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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Time series analysis"
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Time series analysis
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Engle, Robert F.
6
Stock, James H.
4
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4
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3
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2
Christiano, Lawrence J.
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1
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1
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1
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103
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97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
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43
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41
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ECONIS (ZBW)
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1
Dating the integration of world equity markets
Bekaert, Geert
;
Harvey, Campbell R.
;
Lumsdaine, Robin L.
-
1998
Persistent link: https://www.econbiz.de/10000675607
Saved in:
2
Measuring bubble expectations and investor confidence
Shiller, Robert J.
-
1999
Persistent link: https://www.econbiz.de/10001375817
Saved in:
3
Time series decomposition and
measurement
of business cycles, trends and growth cycles
Zarnowitz, Victor
;
Ozyildirim, Ataman
-
2002
Persistent link: https://www.econbiz.de/10001644791
Saved in:
4
Consumption, income, and interest rates : reinterpreting the time series evidence
Campbell, John Y.
;
Mankiw, Nicholas Gregory
-
1989
Persistent link: https://www.econbiz.de/10000765798
Saved in:
5
Prices, consumption, and dividends over the business cycle : a tale of two regimes
Ghosh, Anisha
;
Kōnstantinidēs, Giōrgos
-
2014
Persistent link: https://www.econbiz.de/10010441826
Saved in:
6
Stochastic components of individual consumption : a time series analysis of grouped data
Attanasio, Orazio P.
;
Borella, Margherita
-
2006
Persistent link: https://www.econbiz.de/10003366403
Saved in:
7
The time-series properties of aggregate consumption : implications for the costs of fluctuations
Reis, Ricardo
-
2005
Persistent link: https://www.econbiz.de/10002798441
Saved in:
8
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
Saved in:
9
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
10
Measuring business cycles : approximate band-pass filters for economic time series
Baxter, Marianne
-
1995
Persistent link: https://www.econbiz.de/10000909035
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