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~subject:"Time series analysis"
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Time series analysis
Theorie
628,327
Theory
613,425
Finanzkrise
59,202
Financial crisis
58,930
USA
46,683
United States
45,411
Welt
38,711
World
37,969
Schätzung
32,359
Estimation
31,590
Geldpolitik
29,774
Monetary policy
28,902
Deutschland
24,437
Germany
22,929
Portfolio-Management
19,769
Portfolio selection
19,563
Risiko
18,964
Risk
18,772
Mathematische Optimierung
17,047
Mathematical programming
16,942
EU-Staaten
15,716
EU countries
15,324
Wirtschaftswachstum
15,157
Prognoseverfahren
15,007
Zinsstruktur
14,787
Forecasting model
14,729
Yield curve
14,569
Economic growth
14,530
Börsenkurs
13,584
Share price
13,367
Finanzmarkt
13,262
Zeitreihenanalyse
13,126
Financial market
13,021
Spieltheorie
12,748
Volatilität
12,213
Konjunktur
12,111
Game theory
12,023
Volatility
11,951
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11,847
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3,906
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Article
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6,299
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5,923
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3,256
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Franses, Philip Hans
135
Phillips, Peter C. B.
130
Koopman, Siem Jan
125
Gil-Alaña, Luis A.
119
Caporale, Guglielmo Maria
97
Lütkepohl, Helmut
73
Härdle, Wolfgang
69
Koop, Gary
69
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
McAleer, Michael
58
Sibbertsen, Philipp
58
Harvey, Andrew C.
57
Maravall Herrero, Agustín
57
Swanson, Norman R.
52
Kunst, Robert M.
51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Lucas, André
50
Engle, Robert F.
49
Hassler, Uwe
48
Dijk, Herman K. van
47
Marcellino, Massimiliano
47
Hallin, Marc
46
Bauwens, Luc
44
Proietti, Tommaso
44
Perron, Pierre
42
Taylor, Robert
42
Ghysels, Eric
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Timmermann, Allan
38
Feng, Yuanhua
37
Kapetanios, George
37
Ravazzolo, Francesco
37
Dijk, Dick van
36
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National Bureau of Economic Research
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
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
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
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
Université de Montréal / Département de sciences économiques
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
320
Economics letters
282
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Journal of forecasting
225
Econometric theory
190
Discussion paper / Tinbergen Institute
173
Econometric reviews
133
Economic modelling
117
Applied economics
107
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
91
Computational economics
81
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
77
Working paper
77
Applied economics letters
74
CREATES research paper
73
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
58
Journal of empirical finance
57
NBER Working Paper
57
Cowles Foundation discussion paper
56
Working paper / National Bureau of Economic Research, Inc.
56
Oxford bulletin of economics and statistics
55
NBER working paper series
54
CESifo working papers
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
47
Finance research letters
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
SFB 649 discussion paper
46
EUI working paper / ECO
45
Discussion paper / Center for Economic Research, Tilburg University
42
Econometrics : open access journal
42
The review of economics and statistics
42
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ECONIS (ZBW)
12,743
EconStor
1
ArchiDok
1
RePEc
1
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1
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
-
2015
Persistent link: https://www.econbiz.de/10011305234
Saved in:
2
Euro money market spreads during the 2007 - ? financial crisis
Cassola, Nuno
;
Morana, Claudio
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 548-557
Persistent link: https://www.econbiz.de/10009615662
Saved in:
3
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
4
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
5
Business cycles and interest rate spread in the US, Europe and Japan : a stochastic approach
Fayolle, Jacky
;
Mathis, Alexandre
-
1994
Persistent link: https://www.econbiz.de/10000894343
Saved in:
6
Long-memory inflation uncertainty : evidence from the term structure of interest rates
Backus, David
;
Zin, Stanley E.
-
1993
Persistent link: https://www.econbiz.de/10000857487
Saved in:
7
Factor analysis of predictive curves, with applications to the term structure of interest rates
Bowden, Roger J.
;
Lim, Guay C.
;
Martin, Vance
-
1994
Persistent link: https://www.econbiz.de/10000881564
Saved in:
8
Interpreting spectral analyses in terms of time-domain models
Engle, Robert F.
-
1974
Persistent link: https://www.econbiz.de/10000646437
Saved in:
9
Unit-root tests and asymmetric adjustment with an example using the term strcuture of interest rates
Enders, Walter
;
Granger, C. W. J.
-
1996
Persistent link: https://www.econbiz.de/10000955311
Saved in:
10
Two factors along the yield curve
Gong, Frank Fangxiong
;
Remolona, Eli M.
-
1996
Persistent link: https://www.econbiz.de/10000962047
Saved in:
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