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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Public choice"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Time series analysis
Theorie
7,905
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1,992
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738
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Gil-Alaña, Luis A.
14
Franses, Philip Hans
10
Hassler, Uwe
8
Caporale, Guglielmo Maria
7
Cook, Steven
7
Hecq, Alain W. J.
7
Chang, Tsangyao
6
Gupta, Rangan
6
Peel, David
6
Sibbertsen, Philipp
6
Österholm, Pär
6
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5
Leybourne, Stephen James
5
Schmidt, Peter
5
Shin, Dong-wan
5
Su, Jen-je
5
Tiwari, Aviral Kumar
5
Agiakloglou, Christos N.
4
Giles, David E. A.
4
Lütkepohl, Helmut
4
Nonejad, Nima
4
Wang, Shaoping
4
Yoon, Gawon
4
Bahmani-Oskooee, Mohsen
3
Caraiani, Petre
3
Carcel, Hector
3
Cavicchioli, Maddalena
3
Chen, Zhanshou
3
Choi, In
3
Cuestas, Juan Carlos
3
Fukuda, Kosei
3
Gonzalo, Jesús
3
Haldrup, Niels
3
Harvey, David I.
3
Herwartz, Helmut
3
Kruse, Robinson
3
Kurozumi, Eiji
3
Lee, Hahn-shik
3
Lee, Oesook
3
Leschinski, Christian
3
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Applied economics letters
Economics letters
Public choice
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
665
International journal of forecasting
552
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
390
Journal of forecasting
331
Applied economics
319
Econometric theory
314
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Econometric reviews
211
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
202
Energy economics
198
Journal of applied econometrics
147
Computational economics
126
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Journal of empirical finance
104
Oxford bulletin of economics and statistics
100
Journal of macroeconomics
99
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Journal of risk and financial management : JRFM
73
Journal of time series econometrics
73
Journal of banking & finance
69
Journal of international money and finance
68
International review of financial analysis
67
Journal of the American Statistical Association : JASA
67
The empirical economics letters : a monthly international journal of economics
67
The review of economics and statistics
67
European journal of operational research : EJOR
64
Macroeconomic dynamics
63
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
International journal of economics and financial issues : IJEFI
55
Journal of money, credit and banking : JMCB
53
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ECONIS (ZBW)
738
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1
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
2
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
3
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
4
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:
5
The effectiveness of Covid-19 vaccination : time series evidence from the UK
Moosa, Imad A.
;
Merza, Ebrahim
;
Alsabah, Duaij
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1728-1733
Persistent link: https://www.econbiz.de/10014304997
Saved in:
6
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
7
Forecasting Spanish economic activity in times of COVID-19 by means of the RT-LEI and machine learning techniques
Poza, Carlos
;
Monge González, Manuel
- In:
Applied economics letters
30
(
2023
)
4
,
pp. 472-477
Persistent link: https://www.econbiz.de/10013553654
Saved in:
8
Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
9
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
10
Forecasts of US housing starts : assessing the usefulness of nowcast data
Baghestani, Hamid
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 955-959
Persistent link: https://www.econbiz.de/10014303606
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