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  • Search: subject_exact:"Time series analysis"
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Year of publication
Subject
All
Zeitreihenanalyse 31,507 Time series analysis 31,356 Theorie 13,985 Theory 13,979 Schätztheorie 6,905 Estimation theory 6,903 Prognoseverfahren 6,337 Forecasting model 6,321 Schätzung 6,108 Estimation 6,106 Volatilität 3,759 Volatility 3,754 USA 2,747 United States 2,735 ARCH model 2,394 ARCH-Modell 2,394 Kointegration 2,309 Cointegration 2,289 Konjunktur 2,175 Business cycle 2,162 Börsenkurs 2,120 Share price 2,117 VAR model 1,884 VAR-Modell 1,884 Stochastischer Prozess 1,769 Capital income 1,756 Kapitaleinkommen 1,756 Stochastic process 1,756 Einheitswurzeltest 1,752 Unit root test 1,752 State space model 1,441 Zustandsraummodell 1,441 Strukturbruch 1,307 Structural break 1,305 Regressionsanalyse 1,243 Regression analysis 1,235 Prognose 1,159 Nichtparametrisches Verfahren 1,153 Nonparametric statistics 1,151 Welt 1,143
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Online availability
All
Free 11,350 Undetermined 6,431 CC license 624
Type of publication
All
Article 17,009 Book / Working Paper 15,365 Journal 50 Other 11
Type of publication (narrower categories)
All
Article in journal 15,084 Aufsatz in Zeitschrift 15,084 Graue Literatur 7,469 Non-commercial literature 7,469 Working Paper 7,333 Arbeitspapier 7,280 Aufsatz im Buch 1,027 Book section 1,027 Hochschulschrift 828 Thesis 656 Collection of articles of several authors 222 Sammelwerk 222 Collection of articles written by one author 166 Sammlung 166 Lehrbuch 163 Textbook 134 Bibliografie enthalten 128 Bibliography included 128 Aufsatzsammlung 126 Konferenzschrift 112 Amtsdruckschrift 95 Government document 95 Conference paper 92 Konferenzbeitrag 92 Systematic review 74 Übersichtsarbeit 74 Dissertation u.a. Prüfungsschriften 69 research-article 68 Forschungsbericht 65 Rezension 54 Conference proceedings 49 Article 41 Statistik 38 Monografische Reihe 33 Statistics 25 Festschrift 23 Mehrbändiges Werk 23 Multi-volume publication 23 Handbook 20 Handbuch 20
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Language
All
English 30,599 German 776 Undetermined 586 Spanish 167 French 143 Italian 42 Portuguese 38 Polish 29 Russian 20 Czech 15 Dutch 9 Croatian 7 Swedish 7 Hungarian 6 Turkish 6 Norwegian 5 Finnish 4 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. 438 Caporale, Guglielmo Maria 294 Phillips, Peter C. B. 281 Koopman, Siem Jan 234 Franses, Philip Hans 218 Gao, Jiti 153 Lütkepohl, Helmut 138 McAleer, Michael 135 Teräsvirta, Timo 134 Lucas, André 119 Gupta, Rangan 118 Pesaran, M. Hashem 118 Harvey, Andrew C. 116 Sibbertsen, Philipp 116 Kapetanios, George 109 Watson, Mark W. 105 Taylor, Robert 104 Härdle, Wolfgang 102 Johansen, Søren 95 Marcellino, Massimiliano 91 Stock, James H. 91 Hyndman, Rob J. 90 Engle, Robert F. 89 Dijk, Herman K. van 88 Hendry, David F. 88 Koop, Gary 88 Granger, C. W. J. 87 Perron, Pierre 85 Linton, Oliver 83 Diebold, Francis X. 81 Dijk, Dick van 81 Kunst, Robert M. 79 Proietti, Tommaso 79 Swanson, Norman R. 79 Nielsen, Morten Ørregaard 77 Mills, Terence C. 74 Robinson, Peter M. 72 Leybourne, Stephen James 71 Hassler, Uwe 70 Maravall Herrero, Agustín 70
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Institution
All
National Bureau of Economic Research 223 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 76 Ekonomiska forskningsinstitutet <Stockholm> 64 International Monetary Fund (IMF) 49 European University Institute / Department of Economics 35 Federal Reserve Bank of New York 35 Federal Reserve Board (Board of Governors of the Federal Reserve System) 35 Federal Reserve Bank of St. Louis 33 European Commission / Statistical Office of the European Communities 25 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 20 Umeå universitet 18 Federal Reserve Bank of Cleveland 17 European Commission / Statistical Office of the European Union 16 Econometrisch Instituut <Rotterdam> 15 Centre for Quantitative Economics & Computing 14 Centre for Analytical Finance <Århus> 13 Escola de Pós-Graduação em Economia <Rio de Janeiro> 12 Umeå Universitet / Institutionen för Nationalekonomi 12 EconWPA 11 Gottfried Wilhelm Leibniz Universität Hannover 11 European University Institute / Department of Law 10 Federal Reserve Bank of Dallas 10 University of Cambridge / Department of Applied Economics 10 European Commission / Joint Research Centre 9 Federal Reserve Bank of Kansas City 9 Federal Reserve Bank of Philadelphia 9 London School of Economics and Political Science 9 Aarhus Universitet / Afdeling for Nationaløkonomi 8 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 8 Federal Reserve Bank of Atlanta 8 Federal Reserve Bank of Minneapolis 8 European Central Bank 7 Europäische Kommission / Statistisches Amt 7 Federal Reserve Bank of Chicago 7 Federal Reserve Bank of San Francisco 7 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 7 Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät 7 University of Strathclyde / Department of Economics 7 Birkbeck College / Department of Economics 6 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 6
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Published in...
All
Journal of econometrics 772 International journal of forecasting 588 Economics letters 487 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 454 Journal of forecasting 382 Applied economics 363 Econometric theory 350 Discussion paper / Tinbergen Institute 343 Economic modelling 286 Econometric reviews 255 Applied economics letters 248 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 240 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 231 Working paper / Department of Econometrics and Business Statistics, Monash University 208 Working paper 202 Energy economics 199 NBER Working Paper 184 NBER working paper series 176 Computational economics 167 CREATES research paper 164 Journal of applied econometrics 161 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 160 CESifo working papers 157 Working paper / National Bureau of Economic Research, Inc. 139 Cowles Foundation discussion paper 131 Journal of economic dynamics & control 131 Econometrics : open access journal 126 Finance research letters 125 Oxford bulletin of economics and statistics 122 Journal of empirical finance 121 Discussion paper / Centre for Economic Policy Research 113 The econometrics journal 111 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 105 Journal of macroeconomics 98 International review of economics & finance : IREF 95 EUI working paper 94 Physica A: Statistical Mechanics and its Applications 93 The North American journal of economics and finance : a journal of financial economics studies 93 International review of financial analysis 87 Journal of the American Statistical Association : JASA 84
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Source
All
ECONIS (ZBW) 31,272 RePEc 656 USB Cologne (EcoSocSci) 248 EconStor 100 Other ZBW resources 82 BASE 57 USB Cologne (business full texts) 15 ArchiDok 5
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Showing 1 - 10 of 32,435
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Forecasting atmospheric ethane : application to the Jungfraujoch Measurement Station
Friedrich, Marina; Moussa, Karim; Shapovalova, Yuliya; … - 2025
Understanding the developments of atmospheric ethane is essential for better identifying the anthropogenic sources of methane, a major greenhouse gas with high global warming potential. While previous studies have focused on analyzing past trends in ethane and modeling the inter-annual...
Persistent link: https://www.econbiz.de/10015373851
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An investigation of Frequentist and Ensemble Bayesian-aided techniques for prioritizing anomaly detection methods in time-series data
Divakaran, Vignesh; Rana, Vipasha - 2025
Accurately detecting anomalous points in time-series data is critical, as false positives can mislead business stakeholders, waste valuable resources, and diminish the overall impact of the detection system. While various statistical and machine learning techniques are employed to flag potential...
Persistent link: https://www.econbiz.de/10015420328
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Economic clues to crime : insights from Mongolia
Ganbold, Dagvasuren; Jamsranjav, Enkhbayar; Kim, Young-Rae - In: Economies : open access journal 13 (2025) 6, pp. 1-19
This paper examines the dynamic relationship between economic indicators, law enforcement mechanisms, and property-related crimes in Mongolia using a time-series econometric approach. Relying on the theoretical frameworks of Becker’s economic model of crime and Cantor and Land’s...
Persistent link: https://www.econbiz.de/10015439377
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Inter-market mean and volatility spillover dynamics between cryptocurrencies and an emerging stock market : evidence from Thailand and sectoral analysis
Zhang, Yanjia; Lo, Shih-tse; Sutthiphisal, Dhanoos - In: Risks : open access journal 13 (2025) 4, pp. 1-29
The increasing interaction between the equity market and cryptocurrencies has raised concerns about volatility spillovers; however, empirical evidence about sectoral-specific spillover effects in emerging markets is scarce and hard to find. Existing research mainly concentrates on developed...
Persistent link: https://www.econbiz.de/10015408930
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Historical perspectives in volatility forecasting methods with machine learning
Qiu, Zhiang; Kownatzki, Clemens; Scalzo, Fabien; Cha, … - In: Risks : open access journal 13 (2025) 5, pp. 1-24
Volatility forecasting for financial institutions plays a pivotal role across a wide range of domains, such as risk management, option pricing, and market making. For instance, banks can incorporate volatility forecasts into stress testing frameworks to ensure they are holding sufficient capital...
Persistent link: https://www.econbiz.de/10015408938
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Money demand in Indonesia and its forecasting to 2033
Suroso, Arif Imam; Bahri, Saiful; Achsani, Noer Azam; … - In: Economies : open access journal 13 (2025) 4, pp. 1-15
This study aims to identify the primary factors influencing the demand for money in Indonesia and to provide forecasts through 2033. The research employs two methodologies: time series econometrics and machine learning, utilizing data spanning from the first quarter of 2010 (2010Q1) to the...
Persistent link: https://www.econbiz.de/10015410025
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Effect of climate-related disasters on consumption : theory and evidence from Bangladesh
Roy, Amit - In: Asian development review : studies of Asian and pacific … 42 (2025) 1, pp. 259-287
As countries grapple with the aftermath of climate-related disasters, the disruptions they inflict on domestic consumption ripple through the fabric of income and price level shocks. The income shock emanates from the adverse effects of such disasters on economic agents, leading to both wage and...
Persistent link: https://www.econbiz.de/10015411771
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An analysis of the effects of traditional exports on Peru's economic growth : a case study of an emerging economy
García-López, Cristian Alexander; Cordova-Buiza, Franklin - In: Economies : open access journal 13 (2025) 8, pp. 1-19
Economically, all countries seek sustained growth driven by domestic demand, investment, and exports; however, COVID-19 revealed the vulnerability of interconnected economic systems and a sharp contraction in global trade. The objective of this research is to analyze through an econometric model...
Persistent link: https://www.econbiz.de/10015447950
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Toward proactive policy design : identifying "to-be" energy-poor households using Shap for early intervention
Budría, Santiago; Fermé, Eduardo; Freitas, Diogo Nuno - 2025
Identifying at-risk populations is essential for designing effective energy poverty interventions. Using data from the HILDA Survey, a longitudinal dataset representative of the Australian population, and a multidimensional index of energy poverty, we develop a machine learning model combined...
Persistent link: https://www.econbiz.de/10015196895
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"Revealing the future" : an ARIMA model analysis for predicting remittance inflows
Khan, Imran; Gunwant, Darshita Fulara - In: Journal of business and socio-economic development 5 (2025) 2, pp. 155-170
Purpose - The purpose of this research is to develop a predictive model that can estimate the volume of remittances channeled toward Yemen's economic reconstruction efforts. Design/methodology/approach - This study utilized a time-series dataset encompassing remittance inflows into Yemen's...
Persistent link: https://www.econbiz.de/10015397368
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