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~isPartOf:"Economics letters"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Time series analysis"
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Time series analysis
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Franses, Philip Hans
9
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Economics letters
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ECONIS (ZBW)
566
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11
Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
Hartkopf, Jan Patrick
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 393-436
Persistent link: https://www.econbiz.de/10014226292
Saved in:
12
Bayesian nonlinear expectation for time series modelling and its application to Bitcoin
Siu, Tak Kuen
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 505-537
Persistent link: https://www.econbiz.de/10014226298
Saved in:
13
Structural time series models and synthetic controls : assessing the impact of the euro adoption
Dreuw, Peter
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
2
,
pp. 681-725
Persistent link: https://www.econbiz.de/10014226310
Saved in:
14
Economic analysis using higher-frequency time series : challenges for seasonal adjustment
Ollech, Daniel
-
Deutsche Bundesbank
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1375-1398
Persistent link: https://www.econbiz.de/10014226362
Saved in:
15
Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
Saved in:
16
Aggregation, asymmetry and common factors for Bangladesh's exchange rate-trade balance relation
Khatoon, Rabeya
;
Hasan, Md. Emran
;
Ibon, Md. Wahid Ferdous
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
6
,
pp. 2739-2770
Persistent link: https://www.econbiz.de/10013197438
Saved in:
17
Using structural break inference for forecasting time series
Altansukh, Gantungalag
;
Osborn, Denise R.
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10013440260
Saved in:
18
The impact of US productivity growth on unemployment in the time-frequency domain : is AI causing a change in the relationship?
Crowley, Patrick M.
;
Hudgins, David
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2169-2190
Persistent link: https://www.econbiz.de/10014520139
Saved in:
19
Benchmarking econometric and machine learning methodologies in nowcasting GDP
Hopp, Daniel
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2191-2247
Persistent link: https://www.econbiz.de/10014520141
Saved in:
20
Revisiting the nexus of the financial development and economic development : new international evidence using a wavelet approach
Karlsson, Hyunjoo Kim
;
Månsson, Kristofer
;
Hacker, Scott
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2323-2350
Persistent link: https://www.econbiz.de/10012585566
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