//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Euro"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Controllability and persistenc...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Euro
Zeitreihenanalyse
Time series analysis
278
Theorie
251
Theory
251
Yield curve
97
Zinsstruktur
97
Estimation
94
Schätzung
94
EU countries
81
EU-Staaten
81
Geldpolitik
80
Monetary policy
80
Estimation theory
79
Schätztheorie
79
Forecasting model
59
Prognoseverfahren
59
USA
57
United States
57
Volatility
55
Volatilität
55
Euro area
45
Eurozone
45
VAR model
45
VAR-Modell
45
Business cycle
38
Konjunktur
38
Capital income
35
Interest rate policy
35
Kapitaleinkommen
35
Stochastic process
35
Stochastischer Prozess
35
Zinspolitik
35
Schock
31
Shock
31
State space model
30
Zustandsraummodell
30
ARCH model
28
ARCH-Modell
28
Geldmarkt
28
Money market
27
more ...
less ...
Online availability
All
Free
164
Undetermined
52
Type of publication
All
Book / Working Paper
164
Article
115
Type of publication (narrower categories)
All
Arbeitspapier
164
Graue Literatur
164
Non-commercial literature
164
Working Paper
164
Article in journal
114
Aufsatz in Zeitschrift
114
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
more ...
less ...
Language
All
English
279
Author
All
Teräsvirta, Timo
18
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Kruse, Robinson
12
Grassi, Stefano
8
Podolskij, Mark
8
Proietti, Tommaso
8
Santucci de Magistris, Paolo
7
Haldrup, Niels
6
Cavaliere, Giuseppe
5
Ergemen, Yunus Emre
5
Hansen, Peter Reinhard
5
Taylor, Robert
5
Chan, Joshua
4
Christensen, Kim
4
Hillebrand, Eric
4
Kang, Jian
4
Kristensen, Dennis
4
Lütkepohl, Helmut
4
Nielsen, Bent
4
Nonejad, Nima
4
Silvennoinen, Annastiina
4
Voev, Valeri
4
Aguiar-Conraria, Luís
3
Amado, Cristina
3
Aoki, Masanao
3
Bennedsen, Mikkel
3
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Christoffersen, Peter F.
3
Delle Monache, Davide
3
Havenner, Arthur
3
He, Changli
3
Hounyo, Ulrich
3
Kanaya, Shin
3
Kapetanios, George
3
Lange, Theis
3
Lanne, Markku
3
Lunde, Asger
3
Martins, Manuel Mota Freitas
3
more ...
less ...
Published in...
All
CREATES research paper
Journal of economic dynamics & control
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
Journal of forecasting
331
Discussion paper / Tinbergen Institute
329
Econometric theory
316
Economic modelling
276
Applied economics letters
235
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
233
Econometric reviews
220
Working paper
210
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Energy economics
204
Working paper / Department of Econometrics and Business Statistics, Monash University
195
NBER Working Paper
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
106
Oxford bulletin of economics and statistics
104
Working paper series / European Central Bank
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
more ...
less ...
Source
All
ECONIS (ZBW)
279
Showing
1
-
10
of
279
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
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
Saved in:
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
Saved in:
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
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
10
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->