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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Cointegration
263
Kointegration
263
Estimation
122
Schätzung
122
Theorie
53
Theory
53
Time series analysis
41
Economic growth
39
Wirtschaftswachstum
38
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37
Marktintegration
37
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35
Structural break
32
Strukturbruch
32
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31
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Einheitswurzeltest
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22
VAR model
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VAR-Modell
22
Volatility
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Volatilität
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Baruník, Jozef
2
Shahbaz, Muhammad
2
Ahmed, Ashraf U.
1
Alam, Mahmudul
1
Andrés, Antonio R.
1
Arouri, Mohamed
1
Arčabić, Vladimir
1
Banerjee, Piyali
1
Belomestny, Denis
1
Benhmad, François
1
Bertelli, Stefano
1
Bhaskara Rao, Buddhavarapu
1
Burret, Heiko T.
1
Calcagnini, Giorgio
1
Cardoso, F. N.
1
Casadio, Paolo
1
Cavicchioli, Maddalena
1
Chen, Shyh-wei
1
Dash, Santosh Kumar
1
Demetrescu, Matei
1
Dvořáková, Sylvie
1
Ebuh, Godday Uwawunkonye
1
Feld, Lars P.
1
Fenech, Jean-Pierre
1
Fiess, Norbert M.
1
Garcia-Hiernaux, Alfredo
1
Gianfreda, Angelica
1
Gil-Alaña, Luis A.
1
Gozgor, Giray
1
Grossman, Valerie
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Guerrero, David E.
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Halicioglu, Ferda
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Heller, David
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Hlínková, Michaela
1
Hoang, Thi Hong Van
1
Islam, Faridul
1
Jawaid, Syed Tehseen
1
Jei, Sang Young
1
Kannebley, Sérgio Júnior
1
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Economic modelling
Journal of econometrics
57
Applied economics
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Applied economics letters
28
International Journal of Energy Economics and Policy : IJEEP
27
Economics letters
26
Econometric theory
24
Energy economics
24
CESifo working papers
23
Econometric reviews
21
International journal of forecasting
21
The empirical economics letters : a monthly international journal of economics
21
Discussion papers / Department of Economics, University of Copenhagen
18
International journal of economics and financial issues : IJEFI
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometrics : open access journal
16
CREATES research paper
15
Economics and finance working paper series
13
Working paper
13
Cowles Foundation discussion paper
12
Modern economy
12
Business and Economic Research : BER
11
Journal of economic surveys
11
Computational economics
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Discussion papers of interdisciplinary research project 373
10
Journal of macroeconomics
10
Oxford bulletin of economics and statistics
10
The North American journal of economics and finance : a journal of financial economics studies
10
The econometrics journal
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
CBN journal of applied statistics
9
Cogent economics & finance
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion paper / Tinbergen Institute
9
International journal of economics and finance
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
NBER Working Paper
9
NBER working paper series
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ECONIS (ZBW)
41
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1
Long-run monetary neutrality under stochastic and deterministic trends
Ventosa-Santaulària, Daniel
;
Noriega-Muro, Antonio E.
- In:
Economic modelling
47
(
2015
),
pp. 372-382
Persistent link: https://www.econbiz.de/10011439455
Saved in:
2
Transmission effects in the presence of structural breaks : evidence from South-Eastern European countries
Kukuritakēs, Minōas
;
Papadopoulos, Athanasios P.
; …
- In:
Economic modelling
41
(
2014
),
pp. 298-311
Persistent link: https://www.econbiz.de/10010439150
Saved in:
3
Testing threshold cointegration in Wagner's Law : the role of military spending
Cavicchioli, Maddalena
;
Pistoresi, Barbara
- In:
Economic modelling
59
(
2016
),
pp. 23-31
Persistent link: https://www.econbiz.de/10011647593
Saved in:
4
(Un-)sustainability of public finances in German Laender : a panel time series approach
Burret, Heiko T.
;
Feld, Lars P.
;
Köhler, Ekkehard A.
- In:
Economic modelling
53
(
2016
),
pp. 254-265
Persistent link: https://www.econbiz.de/10011641029
Saved in:
5
Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van
;
Lahiani, Amine
;
Heller, David
- In:
Economic modelling
54
(
2016
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
Saved in:
6
Revisiting the long memory dynamics of the implied-realized volatility relationship : new evidence from the wavelet regression
Baruník, Jozef
;
Hlínková, Michaela
- In:
Economic modelling
54
(
2016
),
pp. 503-514
Persistent link: https://www.econbiz.de/10011642296
Saved in:
7
Does the vector error correction model perform better than others in forecasting stock price? : an application of residual income valuation theory
Kuo, Chen-Yin
- In:
Economic modelling
52
(
2016
),
pp. 772-789
Persistent link: https://www.econbiz.de/10011643043
Saved in:
8
Aggregated and disaggregated import demand in China : an empirical study
Gozgor, Giray
- In:
Economic modelling
43
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010500999
Saved in:
9
A time series analysis of labor productivity : Italy versus the European countries and the US
Calcagnini, Giorgio
;
Travaglini, Giuseppe
- In:
Economic modelling
36
(
2014
),
pp. 622-628
Persistent link: https://www.econbiz.de/10010416292
Saved in:
10
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
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