de/10013201853
Saved in:
44
Implications of the permanent-transitory confusion for new Keynesian modeling, inflation forecasts, and the postcrisis era
Cukierman, Alex
- In:
Karl Brunner and monetarism
,
(pp. 373-400)
.
2022
Persistent link: https://www.econbiz.de/10013203180
Saved in:
45
Are policy stances consistent with the global GHG emission persistence?
Ghosh, Bikramaditya
;
Papathanasiou, Spyros
;
Gablani, Vandana
- In:
Applications in Energy Finance : The Energy Sector, …
,
(pp. 255-279)
.
2022
Persistent link: https://www.econbiz.de/10013283301
Saved in:
46
Estimating the financial cycle under limited data availability : alternative methods
Bojare, Kristina
- In:
Managing risk and decision making in times of economic …
,
(pp. 187-201)
.
2022
Persistent link: https://www.econbiz.de/10013552458
Saved in:
47
Risk management decisions and value under uncertainty
Barone-Adesi, Giovanni
;
Clark, Ephraim
;
Prigent, Jean-Luc
- In:
Risk management decisions and value under uncertainty
,
(pp. 603-604)
.
2022
Persistent link: https://www.econbiz.de/10013341955
Saved in:
48
Forecasting high-frequency stock returns : a comparison of alternative methods
Akyildirim, Erdinc
;
Bariviera, Aurelio Fernández
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 639-690)
.
2022
Persistent link: https://www.econbiz.de/10013341974
Saved in:
49
Concurrent neural network : a model of competition between times series
Garnier, Rémy
- In:
Risk management decisions and value under uncertainty
,
(pp. 945-964)
.
2022
Persistent link: https://www.econbiz.de/10013342077
Saved in:
50
Spatial contagion between financial markets : new evidence of asymmetric measures
Miled, Wafa
;
Ftiti, Zied
;
Sahut, Jean-Michel
- In:
Risk management decisions and value under uncertainty
,
(pp. 1183-1220)
.
2022
Persistent link: https://www.econbiz.de/10013342100
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->