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~accessRights:"restricted"
~isPartOf:"Economic modelling"
~language:"eng"
~language:"mul"
~language:"spa"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Theorie
731
Theory
731
Estimation
528
Schätzung
528
China
380
Welt
312
World
312
Monetary policy
259
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255
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220
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218
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215
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215
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205
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205
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Arčabić, Vladimir
3
Huang, Zhuo
3
Kim, Jong-Min
3
Camacho, Maximo
2
Paradiso, Antonio
2
Raïssi, Hamdi
2
Salisu, Afees A.
2
Seong, Byeongchan
2
Sharma, Susan Sunila
2
Todorova, Neda
2
Wang, Tianyi
2
Adeleke, Adegoke Ibrahim
1
Alanya-Beltran, Willy
1
Alemany, Nuria
1
Aloui, Chaker
1
Amini, Shahram
1
Aragó, Vicent
1
Arora, Sanchit
1
Avdoulas, Christos
1
Bacchiocchi, Emanuele
1
Bahmani-Oskooee, Mohsen
1
Banerjee, Piyali
1
Bao Hoang Nguyen
1
Bao, Yukun
1
Baruník, Jozef
1
Bastianin, Andrea
1
Battisti, Michele
1
Bejaoui, Azza
1
Bekiros, Stelios
1
Belkhouja, Mustapha
1
Belomestny, Denis
1
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1
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1
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1
Bucci, Andrea
1
Buncic, Daniel
1
Burns, Kelly
1
Burret, Heiko T.
1
Casarin, Roberto
1
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Economic modelling
Journal of econometrics
294
International journal of forecasting
278
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
197
Economics letters
141
Energy economics
135
Applied economics
128
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
119
Computational economics
104
Econometric reviews
94
Applied economics letters
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
82
Finance research letters
77
Journal of forecasting
72
Journal of time series econometrics
71
Econometric theory
61
International review of economics & finance : IREF
57
The North American journal of economics and finance : a journal of financial economics studies
56
Journal of empirical finance
52
Journal of economic dynamics & control
48
Journal of financial econometrics
40
Research in international business and finance
40
European journal of operational research : EJOR
38
Quantitative finance
38
Empirical economics : a quarterly journal of the Institute for Advanced Studies
37
International review of financial analysis
37
Journal of banking & finance
33
Tourism economics : the business and finance of tourism and recreation
28
Journal of quantitative economics
27
Insurance / Mathematics & economics
25
International journal of economics and finance
25
Journal of international money and finance
23
Journal of macroeconomics
23
The econometrics journal
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
International journal of production research
20
International journal of finance & economics : IJFE
18
Journal of applied econometrics
18
Technological forecasting & social change : an international journal
18
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
17
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ECONIS (ZBW)
135
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1
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10
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135
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date (oldest first)
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
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:
3
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:
4
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:
5
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
6
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
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
Revisiting time series momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
9
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:
10
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
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