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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"Public choice"
~language:"eng"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Theorie
8,119
Theory
8,119
Public choice
444
Neue politische Ökonomie
442
Estimation
416
Schätzung
414
Estimation theory
395
Schätztheorie
395
Time series analysis
383
United States
345
Geldpolitik
344
Monetary policy
344
USA
344
Game theory
276
Spieltheorie
275
Risk
238
Risiko
237
Economic growth
218
Voting behaviour
212
Wahlverhalten
212
Wirtschaftswachstum
212
Income distribution
201
Einkommensverteilung
200
Welt
195
World
195
Endogenes Wachstumsmodell
180
Endogenous growth model
180
Rent seeking
174
Rent-Seeking
174
Duopol
173
Duopoly
173
Asymmetric information
167
Asymmetrische Information
167
Forecasting model
161
Portfolio selection
161
Portfolio-Management
161
Prognoseverfahren
161
Public goods
160
Welfare analysis
160
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Undetermined
130
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Article
383
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Arbeitspapier
Bibliographie enthalten
Aufsatz in Zeitschrift
Article in journal
383
Conference paper
1
Konferenzbeitrag
1
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English
Author
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Franses, Philip Hans
10
Hecq, Alain W. J.
7
Hassler, Uwe
5
Lee, Junsoo
5
Schmidt, Peter
5
Peel, David
4
Sibbertsen, Philipp
4
Chen, Zhanshou
3
Choi, In
3
Gonzalo, Jesús
3
Hall, Stephen G.
3
Kim, Jong-Min
3
Lee, Hahn-shik
3
Lee, Oesook
3
Li, Yanglin
3
Lütkepohl, Helmut
3
Newbold, Paul
3
Shin, Yongcheol
3
Yang, Minxian
3
Ōgaki, Masao
3
Abeysinghe, Tilak
2
Amsler, Christine Elaine
2
Bastianin, Andrea
2
Bewley, Ronald A.
2
Butler, John S.
2
Camacho, Maximo
2
Caporale, Guglielmo Maria
2
Caraiani, Petre
2
Chaiechi, Taha
2
Chambers, Marcus J.
2
Chang, Tsangyao
2
Chong, Terence Tai-Leung
2
Crato, Nuno
2
Cubadda, Gianluca
2
Dezhbakhsh, Hashem
2
Eroğlu, Burak Alparslan
2
Gil-Alaña, Luis A.
2
Giles, David E. A.
2
Haldrup, Niels
2
Hall, Alastair R.
2
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Economic modelling
Economics letters
Public choice
Journal of econometrics
323
International journal of forecasting
303
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
231
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
168
Econometric reviews
125
Applied economics
102
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
71
CREATES research paper
70
Applied economics letters
67
Journal of economic dynamics & control
65
Working paper
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
59
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
Oxford bulletin of economics and statistics
54
Journal of empirical finance
51
CESifo working papers
48
The econometrics journal
47
Cowles Foundation discussion paper
46
Série des documents de travail / Centre de Recherche en Économie et Statistique
46
Discussion papers of interdisciplinary research project 373
45
European journal of operational research : EJOR
45
SFB 649 discussion paper
45
EUI working paper / ECO
43
Discussion paper / Center for Economic Research, Tilburg University
41
Econometrics : open access journal
41
The review of economics and statistics
41
Journal of macroeconomics
39
Discussion paper / Centre for Economic Policy Research
37
Macroeconomic dynamics
36
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ECONIS (ZBW)
383
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1
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10
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383
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1
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
2
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
Saved in:
3
Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas
;
Verona, Fabio
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
Saved in:
4
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
5
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
6
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
7
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
8
Time series cross validation : a theoretical result and finite sample performance
Deng, Ai
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505085
Saved in:
9
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
10
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
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