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Time series analysis
Theorie
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USA
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131,057
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124,933
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24,404
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22,838
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21,037
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20,570
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20,456
Capital income
20,381
Prognoseverfahren
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Forecasting model
19,933
CAPM
19,022
Wirkungsanalyse
18,622
United Kingdom
18,159
Impact assessment
18,114
Zeitreihenanalyse
17,791
Mathematische Optimierung
17,380
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Gil-Alaña, Luis A.
261
Caporale, Guglielmo Maria
208
Franses, Philip Hans
157
Koopman, Siem Jan
144
Phillips, Peter C. B.
132
Koop, Gary
84
McAleer, Michael
84
Lütkepohl, Helmut
82
Pesaran, M. Hashem
78
Gupta, Rangan
77
Teräsvirta, Timo
77
Härdle, Wolfgang
76
Sibbertsen, Philipp
67
Gao, Jiti
64
Harvey, Andrew C.
64
Stock, James H.
62
Kapetanios, George
61
Dijk, Herman K. van
59
Kunst, Robert M.
59
Lucas, André
59
Swanson, Norman R.
59
Watson, Mark W.
58
Maravall Herrero, Agustín
56
Marcellino, Massimiliano
56
Engle, Robert F.
54
Hassler, Uwe
54
Hyndman, Rob J.
54
Granger, C. W. J.
53
Taylor, Robert
52
Ghysels, Eric
48
Hallin, Marc
47
Bauwens, Luc
45
Dijk, Dick van
44
Perron, Pierre
44
Proietti, Tommaso
44
Ravazzolo, Francesco
44
Timmermann, Allan
44
Mills, Terence C.
42
Hendry, David F.
41
Lux, Thomas
41
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
32
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
10
Federal Reserve Bank of St. Louis
10
Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Quantitative Economics & Computing
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Gottfried Wilhelm Leibniz Universität Hannover
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Strathclyde / Department of Economics
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Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Law
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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London School of Economics and Political Science
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University of Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
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Institut für Höhere Studien
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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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Universität Basel / Institut für Statistik und Ökonometrie
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Université de Montréal / Département de sciences économiques
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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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Australien / Bureau of Statistics
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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>
3
Federal Reserve Bank of New York
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Institut für Wirtschaftswissenschaften <Wien>
3
Københavns Universitet / Økonomisk Institut
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Loughborough University / Department of Economics
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School of Finance and Business Economics <Perth, Western Australia>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
State University of New York at Albany / Department of Economics
3
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Journal of econometrics
399
International journal of forecasting
374
Economics letters
325
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
308
Journal of forecasting
247
Discussion paper / Tinbergen Institute
213
Applied economics
198
Econometric theory
198
Economic modelling
183
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
169
Econometric reviews
155
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
136
Applied economics letters
135
Working paper
127
Journal of applied econometrics
112
Energy economics
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Working paper / Department of Econometrics and Business Statistics, Monash University
104
CESifo working papers
100
Working paper / National Bureau of Economic Research, Inc.
95
Computational economics
93
CREATES research paper
91
Journal of economic dynamics & control
91
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
81
Journal of empirical finance
79
Journal of macroeconomics
76
NBER Working Paper
76
NBER working paper series
76
Oxford bulletin of economics and statistics
66
Finance research letters
65
Discussion paper / Centre for Economic Policy Research
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
The review of economics and statistics
62
Cowles Foundation discussion paper
57
Econometrics : open access journal
56
International review of economics & finance : IREF
55
SFB 649 discussion paper
55
Macroeconomic dynamics
54
The North American journal of economics and finance : a journal of financial economics studies
54
CAMA working paper series
53
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ECONIS (ZBW)
17,275
Other ZBW resources
6
RePEc
4
ArchiDok
2
EconStor
1
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1
Securitization and financial markets : the implications for interest rate pass-through
Robertson, Mari L.
- In:
Journal of financial economic policy
8
(
2016
)
4
,
pp. 472-498
Persistent link: https://www.econbiz.de/10011697839
Saved in:
2
The behavior of interest rates implied by the term structure of Eurodollar futures
Jegadeesh, Narasimhan
- In:
Journal of money, credit and banking : JMCB
28
(
1996
)
3
,
pp. 426-446
Persistent link: https://www.econbiz.de/10001334601
Saved in:
3
The integration of
mortgage
markets and capital markets
Goebel, Paul R.
- In:
Journal of the American Real Estate & Urban Economics …
21
(
1993
)
4
,
pp. 511-538
Persistent link: https://www.econbiz.de/10001160666
Saved in:
4
Analyzing dependence structure of equity, bond and money markets by using time-varying copulas
Nguyen, Cuong
;
Nguyen, Tristan
- In:
International journal of economics and finance
6
(
2014
)
3
,
pp. 37-54
Persistent link: https://www.econbiz.de/10010339644
Saved in:
5
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978435
Saved in:
6
Is lead-lag stronger under bad news? : Evidence from a complementary test
Jokivuolle, Esa
;
Lanne, Markku
-
1997
Persistent link: https://www.econbiz.de/10000963925
Saved in:
7
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 397-408
Persistent link: https://www.econbiz.de/10001412844
Saved in:
8
Forecasting financial time series using model averaging
Ravazzolo, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003580042
Saved in:
9
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
Saved in:
10
On the number of common unit roots in the term structure of interest rates
Johnson, Paul A.
- In:
Applied economics
26
(
1994
)
8
,
pp. 815-820
Persistent link: https://www.econbiz.de/10001164715
Saved in:
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