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~subject:"Time series analysis"
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On business cycle fluctuations...
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Time series analysis
Theorie
629,360
Theory
614,458
USA
330,552
United States
291,957
Schätzung
131,292
Estimation
125,160
Geldpolitik
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Welt
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World
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Germany
46,039
Prognoseverfahren
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40,488
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40,167
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33,674
Zeitreihenanalyse
29,906
Börsenkurs
29,855
Wirtschaftswachstum
29,392
Share price
29,375
Economic growth
28,106
Wirkungsanalyse
25,024
Portfolio-Management
24,791
Portfolio selection
24,499
Risiko
24,452
Impact assessment
24,413
Großbritannien
24,281
Risk
24,208
Kapitaleinkommen
23,559
Capital income
23,475
Finanzkrise
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United Kingdom
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Gil-Alaña, Luis A.
342
Caporale, Guglielmo Maria
262
Phillips, Peter C. B.
246
Koopman, Siem Jan
219
Franses, Philip Hans
213
McAleer, Michael
139
Gao, Jiti
136
Teräsvirta, Timo
127
Lütkepohl, Helmut
120
Gupta, Rangan
117
Pesaran, M. Hashem
109
Kapetanios, George
105
Sibbertsen, Philipp
102
Koop, Gary
100
Harvey, Andrew C.
98
Hyndman, Rob J.
92
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
85
Lucas, André
84
Perron, Pierre
84
Johansen, Søren
82
Marcellino, Massimiliano
81
Dijk, Herman K. van
79
Hendry, David F.
79
Engle, Robert F.
78
Proietti, Tommaso
74
Kunst, Robert M.
73
Swanson, Norman R.
73
Mills, Terence C.
72
Granger, C. W. J.
71
Maravall Herrero, Agustín
71
Dijk, Dick van
70
Hassler, Uwe
69
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Hallin, Marc
62
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National Bureau of Economic Research
200
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
62
European University Institute / Department of Economics
34
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
16
Centre for Quantitative Economics & Computing
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Centre for Analytical Finance <Århus>
12
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Umeå Universitet / Institutionen för Nationalekonomi
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Federal Reserve Bank of St. Louis
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European University Institute / Department of Law
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London School of Economics and Political Science
10
University of Cambridge / Department of Applied Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Europäische Kommission / Statistisches Amt
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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University of Strathclyde / Department of Economics
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Christian-Albrechts-Universität zu Kiel
6
Institut für Weltwirtschaft
6
State University of New York at Albany / Department of Economics
6
University of Exeter / Department of Economics
6
Australien / Bureau of Statistics
5
Birkbeck College / Department of Economics
5
Center for Economic Research <Tilburg>
5
Institut für Wirtschaftswissenschaften <Wien>
5
Queen Mary College / Department of Economics
5
School of Finance and Business Economics <Perth, Western Australia>
5
University of Canterbury / Dept. of Economics and Finance
5
University of Southampton / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Centre for Growth and Business Cycle Research <Manchester>
4
Institut für Höhere Studien
4
Københavns Universitet / Økonomisk Institut
4
Loughborough University / Department of Economics
4
Norges Bank / Utredningsavdelingen
4
Organisation for Economic Co-operation and Development
4
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
4
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Journal of econometrics
714
International journal of forecasting
572
Economics letters
459
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
404
Journal of forecasting
331
Discussion paper / Tinbergen Institute
327
Applied economics
322
Econometric theory
316
Economic modelling
263
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
224
Econometric reviews
220
Energy economics
208
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Working paper / Department of Econometrics and Business Statistics, Monash University
198
Working paper
187
CREATES research paper
165
NBER Working Paper
165
NBER working paper series
162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Computational economics
141
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
135
Journal of economic dynamics & control
114
Cowles Foundation discussion paper
111
Discussion paper / Centre for Economic Policy Research
110
Econometrics : open access journal
109
Journal of empirical finance
107
Finance research letters
103
Journal of macroeconomics
101
Oxford bulletin of economics and statistics
101
The econometrics journal
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
85
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
SFB 649 discussion paper
78
Physica A: Statistical Mechanics and its Applications
76
The North American journal of economics and finance : a journal of financial economics studies
76
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ECONIS (ZBW)
28,619
RePEc
175
Other ZBW resources
66
EconStor
12
BASE
7
ArchiDok
5
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date (oldest first)
1
Asymmetric business cycle fluctuations in Caribbean economies
Kiani, Khurshid M.
- In:
International journal of economic perspectives : IJEP
5
(
2011
)
2
,
pp. 121-140
Persistent link: https://www.econbiz.de/10011587461
Saved in:
2
Forecasting with VAR models : fat tails and stochastic
volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2015
Persistent link: https://www.econbiz.de/10011312174
Saved in:
3
Forecasting with VAR models : fat tails and stochastic
volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pintér, Gábor
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1124-1143
Persistent link: https://www.econbiz.de/10011746951
Saved in:
4
Forecasting Peruvian macroeconomic variables with Bayesian Vector autorregressions with time-varying in the mean
Pérez Forero, Fernando
-
2021
Persistent link: https://www.econbiz.de/10012543349
Saved in:
5
Anticipating business-cycle turning points in real time using density forecasts from a VAR
Schreiber, Sven
;
Soldatenkova, Natalia
- In:
Journal of macroeconomics
47
(
2016
),
pp. 166-187
Persistent link: https://www.econbiz.de/10011707598
Saved in:
6
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
7
Drifts, volatilities, and impulse responses over the last century
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
-
2014
than you think.", respectively. We use vector autoregression with time-varying parameters and stochastic
volatility
to …
Persistent link: https://www.econbiz.de/10010489284
Saved in:
8
The time-varying effects of permanent and transistory shocks to real output
Keating, John William
;
Valcarcel, Victor J.
- In:
Macroeconomic dynamics
19
(
2015
)
3
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
Saved in:
9
A tale of two major postwar business cycle episodes
Khan, Hashmat
;
Phaneuf, Louis
;
Victor, Jean Gardy
-
2020
-
revised 20 April 2020
Persistent link: https://www.econbiz.de/10012228112
Saved in:
10
Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Zanetti Chini, Emilio
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 711-732
Persistent link: https://www.econbiz.de/10012031089
Saved in:
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