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subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The econometrics journal"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Estimation"
~subject:"Markov-Kette"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Estimation
Markov-Kette
Time varying parameters
Theory
3,495
Theorie
3,494
Forecasting model
878
Prognoseverfahren
878
Time series analysis
618
Schätzung
463
Geldpolitik
310
Monetary policy
310
Volatility
263
Volatilität
262
USA
250
United States
250
Estimation theory
217
Schätztheorie
217
Capital income
195
Kapitaleinkommen
195
Inflation
148
ARCH model
145
ARCH-Modell
145
Stochastic process
139
Stochastischer Prozess
139
Forecast
138
Portfolio selection
137
Portfolio-Management
137
Prognose
137
Statistical test
137
Statistischer Test
137
VAR model
130
VAR-Modell
130
Statistical distribution
127
Statistische Verteilung
127
Regression analysis
126
Business cycle
125
Börsenkurs
125
Regressionsanalyse
125
Share price
125
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Undetermined
469
Free
98
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All
Article
1,010
Book / Working Paper
76
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Article in journal
1,005
Aufsatz in Zeitschrift
1,005
Graue Literatur
74
Non-commercial literature
74
Arbeitspapier
23
Working Paper
23
Collection of articles of several authors
3
Sammelwerk
3
Systematic review
3
Übersichtsarbeit
3
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1
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1
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English
1,086
Author
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Chan, Joshua
16
Koop, Gary
13
Hyndman, Rob J.
12
Franses, Philip Hans
11
Koopman, Siem Jan
11
Taylor, Robert
11
Makridakis, Spyros G.
10
Phillips, Peter C. B.
9
Assimakopoulos, V.
8
Leybourne, Stephen James
8
Proietti, Tommaso
8
Spiliotis, Evangelos
8
Harvey, David I.
7
Hendry, David F.
7
Kapetanios, George
7
Lucas, André
7
Paccagnini, Alessia
7
Marcellino, Massimiliano
6
McAleer, Michael
6
Perron, Pierre
6
Spanos, Aris
6
Wong, Benjamin
6
An, Sungbae
5
Athanasopoulos, George
5
Bauwens, Luc
5
Clements, Michael P.
5
Dijk, Herman K. van
5
Haque, Qazi
5
Herwartz, Helmut
5
Kang, Yanfei
5
Koehler, Anne B.
5
Kumbhakar, Subal
5
Maasoumi, Esfandiar
5
Martin, Gael M.
5
Pagan, Adrian R.
5
Petropoulos, Fotios
5
Psaradakis, Zacharias G.
5
Rombouts, Jeroen V. K.
5
Ruiz, Esther
5
Schorfheide, Frank
5
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CAMA working paper series
Econometric reviews
International journal of forecasting
Journal of empirical finance
Journal of macroeconomics
The econometrics journal
Working paper / National Bureau of Economic Research, Inc.
629
NBER working paper series
530
Journal of econometrics
517
NBER Working Paper
502
Economics letters
495
Discussion paper / Centre for Economic Policy Research
408
Applied economics
395
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
393
Discussion paper / Tinbergen Institute
333
Discussion paper series / IZA
299
Economic modelling
292
Journal of forecasting
290
CESifo working papers
280
Working paper
271
European journal of operational research : EJOR
253
Applied economics letters
233
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
229
Journal of applied econometrics
228
Journal of economic dynamics & control
220
Econometric theory
215
Journal of international money and finance
182
Discussion paper
167
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
161
IZA Discussion Paper
155
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
154
Discussion papers / CEPR
153
Europäische Hochschulschriften / 5
149
The review of economics and statistics
147
Journal of banking & finance
146
International review of economics & finance : IREF
144
SpringerLink / Bücher
136
Energy economics
129
Journal of monetary economics
126
Working paper / Department of Econometrics and Business Statistics, Monash University
125
Computational economics
122
Macroeconomic dynamics
121
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ECONIS (ZBW)
1,086
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1
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1,086
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
3
Accounting for individual-specific heterogeneity in intergenerational income mobility
Chang, Yoosoon
;
Durlauf, Steven N.
;
Hu, Bo
;
Park, Joon Y.
-
2024
Persistent link: https://www.econbiz.de/10014520390
Saved in:
4
Trend-cycle decomposition after COVID
Kamber, Güneş
;
Morley, James C.
;
Wong, Benjamin
-
2024
Persistent link: https://www.econbiz.de/10014520421
Saved in:
5
Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment
Choi, Sangyup
;
Furceri, Davide
;
Yoo, Seung Yong
-
2024
Persistent link: https://www.econbiz.de/10014520078
Saved in:
6
Myopic behaviour in macroeconomic models : empirical evidence from the US
Hohberger, Stefan
;
Ifrim, Adrian
;
Pataracchia, Beatrice
-
2024
Persistent link: https://www.econbiz.de/10014519126
Saved in:
7
Revealing priors from posteriors with an application to inflation forecasting in the UK
Ikefuji, Masako
;
Magnus, Jan R.
;
Yamagata, Takashi
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 151-170
Persistent link: https://www.econbiz.de/10014528096
Saved in:
8
Seasonal temperature variability and economic cycles
Linsenmeier, Manuel
- In:
Journal of macroeconomics
79
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014558686
Saved in:
9
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kourentzes, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 430-456
Persistent link: https://www.econbiz.de/10014547168
Saved in:
10
Probabilistic reconciliation of count time series
Corani, Giorgio
;
Azzimonti, Dario
;
Rubattu, Nicolò
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 457-469
Persistent link: https://www.econbiz.de/10014547169
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