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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Schätzung
130,595
Estimation
124,463
Theorie
33,998
Theory
33,237
USA
19,692
United States
18,795
Deutschland
17,359
Cointegration
17,334
Welt
16,614
World
15,946
Kointegration
15,731
Germany
15,509
Börsenkurs
11,721
Share price
11,519
Volatilität
11,478
Volatility
11,300
Wirtschaftswachstum
10,222
Oil price
10,134
Ölpreis
10,067
Economic growth
9,993
Kapitaleinkommen
9,421
Capital income
9,395
Wirkungsanalyse
7,854
Efficient market hypothesis
7,853
Effizienzmarkthypothese
7,805
Impact assessment
7,641
Aktienmarkt
7,500
Stock market
7,380
EU-Staaten
7,379
Prognoseverfahren
7,351
Time series analysis
7,264
Forecasting model
7,178
EU countries
6,955
Panel
6,880
Panel study
6,647
Schätztheorie
6,482
Estimation theory
6,373
Geldpolitik
6,373
Monetary policy
6,174
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Free
2,670
Undetermined
1,936
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Article
4,202
Book / Working Paper
3,236
Journal
1
Type of publication (narrower categories)
All
Article in journal
3,991
Aufsatz in Zeitschrift
3,991
Working Paper
1,883
Graue Literatur
1,827
Non-commercial literature
1,827
Arbeitspapier
1,750
Hochschulschrift
249
Thesis
195
Aufsatz im Buch
194
Book section
194
Collection of articles written by one author
49
Sammlung
49
Bibliografie enthalten
29
Bibliography included
29
Conference paper
27
Konferenzbeitrag
27
Collection of articles of several authors
26
Sammelwerk
26
Aufsatzsammlung
19
Systematic review
17
Übersichtsarbeit
17
Lehrbuch
16
Textbook
13
Konferenzschrift
12
Dissertation u.a. Prüfungsschriften
11
Amtsdruckschrift
10
Government document
10
Forschungsbericht
6
Case study
4
Fallstudie
4
Rezension
4
Article
3
Bibliografie
3
Conference proceedings
3
Festschrift
3
Interview
3
Mehrbändiges Werk
3
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3
Advisory report
2
Gutachten
2
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English
7,228
German
166
French
22
Spanish
9
Italian
3
Russian
3
Polish
2
Undetermined
2
Valencian
1
Czech
1
Danish
1
Dutch
1
Portuguese
1
Turkish
1
Chinese
1
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Author
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Gil-Alaña, Luis A.
194
Caporale, Guglielmo Maria
170
Gupta, Rangan
61
Koopman, Siem Jan
49
Lütkepohl, Helmut
47
Pesaran, M. Hashem
46
McAleer, Michael
43
Gao, Jiti
41
Tiwari, Aviral Kumar
36
Phillips, Peter C. B.
35
Kapetanios, George
33
Watson, Mark W.
33
Franses, Philip Hans
31
Gil-Alana, Luis A.
30
Hassler, Uwe
29
Sibbertsen, Philipp
28
Swanson, Norman R.
27
Chang, Tsangyao
26
Taylor, Robert
26
Kunst, Robert M.
25
Nielsen, Morten Ørregaard
25
Johansen, Søren
24
Koop, Gary
24
Breitung, Jörg
23
Cavaliere, Giuseppe
23
Härdle, Wolfgang
23
Jusélius, Katarina
23
Marcellino, Massimiliano
23
Moosa, Imad A.
23
Chan, Joshua
20
Chang, Chia-Lin
20
Hautsch, Nikolaus
20
Lucas, André
20
Rahbek, Anders
20
Dijk, Herman K. van
19
Narayan, Paresh Kumar
19
Stock, James H.
19
Bollerslev, Tim
17
Ghysels, Eric
17
Haldrup, Niels
17
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Institution
All
National Bureau of Economic Research
26
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Ekonomiska forskningsinstitutet <Stockholm>
11
European University Institute / Department of Economics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Umeå universitet
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Law
3
Australien / Bureau of Statistics
2
Bank of Canada
2
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Eric Cuvillier <Firma>
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Institut für Höhere Studien
2
Institut für Weltwirtschaft
2
International Monetary Fund
2
Konjunkturforschungsstelle <Zürich>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Nuffield College
2
Springer Fachmedien Wiesbaden
2
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of Canterbury / Dept. of Economics and Finance
2
University of Otago / Commerce Division
2
University of Strathclyde / Department of Economics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Carleton University / Department of Economics
1
Centre for International Economic Studies
1
Centre for International Macroeconomics
1
Chambre de commerce et d'industrie de Paris
1
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Published in...
All
Journal of econometrics
163
Economic modelling
130
Applied economics
124
Energy economics
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Applied economics letters
99
International journal of forecasting
99
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
92
Economics letters
90
Discussion paper / Tinbergen Institute
77
CESifo working papers
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Working paper
64
Journal of forecasting
56
Econometric reviews
55
International review of economics & finance : IREF
48
Finance research letters
41
Journal of applied econometrics
41
International Journal of Energy Economics and Policy : IJEEP
40
Journal of empirical finance
40
The empirical economics letters : a monthly international journal of economics
40
Econometric theory
38
Econometrics : open access journal
37
The North American journal of economics and finance : a journal of financial economics studies
37
Economics and finance working paper series
36
CREATES research paper
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Journal of economic dynamics & control
34
Computational economics
33
Journal of macroeconomics
33
Macroeconomic dynamics
32
Applied financial economics
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
31
International journal of economics and financial issues : IJEFI
31
International journal of finance & economics : IJFE
30
Journal of banking & finance
29
CAMA working paper series
28
Journal of international money and finance
27
SFB 649 discussion paper
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
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Source
All
ECONIS (ZBW)
7,285
EconStor
138
USB Cologne (EcoSocSci)
14
USB Cologne (business full texts)
1
OLC EcoSci
1
Showing
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1
A new way of measuring the
WTI-Brent
spread : globalization, shock persistence and common trends
Bravo Caro, José Manuel
;
Golpe, Antonio A.
;
Iglesias, …
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012506088
Saved in:
2
Testing persistence of
WTI
and
Brent
long-run relationship after the shale oil supply shock
Caporin, Massimiliano
;
Fontini, Fulvio
;
Talebbeydokhti, …
- In:
Energy economics
79
(
2019
),
pp. 21-31
Persistent link: https://www.econbiz.de/10012172252
Saved in:
3
Nonlinear dynamics in crude oil benchmarks : an AMH perspective
Varghese, George
;
Madhavan, Vinodh
- In:
Applied economics letters
26
(
2019
)
21
,
pp. 1798-1801
Persistent link: https://www.econbiz.de/10012204932
Saved in:
4
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
5
Combination of forecasts for the price of crude oil on the spot market
Azevedo, Vitor G.
;
Campos, Lucila M. S.
- In:
International journal of production research
54
(
2016
)
17/18
,
pp. 5219-5235
Persistent link: https://www.econbiz.de/10011530194
Saved in:
6
Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
; …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
Saved in:
7
The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri
;
Maaitah, Ahmad
;
Mishra, Tapas
;
Parhi, …
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
Saved in:
8
Crude oil price movements between fundamental and uncertainty : evidence from frequency causality tests
Mounir, Amine
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 428-433
Persistent link: https://www.econbiz.de/10014445050
Saved in:
9
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
10
The forward pricing function of industrial metal futures : evidence from
cointegration
and smooth transition regression analysis
Beckmann, Joscha
;
Czudaj, Robert
- In:
International review of applied economics
27
(
2013
)
4
,
pp. 472-490
Persistent link: https://www.econbiz.de/10009781087
Saved in:
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