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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"International finance discussion papers"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~isPartOf:"Working papers"
~subject:"USA"
~type_genre:"Arbeitspapier"
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Time series analysis
USA
Theorie
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Geldpolitik
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129
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Aruoba, S. Borağan
7
Chatterjee, Satyajit
7
Nakajima, Makoto
7
Schorfheide, Frank
7
Ślepaczuk, Robert
7
Billio, Monica
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4
Faust, Jon
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Fernald, John G.
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Ríos-Rull, José-Víctor
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Basu, Susanto
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Corbae, Dean
3
Diebold, Francis X.
3
Eyigungor, Burcu
3
Guerrón-Quintana, Pablo A.
3
Huang, Rocco
3
Küster, Keith
3
Li, Wenli
3
Marquez, Jaime R.
3
Wright, Jonathan H.
3
Ahmed, Shaghil
2
Bocola, Luigi
2
Calem, Paul Seth
2
Capistrán Carmona, Carlos
2
Christiano, Lawrence J.
2
Corradi, Valentina
2
Croushore, Dean Darrell
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2
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2
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2
Gagnon, Joseph E.
2
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2
Higa-Flores, Kenji
2
Iacopini, Matteo
2
Ionescu, Felicia
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10
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International finance discussion papers
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1,421
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390
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255
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226
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185
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183
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165
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
112
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83
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80
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79
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74
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44
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42
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39
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37
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ECONIS (ZBW)
168
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1
A vector multiplicative error model with spillover effects and co-movements
Otranto, Edoardo
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10014519167
Saved in:
2
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
3
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
4
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
5
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
6
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
7
The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305886
Saved in:
8
Democratic political economy of financial regulation
Livshits, Igor
;
Park, Youngmin
-
2022
Persistent link: https://www.econbiz.de/10013174109
Saved in:
9
Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration
Dezhbakhsh, Hashem
;
Levy, Daniel C.
-
2022
-
Last revision: February 9, 2022
Persistent link: https://www.econbiz.de/10013164224
Saved in:
10
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
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