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~isPartOf:"NBER Working Paper"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
7,914
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7,914
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687
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648
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Stock, James H.
5
Watson, Mark W.
5
Engle, Robert F.
4
Christiano, Lawrence J.
3
Kim, Jong-Min
3
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2
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2
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2
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2
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2
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2
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2
Lo, Andrew W.
2
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2
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2
Quah, Danny
2
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2
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Discussion paper / Tinbergen Institute
168
Econometric reviews
132
Applied economics
105
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
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89
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79
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ECONIS (ZBW)
172
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1
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10
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172
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1
The Comovements between Real Activity and Prices at Different Business Cycle Frequencies
den Haan, Wouter J.
-
2021
run and supply shocks dominate in the long run can explain the empirical results, while standard sticky-
price
models with …
Persistent link: https://www.econbiz.de/10013243630
Saved in:
2
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
Saved in:
3
South Carolina Slave Prices, 1722-1809
Mancall, Peter C.
;
Rosenbloom, Joshua L.
;
Weiss, Thomas
-
2021
slave
price
series indicates that the
price
of rice was the major determinant of the demand for slaves and in turn largely …
Persistent link: https://www.econbiz.de/10013229847
Saved in:
4
A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton
;
Hyndman, Rob J.
;
Snyder, Ralph D.
- In:
Economic modelling
26
(
2009
)
5
,
pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265
Saved in:
5
Locating change-points in Hodrick-Prescott trends with an application to US real GDP : a generalized unobserved components model approach
Yoon, Gawon
- In:
Economic modelling
45
(
2015
),
pp. 136-141
Persistent link: https://www.econbiz.de/10011334137
Saved in:
6
Modeling the impact of education on the economic growth : evidence from aggregated and disaggregated time series data of Pakistan
Jalil, Abdul
;
Idrees, Muhammad
- In:
Economic modelling
31
(
2013
),
pp. 383-388
Persistent link: https://www.econbiz.de/10009729057
Saved in:
7
Time-spectral density and wavelets approaches : comparative study ; applications to SP500 returns and US GDP
Ahamada, Ibrahim
;
Jolivaldt, Philippe
- In:
Economic modelling
31
(
2013
),
pp. 460-466
Persistent link: https://www.econbiz.de/10009730816
Saved in:
8
Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong
;
Chong, Terence Tai-Leung
;
Zhang, Jie
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985
Saved in:
9
US inflation and consumption : a long-term perspective with a level shift
Paradiso, Antonio
;
Casadio, Paolo
;
Bhaskara Rao, …
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1837-1849
Persistent link: https://www.econbiz.de/10009667088
Saved in:
10
Modeling crime in Japan
Halicioglu, Ferda
;
Andrés, Antonio R.
;
Yamamura, Eiji
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1640-1645
Persistent link: https://www.econbiz.de/10009667151
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