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Year of publication
Subject
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Zeitreihenanalyse 19,311 Time series analysis 19,078 Theorie 11,095 Theory 11,093 USA 8,072 United States 8,069 Schätzung 3,415 Estimation 3,407 Schätztheorie 2,938 Estimation theory 2,936 Prognoseverfahren 2,873 Forecasting model 2,858 Volatilität 1,700 Volatility 1,696 Kointegration 1,260 Cointegration 1,254 ARCH model 1,145 ARCH-Modell 1,145 Konjunktur 1,124 Business cycle 1,118 Börsenkurs 1,035 Share price 1,032 Einheitswurzeltest 991 Unit root test 991 VAR-Modell 826 VAR model 825 Stochastischer Prozess 780 Stochastic process 771 Capital income 762 Kapitaleinkommen 762 State space model 734 Zustandsraummodell 730 Welt 727 World 727 Deutschland 719 Germany 697 Structural break 681 Großbritannien 676 Strukturbruch 676 United Kingdom 670
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Online availability
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Free 4,535 Undetermined 2,377
Type of publication
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Article 10,557 Book / Working Paper 8,378 Journal 1,208 Other 10
Type of publication (narrower categories)
All
Article in journal 9,339 Aufsatz in Zeitschrift 9,339 Graue Literatur 5,771 Non-commercial literature 5,771 Working Paper 5,575 Arbeitspapier 5,529 Aufsatz im Buch 749 Book section 749 Hochschulschrift 734 Monografische Reihe 658 Thesis 645 Statistik 563 Collection of articles of several authors 224 Sammelwerk 224 Series 219 Collection of articles written by one author 158 Sammlung 158 Lehrbuch 141 Bibliografie enthalten 118 Bibliography included 118 Amtsdruckschrift 112 Government document 112 Konferenzschrift 92 Systematic review 71 Übersichtsarbeit 71 Dissertation u.a. Prüfungsschriften 69 Aufsatzsammlung 60 Conference proceedings 50 Forschungsbericht 49 Conference paper 42 Konferenzbeitrag 42 Commentary 35 Kommentar 35 Mehrbändiges Werk 34 Multi-volume publication 34 Statistics 25 Festschrift 20 Rezension 20 Handbook 17 Handbuch 17
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Language
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English 18,380 German 716 Undetermined 590 Spanish 163 French 138 Italian 41 Portuguese 38 Polish 28 Russian 20 Czech 15 Dutch 9 Croatian 7 Swedish 7 Hungarian 6 Turkish 5 Finnish 4 Malay (macrolanguage) 4 Slovak 4 Danish 3 Norwegian 3 Slovenian 3 Chinese 3 Romanian 2 Bulgarian 1 Valencian 1 Japanese 1 Serbian 1
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Author
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Gil-Alaña, Luis A. 250 Franses, Philip Hans 181 Caporale, Guglielmo Maria 146 Phillips, Peter C. B. 140 Koopman, Siem Jan 132 McAleer, Michael 112 Lütkepohl, Helmut 106 Teräsvirta, Timo 99 Pesaran, M. Hashem 82 Harvey, Andrew C. 79 Taylor, Robert 79 Kunst, Robert M. 75 Härdle, Wolfgang 73 Sibbertsen, Philipp 69 Granger, C. W. J. 66 Johansen, Søren 66 Lucas, André 65 Leybourne, Stephen James 60 Maravall Herrero, Agustín 60 Gao, Jiti 59 Hassler, Uwe 59 Robinson, Peter M. 58 Dijk, Dick van 57 Mills, Terence C. 57 Gupta, Rangan 56 Koop, Gary 56 Dijk, Herman K. van 55 Engle, Robert F. 55 Kapetanios, George 55 Saikkonen, Pentti 55 Hendry, David F. 54 Perron, Pierre 54 Swanson, Norman R. 52 Marcellino, Massimiliano 50 Nielsen, Morten Ørregaard 50 Watson, Mark W. 49 Haldrup, Niels 48 Stock, James H. 48 Newbold, Paul 43 Ghysels, Eric 42
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 78 Ekonomiska forskningsinstitutet <Stockholm> 56 International Monetary Fund (IMF) 49 Federal Reserve Bank of New York 35 Federal Reserve Board (Board of Governors of the Federal Reserve System) 35 Federal Reserve Bank of St. Louis 34 European University Institute / Department of Economics 32 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 20 Federal Reserve Bank of Cleveland 17 Umeå Universitet 16 Econometrisch Instituut <Rotterdam> 14 Centre for Analytical Finance <Århus> 12 Institutionen för Nationalekonomi <Ume°a> 12 EconWPA 11 London School of Economics and Political Science 11 University of Cambridge / Department of Applied Economics 11 Federal Reserve Bank of Dallas 10 Weltbank 10 Centre for Quantitative Economics & Computing 9 Federal Reserve Bank of Kansas City 9 Federal Reserve Bank of Philadelphia 9 Großbritannien / Office for National Statistics 9 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 8 European University Institute / Department of Law 8 Federal Reserve Bank of Atlanta 8 Federal Reserve Bank of Chicago 8 Federal Reserve Bank of Minneapolis 8 Aarhus Universitet / Afdeling for Nationaløkonomi 7 Europäische Kommission / Statistisches Amt 7 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 7 Leibniz Universität Hannover 7 Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät 7 Department of Econometrics and Business Statistics, Monash Business School 6 Escola de Pós-Graduação em Economia <Rio de Janeiro> 6 Institut für Weltwirtschaft 6 Institute of Policy Studies of Sri Lanka 6 Manchester Business School 6 University of Exeter / Department of Economics 6 Australien / Bureau of Statistics 5 Birkbeck College / Department of Economics 5
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Published in...
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Journal of econometrics 445 Economics letters 349 International journal of forecasting 320 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 296 Journal of forecasting 255 Discussion paper / Tinbergen Institute 254 Econometric theory 246 Applied economics 233 Economic modelling 187 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 179 Econometric reviews 161 Applied economics letters 139 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 139 Working paper / National Bureau of Economic Research, Inc. 134 CREATES research paper 133 Journal of applied econometrics 124 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 113 Working paper / Department of Econometrics and Business Statistics, Monash University 111 Discussion paper / Centre for Economic Policy Research 102 Energy economics 100 Physica A: Statistical Mechanics and its Applications 93 Oxford bulletin of economics and statistics 91 Working paper 90 CESifo working papers 85 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 85 Journal of empirical finance 82 Journal of macroeconomics 81 EUI working paper / ECO 79 Discussion papers of interdisciplinary research project 373 78 SFB 649 discussion paper 76 Cowles Foundation discussion paper 75 Journal of economic dynamics & control 75 Applied financial economics 72 The econometrics journal 70 The review of economics and statistics 66 Econometric Institute research papers 64 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 62 Série des documents de travail / Centre de Recherche en Économie et Statistique 58 Computational economics 57 Ume°a economic studies 56
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Source
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ECONIS (ZBW) 19,108 RePEc 656 USB Cologne (EcoSocSci) 248 EconStor 63 BASE 55 USB Cologne (business full texts) 15 ArchiDok 5 Other ZBW resources 3
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Showing 1 - 50 of 20,153
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VC : a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - 2020
This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time-invariant parameters. The VC estimates are moments...
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Where did the time (series) go? : estimation of marginal emission factors with autoregressive components
Beltrami, Filippo; Burlinson, Andrew; Grossi, Luigi; … - 2020
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Does stock marked-based financial development promotes economic growth in emerging markets? : new evidence from Nigeria
Solomon, Prince Nathaniel; Omojolaibi, Joseph Ayoola; … - In: Serbian journal of management : an international … 15 (2020) 1, pp. 45-54
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VC - a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - 2019
This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. This estimator does not require that disturbances are normally distributed, but if they are, the proposed estimator is asymptotically equivalent to the maximum likelihood...
Persistent link: https://ebtypo.dmz1.zbw/10011990906
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Export-led growth : evidence from post-communist Serbia
Obradović, Sasa; Lojanica, Nemanja - In: Romanian journal of economic forecasting 22 (2019) 2, pp. 131-145
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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
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VC : a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - 2019
This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time-invariant parameters. The VC estimator is a moments...
Persistent link: https://ebtypo.dmz1.zbw/10012134019
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Analysis of time series to examine the impact of the EU Timber Regulation (EUTR) on European timber trade
Becher, Georg - 2019
The objective of the EU Timber Regulation (EUTR), enforced since March 2013, is for importers and exporters to commit to reducing the risk of trading timber products from illegal sources in the EU. EUROSTAT time series on monthly trade with wood products from January 1988 to August 2016 were...
Persistent link: https://ebtypo.dmz1.zbw/10012135671
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A time series analysis of household income inequality in Brazil from 1977 to 2013
Caparoz, Marcel; Marçal, Emerson Fernandes; Mattos, … - In: Revista brasileira de economia : RBE ; publicação de … 73 (2019) 4, pp. 453-470
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Money laundering risk in developing and transitive economies : analysis of cyclic component of time series
Levchenko, Valentyna; Boyko, Anton; Bozhenko, Victoria; … - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 20 (2019), pp. 492-508
Money laundering has become a global threat to the international stability and security, leading both to economic and social upheavals, and to an increase in terrorist threats. Therefore, an objective necessity arises for a more detailed study of the money laundering within the scope of its...
Persistent link: https://ebtypo.dmz1.zbw/10012221542
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Bellman filtering for state-space models
Lange, Rutger-Jan - 2021 - Revision: 8 January 2021
This article presents a new filter for state-space models based on Bellman's dynamic programming principle applied to the posterior mode. The proposed Bellman filter generalises the Kalman filter including its extended and iterated versions, while remaining equally inexpensive computationally....
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VC - a program for estimating time-varying coefficients : version 6
Schlicht, Ekkehart - 2021
VC implements Schlicht's method for estimating a linear regression with time-varying coefficients. The variances are estimated by a moments estimator that does not require the disturbances to be Gaussian, but if they are, it coincides with the corresponding maximum likelihood estimate in large...
Persistent link: https://ebtypo.dmz1.zbw/10012436525
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A probabilistic cohort-component model for population forecasting : the case of Germany
Vanella, Patrizio; Deschermeier, Philipp - 2018
The future development of population size and structure is of importance since planning in many areas of politics and business is conducted based on expectations about the future makeup of the population. Countries with both decreasing mortality and low fertility rates, which is the case for...
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Relationship between credit default swaps, direct foreign investments and Portfolio investments : time series analysis for Turkey
Kahiloğulları, Ahmet - In: Prizren social science journal 2 (2018) 3, pp. 50-62
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Research productivity and economic growth : a policy lesson learnt from across the globe
Zaman, Khalid; Khan, Haroon Ur Rashid; Ahmad, Mehboob; … - In: Iranian economic review : journal of University of Tehran 22 (2018) 3, pp. 627-641
Persistent link: https://ebtypo.dmz1.zbw/10012147125
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A principal component simulation of age-specific fertility : impacts of family and social policy on reproductive behavior in Germany
Vanella, Patrizio; Deschermeier, Philipp - 2018
This contribution proposes a simulation approach for the indirect estimation of age-specific fertility rates (ASFRs) and the total fertility rate (TFR) for Germany via time series modeling of the principal components of the ASFRs. The model accounts for cross-correlation and autocorrelation...
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VC - A Method For Estimating Time-Varying Coefficients in Linear Models
Schlicht, Ekkehart - 2020
This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time-invariant parameters. The VC estimates are moments...
Persistent link: https://ebtypo.dmz1.zbw/10012180113
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Sectoral electricity demand and direct rebound effect in New Zealand
Nepal, Rabindra; Al Irsyad, Muhammad Indra; Jamasb, Tooraj - 2020
This paper is one of the limited studies to investigate rebound effects in sectoral electricity consumption and the specific case of New Zealand. New Zealand, like other OECD economies, has aimed for energy efficiency improvements and reduced electricity consumption from 9.2 MWh per capita in...
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The impact of sanctions imposed by the European Union against Iran on their bilateral trade: General versus targeted sanctions
Ghodsi, Mahdi; Karamelikli, Hüseyin - 2020
Economic sanctions are intensively used by international institutions to enforce political objectives. Since 2006 the EU has been implementing general sanctions against the whole economy of Iran, affecting their trade relations. Since 2007, and following the imposition of sanctions by the UN...
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Die Vernetzung Wiens mit den Städten Europas
Zenz, David - 2020
Wir stellen ein Maß für die Beziehung zwischen zwei Städten/Regionen basierend auf Suchanfragen vor, ausgehend von Merkmalen der Suchanfragen-Zeitreihen nach Zerlegung der Zeitreihe mittels STL (Komponentenzerlegung mittels lokaler linearer Kernregression). Grundlage für das Maß sind...
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Dynamic clustering of multivariate panel data
Lucas, André; Schaumburg, Julia; Schwaab, Bernd - 2020
We propose a dynamic clustering model for studying time-varying group structures in multivariate panel data. The model is dynamic in three ways: First, the cluster means and covariance matrices are time-varying to track gradual changes in cluster characteristics over time. Second, the units of...
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Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo; Koopman, Siem Jan - 2020
We consider a general class of observation-driven models with exogenous regressors for double bounded data that are based on the beta distribution. We obtain a stationary and ergodic beta observation-driven process subject to a contraction condition on the stochastic dynamic model equation. We...
Persistent link: https://ebtypo.dmz1.zbw/10012161059
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FAQ: how do I extract the output gap?
Canova, Fabio - 2020
I study potentials and gaps, permanent and transitory fluctuations in macroeconomic variables using the Smets and Wouter (2007) model. Model-based gaps display low frequency variations; possess more than business cycle fluctuations; have similar frequency representation as potentials, and are...
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Cointegration and error correction mechanisms for singular stochastic vectors
Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo - In: Econometrics : open access journal 8 (2020) 1/3, pp. 1-23
Large-dimensional dynamic factor models and dynamic stochastic general equilibrium models, both widely used in empirical macroeconomics, deal with singular stochastic vectors, i.e., vectors of dimension r which are driven by a q-dimensional white noise, with q r. The present paper studies...
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The power of (non-)linear shrinking : a review and guide to covariance matrix estimation
Ledoit, Olivier; Wolf, Michael - 2020 - This version: February 2020
Many econometric and data-science applications require a reliable estimate of the covariance matrix, such as Markowitz portfolio selection. When the number of variables is of the same magnitude as the number of observations, this constitutes a difficult estimation problem; the sample covariance...
Persistent link: https://ebtypo.dmz1.zbw/10012165719
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Where should we go? : internet searches and tourist arrivals
Cevik, Serhan - 2020
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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
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Real-time forecasting using mixed-frequency VARs with time-varying parameters
Heinrich, Markus; Reif, Magnus - 2020
This paper provides a detailed assessment of the real-time forecast accuracy of a wide range of vector autoregressive models (VAR) that allow for both structural change and indicators sampled at different frequencies. We extend the literature by evaluating a mixed-frequency time-varying...
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Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - 2020
In this paper we develop a general framework to analyze state space models with timevarying system matrices where time variation is driven by the score of the conditional likelihood. We derive a new filter that allows for the simultaneous estimation of the state vector and of the time-varying...
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Business cycle anatomy
Angeletos, Marios; Collard, Fabrice; Ntellas, Charēs - 2020
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An exploration of trend-cycle decomposition methodologies in simulated data
Hodrick, Robert J. - 2020
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The analysis of the bankruptcy of enterprises exemplified by the Visegrad Group
Krajewski, Jarosław; Tokarski, Andrzej; Tokarski, Maciej - In: Journal of business economics and management 21 (2020) 2, pp. 593-609
The phenomenon of enterprises bankruptcy is an extremely complex process of economic, legal, social and even psychological nature. In the developed countries, the first studies on forecasting bankruptcy date to the early 20th century. In Central and Eastern Europe, due to, among other factors,...
Persistent link: https://ebtypo.dmz1.zbw/10012197644
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Volkswirtschaftliche Gesamtrechnungen : Zeitreihen 1995 bis 2018
Russinger, Reinhold - 2020
Seit Dezember 2018 liegen die Daten der VGR in Form einer Zeitreihe für die Jahre 1995 - 2018 nach den Konzepten des Europäischen Systems Volkswirtschaftlicher Gesamtrechnungen 2010 (ESVG 2010) vor. Es handelt sich dabei um revidierte Werte. Die Realwerte werden als verkettete Volumenindizes...
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Nonparametric estimation of triangular simultaneous equations models under weak identification
Han, Sukjin - In: Quantitative economics : QE ; journal of the … 11 (2020) 1, pp. 161-202
This paper analyzes the problem of weak instruments on identification, estimation, and inference in a simple nonparametric model of a triangular system. The paper derives a necessary and sufficient rank condition for identification, based on which weak identification is established. Then...
Persistent link: https://ebtypo.dmz1.zbw/10012202234
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A persistence‐based Wold‐type decomposition for stationary time series
Ortu, Fulvio; Severino, Federico; Tamoni, Andrea; … - In: Quantitative economics : QE ; journal of the … 11 (2020) 1, pp. 203-230
This paper shows how to decompose weakly stationary time series into the sum, across time scales, of uncorrelated components associated with different degrees of persistence. In particular, we provide an Extended Wold Decomposition based on an isometric scaling operator that makes averages of...
Persistent link: https://ebtypo.dmz1.zbw/10012202240
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Modelling non-stationary "big data"
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012202702
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The long memory of equity volatility and the macroeconomy : international evidence
Dräger, Lena; Nguyen, Duc Binh Benno; Prokopczuk, Marcel; … - 2020
This paper examines long memory volatility in international stock markets. We show that long memory volatility is widespread in a panel dataset of eighty-two countries and that the degree of memory in the panel can be related to macroeconomic variables such as short- and long-run interest rates...
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Parsimonious heterogeneous ARCH models for high frequency modeling
Teran, Juan Carlos Ruilova; Morettin, Pedro Alberto - In: Journal of risk and financial management : JRFM 13 (2020) 2/38, pp. 1-19
In this work we study a variant of the GARCH model when we consider the arrival of heterogeneous information in high-frequency data. This model is known as HARCH(n). We modify the HARCH(n) model when taking into consideration some market components that we consider important to the modeling...
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A replication of "a quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)
Lucchetti, Riccardo; Venetis, Ioannis A. - 2020
The authors replicate and extend the Monte Carlo experiment presented in Doz et al. (2012) on alternative (time-domain based) methods for extracting dynamic factors from large datasets; they employ open source software and consider a larger number of replications and a wider set of scenarios....
Persistent link: https://ebtypo.dmz1.zbw/10012173815
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A gated recurrent unit approach to bitcoin price prediction
Dutta, Aniruddha; Kumar, Saket; Basu, Meheli - In: Journal of risk and financial management : JRFM 13 (2020) 2/23, pp. 1-16
In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin price and volatility. Machine learning models like recurrent...
Persistent link: https://ebtypo.dmz1.zbw/10012173959
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A general family of autoregressive conditional duration models applied to high-frequency financial data
Cunha, Danúbia R.; Vila, Roberto; Saulo, Helton; … - In: Journal of risk and financial management : JRFM 13 (2020) 3/45, pp. 1-20
In this paper, we propose a general family of Birnbaum–Saunders autoregressive conditional duration (BS-ACD) models based on generalized Birnbaum-Saunders (GBS) distributions, denoted by GBS-ACD. We further generalize these GBS-ACD models by using a Box-Cox transformation with a shape...
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Towards a new flash HICP
Bracht, Erik van; Willenborg, Leon C.R.J. - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012174808
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Low-frequency relationship between money growth and inflation in Turkey
Tastan, Huseyin; Sahin, Sercin - In: Quantitative finance and economics 4 (2020) 1, pp. 91-120
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On adjusting the one-sided Hodrick-Prescott filter
Wolf, Elias; Mokinski, Frieder; Schüler, Yves - 2020
We show that one should not use the one-sided Hodrick-Prescott filter (HP-1s) as the real-time version of the two-sided Hodrick-Prescott filter (HP-2s): First, in terms of the extracted cyclical component, HP-1s fails to remove low-frequency fluctuations to the same extent as HP-2s. Second,...
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Persistent link: https://ebtypo.dmz1.zbw/10012180612
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Military expenditure and economic growth : the case of India
ʿAbd-al-H̱āliq, Ǧūda; Mazloum, Mohammed Gamal; El … - In: Review of economics and political science : REPS 5 (2020) 2, pp. 116-135
Purpose - The relationship between military expenditure and economic growth is complex. The purpose of this paper is to examine this relationship in India. Design/methodology/approach - The design of this study is descriptive in the theoretical part, and quantitative in the applied one. The...
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Data-driven analysis of the real-time electricity price considering wind power effect
Yang, Shengjie; Xu, Xuesong; Liu, Jiangang; Jiang, Weijin - In: Energy reports 6 (2020) 2, pp. 452-459
The electricity price is the sensitive signal of the supply-demand balance and some other market incidents. The analysis of the price data can provide plenty of the market information. It is helpful for the participants to understand the market and improve future strategies. However, most of the...
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Comparison of deep learning models for multivariate prediction of time series wind power generation and temperature
Mishra, Sambeet; Bordin, Chiara; Taharaguchi, Kota; … - In: Energy reports 6 (2020) 3, pp. 273-286
Wind power experienced a substantial growth over the past decade especially because it has been seen as one of the best ways towards meeting climate change and emissions targets by many countries. Since wind power is not fully dispatchable, the accuracy of wind forecasts is a key element for the...
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Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2020
This paper examines long-range dependence in the inflation rates of the G7 countries by estimating their (fractional) order of integration d over the sample period January 1973 - March 2020. The results indicate that the series are very persistent, the estimated value of d being equal to or...
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Congation and return predictabiity in asset markets : an experiment with two Lucas trees
Noussair, Charles; Popescu, Andreea Victoria - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012227958
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A tale of two major postwar business cycle episodes
Khan, Hashmat; Phaneuf, Louis; Victor, Jean Gardy - 2020 - revised 20 April 2020
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