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~subject:"Time series analysis"
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Time series analysis
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Franses, Philip Hans
135
Phillips, Peter C. B.
126
Koopman, Siem Jan
120
Gil-Alaña, Luis A.
111
Caporale, Guglielmo Maria
90
Lütkepohl, Helmut
73
Härdle, Wolfgang
69
Koop, Gary
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Teräsvirta, Timo
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58
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57
Maravall Herrero, Agustín
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56
Swanson, Norman R.
53
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51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Lucas, André
48
Marcellino, Massimiliano
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Dijk, Herman K. van
47
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46
Hallin, Marc
46
Hassler, Uwe
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Perron, Pierre
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Bauwens, Luc
44
Proietti, Tommaso
44
Stock, James H.
42
Taylor, Robert
42
Gao, Jiti
41
Ghysels, Eric
41
Hendry, David F.
40
Timmermann, Allan
40
Kapetanios, George
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Feng, Yuanhua
37
Haldrup, Niels
36
Johansen, Søren
36
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National Bureau of Economic Research
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Econometrisch Instituut <Rotterdam>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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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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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Universität Basel / Institut für Statistik und Ökonometrie
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Birkbeck College / Department of Economics
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Institut für Weltwirtschaft
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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University of Southampton / Department of Economics
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Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
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De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
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Journal of econometrics
339
International journal of forecasting
319
Economics letters
284
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
172
Econometric reviews
132
Economic modelling
116
Applied economics
107
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Journal of applied econometrics
92
Computational economics
81
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Working paper
79
Journal of economic dynamics & control
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Applied economics letters
73
CREATES research paper
72
Working paper / National Bureau of Economic Research, Inc.
63
NBER Working Paper
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
58
NBER working paper series
57
Oxford bulletin of economics and statistics
56
Cowles Foundation discussion paper
55
Journal of empirical finance
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Finance research letters
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
45
Journal of macroeconomics
45
SFB 649 discussion paper
45
Econometrics : open access journal
42
Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
12,810
ArchiDok
2
EconStor
1
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1
Stationary representations, cointegration, and rational expectations with an application to the forward foreign exchange market
Boucher Breuer, Janice
-
1991
Persistent link: https://www.econbiz.de/10000825967
Saved in:
2
A simultaneous model of the US dollar- Deutschmark spot and futures markets
Goss, Barry A.
;
Avsar, S. Gulay
- In:
Models of futures markets
,
(pp. 61-85)
.
2000
Persistent link: https://www.econbiz.de/10001552910
Saved in:
3
Big news in small samples
Schotman, Peter C.
;
Straetmans, Stefan
;
Vries, Casper G. de
-
1997
Persistent link: https://www.econbiz.de/10000968761
Saved in:
4
Modelling of speculative bubbles and forecasting of market crashes
Gerlach, Jan-Christian
-
2021
Persistent link: https://www.econbiz.de/10012510251
Saved in:
5
The effect of data revision on the basic New Keynesian model
Vázquez, Jesús
;
María-Dolores, Ramón
;
Londoño, Juan M.
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 235-249
Persistent link: https://www.econbiz.de/10009690181
Saved in:
6
Detection of anticipated structural changes in a rational expectations environment
Uzeda, Luis
;
Jones, Callum
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1322-1327
Persistent link: https://www.econbiz.de/10010202917
Saved in:
7
Monetary shock and currency fluctuations : evidence from high frequency dataset
Maitra, Biswajit
;
Mukhopadhyay, C. K.
- In:
Journal of international economic review
8
(
2015
)
2
,
pp. 115-132
Persistent link: https://www.econbiz.de/10011584552
Saved in:
8
Cross-dynamics of exchange rate expectations : a wavelet analysis
Nikkinen, Jussi
;
Pynnönen, Seppo
;
Ranta, Mikko
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
3
,
pp. 205-217
Persistent link: https://www.econbiz.de/10009408606
Saved in:
9
Imperfect knowledge, asset price swings and structural slumps : a cointegrated VAR analysis of their interdependence
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688531
Saved in:
10
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
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