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Time series analysis
Theorie
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130,729
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USA
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Prognoseverfahren
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Spillover-Effekt
18,320
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17,919
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Gil-Alaña, Luis A.
247
Caporale, Guglielmo Maria
203
Franses, Philip Hans
155
Koopman, Siem Jan
147
Phillips, Peter C. B.
132
Koop, Gary
92
McAleer, Michael
89
Pesaran, M. Hashem
85
Lütkepohl, Helmut
84
Teräsvirta, Timo
79
Härdle, Wolfgang
76
Gupta, Rangan
75
Sibbertsen, Philipp
68
Dijk, Herman K. van
65
Gao, Jiti
65
Harvey, Andrew C.
64
Kapetanios, George
62
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61
Lucas, André
59
Swanson, Norman R.
58
Maravall Herrero, Agustín
57
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56
Marcellino, Massimiliano
56
Ravazzolo, Francesco
55
Stock, James H.
54
Hassler, Uwe
53
Taylor, Robert
52
Watson, Mark W.
52
Engle, Robert F.
50
Granger, C. W. J.
50
Dijk, Dick van
48
Bauwens, Luc
47
Ghysels, Eric
46
Hallin, Marc
46
Mills, Terence C.
46
Perron, Pierre
46
Proietti, Tommaso
44
Breitung, Jörg
42
Chan, Joshua
42
Timmermann, Allan
42
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31
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12
Econometrisch Instituut <Rotterdam>
10
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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Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Law
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University of Cambridge / Department of Applied Economics
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London School of Economics and Political Science
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Organisation for Economic Co-operation and Development
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Australian National University / Faculty of Economics and Commerce
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Australien / Bureau of Statistics
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Centre for Growth and Business Cycle Research <Manchester>
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Federal Reserve Bank of New York
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Københavns Universitet / Økonomisk Institut
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Loughborough University / Department of Economics
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Norges Bank / Utredningsavdelingen
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Shakai-Keizai-Kenkyūsho <Osaka>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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Universitetet i Oslo / Økonomisk institutt
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University of Chicago / Center for Research in Security Prices
3
University of New England / Department of Econometrics
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Journal of econometrics
403
International journal of forecasting
367
Economics letters
324
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
291
Journal of forecasting
250
Discussion paper / Tinbergen Institute
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Econometric theory
199
Applied economics
194
Economic modelling
188
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Econometric reviews
151
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
142
Applied economics letters
140
Working paper
123
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
117
Journal of applied econometrics
116
Working paper / Department of Econometrics and Business Statistics, Monash University
111
Energy economics
106
CESifo working papers
104
Computational economics
93
Journal of economic dynamics & control
88
CREATES research paper
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
NBER Working Paper
80
NBER working paper series
77
Working paper / National Bureau of Economic Research, Inc.
73
Journal of empirical finance
70
Journal of macroeconomics
67
Discussion paper / Centre for Economic Policy Research
65
Oxford bulletin of economics and statistics
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
Finance research letters
60
Econometrics : open access journal
59
CAMA working paper series
57
Cowles Foundation discussion paper
57
SFB 649 discussion paper
56
Macroeconomic dynamics
54
The econometrics journal
54
International review of economics & finance : IREF
53
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
17,287
RePEc
9
Other ZBW resources
4
EconStor
2
ArchiDok
1
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1
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 337-359
Persistent link: https://www.econbiz.de/10013334751
Saved in:
2
Identifying news shocks with forecast data
Hirose, Yasuo
;
Kurozumi, Takushi
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1442-1471
Persistent link: https://www.econbiz.de/10012618220
Saved in:
3
Nonlinear impacts of international business cycles on the UK : a Bayesian smooth transition VAR approach
Gefang, Deborah
;
Strachan, Rodney W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009514130
Saved in:
4
Testing for international business cycles : A multilevel factor model with stochastic factor selection
Berger, Tino
;
Everaert, Gerdie
;
Pozzi, Lorenzo
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012628242
Saved in:
5
Monetary policy shocks : we got news!
Gomes, Sandra
;
Iskrev, Nikolay
;
Mendicino, Caterina
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 108-128
Persistent link: https://www.econbiz.de/10011740491
Saved in:
6
Analyzing business and financial cycles using multi-level factor models
Breitung, Jörg
;
Eickmeier, Sandra
-
2014
This paper compares alternative
estimation
procedures for multi-level factor models which imply blocks of zero …
Persistent link: https://www.econbiz.de/10010373684
Saved in:
7
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:
8
The expectational effects of news in business cycles : evidence from forecast data
Miyamoto, Wataru
;
Nguyen, Thuy Lan
- In:
Journal of monetary economics
116
(
2020
),
pp. 184-200
Persistent link: https://www.econbiz.de/10012495170
Saved in:
9
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
inference that feature varying level of trade-off between
estimation
precision and computational speed. Using monthly data for …
Persistent link: https://www.econbiz.de/10014314068
Saved in:
10
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014316029
Saved in:
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