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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
728,363
Theory
713,451
Welt
278,294
World
272,995
Schätzung
128,271
Estimation
122,121
USA
53,572
United States
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43,712
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30,049
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29,320
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28,470
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26,783
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26,506
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23,617
Wirkungsanalyse
23,418
Volatility
23,169
Finanzkrise
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Impact assessment
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Financial crisis
22,857
Prognoseverfahren
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Forecasting model
22,052
Börsenkurs
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Entwicklungsländer
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Share price
21,573
Developing countries
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Gil-Alaña, Luis A.
297
Caporale, Guglielmo Maria
238
Phillips, Peter C. B.
170
Franses, Philip Hans
163
Koopman, Siem Jan
159
Lütkepohl, Helmut
95
Härdle, Wolfgang
89
Teräsvirta, Timo
89
Sibbertsen, Philipp
88
Pesaran, M. Hashem
86
Lucas, André
80
Gupta, Rangan
79
McAleer, Michael
76
Gao, Jiti
75
Kunst, Robert M.
74
Kapetanios, George
73
Harvey, Andrew C.
72
Koop, Gary
71
Swanson, Norman R.
70
Taylor, Robert
68
Granger, C. W. J.
61
Marcellino, Massimiliano
61
Hassler, Uwe
60
Lux, Thomas
60
Feng, Yuanhua
58
Maravall Herrero, Agustín
58
Engle, Robert F.
57
Dijk, Herman K. van
56
Proietti, Tommaso
55
Saikkonen, Pentti
55
Perron, Pierre
54
Dijk, Dick van
53
Hyndman, Rob J.
53
Stock, James H.
53
Herwartz, Helmut
51
Timmermann, Allan
50
Bauwens, Luc
48
Ghysels, Eric
48
Johansen, Søren
48
Mills, Terence C.
48
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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>
51
European University Institute / Department of Economics
32
European Commission / Statistical Office of the European Communities
18
Umeå universitet
13
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
8
Centre for Quantitative Economics & Computing
7
Econometrisch Instituut <Rotterdam>
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European Commission / Joint Research Centre
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European Commission / Statistical Office of the European Union
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Umeå Universitet / Institutionen för Nationalekonomi
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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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University of Strathclyde / Department of Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Birkbeck College / Department of Economics
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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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Organisation for Economic Co-operation and Development
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University of Cambridge / Department of Applied Economics
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Europäische Kommission / Statistisches Amt
4
Federal Reserve System / Board of Governors
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut für Höhere Studien
4
Internationaler Währungsfonds / Research Department
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
Australien / Bureau of Statistics
3
Center for Economic Research <Tilburg>
3
Eric Cuvillier <Firma>
3
Instituto Valenciano de Investigaciones Económicas
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
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Journal of econometrics
426
International journal of forecasting
343
Economics letters
314
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
287
Journal of forecasting
278
Econometric theory
225
Discussion paper / Tinbergen Institute
213
Applied economics
205
Economic modelling
201
Econometric reviews
168
Applied economics letters
159
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
156
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
139
Working paper
114
Energy economics
112
Journal of applied econometrics
112
Working paper / Department of Econometrics and Business Statistics, Monash University
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
CESifo working papers
107
Computational economics
105
NBER Working Paper
98
Journal of economic dynamics & control
93
CREATES research paper
91
NBER working paper series
87
Journal of empirical finance
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Finance research letters
76
Cowles Foundation discussion paper
73
Working paper / National Bureau of Economic Research, Inc.
72
Oxford bulletin of economics and statistics
71
International review of economics & finance : IREF
69
Discussion papers of interdisciplinary research project 373
65
Journal of macroeconomics
64
The North American journal of economics and finance : a journal of financial economics studies
63
The econometrics journal
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
International review of financial analysis
61
Tinbergen Institute Discussion Paper
60
Discussion paper / Centre for Economic Policy Research
59
Journal of international money and finance
58
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ECONIS (ZBW)
18,421
EconStor
412
USB Cologne (EcoSocSci)
6
ArchiDok
1
RePEc
1
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1
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy
-
2002
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
Saved in:
2
The recent effects of exchange rate on international trade
Choi, Myoung Shik
- In:
Prague economic papers : a bimonthly journal of …
26
(
2017
)
6
,
pp. 661-689
Persistent link: https://www.econbiz.de/10011780227
Saved in:
3
Exchange rate shocks and trade : a multivariate GARCH-M approach
Grier, Kevin
;
Smallwood, Aaron D.
- In:
Journal of international money and finance
37
(
2013
),
pp. 282-305
Persistent link: https://www.econbiz.de/10010209078
Saved in:
4
Investigating the PPP hypothesis using constructed US dollar equilibrium exchange rate misalignments over the post-Bretton Woods period
Grossmann, Axel
;
Simpson, Marc W.
;
Ozuna, Teofilo
- In:
Journal of economics and finance
38
(
2014
)
2
,
pp. 235-268
Persistent link: https://www.econbiz.de/10010490982
Saved in:
5
The monetary exchange rate model as a long-run phenomenon
Groen, Jan J. J.
-
1998
pooled timeseries
estimation
on a forward-looking monetary model, resulting inparameter estimates which are in compliance …
Persistent link: https://www.econbiz.de/10011299983
Saved in:
6
Purchasing power parity : a unit root, cointegration and VAR analysis in emerging and advanced countries
Loukopoulos, Georgios
;
Antonopoulos, Dimitrios
- In:
Business and Economic Research : BER
5
(
2015
)
1
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011344182
Saved in:
7
Exchange rate and oil price : asymmetric adjustment
Chen, Jen-eem
;
Lee, Chin-yu
;
Lim Thye Goh
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 987-990
Persistent link: https://www.econbiz.de/10010196046
Saved in:
8
Searching for long-range dependence in real effective exchange rate : towards parity?
Marques, André M.
;
Pesavento, Fábio
- In:
Estudos econômicos : publicação trimestral do …
45
(
2015
)
4
,
pp. 821-857
Persistent link: https://www.econbiz.de/10011458105
Saved in:
9
Nonlinearity, macroeconomic factors and the dollar-sterling real exchange rate
Kim, Hyeyoen
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 337-346
Persistent link: https://www.econbiz.de/10009689481
Saved in:
10
The post-war behavior of foreign exchange rates in Lebanon
Azar, Samih Antoine
- In:
The empirical economics letters : a monthly …
12
(
2013
)
9
,
pp. 1005-1010
Persistent link: https://www.econbiz.de/10010362317
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