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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of money, credit and banking : JMCB"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Time series analysis
USA
937
United States
937
Theorie
200
Theory
200
Geldpolitik
134
Monetary policy
134
Estimation
106
Schätzung
106
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Gil-Alaña, Luis A.
3
Ellis, Craig
2
Evans, Martin D. D.
2
Piger, Jeremy Max
2
Alexander, Carol
1
Batten, Jonathan A.
1
Born, Benjamin
1
Boudoukh, Jacob
1
Brailsford, Timothy J.
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Callen, Jeffrey L.
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1
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1
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1
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International review of financial analysis
Journal of money, credit and banking : JMCB
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
International journal of forecasting
46
Management science : journal of the Institute for Operations Research and the Management Sciences
43
Applied economics
42
Journal of macroeconomics
39
Journal of applied econometrics
38
The review of economics and statistics
38
Economics letters
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Technological forecasting & social change : an international journal
35
The journal of futures markets
29
The journal of finance : the journal of the American Finance Association
27
Journal of forecasting
24
Journal of econometrics
23
Journal of monetary economics
23
Economic modelling
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Applied economics letters
19
Applied financial economics
19
Energy economics
17
Journal of international money and finance
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
The review of financial studies
17
Oxford bulletin of economics and statistics
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Macroeconomic dynamics
15
American journal of agricultural economics
14
Econometric reviews
14
Journal of empirical finance
12
Review / Federal Reserve Bank of St. Louis
12
Journal of economic dynamics & control
11
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
10
International review of economics & finance : IREF
10
Journal of financial economics
10
Agricultural economics : the journal of the International Association of Agricultural Economists
9
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
9
Journal of economics and finance
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ECONIS (ZBW)
41
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41
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1
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
2
Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
3
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
4
Government spending shocks in quarterly and annual time series
Born, Benjamin
;
Müller, Gernot J.
- In:
Journal of money, credit and banking : JMCB
44
(
2012
)
2/3
,
pp. 507-517
Persistent link: https://www.econbiz.de/10009575284
Saved in:
5
Analyzing US output and the great moderation by simultaneous unobserved components
Weber, Enzo
- In:
Journal of money, credit and banking : JMCB
43
(
2011
)
8
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10009389033
Saved in:
6
A simple non-linear model with fractional integration for financial time series data
Gil-Alaña, Luis A.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 838-848
Persistent link: https://www.econbiz.de/10003792309
Saved in:
7
Evidence on the extent and potential sources of long memory in US Treasury security returns and yields
Connolly, Robert A.
;
Güner, Z. Nuray
;
Hightower, Kenneth N.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
2/3
,
pp. 689-702
Persistent link: https://www.econbiz.de/10003469732
Saved in:
8
The dynamic relationship between permanent and transitory components of US business cycles
JKim, Chang-jin
;
Piger, Jeremy Max
;
Startz, Richard
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10003429973
Saved in:
9
Why has US inflation become harder to forecast?
Stock, James H.
;
Watson, Mark W.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
),
pp. 3-33
Persistent link: https://www.econbiz.de/10003430025
Saved in:
10
Is the response of output to monetary policy asymmetric? : Evidence from a regime-switching coefficients model
Lo, Ming Chien
;
Piger, Jeremy Max
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
5
,
pp. 865-886
Persistent link: https://www.econbiz.de/10003144626
Saved in:
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