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~subject:"Time series analysis"
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Time series analysis
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Franses, Philip Hans
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87
Lütkepohl, Helmut
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Stock, James H.
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Taylor, Robert
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Gao, Jiti
40
Hendry, David F.
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Kapetanios, George
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Mills, Terence C.
39
Robinson, Peter M.
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Saikkonen, Pentti
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National Bureau of Economic Research
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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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Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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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
329
International journal of forecasting
317
Economics letters
276
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
237
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
168
Econometric reviews
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Economic modelling
115
Applied economics
105
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
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
Working paper
74
Applied economics letters
71
CREATES research paper
71
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Working paper / National Bureau of Economic Research, Inc.
60
NBER Working Paper
59
EUI working paper / ECO
58
Energy economics
57
NBER working paper series
56
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
53
Journal of empirical finance
52
CESifo working papers
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
45
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
41
Econometrics : open access journal
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Journal of macroeconomics
41
The review of economics and statistics
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ECONIS (ZBW)
12,528
EconStor
1
ArchiDok
1
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1
Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000955836
Saved in:
2
Short-term forecasting of Bulgarian GDP using a generalized dynamic factor model
Rogleva, Petra
-
2011
Persistent link: https://www.econbiz.de/10009383765
Saved in:
3
Interpreting the macroeconomic time series facts : the effects of monetary policy
Sims, Christopher A.
-
1992
Persistent link: https://www.econbiz.de/10000136389
Saved in:
4
Fiskalische Beurteilung der Staatsverschuldung mit ökonometrischen Methoden : eine empirische Studie für die Bundesrepublik Deutschland
Porath, Daniel
-
1999
Persistent link: https://www.econbiz.de/10001404880
Saved in:
5
Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001389305
Saved in:
6
Testing the Lucas critique : a review
Favero, Carlo A.
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 265-306
Persistent link: https://www.econbiz.de/10001133935
Saved in:
7
Cointegration, exogeneity, and policy analysis : an overview
Ericsson, Neil R.
- In:
Journal of policy modeling : JPMOD ; a social science …
14
(
1992
)
3
,
pp. 251-280
Persistent link: https://www.econbiz.de/10001125797
Saved in:
8
Narrative and VAR approaches to monetary policy : common identification problems
Leeper, Eric M.
- In:
Journal of monetary economics
40
(
1997
)
3
,
pp. 641-657
Persistent link: https://www.econbiz.de/10001231035
Saved in:
9
The impact of monetary regime changes : some exchange rate evidence
Caporale, Tony
- In:
Journal of economic behavior & organization : JEBO
35
(
1998
)
1
,
pp. 85-94
Persistent link: https://www.econbiz.de/10001244066
Saved in:
10
What does monetary policy do?
Leeper, Eric M.
- In:
Brookings papers on economic activity : BPEA
1996
(
1997
)
2
,
pp. 1-63
Persistent link: https://www.econbiz.de/10001219891
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