//--> //--> //--> //-->
Toggle navigation
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
Publications
Events
Your search terms
Search
Retain my current filters
source:"econis"
subject:"Estimation"
~accessRights:"restricted"
~person:"Engel, Charles"
~person:"Koopman, Siem Jan"
~person:"Liu, Xiaochun"
~person:"Pierdzioch, Christian"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Time series analysis
Theorie
58
Theory
58
Forecasting model
25
Prognoseverfahren
25
Schätzung
25
Zeitreihenanalyse
15
Volatility
12
Volatilität
12
Capital income
7
Exchange rate
7
Kapitaleinkommen
7
Wechselkurs
7
Börsenkurs
6
Share price
6
Bayes-Statistik
5
Bayesian inference
5
Factor analysis
5
Faktorenanalyse
5
Forecast
5
Forecasting
5
Interest rate parity
5
Prognose
5
Simulation
5
USA
5
United States
5
Zinsparität
5
Euro area
4
Eurozone
4
Geldpolitik
4
Inflation
4
Kaufkraftparität
4
Monetary policy
4
Preisrigidität
4
Price stickiness
4
Purchasing power parity
4
Risikoprämie
4
Risk premium
4
ARCH model
3
more ...
less ...
Online availability
All
Undetermined
Free
115
Type of publication
All
Article
27
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
1
Book section
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
31
Author
All
Engel, Charles
Koopman, Siem Jan
Liu, Xiaochun
Pierdzioch, Christian
Gupta, Rangan
25
Marcellino, Massimiliano
25
Gil-Alaña, Luis A.
24
Serletis, Apostolos
17
Chan, Joshua
15
Assimakopoulos, V.
14
Petropoulos, Fotios
14
Phillips, Peter C. B.
14
Spiliotis, Evangelos
14
Ghysels, Eric
13
Jawadi, Fredj
13
Timmermann, Allan
13
Forni, Mario
12
Makridakis, Spyros G.
12
Schorfheide, Frank
12
Bahmani-Oskooee, Mohsen
11
Herwartz, Helmut
11
Hyndman, Rob J.
11
Kumbhakar, Subal
11
Ravazzolo, Francesco
10
Rodriguez, Gabriel
10
Rossi, Barbara
10
Apergēs, Nikolaos
9
Fabozzi, Frank J.
9
Hallin, Marc
9
Harvey, David I.
9
Huber, Florian
9
Härdle, Wolfgang
9
Kang, Yanfei
9
Kelly, Bryan T.
9
Leybourne, Stephen James
9
Lippi, Marco
9
Lütkepohl, Helmut
9
McElroy, Tucker
9
Perron, Pierre
9
Petrella, Ivan
9
Prokopczuk, Marcel
9
Rubio-Ramírez, Juan Francisco
9
Shi, Yanlin
9
more ...
less ...
Published in...
All
International journal of forecasting
6
Working paper / National Bureau of Economic Research, Inc.
3
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of financial economics
1
Discussion paper / Centre for Economic Policy Research
1
Economics letters
1
Energy economics
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of monetary economics
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Review of economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The American economic review
1
The Oxford handbook of economic forecasting
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
2
Liquidity and exchange rates : an empirical investigation
Engel, Charles
;
Wu, Steve Pak Yeung
- In:
The review of economic studies : RES
90
(
2023
)
5
,
pp. 2395-2438
Persistent link: https://www.econbiz.de/10014392021
Saved in:
3
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
4
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
Saved in:
5
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
6
Quantile-based asymmetric dynamics of real GDP growth
Liu, Xiaochun
- In:
Macroeconomic dynamics
24
(
2020
)
8
,
pp. 1960-1988
Persistent link: https://www.econbiz.de/10012404222
Saved in:
7
Forecasting short-run exchange rate volatility with monetary fundamentals : a GARCH-MIDAS approach
You, Yu
;
Liu, Xiaochun
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012489245
Saved in:
8
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
9
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
Saved in:
10
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->