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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Ruhr economic papers"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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1,220
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179
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177
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160
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Gil-Alaña, Luis A.
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of economics & finance : IREF
Ruhr economic papers
The empirical economics letters : a monthly international journal of economics
Journal of econometrics
115
Economic modelling
102
Applied economics
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
Applied economics letters
76
International journal of forecasting
76
Economics letters
71
CESifo working papers
69
Discussion paper / Tinbergen Institute
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
54
Working paper
53
Journal of forecasting
49
Econometric reviews
41
Journal of applied econometrics
38
Journal of empirical finance
34
The North American journal of economics and finance : a journal of financial economics studies
34
Finance research letters
31
Economics and finance working paper series
30
Journal of economic dynamics & control
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Macroeconomic dynamics
28
Working paper / Department of Econometrics and Business Statistics, Monash University
27
Applied financial economics
26
CAMA working paper series
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Computational economics
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CREATES research paper
25
International journal of finance & economics : IJFE
25
Journal of banking & finance
25
Journal of international money and finance
25
Journal of macroeconomics
25
CESifo Working Paper
23
Journal of financial econometrics
22
SFB 649 discussion paper
22
CESifo Working Paper Series
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
89
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1
Testing for unit roots in three-regime SETAR models : application to the United States per capita real health care expenditure time series
Murthy, Vasudeva N. R.
- In:
The empirical economics letters : a monthly …
14
(
2015
)
4
,
pp. 307-314
Persistent link: https://www.econbiz.de/10011418844
Saved in:
2
Relationship between economic growth and exports in Mainland China : evidence from the structural time series model
Hasan, Mohammad S.
- In:
The empirical economics letters : a monthly …
14
(
2015
)
6
,
pp. 537-542
Persistent link: https://www.econbiz.de/10011419110
Saved in:
3
Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
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4
Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi
;
Wei, Yu
;
Liu, Jiapeng
;
Zhang, Ting
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
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5
Does the US current account show a symmetric behavior over the business cycle?
Duncan, Roberto
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 202-219
Persistent link: https://www.econbiz.de/10011624701
Saved in:
6
Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
Saved in:
7
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
8
An examination of convergence hypothesis for EU-15 countries
Ceylan, Reşat
;
Abiyev, Vasif
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 96-105
Persistent link: https://www.econbiz.de/10011626328
Saved in:
9
The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates
Ahmad, Ahmad Hassan
;
Aworinde, Olalekan Bashir
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 144-159
Persistent link: https://www.econbiz.de/10011626334
Saved in:
10
Are fluctuations in energy consumption transitory or permanent? : evidence from a new panel unit root test
Ari, Ayse
- In:
The empirical economics letters : a monthly …
15
(
2016
)
3
,
pp. 281-292
Persistent link: https://www.econbiz.de/10011580562
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