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Time series analysis
Theorie
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USA
45,592
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Franses, Philip Hans
145
Gil-Alaña, Luis A.
142
Caporale, Guglielmo Maria
129
Phillips, Peter C. B.
125
Koopman, Siem Jan
119
Lütkepohl, Helmut
74
Härdle, Wolfgang
68
Koop, Gary
68
Pesaran, M. Hashem
64
Teräsvirta, Timo
63
McAleer, Michael
61
Sibbertsen, Philipp
59
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Kunst, Robert M.
52
Swanson, Norman R.
52
Granger, C. W. J.
51
Hyndman, Rob J.
51
Hassler, Uwe
50
Marcellino, Massimiliano
50
Dijk, Herman K. van
49
Lucas, André
48
Engle, Robert F.
46
Hallin, Marc
46
Proietti, Tommaso
45
Bauwens, Luc
43
Taylor, Robert
43
Perron, Pierre
42
Ghysels, Eric
41
Hendry, David F.
41
Kapetanios, George
41
Stock, James H.
41
Gao, Jiti
40
Gupta, Rangan
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Timmermann, Allan
39
Dijk, Dick van
38
Feng, Yuanhua
38
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National Bureau of Economic Research
68
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
31
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
8
European University Institute / Department of Law
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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 / Institut für Volkswirtschaftslehre
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Umeå Universitet / Institutionen för Nationalekonomi
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Gottfried Wilhelm Leibniz Universität Hannover
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University of Strathclyde / Department of Economics
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Christian-Albrechts-Universität zu Kiel
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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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University of Exeter / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institut für Höhere Studien
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Institut für Weltwirtschaft
4
University of Cambridge / Department of Applied 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
3
Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
2
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International journal of forecasting
332
Journal of econometrics
329
Economics letters
288
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Journal of forecasting
233
Econometric theory
190
Discussion paper / Tinbergen Institute
177
Econometric reviews
132
Applied economics
131
Economic modelling
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Journal of applied econometrics
92
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Working paper
78
Applied economics letters
77
Computational economics
76
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
CREATES research paper
72
Journal of economic dynamics & control
70
EUI working paper / ECO
61
CESifo working papers
60
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
59
NBER Working Paper
59
Working paper / National Bureau of Economic Research, Inc.
58
Cowles Foundation discussion paper
55
NBER working paper series
55
Journal of empirical finance
54
Oxford bulletin of economics and statistics
54
Journal of macroeconomics
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
Discussion paper / Centre for Economic Policy Research
45
SFB 649 discussion paper
45
Finance research letters
44
Discussion paper / Center for Economic Research, Tilburg University
42
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ECONIS (ZBW)
13,388
EconStor
2
ArchiDok
2
RePEc
1
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date (oldest first)
1
Arch-modeling managed-floating foreign exchange rates : the European ERM experience
Kam, Simon W.
-
1996
Persistent link: https://www.econbiz.de/10000952097
Saved in:
2
The message in weekly exchange rates in the European monetary system : mean reversion, conditional heteroskedasticity and jumps
Vlaar, Peter J. G.
;
Palm, Franz C.
-
1992
Persistent link: https://www.econbiz.de/10000831061
Saved in:
3
Impact of EMS membership on its nominal exchange rate volatility : an approach with univariate and multivariate GARCH models
Hong, Kabsoo
- In:
Seoul journal of economics
5
(
1992
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10001133560
Saved in:
4
The message in weekly exchange rates in the European Monetary System : mean reversion, conditional heteroscedasticity, and jumps
Vlaar, Peter J. G.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
3
,
pp. 351-360
Persistent link: https://www.econbiz.de/10001146825
Saved in:
5
Measuring economic convergence
Hall, Stephen G.
- In:
International journal of finance & economics : IJFE
2
(
1997
)
2
,
pp. 131-143
Persistent link: https://www.econbiz.de/10001227650
Saved in:
6
Inflation
convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Saved in:
7
Exchange rate forecasting in the West African Monetary Zone : a comparison of forecast performance of time series models
Issahaku, Haruna
;
Abdulai, Hamdeeya
;
Kriese, Maryiam
; …
- In:
Ghanaian journal of economics : GJE ; a journal of the …
3
(
2015
),
pp. 45-69
Persistent link: https://www.econbiz.de/10011496886
Saved in:
8
Zinssätze: Hypothesen über kurz- und langfristige Gleichgewichte : eine empirische Untersuchung über den internationalen Zinszusammenhang mit dem Schwerpunkt Schweiz
Schlegel, Andreas
-
1993
Persistent link: https://www.econbiz.de/10000872629
Saved in:
9
Common trends and structural change : a dynamic macro model for the pre- and postrevolution Islamic Republic of Iran
Becker, Torbjörn
-
1999
Persistent link: https://www.econbiz.de/10001400035
Saved in:
10
National price levels, purchasing power parity, and cointegration : a test of four high
inflation
economies
McNown, Robert F.
- In:
Journal of international money and finance
8
(
1989
)
4
,
pp. 533-545
Persistent link: https://www.econbiz.de/10001074872
Saved in:
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