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~subject:"Time series analysis"
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Time series analysis
Theorie
624,298
Theory
609,389
Geldpolitik
90,980
Monetary policy
84,026
USA
49,579
United States
48,036
Schätzung
35,916
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34,923
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16,890
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16,784
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15,811
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15,302
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14,791
Finanzpolitik
14,755
Wirkungsanalyse
14,641
Forecasting model
14,499
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14,329
Fiscal policy
14,179
Konjunktur
13,896
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13,737
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13,566
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13,466
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Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
117
Gil-Alaña, Luis A.
113
Caporale, Guglielmo Maria
93
Lütkepohl, Helmut
84
Koop, Gary
74
Härdle, Wolfgang
69
Pesaran, M. Hashem
65
McAleer, Michael
63
Teräsvirta, Timo
62
Maravall Herrero, Agustín
56
Sibbertsen, Philipp
56
Harvey, Andrew C.
55
Swanson, Norman R.
54
Granger, C. W. J.
50
Hyndman, Rob J.
50
Kunst, Robert M.
50
Dijk, Herman K. van
49
Marcellino, Massimiliano
48
Lucas, André
47
Engle, Robert F.
46
Hallin, Marc
46
Hassler, Uwe
46
Perron, Pierre
44
Bauwens, Luc
43
Proietti, Tommaso
43
Gao, Jiti
42
Stock, James H.
42
Taylor, Robert
42
Ghysels, Eric
41
Kapetanios, George
41
Hendry, David F.
40
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Timmermann, Allan
39
Feng, Yuanhua
37
Johansen, Søren
37
Lux, Thomas
36
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National Bureau of Economic Research
73
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Analytical Finance <Århus>
6
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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Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Law
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London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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University of Cambridge / Department of Applied Economics
5
University of Exeter / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Université de Montréal / Département de sciences économiques
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
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 Southampton / Department of Economics
3
Australien / Bureau of Statistics
2
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
338
International journal of forecasting
322
Economics letters
290
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
242
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
173
Econometric reviews
132
Economic modelling
119
Applied economics
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
100
Journal of applied econometrics
96
Computational economics
82
Working paper
82
Journal of economic dynamics & control
80
Working paper / Department of Econometrics and Business Statistics, Monash University
80
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
73
CREATES research paper
73
NBER Working Paper
64
Energy economics
61
Working paper / National Bureau of Economic Research, Inc.
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER working paper series
60
Cowles Foundation discussion paper
56
Oxford bulletin of economics and statistics
56
Journal of empirical finance
53
CESifo working papers
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
Journal of macroeconomics
48
The econometrics journal
48
European journal of operational research : EJOR
47
SFB 649 discussion paper
47
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
44
Econometrics : open access journal
43
The review of economics and statistics
43
Discussion paper / Centre for Economic Policy Research
42
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ECONIS (ZBW)
13,043
ArchiDok
2
EconStor
1
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1
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1
A VAR model for monetary policy analysis in a small open economy
Jacobson, Tor
;
Jansson, Per
;
Vredin, Anders
;
Warne, Anders
-
1999
for economic analysis. This paper demonstrates how a VAR model with long run restrictions justified by economic
theory
can …
Persistent link: https://www.econbiz.de/10011584357
Saved in:
2
Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Macroeconomic dynamics
19
(
2015
)
7
,
pp. 1565-1592
Persistent link: https://www.econbiz.de/10011515386
Saved in:
3
Dynamic stochastic general equilibrium models under a liquidity trap and self-organizing state space modeling
Yano, Koiti
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003816309
Saved in:
4
Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena
- In:
Computational economics
55
(
2020
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10012222592
Saved in:
5
Macroeconomic fluctuations without indeterminacy
Brault, Joshua
;
Khan, Hashmat
;
Phaneuf, Louis
;
Victor, …
-
2021
Persistent link: https://www.econbiz.de/10012596239
Saved in:
6
Chapter 2. DSGE Model-Based Forecasting
Negro, Marco Del
;
Schorfheide, Frank
- In:
Handbook of Economic Forecasting : volume 2, part A
,
(pp. 57-140)
.
2013
Dynamic stochastic general equilibrium (DSGE) models use modern macroeconomic
theory
to explain and predict comovements …
Persistent link: https://www.econbiz.de/10014025547
Saved in:
7
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
Saved in:
8
News, noise, and Indian business cycle
Goyal, Ashima
;
Kumar, Abhishek
- In:
Bulletin of economic research
74
(
2022
)
2
,
pp. 503-538
Persistent link: https://www.econbiz.de/10013188724
Saved in:
9
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
10
Nowcasting GDP growth for small open economies with a mixed-frequency structural model
Yau, Ruey
;
Hueng, C. James
- In:
Computational economics
54
(
2019
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10012134110
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