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Time series analysis
Theorie
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Gil-Alaña, Luis A.
156
Phillips, Peter C. B.
147
Franses, Philip Hans
135
Caporale, Guglielmo Maria
117
Koopman, Siem Jan
110
Lütkepohl, Helmut
80
Härdle, Wolfgang
76
Teräsvirta, Timo
69
Harvey, Andrew C.
68
Pesaran, M. Hashem
63
Granger, C. W. J.
60
Taylor, Robert
58
Maravall Herrero, Agustín
57
Lucas, André
56
McAleer, Michael
55
Dijk, Herman K. van
54
Sibbertsen, Philipp
54
Swanson, Norman R.
53
Koop, Gary
52
Proietti, Tommaso
52
Engle, Robert F.
51
Hyndman, Rob J.
51
Saikkonen, Pentti
51
Kunst, Robert M.
50
Stock, James H.
49
Hassler, Uwe
46
Bauwens, Luc
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Mills, Terence C.
45
Perron, Pierre
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Timmermann, Allan
45
Dijk, Dick van
41
Ghysels, Eric
41
Leybourne, Stephen James
41
Diebold, Francis X.
40
Feng, Yuanhua
40
Gao, Jiti
40
Johansen, Søren
40
Watson, Mark W.
40
Breitung, Jörg
38
Haldrup, Niels
38
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
32
European Commission / Statistical Office of the European Communities
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Umeå universitet
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European University Institute / Department of Law
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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University of Exeter / Department of Economics
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Institut für Höhere Studien
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Organisation for Economic Co-operation and Development
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University of Cambridge / Department of Applied Economics
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University of Warwick / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Australian National University / Faculty of Economics and Commerce
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Christian-Albrechts-Universität zu Kiel
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Eric Cuvillier <Firma>
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Federal Reserve System / Board of Governors
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Gottfried Wilhelm Leibniz Universität Hannover
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Instituto Valenciano de Investigaciones Económicas
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Internationaler Währungsfonds / Research Department
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London School of Economics and Political Science
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Norges Bank / Utredningsavdelingen
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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University of Southampton / Department of Economics
3
University of Strathclyde / Department of Economics
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Journal of econometrics
318
International journal of forecasting
292
Economics letters
260
Journal of forecasting
250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
226
Econometric theory
210
Discussion paper / Tinbergen Institute
165
Econometric reviews
137
Economic modelling
119
Applied economics
117
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Journal of applied econometrics
93
Applied economics letters
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
90
Computational economics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
83
NBER Working Paper
81
Journal of economic dynamics & control
78
Working paper
74
CREATES research paper
73
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
NBER working paper series
68
Cowles Foundation discussion paper
63
Oxford bulletin of economics and statistics
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Journal of empirical finance
59
Working paper / National Bureau of Economic Research, Inc.
59
Energy economics
58
Discussion papers of interdisciplinary research project 373
57
Série des documents de travail / Centre de Recherche en Économie et Statistique
53
CESifo working papers
52
EUI working paper / ECO
52
Finance research letters
52
The econometrics journal
52
European journal of operational research : EJOR
49
Working papers
46
Journal of macroeconomics
45
Discussion paper / Center for Economic Research, Tilburg University
42
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
13,771
EconStor
1
ArchiDok
1
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1
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date (oldest first)
1
Chernobyl effects and dental insurance
Olsson, Christina
-
1996
Persistent link: https://www.econbiz.de/10000948182
Saved in:
2
Credit rationing with moral hazard and mean reversion
Jung, Jeeman
-
1991
Persistent link: https://www.econbiz.de/10000869952
Saved in:
3
Do-Validating Local Linear Hazards
Gamiz, Maria Luz
-
2014
This paper brings together the
theory
and practice of local linear kernel hazard estimation. Bandwidth selection is …
Persistent link: https://www.econbiz.de/10013046367
Saved in:
4
Ratings versus equity-based credit risk modelling : an empirical analysis
Nickell, Pamela
;
Perraudin, William R. M.
;
Varotto, Simone
-
2001
Persistent link: https://www.econbiz.de/10001581512
Saved in:
5
Short-run dynamics in
bank
credit : assessing nonlinearities in cyclicality
Bouvatier, Vincent
;
López-Villavicencio, Antonia
; …
- In:
Economic modelling
37
(
2014
),
pp. 127-136
Persistent link: https://www.econbiz.de/10010417227
Saved in:
6
Time series analysis in loan management information systems
Vasilev, Julian
- In:
Theoretical and applied economics : GAER review
21
(
2014
)
3
,
pp. 57-66
Persistent link: https://www.econbiz.de/10010342358
Saved in:
7
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
-
2006
the credit cycle from the micro rating data. We relate this cycle to the business cycle,
bank
lending conditions, and …
Persistent link: https://www.econbiz.de/10011348707
Saved in:
8
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
9
Analytics for multiperiod risk-averse
newsvendor
under nonstationary demands
Yu, Yugang
;
Wang, Ting
;
Shi, Ye
- In:
Decision sciences
54
(
2023
)
5
,
pp. 554-572
Persistent link: https://www.econbiz.de/10014432015
Saved in:
10
Impact of
Bank
Capital on Non-Performing Loans : New Evidence of Concave Capital from Dynamic Panel-Data and Time Series Analysis in Malaysia
Hajja, Yaman
-
2017
Amid the steep expansion in Malaysia household debt, we investigate the role of
bank
capital in disciplining non …
Persistent link: https://www.econbiz.de/10012963489
Saved in:
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