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~subject:"Time series analysis"
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Time series analysis
Theorie
622,115
Theory
607,029
Wirtschaftswachstum
113,209
Economic growth
98,064
USA
46,004
Welt
45,312
United States
44,632
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36,242
Estimation
35,234
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24,285
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23,049
Portfolio-Management
19,379
Portfolio selection
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18,166
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17,949
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17,767
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17,723
Mathematische Optimierung
16,740
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16,635
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14,028
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EU countries
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Zeitreihenanalyse
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Produktivität
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Finanzmarkt
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Income distribution
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Financial market
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Entwicklungsländer
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Franses, Philip Hans
139
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
121
Koopman, Siem Jan
118
Caporale, Guglielmo Maria
91
Lütkepohl, Helmut
72
Koop, Gary
70
Härdle, Wolfgang
68
Pesaran, M. Hashem
65
Teräsvirta, Timo
61
McAleer, Michael
60
Sibbertsen, Philipp
57
Harvey, Andrew C.
56
Maravall Herrero, Agustín
55
Swanson, Norman R.
52
Granger, C. W. J.
50
Kunst, Robert M.
50
Hyndman, Rob J.
49
Dijk, Herman K. van
47
Lucas, André
47
Engle, Robert F.
46
Hassler, Uwe
46
Hallin, Marc
45
Marcellino, Massimiliano
45
Proietti, Tommaso
44
Stock, James H.
44
Bauwens, Luc
43
Mills, Terence C.
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Dijk, Dick van
39
Hendry, David F.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Timmermann, Allan
38
Feng, Yuanhua
37
Kapetanios, George
37
Watson, Mark W.
37
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National Bureau of Economic Research
71
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
32
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Analytical Finance <Århus>
6
Christian-Albrechts-Universität zu Kiel
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Quantitative Economics & Computing
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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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University of Strathclyde / 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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University of Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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Institut für Weltwirtschaft
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Norges Bank / Utredningsavdelingen
3
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 Otago / Commerce Division
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
Centre for Growth and Business Cycle Research <Manchester>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
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Journal of econometrics
327
International journal of forecasting
323
Economics letters
280
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Journal of forecasting
224
Econometric theory
190
Discussion paper / Tinbergen Institute
171
Econometric reviews
131
Economic modelling
121
Applied economics
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Journal of applied econometrics
95
Applied economics letters
88
Working paper
79
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
74
CREATES research paper
71
Journal of economic dynamics & control
69
NBER Working Paper
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
60
Working paper / National Bureau of Economic Research, Inc.
60
EUI working paper / ECO
59
NBER working paper series
58
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
53
Journal of empirical finance
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
CESifo working papers
49
Discussion paper / Centre for Economic Policy Research
49
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
45
Journal of macroeconomics
45
SFB 649 discussion paper
45
Econometrics : open access journal
42
Discussion paper / Center for Economic Research, Tilburg University
41
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ECONIS (ZBW)
13,121
RePEc
4
EconStor
1
ArchiDok
1
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1
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13,127
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date (oldest first)
1
Uncovering changing relations in financial and monetary economics
Meller, Barbara
-
2009
Persistent link: https://www.econbiz.de/10003909765
Saved in:
2
Revisiting the nexus of the financial development and economic development : new international evidence using a wavelet approach
Karlsson, Hyunjoo Kim
;
Månsson, Kristofer
;
Hacker, Scott
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2323-2350
Persistent link: https://www.econbiz.de/10012585566
Saved in:
3
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
4
Dating the integration of world equity markets
Bekaert, Geert
;
Harvey, Campbell R.
;
Lumsdaine, Robin L.
-
1998
Persistent link: https://www.econbiz.de/10000675607
Saved in:
5
Good news, bad news and international spillovers of stock return volatility between Japan and the US
Bae, Kee-hong
- In:
Pacific-Basin finance journal
2
(
1994
)
4
,
pp. 405-438
Persistent link: https://www.econbiz.de/10001178925
Saved in:
6
Empirical analysis of short-term Eurocurrency rates : evidence from a transfer function error correction model
Chiang, Thomas C.
- In:
Journal of economics & business
47
(
1995
)
4
,
pp. 335-351
Persistent link: https://www.econbiz.de/10001191276
Saved in:
7
A multivariate GARCH model of international transmissions of stock returns and volatility : the case of the United States and Canada
Karolyi, G. Andrew
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 11-25
Persistent link: https://www.econbiz.de/10001177129
Saved in:
8
On the time varying nature of herding behaviour: evidence from major European indices
Stavroyiannis, Stavros
;
Babalos, Vassilios
- In:
Global business & economics review
17
(
2015
)
3
,
pp. 298-309
Persistent link: https://www.econbiz.de/10011498524
Saved in:
9
A note on cointegration of international stock market indices
Dimpfl, Thomas
- In:
International review of financial analysis
33
(
2014
),
pp. 10-16
Persistent link: https://www.econbiz.de/10010520092
Saved in:
10
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707065
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