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~subject:"Time series analysis"
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Time series analysis
Theorie
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Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
120
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
88
Lütkepohl, Helmut
72
Härdle, Wolfgang
68
Koop, Gary
68
Pesaran, M. Hashem
64
McAleer, Michael
61
Teräsvirta, Timo
61
Sibbertsen, Philipp
56
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Lucas, André
52
Swanson, Norman R.
52
Granger, C. W. J.
50
Hyndman, Rob J.
50
Kunst, Robert M.
50
Dijk, Herman K. van
47
Hassler, Uwe
47
Engle, Robert F.
46
Hallin, Marc
45
Marcellino, Massimiliano
45
Bauwens, Luc
43
Proietti, Tommaso
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
37
Kapetanios, George
37
Timmermann, Allan
37
Johansen, Søren
36
Lux, Thomas
36
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National Bureau of Economic Research
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
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
4
University of Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
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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
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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
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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>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
2
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Journal of econometrics
326
International journal of forecasting
317
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
174
Econometric reviews
132
Economic modelling
112
Applied economics
103
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
95
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
79
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
75
Working paper
75
Applied economics letters
71
CREATES research paper
70
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
59
EUI working paper / ECO
58
Working paper / National Bureau of Economic Research, Inc.
56
Cowles Foundation discussion paper
55
Energy economics
54
NBER working paper series
54
Journal of empirical finance
53
Oxford bulletin of economics and statistics
53
CESifo working papers
49
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
41
The review of economics and statistics
41
Finance research letters
40
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ECONIS (ZBW)
12,411
EconStor
1
ArchiDok
1
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1
Ratings versus equity-based credit risk modelling : an empirical analysis
Nickell, Pamela
;
Perraudin, William R. M.
;
Varotto, Simone
-
2001
Persistent link: https://www.econbiz.de/10001581512
Saved in:
2
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
-
2006
the credit cycle from the micro rating data. We relate this cycle to the business cycle,
bank
lending conditions, and …
Persistent link: https://www.econbiz.de/10011348707
Saved in:
3
Tunisian banking loans strategy
Khalfaoui, Hamdi
- In:
African journal of economic and sustainable development
8
(
2021
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10012513784
Saved in:
4
Impact of
bank
capital on non-performing loans : new evidence of concave capital from dynamic panel-data and time series analysis in Malaysia
Yaman Hajja
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2921-2948
Persistent link: https://www.econbiz.de/10013329840
Saved in:
5
Funding liquidity creation by banks
Thakor, Anjan V.
;
Yu, Edison
-
2023
Persistent link: https://www.econbiz.de/10014282222
Saved in:
6
Exploring BIS credit-to-GDP gap critiques : theSwiss case
Jokipii, Terhi
;
Nyffeler, Reto
;
Riederer, Stéphane
-
2020
A growing body of literature has highlighted two important caveats to the credit-to-GDP gap as advocated by the
Bank
…
Persistent link: https://www.econbiz.de/10012302023
Saved in:
7
Modellierung von mehrjährigen Kreditausfallrisiken
Jobst, Rainer
-
2008
Persistent link: https://www.econbiz.de/10003635736
Saved in:
8
A novel default risk prediction and feature importance analysis technique for marketplace lending using machine learning
Hornuf, Lars
;
Drechsler, Rolf
- In:
Credit and capital markets : Kredit und Kapital
56
(
2023
)
1
,
pp. 27-62
Marketplace lending has fundamentally changed the relationship between borrowers and lenders in financial markets. As with many other financial products that have emerged in recent years, internet-based investors may be inexperienced in marketplace lending, highlighting the importance of...
Persistent link: https://www.econbiz.de/10014518604
Saved in:
9
Deposit insurance,
bank
capital structures and the demand for liquidity
Ramos, Alberto M.
-
1996
Persistent link: https://www.econbiz.de/10000982429
Saved in:
10
SPEI's diary : econometric analysis of a dynamic network
Gavilan-Rubio, Miguel Angel
;
Alexandrova-Kabadjova, Biliana
- In:
The journal of financial market infrastructures
6
(
2017/2018
)
2/3
,
pp. 93-119
Persistent link: https://www.econbiz.de/10011912389
Saved in:
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