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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
622,125
Theory
607,039
Schätzung
130,334
Estimation
124,176
USA
68,654
Japan
65,811
United States
65,680
Konjunktur
45,599
Deutschland
45,297
Welt
43,315
World
41,832
Business cycle
39,655
Germany
39,521
Geldpolitik
33,360
Monetary policy
32,125
OECD-Staaten
30,174
OECD countries
29,361
Wirtschaftswachstum
27,095
Schock
26,648
Shock
25,959
Economic growth
25,121
EU-Staaten
21,945
Risiko
21,242
Portfolio-Management
21,194
Risk
20,980
Portfolio selection
20,940
EU countries
20,911
Börsenkurs
20,120
Volatilität
20,087
Share price
19,721
Volatility
19,641
Prognoseverfahren
19,326
Forecasting model
18,894
Wirkungsanalyse
18,317
Spillover-Effekt
18,169
Impact assessment
17,857
Spillover effect
17,765
Time series analysis
17,250
Mathematische Optimierung
16,818
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Free
6,122
Undetermined
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Article
8,914
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8,861
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2
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Article in journal
8,274
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4,899
Graue Literatur
4,695
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English
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German
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French
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Gil-Alaña, Luis A.
245
Caporale, Guglielmo Maria
216
Franses, Philip Hans
161
Koopman, Siem Jan
160
Phillips, Peter C. B.
132
Koop, Gary
95
McAleer, Michael
91
Pesaran, M. Hashem
86
Lütkepohl, Helmut
84
Sibbertsen, Philipp
83
Teräsvirta, Timo
83
Härdle, Wolfgang
75
Gupta, Rangan
74
Kunst, Robert M.
74
Kapetanios, George
70
Swanson, Norman R.
66
Dijk, Herman K. van
65
Gao, Jiti
65
Harvey, Andrew C.
64
Lucas, André
64
Hassler, Uwe
59
Marcellino, Massimiliano
59
Ravazzolo, Francesco
58
Maravall Herrero, Agustín
56
Hyndman, Rob J.
55
Lux, Thomas
55
Feng, Yuanhua
54
Stock, James H.
54
Taylor, Robert
52
Watson, Mark W.
52
Engle, Robert F.
50
Granger, C. W. J.
50
Bauwens, Luc
49
Dijk, Dick van
48
Hallin, Marc
47
Breitung, Jörg
46
Mills, Terence C.
46
Perron, Pierre
46
Beran, Jan
45
Ghysels, Eric
45
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National Bureau of Economic Research
91
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
51
Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
31
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
8
Federal Reserve Bank of St. Louis
8
Gottfried Wilhelm Leibniz Universität Hannover
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Strathclyde / Department of Economics
7
Centre for Analytical Finance <Århus>
6
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
6
European University Institute / Department of Law
6
University of Cambridge / Department of Applied Economics
6
Institut für Weltwirtschaft
5
London School of Economics and Political Science
5
University of Exeter / Department of Economics
5
Institut für Höhere Studien
4
Organisation for Economic Co-operation and Development
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Australien / Bureau of Statistics
3
Birkbeck College / Department of Economics
3
Center for Economic Research <Tilburg>
3
Centre for Growth and Business Cycle Research <Manchester>
3
Federal Reserve Bank of New York
3
Københavns Universitet / Økonomisk Institut
3
Loughborough University / Department of Economics
3
Norges Bank / Utredningsavdelingen
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
Universitetet i Oslo / Økonomisk institutt
3
University of Chicago / Center for Research in Security Prices
3
University of New England / Department of Econometrics
3
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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
218
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
Applied economics letters
140
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
140
Working paper
121
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
110
CESifo working papers
103
Energy economics
102
Computational economics
91
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
66
Oxford bulletin of economics and statistics
65
EUI working paper / ECO
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
Tinbergen Institute Discussion Paper
62
Econometrics : open access journal
58
CAMA working paper series
57
Cowles Foundation discussion paper
57
Finance research letters
57
SFB 649 discussion paper
56
Macroeconomic dynamics
54
International review of economics & finance : IREF
53
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Source
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ECONIS (ZBW)
17,315
EconStor
448
USB Cologne (EcoSocSci)
7
RePEc
5
ArchiDok
1
OLC EcoSci
1
Showing
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10
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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
Persistent link: https://www.econbiz.de/10014316029
Saved in:
10
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
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