EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • EN 
    • DE
    • ES
    • FR
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  • EN 
    • DE
    • ES
    • FR
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"ARIMA-Modell"
Narrow search

Narrow search

Year of publication
Subject
All
ARMA-Modell 1,134 ARMA model 1,133 Theorie 586 Theory 586 Zeitreihenanalyse 505 Time series analysis 499 USA 399 United States 398 Prognoseverfahren 341 Forecasting model 338 Estimation 176 Schätzung 176 ARCH model 173 ARCH-Modell 173 Estimation theory 119 Schätztheorie 119 Volatility 115 Volatilität 114 VAR model 75 VAR-Modell 75 Stochastischer Prozess 68 Stochastic process 64 Börsenkurs 56 Share price 55 Exchange rate 54 Wechselkurs 54 Inflation 52 Cointegration 51 Kointegration 51 Markov chain 48 Markov-Kette 48 Capital income 47 Kapitaleinkommen 47 Monte Carlo simulation 47 Monte-Carlo-Simulation 47 Großbritannien 46 United Kingdom 46 Einheitswurzeltest 42 Unit root test 42 Welt 42
more ... less ...
Online availability
All
Free 264 Undetermined 154
Type of publication
All
Article 755 Book / Working Paper 397 Journal 1
Type of publication (narrower categories)
All
Article in journal 692 Aufsatz in Zeitschrift 692 Arbeitspapier 317 Working Paper 317 Graue Literatur 314 Non-commercial literature 314 Aufsatz im Buch 47 Book section 47 Hochschulschrift 34 Thesis 28 Lehrbuch 7 Collection of articles written by one author 5 Dissertation u.a. Prüfungsschriften 5 Sammlung 5 Amtsdruckschrift 4 Bibliografie enthalten 4 Bibliography included 4 Government document 4 Collection of articles of several authors 3 Commentary 3 Kommentar 3 Mehrbändiges Werk 3 Multi-volume publication 3 Sammelwerk 3 Systematic review 3 Übersichtsarbeit 3 Case study 2 Fallstudie 2 Forschungsbericht 2 Rezension 2 Aufsatzsammlung 1 Bibliografie 1 Conference paper 1 Glossar enthalten 1 Glossary included 1 Konferenzbeitrag 1 Monografische Reihe 1 Nachschlagewerk 1 Reference book 1 Reprint 1
more ... less ...
Language
All
English 1,092 German 35 Spanish 10 French 5 Polish 3 Portuguese 3 Finnish 2 Italian 2 Romanian 1 Russian 1 Undetermined 1
more ... less ...
Author
All
Gil-Alaña, Luis A. 25 Beran, Jan 18 McAleer, Michael 14 Athanasopoulos, George 11 Feng, Yuanhua 10 Maravall Herrero, Agustín 10 Palm, Franz C. 10 Poskitt, Donald Stephen 10 Silvestrini, Andrea 10 Vahid, Farshid 10 Karanasos, Menelaos 9 Račev, Svetlozar T. 9 Fabozzi, Frank J. 8 Hecq, Alain W. J. 8 Koopman, Siem Jan 8 Lütkepohl, Helmut 8 Sbrana, Giacomo 8 Laurent, Sébastien 7 Ocker, Dirk 7 Rodriguez, Gabriel 7 Saikkonen, Pentti 7 Benth, Fred Espen 6 Francq, Christian 6 Kapetanios, George 6 Lardic, Sandrine 6 Meitz, Mika 6 Mignon, Valérie 6 Monfort, Alain 6 Baillie, Richard 5 Bhardwaj, Geetesh 5 Boylan, John E. 5 Browning, Martin James 5 Caballero, Ricardo J. 5 Caporale, Guglielmo Maria 5 Cubadda, Gianluca 5 Deistler, Manfred 5 Ejrnæs, Mette 5 Engel, Eduardo 5 Kim, Young Shin 5 Lieberman, Offer 5
more ... less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 European University Institute / Department of Economics 2 Springer International Publishing AG 2 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 2 Birkbeck College / Department of Economics 1 Columbia University / Department of Economics 1 Elinkeinoelämän Tutkimuslaitos 1 Federal Reserve Bank of St. Louis 1 Institut für Höhere Studien 1 Institut für Wirtschaftswissenschaften <Wien> 1 Jingji-Yanjiusuo <Taipeh> 1 Leibniz Universität Hannover 1 Massachusetts Institute of Technology / Department of Economics 1 Queen Mary College / Department of Economics 1 Robert Schuman Centre for Advanced Studies 1 Rutgers University / Department of Economics 1 School of Accounting, Finance and Economics <Perth, Western Australia> 1 School of Finance and Business Economics <Perth, Western Australia> 1 University of Canterbury / Dept. of Economics and Finance 1 University of Colorado Boulder / Department of Economics 1 University of Reading / Department of Economics 1 Universität <Ulm> / Institut für Finanzwirtschaft 1 Université de Montréal / Département de sciences économiques 1 epubli GmbH 1
more ... less ...
Published in...
All
Economics letters 37 International journal of forecasting 34 Journal of econometrics 32 Journal of forecasting 30 Applied economics 24 Econometric theory 23 Discussion paper / Tinbergen Institute 17 Energy economics 15 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 14 Working paper / Department of Econometrics and Business Statistics, Monash University 13 Applied financial economics 11 CoFE discussion papers 11 Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz 9 Economic modelling 9 The empirical economics letters : a monthly international journal of economics 9 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 8 International journal of economics and financial issues : IJEFI 8 Journal of banking & finance 8 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 8 Advances in business and management forecasting 7 Discussion papers in economics 7 Journal of empirical finance 7 Journal of time series econometrics 7 The econometrics journal 7 Documentos de trabajo / Banco de España, Servicio de Estudios 6 Econometric Institute research papers 6 International journal of economics and finance 6 Journal of financial econometrics : official journal of the Society for Financial Econometrics 6 Journal of international financial markets, institutions & money 6 Série des documents de travail / Centre de Recherche en Économie et Statistique 6 Tourism economics : the business and finance of tourism and recreation 6 Asia-Pacific financial markets 5 CORE discussion papers : DP 5 CREATES research paper 5 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 5 Discussion papers of interdisciplinary research project 373 5 Econometric reviews 5 Econometrics : open access journal 5 Working paper 5 Working paper / National Bureau of Economic Research, Inc. 5
more ... less ...
Source
All
ECONIS (ZBW) 1,146 USB Cologne (EcoSocSci) 6 USB Cologne (business full texts) 1
Showing 1 - 50 of 1,153
Cover Image
Forecasting domestic credit growth based on ARIMA model : evidence from Vietnam and China
Doan Van Dinh - In: Management science letters 10 (2020) 5, pp. 1001-1010
Persistent link: https://ebtypo.dmz1.zbw/10012152163
Saved in:
Cover Image
Can international market indices estimate tasi’s movements? : the ARIMA model
Assous, Hamzeh F.; Al-Rousan, Nadia; Al-Najjar, Dania; … - In: Journal of open innovation : technology, market, and … 6 (2020) 2/27, pp. 1-17
This study investigates the effectiveness of six of the key international indices in estimating Saudi financial market (TADAWUL) index (TASI) movement. To investigate the relationship between TASI and other variables, six equations were built using two independent variables of time and...
Persistent link: https://ebtypo.dmz1.zbw/10012231615
Saved in:
Cover Image
An indirect proof for the asymptotic properties of VARMA model estimators
Mélard, Guy - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012242681
Saved in:
Cover Image
Volatility modelling for tourism sector stocks in Borsa Istanbul
Celik, Gulsah Gencer - In: International journal of economics and financial issues … 10 (2020) 3, pp. 158-165
Persistent link: https://ebtypo.dmz1.zbw/10012215271
Saved in:
Cover Image
Simultaneous indirect inference, impulse responses and ARMA models
Khalaf, Lynda; Peraza López, Beatriz - In: Econometrics : open access journal 8 (2020) 2/12, pp. 1-26
A two-stage simulation-based framework is proposed to derive Identification Robust confidence sets by applying Indirect Inference, in the context of Autoregressive Moving Average (ARMA) processes for finite samples. Resulting objective functions are treated as test statistics, which are inverted...
Persistent link: https://ebtypo.dmz1.zbw/10012265597
Saved in:
Cover Image
A poisson autoregressive model to understand COVID-19 contagion dynamics
Agosto, Arianna; Giudici, Paolo - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012372956
Saved in:
Cover Image
Weighted-covariance factor decomposition of VARMA models applied to forecasting quarterly U.S. real GDP at monthly intervals
Zadrozny, Peter A.; Chen, Baoline - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012116268
Saved in:
Cover Image
Long memory, realized volatility and HAR models
Baillie, Richard; Calonaci, Fabio; Cho, Dooyeon; Rho, … - 2019
The presence of long memory in Realized Volatility (RV) is a widespread stylized fact. The origins of long memory in RV have been attributed to jumps, structural breaks, non-linearities, or pure long memory. An important development has been the Heterogeneous Autoregressive (HAR) model and its...
Persistent link: https://ebtypo.dmz1.zbw/10011964976
Saved in:
Cover Image
Likelihood inference for generalized integer autoregressive time series models
Joe, Harry - In: Econometrics : open access journal 7 (2019) 4/43, pp. 1-13
For modeling count time series data, one class of models is generalized integer autoregressive of order p based on thinning operators. It is shown how numerical maximum likelihood estimation is possible by inverting the probability generating function of the conditional distribution of an...
Persistent link: https://ebtypo.dmz1.zbw/10012160754
Saved in:
Cover Image
Fractional differencing in stock market price and online presence of global tourist corporations
Flores-Muñoz, Francisco; Báez-García, Alberto Javier; … - In: Journal of economics, finance & administrative science 24 (2019) 48, pp. 194-204
Purpose This work aims to explore the behavior of stock market prices according to the autoregressive fractional differencing integrated moving average model. This behavior will be compared with a measure of online presence, search engine results as measured by Google Trends....
Persistent link: https://ebtypo.dmz1.zbw/10012128817
Saved in:
Cover Image
Predicting housing sales in Turkey using ARIMA, LSTM and hybrid models
Soy Temür, Ayşe; Akgün, Melek; Temür, Günay - In: Journal of business economics and management 20 (2019) 5, pp. 920-938
Having forecast of real estate sales done correctly is very important for balancing supply and demand in the housing market. However, it is very difficult for housing companies or real estate professionals to determine how many houses they will sell next year. Although this does not mean that a...
Persistent link: https://ebtypo.dmz1.zbw/10012175928
Saved in:
Cover Image
Forecasting the realized variance in the presence of intraday periodicity
Dumitru, Ana-Maria H.; Hizmeri, Rodrigo; Izzeldin, Marwan - 2019
This paper examines the impact of intraday periodicity on forecasting realized volatility using a heterogeneous autoregressive model (HAR) framework. We show that periodicity inflates the variance of the realized volatility and biases jump estimators. This combined effect adversely affects...
Persistent link: https://ebtypo.dmz1.zbw/10012063222
Saved in:
Cover Image
Short-run forecasting of core inflation in Ukraine : a combined ARMA approach
Krukovets, Dmytro; Verchenko, Olesia - In: Visnyk Nacionalʹnoho Banku Ukraïny (2019) 248, pp. 11-20
Persistent link: https://ebtypo.dmz1.zbw/10012216285
Saved in:
Cover Image
An analysis of the global oil market using SVARMA models
Raghavan, Mala - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012223759
Saved in:
Cover Image
Mixed frequency models with MA components
Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2018
Temporal aggregation in general introduces a moving average (MA) component in the aggregated model. A similar feature emerges when not all but only a few variables are aggregated, which generates a mixed frequency model. The MA component is generally neglected, likely to preserve the possibility...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10011937289
Saved in:
Cover Image
Modeling dynamic relations among marketing and performance metrics
Pauwels, Koen H. - 2018
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10011956414
Saved in:
Cover Image
A mixture autoregressive model based on Student's t-distribution
Meitz, Mika; Preve, Daniel; Saikkonen, Pentti - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011866239
Saved in:
Cover Image
Modelling monthly Headline Consumer Price Index (HCPI) through seasonal Box-Jenkins methodology
Jackson, E. A.; Sillah, Abdulai; Tamuke, Edmund - 2018
In this empirical work, cognisance has been given to providing a review of literature on the seasonal Box-Jenkins modelling, particularly with reference to a univariate model. Seasonal pattern of Headline Consumer Price Index (HCPI) has been produced for Sierra Leone and with EVIEWS making use...
Persistent link: https://ebtypo.dmz1.zbw/10011811925
Saved in:
Cover Image
The performance of hybrid ARIMA-GARCH modeling and forecasting oil price
Dritsaki, Chaido - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 14-21
Persistent link: https://ebtypo.dmz1.zbw/10011881162
Saved in:
Cover Image
Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo; Orozco, Elkin Tabares; Velilla, … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 97-106
Persistent link: https://ebtypo.dmz1.zbw/10011881289
Saved in:
Cover Image
Generalized exogenous processes in DSGE : a Bayesian approach
Meyer-Gohde, Alexander; Neuhoff, Daniel - 2018 - This version: September 24, 2018
We relax the standard assumption in the dynamic stochastic general equilibrium (DSGE) literature that exogenous processes are governed by AR(1) processes and estimate ARMA (p,q) orders and parameters of exogenous processes. Methodologically, we contribute to the Bayesian DSGE literature by using...
Persistent link: https://ebtypo.dmz1.zbw/10011901706
Saved in:
Cover Image
R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
Mitchell, James; Robertson, Donald; Wright, Stephen - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011903669
Saved in:
Cover Image
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo; Chan, Joshua; Cross, Jamie L. - 2018
Persistent link: https://ebtypo.dmz1.zbw/10012202537
Saved in:
Cover Image
Mixed frequency models with MA components
Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2018
Temporal aggregation in general introduces a moving average (MA) component in the aggregated model. A similar feature emerges when not all but only a few variables are aggregated, which generates a mixed frequency model. The MA component is generally neglected, likely to preserve the possibility...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10011792277
Saved in:
Cover Image
Fourier transformation on model fitting for Pakistan inflation rate
Iqbal, Anam; Ahmad, Basheer; Iqbal, Kanwal; Ali, Asad - In: Business and Economic Research : BER 8 (2018) 1, pp. 84-94
Persistent link: https://ebtypo.dmz1.zbw/10011859774
Saved in:
Cover Image
Forecasting of Sudan inflation rates using ARIMA model
Abdulrahman, Badreldin Mohamed Ahmed; Ahmed, Abuzar … - In: International journal of economics and financial issues … 8 (2018) 3, pp. 17-22
Persistent link: https://ebtypo.dmz1.zbw/10011978906
Saved in:
Cover Image
Bayesian approach for Indonesia inflation forecasting
Amry, Zul - In: International journal of economics and financial issues … 8 (2018) 5, pp. 96-102
Persistent link: https://ebtypo.dmz1.zbw/10011979753
Saved in:
Cover Image
State-space ARIMA for supply-chain forecasting
Svetunkov, Ivan; Boylan, John E. - In: International journal of production research 58 (2020) 3, pp. 818-827
Persistent link: https://ebtypo.dmz1.zbw/10012194000
Saved in:
Cover Image
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 68-79
Persistent link: https://ebtypo.dmz1.zbw/10012179513
Saved in:
Cover Image
Modeling and projections of cash and investment in the public health service agency of Kulon Progo using ARIMA in 2030
Siregar, H. O.; Fajri, F. A. - In: Public sector accountants and quantum leap : how far we …, (pp. 184-188). 2020
Persistent link: https://ebtypo.dmz1.zbw/10012305632
Saved in:
Cover Image
A neural network enhanced volatility component model
Zhai, Jia; Cao, Yi; Liu, Xiaoquan - In: Quantitative finance 20 (2020) 5, pp. 783-797
Persistent link: https://ebtypo.dmz1.zbw/10012262620
Saved in:
Cover Image
Essays on financial time series with a focus on high-frequency data
Becker, Janis - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012225306
Saved in:
Cover Image
Dynamics of inflation and inflation uncertainty in Pakistan
Munir, Kashif; Riaz, Nimra - In: International journal of monetary economics and finance … 13 (2020) 2, pp. 130-145
Persistent link: https://ebtypo.dmz1.zbw/10012254279
Saved in:
Cover Image
A comparison of hurst exponent estimators in long-range dependent curve time series
Han Lin Shang - In: Journal of time series econometrics 12 (2020) 1, pp. 1-39
Persistent link: https://ebtypo.dmz1.zbw/10012258318
Saved in:
Cover Image
The propagation and identification of ARMA demand under simple exponential smoothing : forecasting expertise and information sharing
Hsieh, Meng-Chen; Giloni, Avi; Hurvich, Clifford M. - In: IMA journal of management mathematics 31 (2020) 3, pp. 307-344
Persistent link: https://ebtypo.dmz1.zbw/10012258685
Saved in:
Cover Image
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: The review of economic studies : RES 87 (2020) 4, pp. 1915-1953
Persistent link: https://ebtypo.dmz1.zbw/10012259682
Saved in:
Cover Image
Nowcasting Finnish turnover indexes using firm-level data
Fornaro, Paolo; Luomaranta, Henri; Saarinen, Lauri - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011591581
Saved in:
Cover Image
Forecasting USDTRY rate by ARIMA method
Yıldıran, Cenk Ufuk; Fettahoğlu, Abdurrahman - In: Cogent economics & finance 5 (2017) 1, pp. 1-11
This paper conducts a USDTRY rate forecast by ARIMA method using 3,069 daily observations between the dates of 3 January 2005 and 8 March 2017 and generates both long-term and short-term models. Existing works related to USDTRY rate forecast using ARIMA method generate static models, and none of...
Persistent link: https://ebtypo.dmz1.zbw/10011881287
Saved in:
Cover Image
The long memory behavior of the EUR/USD forward premium
Hamzaoui, Nessrine; Regaieg, Boutheina - In: International journal of economics and financial issues … 7 (2017) 3, pp. 437-443
Persistent link: https://ebtypo.dmz1.zbw/10011819923
Saved in:
Cover Image
The neo-Fisher effect in the United States and Japan
Uribe, Martín - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011770316
Saved in:
Cover Image
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - 2017
Persistent link: https://ebtypo.dmz1.zbw/10012197831
Saved in:
Cover Image
Residual-based diagnostic tests for noninvertible ARMA models
Nyholm, Juho - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011721434
Saved in:
Cover Image
Are stock returns persistent? : study on Asian stock exchanges
Chopra, Monika; Saldi, Rupish - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 2, pp. 141-166
Persistent link: https://ebtypo.dmz1.zbw/10012041976
Saved in:
Cover Image
Comparing predictive accuracy under long memory, with an application to valatility forecasting
Kruse, Robinson; Leschinski, Christian; Will, Michael - In: Journal of financial econometrics 17 (2019) 2, pp. 180-228
Persistent link: https://ebtypo.dmz1.zbw/10012054436
Saved in:
Cover Image
A correcting note on forecasting conditional variance using ARIMA vs. GARCH model
Azimi, Mohammad Naim; Shahidzada, Seyed Farhad - In: International journal of economics and finance 11 (2019) 5, pp. 145-152
Persistent link: https://ebtypo.dmz1.zbw/10012012282
Saved in:
Cover Image
The impact of temporal aggregation on supply chains with ARMA(1,1) demand processes
Rostami-Tabar, Bahman; Babai, Mohamed Zied; Ali, Mohammad; … - In: European journal of operational research : EJOR 273 (2019) 3, pp. 920-932
Persistent link: https://ebtypo.dmz1.zbw/10011987658
Saved in:
Cover Image
Downstream demand inference in decentralized supply chains
Tliche, Y.; Taghipour, A.; Canel-Depitre, B. - In: European journal of operational research : EJOR 274 (2019) 1, pp. 65-77
Persistent link: https://ebtypo.dmz1.zbw/10011989978
Saved in:
Cover Image
An empirical note about estimation and forecasting Latin American Forex returns volatility : the role of long memory and random level shifts components
Rodriguez, Gabriel; Ojeda Cunya, Junior Alex; Gonzáles … - In: Portuguese economic journal 18 (2019) 2, pp. 107-123
Persistent link: https://ebtypo.dmz1.zbw/10012111301
Saved in:
Cover Image
Forecasting and predictive analytics : with ForecastX™
Keating, Barry; Wilson, J. Holton - 2019 - Seventh edition, international student edition
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10011818989
Saved in:
Cover Image
Bayesian estimation of stable CARMA spot models for electricity prices
Müller, Gernot; Seibert, Armin - In: Energy economics 78 (2019), pp. 267-277
Persistent link: https://ebtypo.dmz1.zbw/10012159939
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • Next
A service of the
zbw
  • Sitemap
  • Contact us
  • Imprint
  • Privacy

Loading...