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Search: subject_exact:"Time series analysis"
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Zeitreihenanalyse
28,808
Time series analysis
28,642
Theorie
12,353
Theory
12,348
Schätztheorie
5,705
Estimation theory
5,703
Prognoseverfahren
5,697
Forecasting model
5,682
Schätzung
5,506
Estimation
5,503
Volatilität
3,125
Volatility
3,120
USA
2,770
United States
2,760
Kointegration
2,135
Cointegration
2,125
Konjunktur
1,965
Business cycle
1,955
Börsenkurs
1,824
Share price
1,821
ARCH model
1,785
ARCH-Modell
1,785
Capital income
1,724
Kapitaleinkommen
1,724
VAR model
1,518
VAR-Modell
1,518
State space model
1,395
Zustandsraummodell
1,394
Stochastischer Prozess
1,378
Stochastic process
1,366
Einheitswurzeltest
1,358
Unit root test
1,358
Strukturbruch
1,220
Structural break
1,218
Welt
1,057
World
1,057
Bayesian inference
1,001
Bayes-Statistik
993
Economic growth
987
Wirtschaftswachstum
976
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Free
10,164
Undetermined
5,487
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Article
15,261
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14,418
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18
Other
11
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Article in journal
13,765
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13,765
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7,067
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7,067
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6,896
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6,845
Aufsatz im Buch
952
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952
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812
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657
Collection of articles of several authors
225
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225
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165
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160
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134
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128
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115
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97
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97
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81
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81
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74
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74
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69
research-article
63
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61
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50
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40
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36
Mehrbändiges Werk
32
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20
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27,882
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768
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586
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142
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41
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38
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29
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20
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9
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Gil-Alaña, Luis A.
339
Caporale, Guglielmo Maria
260
Phillips, Peter C. B.
237
Franses, Philip Hans
215
Koopman, Siem Jan
215
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
127
Lütkepohl, Helmut
123
Gupta, Rangan
115
Pesaran, M. Hashem
111
Kapetanios, George
107
Koop, Gary
103
Sibbertsen, Philipp
103
Harvey, Andrew C.
100
Watson, Mark W.
93
Hyndman, Rob J.
91
Taylor, Robert
88
Stock, James H.
87
Härdle, Wolfgang
85
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
81
Marcellino, Massimiliano
80
Dijk, Herman K. van
79
Engle, Robert F.
77
Kunst, Robert M.
77
Mills, Terence C.
73
Proietti, Tommaso
73
Swanson, Norman R.
73
Granger, C. W. J.
71
Hassler, Uwe
71
Dijk, Dick van
70
Diebold, Francis X.
68
Maravall Herrero, Agustín
68
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Ghysels, Eric
63
Leybourne, Stephen James
63
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National Bureau of Economic Research
200
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
62
International Monetary Fund (IMF)
49
Federal Reserve Bank of New York
35
Federal Reserve Board (Board of Governors of the Federal Reserve System)
35
European University Institute / Department of Economics
34
Federal Reserve Bank of St. Louis
34
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
20
Federal Reserve Bank of Cleveland
17
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
16
Centre for Quantitative Economics & Computing
13
Centre for Analytical Finance <Århus>
12
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Umeå Universitet / Institutionen för Nationalekonomi
12
EconWPA
11
European University Institute / Department of Law
10
Federal Reserve Bank of Dallas
10
London School of Economics and Political Science
10
University of Cambridge / Department of Applied Economics
10
Federal Reserve Bank of Kansas City
9
Federal Reserve Bank of Philadelphia
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Federal Reserve Bank of Atlanta
8
Federal Reserve Bank of Minneapolis
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Europäische Kommission / Statistisches Amt
7
Federal Reserve Bank of Chicago
7
Federal Reserve Bank of San Francisco
7
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
University of Strathclyde / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
Department of Econometrics and Business Statistics, Monash Business School
6
Institut für Weltwirtschaft
6
State University of New York at Albany / Department of Economics
6
University of Exeter / Department of Economics
6
Australien / Bureau of Statistics
5
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Journal of econometrics
674
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
322
Applied economics
321
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
220
Econometric reviews
220
Energy economics
205
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
186
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
135
Computational economics
135
Journal of economic dynamics & control
114
Discussion paper / Centre for Economic Policy Research
111
Econometrics : open access journal
109
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
100
Finance research letters
98
The econometrics journal
95
Physica A: Statistical Mechanics and its Applications
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
CAMA working paper series
75
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ECONIS (ZBW)
28,569
RePEc
656
USB Cologne (EcoSocSci)
248
EconStor
82
Other ZBW resources
77
BASE
56
USB Cologne (business full texts)
15
ArchiDok
5
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5,901
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5901
Growth forecast revisions over business cycles : evidence from the Survey of Professional Forecasters
Huh, Sungjun
;
Kim, Insu
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510697
Saved in:
5902
Estimating nonlinear dynamic equilibrium models by matching impulse responses
Ruge-Murcia, Francisco Javier
- In:
Economics letters
197
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012511070
Saved in:
5903
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
Saved in:
5904
Crude oil price analysis and forecasting : a perspective of "new triangle"
Lu, Quanying
;
Li, Yuze
;
Chai, Jian
;
Wang, Shouyang
- In:
Energy economics
87
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012512285
Saved in:
5905
Framework to identify a set of univariate time series forecasting techniques to aid in business decision making
Naim, Iram
;
Mahara, Tripti
- In:
International journal of intelligent enterprise
7
(
2020
)
4
,
pp. 423-443
Persistent link: https://www.econbiz.de/10012512379
Saved in:
5906
Behavior-based scenario discovery using time series clustering
Steinmann, Patrick
;
Auping, Willem L.
;
Kwakkel, Jan H.
- In:
Technological forecasting & social change : an …
156
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012514689
Saved in:
5907
Exchange rate predictability, common factors, and applications in carry trade
Ogruk-Maz, Gokcen
;
Wu, Shengxiong
;
Yildirim, Sinan
- In:
International journal of monetary economics and finance …
13
(
2020
)
6
,
pp. 513-530
Persistent link: https://www.econbiz.de/10012515315
Saved in:
5908
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
5909
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
Saved in:
5910
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
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