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Time series analysis
Theorie
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Consumer behaviour
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Börsenkurs
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Share price
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Business cycle
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Asymmetrische Information
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EU-Staaten
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Franses, Philip Hans
146
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126
Koopman, Siem Jan
121
Gil-Alaña, Luis A.
118
Caporale, Guglielmo Maria
93
Lütkepohl, Helmut
73
Koop, Gary
71
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69
McAleer, Michael
66
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64
Teräsvirta, Timo
61
Maravall Herrero, Agustín
59
Harvey, Andrew C.
58
Sibbertsen, Philipp
56
Marcellino, Massimiliano
55
Swanson, Norman R.
54
Hyndman, Rob J.
52
Kunst, Robert M.
51
Granger, C. W. J.
50
Hallin, Marc
48
Lucas, André
48
Dijk, Herman K. van
47
Proietti, Tommaso
47
Bauwens, Luc
46
Engle, Robert F.
46
Hassler, Uwe
46
Ravazzolo, Francesco
45
Stock, James H.
44
Hendry, David F.
43
Ghysels, Eric
42
Perron, Pierre
42
Taylor, Robert
42
Kapetanios, George
41
Gao, Jiti
40
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Timmermann, Allan
38
Dijk, Dick van
37
Feng, Yuanhua
37
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National Bureau of Economic Research
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Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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University of Exeter / Department of Economics
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Birkbeck College / Department of Economics
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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School of Economics <Bundoora, Victoria> / Department of Economics
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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
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Université de Montréal / Département de sciences économiques
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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>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
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International journal of forecasting
344
Journal of econometrics
338
Economics letters
287
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
246
Journal of forecasting
230
Econometric theory
190
Discussion paper / Tinbergen Institute
174
Econometric reviews
133
Economic modelling
121
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Applied economics
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Journal of applied econometrics
91
Working paper
83
Computational economics
81
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Applied economics letters
74
CREATES research paper
71
Journal of economic dynamics & control
67
NBER Working Paper
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
CESifo working papers
60
Energy economics
60
Working paper / National Bureau of Economic Research, Inc.
59
NBER working paper series
58
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
54
Journal of empirical finance
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
The econometrics journal
49
European journal of operational research : EJOR
48
Discussion papers of interdisciplinary research project 373
46
Finance research letters
46
EUI working paper / ECO
45
SFB 649 discussion paper
45
Journal of macroeconomics
44
Econometrics : open access journal
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The review of economics and statistics
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ECONIS (ZBW)
13,011
EconStor
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Real-time signal extraction with regularized multivariate direct filter approach
Buss, Ginters
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 206-216
Persistent link: https://www.econbiz.de/10011580266
Saved in:
2
Do leading indexes really influence the probability of Australian business cycle phase shifts?
Layton, Allan P.
-
1996
Persistent link: https://www.econbiz.de/10000610231
Saved in:
3
Nowcasting and predicting data revisions in real time using qualitative panel survey data
Matheson, Troy
(
contributor
);
Mitchell, James
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003410248
Saved in:
4
Improved forecasting with leading indicators : the principal covariate index
Heij, Christiaan
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003484195
Saved in:
5
Forecasting with factors : the accuracy of timeliness
Gillitzer, Christian
;
Kearns, Jonathan
-
2007
Persistent link: https://www.econbiz.de/10003465938
Saved in:
6
Nowcasting and predicting data revisions using panel survey data
Matheson, Troy D.
;
Mitchell, James
;
Silverstone, Brian
- In:
Journal of forecasting
29
(
2010
)
3
,
pp. 313-330
Persistent link: https://www.econbiz.de/10003962574
Saved in:
7
A note on band-pass filters based on the Hodrick-Prescott filter and the OECD system of composite leading indicators
Yamada, Hiroshi
- In:
Journal of business cycle measurement and analysis : a …
(
2011
)
2
,
pp. 105-109
Persistent link: https://www.econbiz.de/10009500851
Saved in:
8
Measuring uncertainty
Jurado, Kyle
;
Ludvigson, Sydney C.
;
Ng, Serena
- In:
The American economic review
105
(
2015
)
3
,
pp. 1177-1216
Persistent link: https://www.econbiz.de/10010519863
Saved in:
9
Predicting recessions with leading indicators : model averaging and selection over the business cycle
Berge, Travis J.
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 455-471
Persistent link: https://www.econbiz.de/10011343630
Saved in:
10
Measuring US business cycles : a comparison of two methods and two indicators of economic activities ; (with appendix A)
Ahking, Francis W.
-
2015
Persistent link: https://www.econbiz.de/10011348584
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