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~subject:"Time series analysis"
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Time series analysis
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Franses, Philip Hans
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109
Lütkepohl, Helmut
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Härdle, Wolfgang
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Koop, Gary
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56
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55
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Granger, C. W. J.
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Marcellino, Massimiliano
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Hallin, Marc
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Bauwens, Luc
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Taylor, Robert
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Ghysels, Eric
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Kapetanios, George
41
Perron, Pierre
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Gao, Jiti
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Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
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Stock, James H.
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Dijk, Dick van
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Feng, Yuanhua
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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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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Shakai-Keizai-Kenkyūsho <Osaka>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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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>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
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Journal of econometrics
328
International journal of forecasting
319
Economics letters
280
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
238
Journal of forecasting
228
Econometric theory
190
Discussion paper / Tinbergen Institute
174
Econometric reviews
132
Economic modelling
118
Applied economics
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
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
89
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
75
Computational economics
74
CREATES research paper
71
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
60
Energy economics
59
NBER Working Paper
57
Working paper / National Bureau of Economic Research, Inc.
57
Cowles Foundation discussion paper
55
Journal of empirical finance
54
CESifo working papers
53
NBER working paper series
53
Oxford bulletin of economics and statistics
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
SFB 649 discussion paper
45
Journal of macroeconomics
44
Discussion paper / Center for Economic Research, Tilburg University
42
Econometrics : open access journal
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ECONIS (ZBW)
12,831
EconStor
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1
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1
Wechselkursunsicherheit und Außenhandel : eine empirische Analyse unter besonderer Berücksichtigung bilateraler und sektoral disaggregierter Handelsströme
Schwier, Rolf
-
1993
Persistent link: https://www.econbiz.de/10000347976
Saved in:
2
The currency composition of firms' balance sheets, asset value correlations, and capital requirements
Byström, Hans N. E.
- In:
Global finance journal
34
(
2017
),
pp. 89-99
Persistent link: https://www.econbiz.de/10011802972
Saved in:
3
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M.
- In:
Economic modelling
33
(
2013
),
pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
Saved in:
4
Financial assets, expected return and risk, speculation, uncertainty, and exchange rate determination
Kallianiotis, Ioannis N.
;
Bianchi, Karen
;
Arize, …
- In:
European research studies
23
(
2020
)
3
,
pp. 3-30
Persistent link: https://www.econbiz.de/10012286910
Saved in:
5
Time series prognostication models applied to the US dollar and the Japanes yen
Arize, Augustine Chuck
;
Berendt, Charles J.
; …
- In:
The international journal of finance
27
(
2015
)
4
,
pp. 501-516
Persistent link: https://www.econbiz.de/10011718643
Saved in:
6
Essays on exchange rate dynamics
Kanatas, George
-
1979
Persistent link: https://www.econbiz.de/10002069783
Saved in:
7
Exchange rates and fractional integration revisited
Sephton, Peter S.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 383-387
Persistent link: https://www.econbiz.de/10003808147
Saved in:
8
An Essay on Exchange Rate Dynamics
Schulmeister, Stephan
-
2010
economic
theory
. In order to detect this pattern, the "gestalt" of exchange rate fluctuations is carefully explored. It is …
Persistent link: https://www.econbiz.de/10013135726
Saved in:
9
Forecasting performance of exchange rate models with heavy moving average operators
Espinoza-Audelo, L.
;
Aviles-Ochoa, E.
;
Leon-Castro, E.
; …
- In:
Fuzzy economic review : the review of the International …
24
(
2019
)
2
,
pp. 3-21
Persistent link: https://www.econbiz.de/10012262000
Saved in:
10
Asset pricing and foreign exchange risk : econometric evidence for the G-7
Morley, Bruce
- In:
Journal of international money and finance
17
(
1998
)
2
,
pp. 317-329
Persistent link: https://www.econbiz.de/10001246604
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