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~subject:"Time series analysis"
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Time series analysis
Theorie
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Theory
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USA
51,784
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45,943
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40,014
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Private consumption
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Zeitreihenanalyse
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Einkommensverteilung
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Gil-Alaña, Luis A.
148
Franses, Philip Hans
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Koopman, Siem Jan
133
Phillips, Peter C. B.
127
Caporale, Guglielmo Maria
114
Lütkepohl, Helmut
74
Koop, Gary
73
Härdle, Wolfgang
69
Teräsvirta, Timo
66
Pesaran, M. Hashem
65
Harvey, Andrew C.
59
McAleer, Michael
58
Sibbertsen, Philipp
57
Maravall Herrero, Agustín
56
Swanson, Norman R.
54
Kunst, Robert M.
52
Lucas, André
52
Granger, C. W. J.
51
Hyndman, Rob J.
51
Dijk, Herman K. van
49
Stock, James H.
48
Engle, Robert F.
47
Marcellino, Massimiliano
47
Hallin, Marc
46
Hassler, Uwe
46
Bauwens, Luc
44
Mills, Terence C.
44
Proietti, Tommaso
44
Watson, Mark W.
44
Hendry, David F.
42
Perron, Pierre
42
Taylor, Robert
42
Dijk, Dick van
41
Ghysels, Eric
41
Gao, Jiti
40
Kapetanios, George
39
Ravazzolo, Francesco
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Timmermann, Allan
39
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National Bureau of Economic Research
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46
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44
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31
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Law
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Federal Reserve Bank of St. Louis
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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London School of Economics and Political Science
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Institut für Höhere Studien
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Institut für Weltwirtschaft
4
University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Centre for Growth and Business Cycle Research <Manchester>
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Federal Reserve Bank of New York
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
3
School of Economics <Bundoora, Victoria> / Department of Economics
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Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
Universitetet i Oslo / Økonomisk institutt
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
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International journal of forecasting
333
Journal of econometrics
329
Economics letters
294
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
253
Journal of forecasting
228
Econometric theory
191
Discussion paper / Tinbergen Institute
180
Economic modelling
135
Econometric reviews
134
Applied economics
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
126
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
114
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
114
Journal of applied econometrics
97
Applied economics letters
96
Working paper
89
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Computational economics
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
NBER Working Paper
76
Journal of economic dynamics & control
75
NBER working paper series
73
CREATES research paper
72
Working paper / National Bureau of Economic Research, Inc.
70
CESifo working papers
67
Energy economics
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Oxford bulletin of economics and statistics
58
Journal of macroeconomics
57
Cowles Foundation discussion paper
56
Journal of empirical finance
53
Discussion paper / Centre for Economic Policy Research
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
Macroeconomic dynamics
49
Finance research letters
48
European journal of operational research : EJOR
47
SFB 649 discussion paper
47
The econometrics journal
47
The review of economics and statistics
47
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
13,955
RePEc
3
ArchiDok
2
EconStor
1
Other ZBW resources
1
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1
Correlated income shocks and excess smoothness of consumption
Hryshko, Dmytro
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 41-62
Persistent link: https://www.econbiz.de/10010485838
Saved in:
2
How do housing wealth, financial wealth and consumption interact? : evidence from New Zealand
De Veirman, Emmanuel
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003623175
Saved in:
3
Idiosyncratic labour income risk and aggregate consumption : an unobserved component approach
Pozzi, Lorenzo
-
2007
We investigate the importance of aggregate and consumer-specific or idiosyncratic labour income risk for aggregate consumption changes in the US over the period 1952-2001. Theoretically, the effect of labour income risk on consumption changes is decomposed into an aggregate and into an...
Persistent link: https://www.econbiz.de/10011372981
Saved in:
4
Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
Saved in:
5
Higher-order income risk over the business cycle
Busch, Christopher
;
Ludwig, Alexander
-
2020
Persistent link: https://www.econbiz.de/10012204513
Saved in:
6
Higher-order income risk over the business cycle
Busch, Christopher
;
Ludwig, Alexander
-
2020
-skewness and excess kurtosis, to which we refer as higherorder risk. We estimate our extended income process by GMM for
household
…
Persistent link: https://www.econbiz.de/10012182809
Saved in:
7
Higher-order income risk over the business cycle
Busch, Christopher
;
Ludwig, Alexander
-
2020
-skewness and excess kurtosis, to which we refer as higher-order risk. We estimate our extended income process by GMM for
household
…
Persistent link: https://www.econbiz.de/10012215285
Saved in:
8
Learning from Lucas
Sargent, Thomas J.
- In:
Journal of economic methodology
29
(
2022
)
1
,
pp. 17-29
Persistent link: https://www.econbiz.de/10013170084
Saved in:
9
Household
consumption and exchange rate extreme dynamics : multiple asymmetric threshold non-linear autoregressive distributed lag model perspective
Uche, Emmanuel
;
Chang, Bisharat Hussain
;
Effiom, Lionel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3437-3450
Persistent link: https://www.econbiz.de/10014327758
Saved in:
10
Cyclicality and term structure of value‐at‐risk within a threshold autoregression setup
Bec, Frédérique
;
Gollier, Christian
-
2014
Persistent link: https://www.econbiz.de/10010415730
Saved in:
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