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Time series analysis
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Franses, Philip Hans
137
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107
Lütkepohl, Helmut
76
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64
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63
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61
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60
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57
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53
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47
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Perron, Pierre
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Taylor, Robert
42
Stock, James H.
41
Gao, Jiti
40
Timmermann, Allan
40
Hendry, David F.
39
Robinson, Peter M.
39
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38
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37
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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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2
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Journal of econometrics
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Economics letters
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Econometric reviews
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Economic modelling
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
107
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Journal of applied econometrics
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Computational economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics letters
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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
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Journal of economic dynamics & control
68
Energy economics
62
CESifo working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
59
Oxford bulletin of economics and statistics
56
Working paper / National Bureau of Economic Research, Inc.
56
Cowles Foundation discussion paper
55
NBER working paper series
55
Journal of empirical finance
54
Finance research letters
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
Discussion paper / Centre for Economic Policy Research
47
European journal of operational research : EJOR
47
The econometrics journal
47
Working paper series / European Central Bank
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SFB 649 discussion paper
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Discussion papers of interdisciplinary research project 373
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EUI working paper / ECO
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ECONIS (ZBW)
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ArchiDok
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1
Vagaries of the
Euro
: an introduction to ARIMA modeling
Weisang, Guillaume
;
Awazu, Yukika
- In:
Case studies in business, industry and government …
2
(
2008/2009
)
1
,
pp. 45-55
Persistent link: https://www.econbiz.de/10003966954
Saved in:
2
Structural time series models and synthetic controls : assessing the impact of the
euro
adoption
Dreuw, Peter
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
2
,
pp. 681-725
Persistent link: https://www.econbiz.de/10014226310
Saved in:
3
Cyclical synchronization of the Czech Republic and the
euro
area : a case of structural discrepancies in a time-frequency domain
Bednář, Milan
;
Bechný, Jakub
- In:
Eastern European economics : EEE
58
(
2020
)
5
,
pp. 383-414
Persistent link: https://www.econbiz.de/10012293169
Saved in:
4
State space models for the exchange rate pass-through : determinants and null/full pass-through hypotheses
Martins de Souza, Rafael
;
Maciel, Luiz Felipe Pires
; …
- In:
Applied economics
45
(
2013
)
34/36
,
pp. 5062-5075
Persistent link: https://www.econbiz.de/10010226437
Saved in:
5
Co-movements in volatility of dependency between US dollar and
euro
: analysing by conditional heteroscedasticity models
Jamel, Lamia
;
Mansour, Sihem
- In:
International journal of management & enterprise …
18
(
2019
)
1/2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012116976
Saved in:
6
The
Eurozone
convergence through crises and structural changes
Uctum, Merih
;
Uctum, Remzi
;
Vijverberg, Chu-ping C.
-
2017
Persistent link: https://www.econbiz.de/10011739236
Saved in:
7
A bootstrap method to test Granger-causality in the frequency domain
Farnè, Matteo
;
Montanari, Angela
- In:
Computational economics
59
(
2022
)
3
,
pp. 935-966
Persistent link: https://www.econbiz.de/10013169203
Saved in:
8
Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011796062
Saved in:
9
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10014520837
Saved in:
10
Essays on applied time series and macroeconometrics
Jin, Xiaowen
-
2013
Persistent link: https://www.econbiz.de/10010243224
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