//--> //--> //--> //-->
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
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
Narrow search
Year of publication
From:
To:
Subject
All
Time series analysis
28,052
Zeitreihenanalyse
28,052
Theorie
12,172
Theory
12,170
Schätztheorie
5,630
Estimation theory
5,629
Prognoseverfahren
5,544
Forecasting model
5,540
Estimation
5,398
Schätzung
5,397
Volatilität
3,071
Volatility
3,068
USA
2,738
United States
2,730
Kointegration
2,081
Cointegration
2,071
Konjunktur
1,932
Business cycle
1,928
Börsenkurs
1,777
Share price
1,776
ARCH model
1,760
ARCH-Modell
1,760
Capital income
1,695
Kapitaleinkommen
1,695
VAR model
1,486
VAR-Modell
1,485
State space model
1,375
Zustandsraummodell
1,374
Stochastischer Prozess
1,356
Stochastic process
1,351
Einheitswurzeltest
1,335
Unit root test
1,335
Strukturbruch
1,206
Structural break
1,205
Welt
1,029
World
1,029
Bayesian inference
977
Bayes-Statistik
973
Nichtparametrisches Verfahren
953
Nonparametric statistics
953
more ...
less ...
Online availability
All
Free
9,548
Undetermined
4,971
Type of publication
All
Article
14,546
Book / Working Paper
13,491
Journal
16
Type of publication (narrower categories)
All
Article in journal
13,490
Aufsatz in Zeitschrift
13,490
Graue Literatur
6,992
Non-commercial literature
6,992
Arbeitspapier
6,772
Working Paper
6,772
Aufsatz im Buch
944
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
Bibliography included
123
Textbook
122
Aufsatzsammlung
107
Amtsdruckschrift
102
Government document
102
Konferenzschrift
90
Conference paper
78
Konferenzbeitrag
78
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
27,010
German
577
Spanish
161
French
139
Italian
39
Portuguese
36
Polish
28
Russian
19
Czech
12
Dutch
9
Croatian
7
Swedish
7
Hungarian
6
Norwegian
5
Malay (macrolanguage)
4
Slovak
4
Danish
3
Finnish
3
Slovenian
3
Turkish
3
Undetermined
3
Chinese
3
Romanian
2
Bulgarian
1
Valencian
1
Japanese
1
Serbian
1
more ...
less ...
Author
All
Gil-Alaña, Luis A.
332
Caporale, Guglielmo Maria
257
Phillips, Peter C. B.
237
Koopman, Siem Jan
215
Franses, Philip Hans
213
McAleer, Michael
139
Gao, Jiti
133
Teräsvirta, Timo
126
Lütkepohl, Helmut
117
Gupta, Rangan
112
Pesaran, M. Hashem
109
Kapetanios, George
104
Sibbertsen, Philipp
101
Koop, Gary
99
Harvey, Andrew C.
96
Watson, Mark W.
89
Hyndman, Rob J.
88
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
84
Johansen, Søren
82
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
79
Dijk, Herman K. van
78
Marcellino, Massimiliano
78
Engle, Robert F.
77
Proietti, Tommaso
73
Swanson, Norman R.
73
Kunst, Robert M.
72
Mills, Terence C.
72
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
69
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Maravall Herrero, Agustín
66
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Ghysels, Eric
60
more ...
less ...
Institution
All
National Bureau of Economic Research
195
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
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
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
4
more ...
less ...
Published in...
All
Journal of econometrics
672
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
328
Discussion paper / Tinbergen Institute
321
Applied economics
318
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
218
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
197
Working paper / Department of Econometrics and Business Statistics, Monash University
190
Working paper
174
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
157
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
146
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
133
Computational economics
126
Discussion paper / Centre for Economic Policy Research
110
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Cowles Foundation discussion paper
105
Journal of empirical finance
105
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
99
The econometrics journal
92
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
EUI working paper / ECO
83
International Journal of Energy Economics and Policy : IJEEP
82
Finance research letters
81
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
SFB 649 discussion paper
75
more ...
less ...
Source
All
ECONIS (ZBW)
28,052
RePEc
1
Showing
10,701
-
10,750
of
28,053
Sort
Relevance
Date (newest first)
Date (oldest first)
10701
Oil price uncertainty and equity returns : evidence from oil importing and exporting countries in the MENA region
Maghyereh, Aktham I.
;
Awartani, Basel
- In:
Journal of financial economic policy
8
(
2016
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10011619459
Saved in:
10702
Model averaging with high-dimensional dependent data
Zhao, Shangwei
;
Zhou, Jianhong
;
Li, Hongjun
- In:
Economics letters
148
(
2016
),
pp. 68-71
Persistent link: https://www.econbiz.de/10011619865
Saved in:
10703
Testing for deterministic seasonality in mixed-frequency VARs
Barrio Castro, Tomás del
;
Hecq, Alain W. J.
- In:
Economics letters
149
(
2016
),
pp. 20-24
Persistent link: https://www.econbiz.de/10011620030
Saved in:
10704
Profit persistence and stock returns
Gschwandtner, Adelina
;
Hauser, Michael A.
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3538-3549
Persistent link: https://www.econbiz.de/10011620804
Saved in:
10705
Detecting multiple factors in panel data : an application on the growth of local regions in China
Chen, W. D.
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3558-3568
Persistent link: https://www.econbiz.de/10011620821
Saved in:
10706
Growth recovery after civil conflict : a fractional integration approach
Gil-Alaña, Luis A.
;
Prakarsh Singh
- In:
Defence and peace economics
27
(
2016
)
4
,
pp. 453-479
Persistent link: https://www.econbiz.de/10011621180
Saved in:
10707
LOESS smoothed density estimates for multivariate survival data subject to censoring and masking
Adamic, Peter
;
Guse, Jenna
- In:
Annals of actuarial science : publ. by the Institute of …
10
(
2016
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10011621192
Saved in:
10708
Carry trade strategies with factor augmented macro fundamentals : a dynamic Markov-switching factor model
Ogruk, Gokcen
- In:
The international journal of business and finance …
10
(
2016
)
3
,
pp. 11-28
Persistent link: https://www.econbiz.de/10011621237
Saved in:
10709
U.S. corporate pension expense and the 2007-2009 financial crisis : an interrupted time series analysis
Boozer, Benjamin B.
;
Staples, Julie A.
;
Lowe, S. Keith
; …
- In:
The international journal of business and finance …
10
(
2016
)
3
,
pp. 29-38
Persistent link: https://www.econbiz.de/10011621241
Saved in:
10710
Aggregate versus disaggregate information in dynamic factor models
Álvarez, Rocío
;
Camacho, Maximo
;
Pérez-Quirós, Gabriel
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 680-694
Persistent link: https://www.econbiz.de/10011621772
Saved in:
10711
Combining nearest neighbor predictions and model-based predictions of realized variance : does it pay?
Andrada Félix, Julián
;
Fernández Rodríguez, Fernando
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011621779
Saved in:
10712
Bayesian model averaging and principal component regression forecasts in a data rich environment
Ouysse, Rachida
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 763-787
Persistent link: https://www.econbiz.de/10011621808
Saved in:
10713
Modeling and forecasting call center arrivals : a literature survey and a case study
Ibrahim, Rouba
;
Ye, Han
;
L'Ecuyer, Pierre
;
Shen, Haipeng
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 865-874
Persistent link: https://www.econbiz.de/10011621847
Saved in:
10714
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
10715
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
10716
Probabilistic anomaly detection in natural gas time series data
Akouemo, Hermine N.
;
Povinelli, Richard J.
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 948-956
Persistent link: https://www.econbiz.de/10011621902
Saved in:
10717
GEFCom2014 probabilistic electric load forecasting using time series and semi-parametric regression models
Dordonnat, V.
;
Pichavant, A.
;
Pierrot, A.
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1005-1011
Persistent link: https://www.econbiz.de/10011621983
Saved in:
10718
A semi-empirical approach using gradient boosting and kk-nearest neighbors regression for GEFCom2014 probabilistic solar power forecasting
Huang, Jing
;
Perry, Matthew
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1081-1086
Persistent link: https://www.econbiz.de/10011622043
Saved in:
10719
A comparison of AdaBoost algorithms for time series forecast combination
Barrow, Devon K.
;
Crone, Sven F.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1103-1119
Persistent link: https://www.econbiz.de/10011622109
Saved in:
10720
Cross-validation aggregation for combining autoregressive neural network forecasts
Barrow, Devon K.
;
Crone, Sven F.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1120-1137
Persistent link: https://www.econbiz.de/10011622112
Saved in:
10721
Models for optimising the theta method and their relationship to state space models
Fiorucci, Jose A.
;
Pellegrini, Tiago R.
;
Louzada, Francisco
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1151-1161
Persistent link: https://www.econbiz.de/10011622119
Saved in:
10722
Testing for predictability in panels of any time series dimension
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10011622121
Saved in:
10723
The forecastability quotient reconsidered
Gardner, Everette S.
;
Acar, Yavuz
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1208-1211
Persistent link: https://www.econbiz.de/10011622130
Saved in:
10724
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
10725
Forecasting using sparse cointegration
Wilms, Ines
;
Croux, Christophe
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1256-1267
Persistent link: https://www.econbiz.de/10011622146
Saved in:
10726
Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1284-1305
Persistent link: https://www.econbiz.de/10011622152
Saved in:
10727
Modeling the impact of forecast-based regime switches on US inflation
Bel, Koen
;
Paap, Richard
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1306-1316
Persistent link: https://www.econbiz.de/10011622155
Saved in:
10728
Constrained functional time series : applications to the Italian gas market
Canale, Antonio
;
Vantini, Simone
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1340-1351
Persistent link: https://www.econbiz.de/10011622161
Saved in:
10729
Nowcasting Turkish GDP and news decomposition
Modugno, Michele
;
Soybilgen, Barış
;
Yazgan, Mustafa Ege
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1369-1384
Persistent link: https://www.econbiz.de/10011622169
Saved in:
10730
Risk management for a commercial lending portfolio using time series forecasting and small datasets
Ganguli, Tanmoy
- In:
Research bulletin / The Institute of Cost Accountants …
42
(
2016
)
1
,
pp. 188-202
Persistent link: https://www.econbiz.de/10011622284
Saved in:
10731
Practical sales forecasting : potential solutions for independently owned hotels
Sorokina, Ekaterina
;
Semrad, Kelly
;
Mills, Brian
- In:
Tourism analysis : an interdisciplinary tourism & …
21
(
2016
)
6
,
pp. 631-644
Persistent link: https://www.econbiz.de/10011623228
Saved in:
10732
A time-varying Markov-switching model for economic growth
Morier, Bruno
;
Teles, Vladimir Kühl
- In:
Macroeconomic dynamics
20
(
2016
)
6
,
pp. 1550-1580
Persistent link: https://www.econbiz.de/10011623381
Saved in:
10733
A self-organizing map analysis of survey-based agents' expectations before impending shocks for model selection : the case of the 2008 financial crisis
Claveria, Oscar
;
Monte, Enric
;
Torra, Salvador
- In:
International economics : a journal published by CEPII …
146
(
2016
),
pp. 40-58
Persistent link: https://www.econbiz.de/10011623524
Saved in:
10734
New evidence on the (de)synchronisation of business cycles : reshaping the European business cycle
Grigoraş, Veaceslav
;
Stanciu, Irina Eusignia
- In:
International economics : a journal published by CEPII …
147
(
2016
),
pp. 27-52
Persistent link: https://www.econbiz.de/10011623609
Saved in:
10735
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
10736
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
Saved in:
10737
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
10738
A Markov switching unobserved component analysis of the CDX index term premium
Calice, Giovanni
;
Ioannidis, Christos
;
Miao, Rong Hui
- In:
International review of financial analysis
44
(
2016
),
pp. 189-204
Persistent link: https://www.econbiz.de/10011623992
Saved in:
10739
Size and power of tests based on Permanent-Transitory Component Models
Casalin, Fabrizio
- In:
International review of financial analysis
47
(
2016
),
pp. 142-153
Persistent link: https://www.econbiz.de/10011624095
Saved in:
10740
Time series analysis of financial stability of banks : evidence from Saudi Arabia
Ghassan, Hassan B.
;
Fachin, Stefano
- In:
Review of financial economics : RFE
31
(
2016
),
pp. 3-17
Persistent link: https://www.econbiz.de/10011636627
Saved in:
10741
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
10742
Jobless growth : empirical evidences from the Middle East and North Africa region
Abou Hamia, Mohamad A.
- In:
Journal for labour market research
49
(
2016
)
3
,
pp. 239-251
Persistent link: https://www.econbiz.de/10011638446
Saved in:
10743
The dynamics between inflation and inflation uncertainty : evidence from India
Balaji, B.
;
Durai, S. Raja Sethu
;
Ramachandran, Marudarajan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011639820
Saved in:
10744
Modeling jumps and volatility of the Indian stock market using high-frequency data
Sen, Rituparna
;
Mehrotra, Pulkit
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10011639870
Saved in:
10745
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
Saved in:
10746
An extension of the asymmetric causality tests for dealing with deterministic trend components
Hatemi-J, Abdulnasser
;
El-Khatib, Youssef
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 4033-4041
Persistent link: https://www.econbiz.de/10011639959
Saved in:
10747
The random walk as a forecasting benchmark : drift or no drift?
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4131-4142
Persistent link: https://www.econbiz.de/10011639995
Saved in:
10748
Cointegration as an explanation for the Meese-Rogoff puzzle
Moosa, Imad A.
;
Vaz, John J.
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4201-4209
Persistent link: https://www.econbiz.de/10011640012
Saved in:
10749
An analysis of wine and food consumption dynamics in Japan using a vector error correction model
Omura, Makiko
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4257-4269
Persistent link: https://www.econbiz.de/10011640044
Saved in:
10750
Decomposing the bias in time-series estimates of CAPM betas
Malloch, H.
;
Philip, R.
;
Satchell, Stephen
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4291-4298
Persistent link: https://www.econbiz.de/10011640063
Saved in:
First
Prev
211
212
213
214
215
216
217
218
219
220
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->