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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~subject:"Forecasting model"
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Großbritannien
Time series analysis
Forecasting model
Theorie
1,681
Theory
1,681
Estimation
353
Schätzung
353
USA
177
United States
176
Zeitreihenanalyse
130
United Kingdom
109
Prognoseverfahren
86
Geldpolitik
78
Monetary policy
78
Welt
71
World
71
Inflation
65
Economic growth
60
Volatility
60
Volatilität
60
Wirtschaftswachstum
60
Cointegration
58
Kointegration
58
Capital income
57
Estimation theory
57
Kapitaleinkommen
57
Portfolio selection
57
Portfolio-Management
57
Schätztheorie
57
Börsenkurs
53
Risiko
53
Share price
53
Risk
52
Exchange rate
51
Wechselkurs
51
Produktivität
45
Productivity
44
Zins
43
Deutschland
42
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42
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1
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228
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62
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226
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25
Graue Literatur
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Non-commercial literature
25
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English
290
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Caporale, Guglielmo Maria
23
Pittis, Nikitas
17
Hall, Stephen G.
15
Urga, Giovanni
10
Gil-Alaña, Luis A.
9
Moosa, Imad A.
7
Nixon, James
7
Gupta, Rangan
5
Bai, Hong
4
Henry, S. G. B.
4
Leybourne, Stephen James
4
Williams, Geoffrey
4
Bahmani-Oskooee, Mohsen
3
Blazsek, Szabolcs
3
Boone, Laurence
3
Chambers, Marcus J.
3
Gausden, Robert
3
Geroski, Paul A.
3
Madhou, Ashwin
3
Mills, Terence C.
3
Newbold, Paul
3
Ramiah, Vikash
3
Sewak, Tayushma
3
Allen, Chris
2
Banerjee, Anindya
2
Brorsen, B. Wade
2
Burns, Kelly
2
Dixon, Robert J.
2
Dropsy, Vincent
2
Franses, Philip Hans
2
Fraser, Iain M.
2
Greenslade, Jennifer V.
2
Harvey, David I.
2
Hassapis, Christis
2
Holly, Sean
2
Hudson, John
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Lim, Guay C.
2
Parker, David
2
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Applied economics
Discussion paper / Centre for Economic Forecasting
International journal of forecasting
754
Journal of forecasting
511
Journal of econometrics
409
Economics letters
358
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
326
Discussion paper / Tinbergen Institute
235
Econometric theory
202
Working paper / National Bureau of Economic Research, Inc.
196
The economic journal : the journal of the Royal Economic Society
186
NBER working paper series
183
NBER Working Paper
182
Economic modelling
178
Discussion paper / Centre for Economic Policy Research
174
Econometric reviews
162
Journal of applied econometrics
159
Working paper
140
European journal of operational research : EJOR
139
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
139
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
138
Applied economics letters
129
Computational economics
129
Oxford bulletin of economics and statistics
123
Journal of economic dynamics & control
118
Journal of empirical finance
116
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
112
Energy economics
110
Working paper / Department of Econometrics and Business Statistics, Monash University
108
CESifo working papers
107
CREATES research paper
99
Journal of banking & finance
97
Finance research letters
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
90
Journal of international money and finance
90
Technological forecasting & social change : an international journal
85
SFB 649 discussion paper
84
Risks : open access journal
81
Management science : journal of the Institute for Operations Research and the Management Sciences
77
The review of economics and statistics
75
EUI working paper / ECO
73
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ECONIS (ZBW)
290
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1
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
2
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
3
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
4
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
5
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
6
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
7
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
8
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
9
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Saved in:
10
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
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