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~subject:"Time series analysis"
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Time series analysis
Theorie
626,163
Theory
611,260
USA
52,217
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50,589
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45,932
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43,633
Estimation
42,463
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40,960
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40,692
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40,003
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34,095
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33,110
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29,759
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28,950
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27,840
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26,349
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20,625
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20,563
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19,891
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19,709
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19,498
Wirtschaftswachstum
17,794
Mathematische Optimierung
17,070
Mathematical programming
16,964
Economic growth
16,795
Schätztheorie
16,455
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16,035
Kapitaleinkommen
15,072
Capital income
15,017
EU-Staaten
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13,382
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Gil-Alaña, Luis A.
340
Caporale, Guglielmo Maria
260
Phillips, Peter C. B.
237
Koopman, Siem Jan
217
Franses, Philip Hans
213
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
126
Lütkepohl, Helmut
118
Gupta, Rangan
116
Pesaran, M. Hashem
109
Kapetanios, George
105
Sibbertsen, Philipp
102
Koop, Gary
100
Harvey, Andrew C.
97
Hyndman, Rob J.
91
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
85
Johansen, Søren
82
Lucas, André
82
Perron, Pierre
82
Marcellino, Massimiliano
80
Hendry, David F.
79
Dijk, Herman K. van
78
Engle, Robert F.
77
Proietti, Tommaso
73
Swanson, Norman R.
73
Kunst, Robert M.
72
Mills, Terence C.
72
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
69
Maravall Herrero, Agustín
68
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Ghysels, Eric
61
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National Bureau of Economic Research
200
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
62
European University Institute / Department of Economics
34
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
16
Centre for Quantitative Economics & Computing
13
Centre for Analytical Finance <Århus>
12
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Umeå Universitet / Institutionen för Nationalekonomi
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Federal Reserve Bank of St. Louis
11
European University Institute / Department of Law
10
London School of Economics and Political Science
10
University of Cambridge / Department of Applied Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Europäische Kommission / Statistisches Amt
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Christian-Albrechts-Universität zu Kiel
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Institut für Weltwirtschaft
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State University of New York at Albany / Department of Economics
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University of Exeter / Department of Economics
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Australien / Bureau of Statistics
5
Birkbeck College / Department of Economics
5
Center for Economic Research <Tilburg>
5
Institut für Wirtschaftswissenschaften <Wien>
5
Queen Mary College / Department of Economics
5
School of Finance and Business Economics <Perth, Western Australia>
5
University of Canterbury / Dept. of Economics and Finance
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University of Southampton / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Centre for Growth and Business Cycle Research <Manchester>
4
Institut für Höhere Studien
4
Københavns Universitet / Økonomisk Institut
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Loughborough University / Department of Economics
4
Norges Bank / Utredningsavdelingen
4
Organisation for Economic Co-operation and Development
4
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
4
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Journal of econometrics
673
International journal of forecasting
572
Economics letters
451
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
404
Journal of forecasting
331
Discussion paper / Tinbergen Institute
324
Applied economics
321
Econometric theory
316
Economic modelling
264
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
221
Econometric reviews
220
Energy economics
207
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
186
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
Computational economics
135
CESifo working papers
134
Journal of economic dynamics & control
114
Discussion paper / Centre for Economic Policy Research
110
Econometrics : open access journal
109
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Finance research letters
103
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
100
The econometrics journal
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
85
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
SFB 649 discussion paper
78
Physica A: Statistical Mechanics and its Applications
76
The North American journal of economics and finance : a journal of financial economics studies
76
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ECONIS (ZBW)
28,472
RePEc
175
Other ZBW resources
66
EconStor
12
BASE
7
ArchiDok
5
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1
Forecasting with VAR models : fat tails and stochastic
volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2015
Persistent link: https://www.econbiz.de/10011312174
Saved in:
2
Asymmetric business cycle fluctuations in Caribbean economies
Kiani, Khurshid M.
- In:
International journal of economic perspectives : IJEP
5
(
2011
)
2
,
pp. 121-140
Persistent link: https://www.econbiz.de/10011587461
Saved in:
3
Aggregate fluctuations and the distribution of firm growth rates
Bottazzi, Giulio
;
Li, Le
;
Secchi, Angelo
-
2017
-
Present version - September 25, 2017
firm growth rates and for the presence of a negative scaling relation between their
volatility
and the size of the firm …
Persistent link: https://www.econbiz.de/10011729428
Saved in:
4
Forecasting with VAR models : fat tails and stochastic
volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pintér, Gábor
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1124-1143
Persistent link: https://www.econbiz.de/10011746951
Saved in:
5
On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M.
- In:
Economic modelling
53
(
2016
),
pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
Saved in:
6
Another look at the implied and realised
volatility
relation : a copula-based approach
Pérez Rodríguez, Jorge V.
- In:
Risk management : a journal of risk, crisis and disaster
22
(
2020
)
1
,
pp. 38-64
Persistent link: https://www.econbiz.de/10012297596
Saved in:
7
Can asymmetric conditional
volatility
imply asymmetric tail dependence?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Saved in:
8
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:
9
Generalized dynamic factor models and volatilities : recovering the market
volatility
shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
Saved in:
10
A wavelet-based approach to filter out symmetric macroeconomic shocks
Marsalek, Roman
;
Pomenkova, Jitka
;
Kapounek, Svatopluk
- In:
Computational economics
44
(
2014
)
4
,
pp. 477-488
Persistent link: https://www.econbiz.de/10010489866
Saved in:
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