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~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Time series analysis
USA
850
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850
Theorie
190
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138
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138
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104
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104
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Koopman, Siem Jan
3
Evans, Martin D. D.
2
Piger, Jeremy Max
2
Azevedo, João Valle e
1
Balcombe, Kelvin G.
1
Bazen, Stephen
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Journal of money, credit and banking : JMCB
Oxford bulletin of economics and statistics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
International journal of forecasting
45
Management science : journal of the Institute for Operations Research and the Management Sciences
43
Applied economics
41
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
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
International review of economics & finance : IREF
10
International review of financial analysis
10
Journal of financial economics
10
Agricultural economics : the journal of the International Association of Agricultural Economists
9
Finance research letters
9
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
9
Journal of economics and finance
9
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ECONIS (ZBW)
47
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1
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
2
Dimension reduction for high-dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1123-1152
Persistent link: https://www.econbiz.de/10013468551
Saved in:
3
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:
4
Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
;
Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
Saved in:
5
Labor market dynamics : a time-varying analysis
Mumtaz, Haroon
;
Zanetti, Francesco
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
3
,
pp. 319-338
Persistent link: https://www.econbiz.de/10011383880
Saved in:
6
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:
7
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:
8
Monetary policy in the Greenspan era : a time series analysis of rules vs. discretion
Møller Christensen, Anders
;
Bohn Nielsen, Heino
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10003801411
Saved in:
9
Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan
;
Ooms, Marius
;
Hindrayanto, Irma
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
5
,
pp. 683-713
Persistent link: https://www.econbiz.de/10003875192
Saved in:
10
Measuring synchronization and convergence of business cycles for the euro area, UK and US
Koopman, Siem Jan
;
Azevedo, João Valle e
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10003624791
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