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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
728,739
Theory
713,828
Bank
67,172
Welt
38,310
World
37,638
USA
36,945
Schätzung
36,388
Estimation
35,583
United States
34,869
Deutschland
29,979
Geldpolitik
27,658
Monetary policy
26,531
Risiko
26,396
Risk
26,186
Germany
25,914
Portfolio-Management
22,978
Portfolio selection
22,765
Kreditgeschäft
22,494
Bank lending
21,890
Mathematische Optimierung
19,550
Mathematical programming
19,443
Wirtschaftswachstum
17,630
Prognoseverfahren
17,177
Economic growth
17,029
Forecasting model
16,911
Börsenkurs
14,679
Share price
14,465
EU-Staaten
14,019
Finanzmarkt
13,864
Time series analysis
13,773
EU countries
13,651
Financial market
13,612
Konsumentenverhalten
13,602
Consumer behaviour
13,449
Wettbewerb
13,189
Spieltheorie
12,872
Finanzkrise
12,845
Risikomanagement
12,840
Financial crisis
12,719
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Free
4,729
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2,411
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189
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Book / Working Paper
7,279
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6,863
Journal
11
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6,171
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3,567
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3,427
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3,257
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543
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106
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106
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33
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Author
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Gil-Alaña, Luis A.
156
Phillips, Peter C. B.
147
Franses, Philip Hans
139
Caporale, Guglielmo Maria
124
Koopman, Siem Jan
120
Lütkepohl, Helmut
81
Härdle, Wolfgang
76
Teräsvirta, Timo
73
Harvey, Andrew C.
68
Sibbertsen, Philipp
68
Pesaran, M. Hashem
64
Swanson, Norman R.
61
Granger, C. W. J.
60
Kunst, Robert M.
59
Lucas, André
59
Taylor, Robert
58
Maravall Herrero, Agustín
57
Koop, Gary
55
McAleer, Michael
55
Dijk, Herman K. van
54
Feng, Yuanhua
53
Saikkonen, Pentti
53
Hassler, Uwe
52
Proietti, Tommaso
52
Engle, Robert F.
51
Hyndman, Rob J.
51
Stock, James H.
49
Lux, Thomas
48
Timmermann, Allan
48
Bauwens, Luc
47
Mills, Terence C.
45
Perron, Pierre
45
Beran, Jan
42
Breitung, Jörg
41
Dijk, Dick van
41
Ghysels, Eric
41
Herwartz, Helmut
41
Johansen, Søren
41
Leybourne, Stephen James
41
Diebold, Francis X.
40
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National Bureau of Economic Research
90
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
57
Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
32
European Commission / Statistical Office of the European Communities
18
Umeå universitet
11
Centre for Analytical Finance <Århus>
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Econometrisch Instituut <Rotterdam>
7
European Commission / Statistical Office of the European Union
7
Centre for Quantitative Economics & Computing
6
European Commission / Joint Research Centre
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Birkbeck College / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
European University Institute / Department of Law
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
Institut für Höhere Studien
4
Organisation for Economic Co-operation and Development
4
University of Cambridge / Department of Applied Economics
4
University of Warwick / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
3
Eric Cuvillier <Firma>
3
Federal Reserve System / Board of Governors
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Research Department
3
London School of Economics and Political Science
3
Norges Bank / Utredningsavdelingen
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
University of Strathclyde / Department of Economics
3
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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
62
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
Tinbergen Institute Discussion Paper
52
European journal of operational research : EJOR
50
Technical Report
46
Working papers
46
Journal of macroeconomics
45
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Source
All
ECONIS (ZBW)
13,829
EconStor
319
USB Cologne (EcoSocSci)
3
ArchiDok
1
RePEc
1
Showing
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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