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Time series analysis
Theorie
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Geldpolitik
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84,217
USA
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Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
119
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
Harvey, Andrew C.
56
Maravall Herrero, Agustín
56
Sibbertsen, Philipp
56
Swanson, Norman R.
53
Granger, C. W. J.
50
Hyndman, Rob J.
50
Kunst, Robert M.
50
Dijk, Herman K. van
49
Marcellino, Massimiliano
48
Hassler, Uwe
47
Lucas, André
47
Engle, Robert F.
46
Hallin, Marc
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
Timmermann, Allan
40
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Johansen, Søren
38
Feng, Yuanhua
37
Lux, Thomas
36
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National Bureau of Economic Research
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31
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11
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9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel
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University of Exeter / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Université de Montréal / Département de sciences économiques
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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
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
334
International journal of forecasting
319
Economics letters
288
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
244
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
174
Econometric reviews
132
Economic modelling
119
Applied economics
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
99
Journal of applied econometrics
94
Journal of economic dynamics & control
81
Working paper
81
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Computational economics
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
CREATES research paper
74
Applied economics letters
73
NBER Working Paper
62
Energy economics
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Working paper / National Bureau of Economic Research, Inc.
60
NBER working paper series
58
Oxford bulletin of economics and statistics
56
Cowles Foundation discussion paper
55
Journal of empirical finance
53
CESifo working papers
50
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
Finance research letters
46
SFB 649 discussion paper
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
44
Econometrics : open access journal
44
The review of economics and statistics
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ECONIS (ZBW)
12,998
ArchiDok
2
EconStor
1
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1
Nonlinear
adjustment
, long-run equilibrium and exchange rate fundamentals
Taylor, Mark P.
;
Peel, David
- In:
Journal of international money and finance
19
(
2000
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10001452589
Saved in:
2
Oil price movements and inflation in Botswana
Ntsinyane, Baone I.
;
Mangadi, Kagiso
- In:
Asian African journal of economics and econometrics
19
(
2019
)
2
,
pp. 257-263
Persistent link: https://www.econbiz.de/10012427540
Saved in:
3
Missing aggregate dynamics : on the slow convergence of lumpy
adjustment
models
Berger, David
;
Caballero, Ricardo J.
;
Engel, Eduardo
-
2015
Persistent link: https://www.econbiz.de/10011577984
Saved in:
4
Missing aggregate dynamics : on the slow convergence of lumpy
adjustment
models
Berger, David
;
Caballero, Ricardo J.
;
Engel, Eduardo
-
2017
Persistent link: https://www.econbiz.de/10011776554
Saved in:
5
Macroeconomic shocks in an open economy : a common-trends representation of Swedish data 1871 - 1990
Englund, Peter
;
Vredin, Anders
;
Warne, Anders
-
1992
-
Rev. version
Persistent link: https://www.econbiz.de/10000844456
Saved in:
6
Do monetary policy shocks generate TAR or STAR dynamics in output?
Donayre, Luiggi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 227-247
Persistent link: https://www.econbiz.de/10011313585
Saved in:
7
Quantile impulse response analysis with applications in macroeconomics and finance
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 99-131)
.
2023
Persistent link: https://www.econbiz.de/10014315152
Saved in:
8
What can time-series regressions tell us about policy counterfactuals?
McKay, Alisdair
;
Wolf, Christian
- In:
Econometrica : journal of the Econometric Society, an …
91
(
2023
)
5
,
pp. 1695-1725
Persistent link: https://www.econbiz.de/10014434198
Saved in:
9
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:
10
Tests for overidentifying restrictions in Factor-Augmented VAR models
Han, Xu
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 394-419
Persistent link: https://www.econbiz.de/10011339283
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