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975
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215
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213
McAleer, Michael
139
Gao, Jiti
133
Teräsvirta, Timo
126
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117
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112
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109
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104
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101
Koop, Gary
99
Harvey, Andrew C.
96
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89
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88
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
84
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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
Maravall Herrero, Agustín
67
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
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63
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63
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60
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62
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34
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4
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4
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Journal of econometrics
672
International journal of forecasting
552
Economics letters
446
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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
198
Working paper / Department of Econometrics and Business Statistics, Monash University
190
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174
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165
CREATES research paper
164
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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
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Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
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ECONIS (ZBW)
28,044
RePEc
15
EconStor
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1
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10701
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
10702
Estimating dynamics of US demand for major fossil fuels
Miljkovic, Dragan
;
Dalbec, Nathan
;
Zhang, Lei
- In:
Energy economics
55
(
2016
),
pp. 284-291
Persistent link: https://www.econbiz.de/10011663492
Saved in:
10703
Relationship between fiscal deficit composition and economic growth in India : a time series econometric analysis
Anantha Ramu M. R.
;
Gayithri, K.
-
2016
Persistent link: https://www.econbiz.de/10011663646
Saved in:
10704
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
10705
Estimating and forecasting the real prices of crude oil : a data rich model using a dynamic model averaging (DMA) approach
Naser, Hanan
- In:
Energy economics
56
(
2016
),
pp. 75-87
Persistent link: https://www.econbiz.de/10011663864
Saved in:
10706
Predicting the oil prices : do technical indicators help?
Yin, Libo
;
Yang, Qingyuan
- In:
Energy economics
56
(
2016
),
pp. 338-350
Persistent link: https://www.econbiz.de/10011664248
Saved in:
10707
On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo
;
Uddin, Mohammed Gazi Salah
- In:
Energy economics
56
(
2016
),
pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
Saved in:
10708
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Saved in:
10709
Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar
;
Lamberte, Antonio
- In:
Journal of empirical finance
38
(
2016
),
pp. 355-361
Persistent link: https://www.econbiz.de/10011664764
Saved in:
10710
Characterization of stationary preferences in a continuous time framework
Hara, Kazuhiro
- In:
Journal of mathematical economics
63
(
2016
),
pp. 34-43
Persistent link: https://www.econbiz.de/10011665044
Saved in:
10711
Does inward foreign direct investment lead export performance in Pakistan?
Jawaid, Syed Tehseen
;
Raza, Syed Ali
;
Mustafa, Khalid
; …
- In:
Global business review
17
(
2016
)
6
,
pp. 1296-1313
Persistent link: https://www.econbiz.de/10011665156
Saved in:
10712
Agricultural price transmission elasticity : importance of controlling for unobserved common factors
Dissanayake, Jagath
- In:
Agricultural economics : the journal of the …
47
(
2016
)
5
,
pp. 523-531
Persistent link: https://www.econbiz.de/10011665186
Saved in:
10713
Blueprinting the equilibrium relationships between inward FDI and employment in the Malaysian economic sectors : time series models approach
Hussain Ali Bekhet
;
Mugableh, Mohamed Ibrahim
- In:
Global business & economics review
18
(
2016
)
2
,
pp. 136-150
Persistent link: https://www.econbiz.de/10011665215
Saved in:
10714
Core-periphery business cycle synchronization in Europe and the great recession
Lucas Santos, Sonia de
;
Delgado Rodríguez, María Jesús
- In:
Eastern European economics
54
(
2016
)
6
,
pp. 521-546
Persistent link: https://www.econbiz.de/10011665455
Saved in:
10715
Post-Malthusian dynamics in pre-industrial Scandinavia
Klemp, Marc P. B.
;
Møller, Niels Framroze
- In:
The Scandinavian journal of economics
118
(
2016
)
4
,
pp. 841-867
Persistent link: https://www.econbiz.de/10011665601
Saved in:
10716
SARIMA models for forecasting call volume in emergency services
Gijo, E. V.
;
Balakrishna, N.
- In:
International journal of business excellence
10
(
2016
)
4
,
pp. 545-561
Persistent link: https://www.econbiz.de/10011666377
Saved in:
10717
Piecewise linear trends and cycles in primary commodity prices
Winkelried, Diego
- In:
Journal of international money and finance
64
(
2016
),
pp. 196-213
Persistent link: https://www.econbiz.de/10011668389
Saved in:
10718
Mind the gap : computing finance-neutral output gaps in Latin-American economies
Amador-Torres, Juan S.
;
Gómez González, José Eduardo
; …
- In:
Economic systems
40
(
2016
)
3
,
pp. 444-452
Persistent link: https://www.econbiz.de/10011668457
Saved in:
10719
Purchasing power parity in emerging markets : a panel stationary test with both sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Lee, Kuei-Chiu
- In:
Economic systems
40
(
2016
)
3
,
pp. 453-460
Persistent link: https://www.econbiz.de/10011668458
Saved in:
10720
Seasonal adjustment of hybrid time series : an application to U.S. regional jobs data
Phillips, Keith R.
;
Wang, Jianguo
- In:
Journal of economic and social measurement
41
(
2016
)
2
,
pp. 191-202
Persistent link: https://www.econbiz.de/10011670232
Saved in:
10721
Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates
Zeng, Jing
- In:
Empirica : journal of european economics
43
(
2016
)
2
,
pp. 415-444
Persistent link: https://www.econbiz.de/10011670702
Saved in:
10722
The locally linear cairns-blake-dowd model : a note on delta–nuga hedging of longevity risk
Liu, Yanxin
;
Li, Johnny Siu-Hang
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 79-151
Persistent link: https://www.econbiz.de/10011670855
Saved in:
10723
Building original series of physical capital stocks for China's economy methodological problems, proposals for solutions and a new database
Long, Zhiming
;
Herrera, Rémy
- In:
China economic review : an international journal
40
(
2016
),
pp. 33-53
Persistent link: https://www.econbiz.de/10011771773
Saved in:
10724
Revisiting super-cycles in commodity prices
Erdem, Fatma Pınar
;
Unalmiş, İbrahim
- In:
Central Bank review / The Central Bank of the Republic …
16
(
2016
)
4
,
pp. 137-142
Persistent link: https://www.econbiz.de/10011775126
Saved in:
10725
Ethanol and field crops : is there a price connection?
Bastianin, Andrea
;
Galeotti, Marzio
;
Manera, Matteo
- In:
Food policy : economics planning and politics of food …
63
(
2016
),
pp. 53-61
Persistent link: https://www.econbiz.de/10011633701
Saved in:
10726
Testing for neglected strong dependence in explosive models
Wegener, Christoph
;
Kruse, Robinson
- In:
Essays on empirical finance in times of crises : …
,
(pp. 7-12)
.
2016
Persistent link: https://www.econbiz.de/10011633904
Saved in:
10727
Fourier analysis of periodic weakly stationary processes : a note on Slutsky's observation
Maruyama, Tōru
- In:
Advances in mathematical economics
20
(
2016
),
pp. 151-180
Persistent link: https://www.econbiz.de/10011491092
Saved in:
10728
Multivariate Modellierung, Prognose und Evaluation sporadischer Nachfragezeitreihen
Nieberle, Ekaterina
-
2016
-
1. Auflage
Persistent link: https://www.econbiz.de/10011491497
Saved in:
10729
An application of a new seasonal unit root test for trending and breaking series to industrial production of the BRICS
El Montasser, Ghassen
;
Gupta, Rangan
- In:
The journal of developing areas
50
(
2016
)
4
,
pp. 183-194
Persistent link: https://www.econbiz.de/10011687960
Saved in:
10730
An export demand equation estimation for Tunisia through an unobservable component model
Zayani, Rafiaa
;
Helali, Kamel
- In:
International journal of business competition and …
5
(
2016
)
4
,
pp. 192-208
Persistent link: https://www.econbiz.de/10011687354
Saved in:
10731
Noncausal Bayesian vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1392-1406
Persistent link: https://www.econbiz.de/10011687545
Saved in:
10732
Forecasting economic activity from yield curve factors
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 293-311
Persistent link: https://www.econbiz.de/10011672685
Saved in:
10733
Fractional integration in daily stock market indices at Jordan's Amman stock exchange
Al-Shboul, Mohammad
;
Anwar, Sajid
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 16-37
Persistent link: https://www.econbiz.de/10011672875
Saved in:
10734
Non-linear exchange rate relationships : an automated model selection approach with indicator saturation
Stillwagon, Josh R.
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 84-109
Persistent link: https://www.econbiz.de/10011672899
Saved in:
10735
Evidence of information transmission across currency futures markets using frequency domain tests
Kumar, Satish
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 319-327
Persistent link: https://www.econbiz.de/10011672977
Saved in:
10736
Exchange rate influences on stock market returns and volatility dynamics : empirical evidence from the Australian stock market
Karunanayake, Indika
- In:
Journal of international economic review
9
(
2016
)
2
,
pp. 225-239
Persistent link: https://www.econbiz.de/10011673059
Saved in:
10737
Comparing RMB exchange rate forecasting accuracy based on dynamic BP neural network model and the ARMA model
Ye, Zhiqiang
;
Ren, Xiang
;
Shan, Yaling
- In:
Inventi impact: international trade
(
2016
)
4
,
pp. 209-213
Persistent link: https://www.econbiz.de/10011684488
Saved in:
10738
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
10739
Pairs trading of two assets with uncertainty in co-integration's level of mean reversion
Lee, Sangmin
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011686768
Saved in:
10740
Time series modelling of inflation in Botswana using monthly consumer price indices
Molebatsi, Kesaobaka
;
Raboloko, Mpho
- In:
International journal of economics and finance
8
(
2016
)
3
,
pp. 15-22
Persistent link: https://www.econbiz.de/10011447249
Saved in:
10741
... and the Cross-Section of Expected Returns
Harvey, Campbell R.
;
Liu, Yan
;
Zhu, Heqing
- In:
The review of financial studies
29
(
2016
)
1
,
pp. 5-68
Persistent link: https://www.econbiz.de/10011447535
Saved in:
10742
On the tail probabilities of aggregated lognormal random fields with small noise
Liu, Xiaoou
;
Liu, Jingchen
;
Xu, Gongjun
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 236-246
Persistent link: https://www.econbiz.de/10011448360
Saved in:
10743
Nowcasting business cycles : a Bayesian approach to dynamic heterogeneous factor models
D'Agostino, Antonello
;
Giannone, Domenico
;
Lenza, Michele
; …
- In:
Dynamic factor models
,
(pp. 569-594)
.
2016
Persistent link: https://www.econbiz.de/10011448723
Saved in:
10744
On the selection of common factors for macroeconomic forecasting
Giovannelli, Alessandro
;
Proietti, Tommaso
- In:
Dynamic factor models
,
(pp. 595-630)
.
2016
Persistent link: https://www.econbiz.de/10011448731
Saved in:
10745
On the design of data sets for forecasting with dynamic factor models
Rünstler, Gerhard
- In:
Dynamic factor models
,
(pp. 631-664)
.
2016
Persistent link: https://www.econbiz.de/10011448732
Saved in:
10746
Is a 70 % forecast more accurate than a 30 % forecast? : how level of a forecast affects inferences about forecasts and forecasters
Bagchi, Rajesh
;
Ince, Elise Chandon
- In:
Journal of marketing research : JMR
53
(
2016
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10011450360
Saved in:
10747
From oil to stock markets
Guesmi, Khaled
;
Boubaker, Heni
;
Lai, Van Son
- In:
Journal of economic integration
31
(
2016
)
1
,
pp. 103-133
Persistent link: https://www.econbiz.de/10011451684
Saved in:
10748
Mapping time series into networks as a tool to assess the complex dynamics of tourism systems
Baggio, Rodolfo
;
Sainaghi, Ruggero
- In:
Tourism management : research, policies, practice
54
(
2016
),
pp. 23-33
Persistent link: https://www.econbiz.de/10011451924
Saved in:
10749
Money demand in Korea : a cointegration analysis, 1973-2014
Cho, Hyungsun Chloe
;
Ramírez, Miguel D.
- In:
Business and Economic Research : BER
6
(
2016
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10011452562
Saved in:
10750
Performance trends of hotels and casino hotels through the recession : an ARIMA with intervention analysis of stock indices
Zheng, Tianshu
;
Farrish, John
;
Kitterlin, Miranda
- In:
Journal of hospitality marketing & management
25
(
2016
)
1/2
,
pp. 49-68
Persistent link: https://www.econbiz.de/10011453958
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