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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Euro"
~subject:"Zeitreihenanalyse"
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Euro
Zeitreihenanalyse
Time series analysis
473
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330
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146
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135
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Hyndman, Rob J.
59
Gao, Jiti
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Athanasopoulos, George
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Martin, Gael M.
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Peng, Bin
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Teräsvirta, Timo
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Johansen, Søren
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Nielsen, Morten Ørregaard
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Dong, Chaohua
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Koehler, Anne B.
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Kruse, Robinson
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Grassi, Stefano
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Hansen, Peter Reinhard
5
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Shang, Han Lin
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Tjostheim, Dag
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CREATES research paper
Journal of economic dynamics & control
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
677
International journal of forecasting
575
Economics letters
454
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
408
Applied economics
333
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331
Discussion paper / Tinbergen Institute
329
Econometric theory
316
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276
Applied economics letters
235
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
233
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220
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210
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Energy economics
204
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192
NBER working paper series
192
Working paper / National Bureau of Economic Research, Inc.
162
CESifo working papers
161
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
149
Discussion paper / Centre for Economic Policy Research
145
Computational economics
135
Journal of empirical finance
114
Econometrics : open access journal
109
Finance research letters
108
Journal of international money and finance
107
Journal of macroeconomics
107
Cowles Foundation discussion paper
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Oxford bulletin of economics and statistics
104
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104
The econometrics journal
95
International review of economics & finance : IREF
90
ECB Working Paper
88
Applied financial economics
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International Journal of Energy Economics and Policy : IJEEP
83
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ECONIS (ZBW)
474
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1
Interest rate convergence in the EMS prior to European Monetary Union
Frömmel, Michael
;
Kruse, Robinson
-
2009
Persistent link: https://www.econbiz.de/10003849559
Saved in:
2
On European monetary integration and the persistence of real effective exchange rates
Kruse, Robinson
-
2010
Persistent link: https://www.econbiz.de/10003978309
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3
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
-
2010
Persistent link: https://www.econbiz.de/10003939417
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4
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
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5
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
6
The yield curve and the macro-economy across time and frequencies
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1950-1970
Persistent link: https://www.econbiz.de/10009701904
Saved in:
7
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
8
Reconciling the term structure of interest rates with the consumption-based ICAP model
Canova, Fabio
- In:
Journal of economic dynamics & control
20
(
1996
)
4
,
pp. 709-750
Persistent link: https://www.econbiz.de/10001194699
Saved in:
9
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
10
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
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