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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
1,635
Theory
1,635
Estimation
251
Schätzung
251
Portfolio selection
170
Portfolio-Management
170
Geldpolitik
167
Monetary policy
167
Economic growth
153
Wirtschaftswachstum
148
Endogenes Wachstumsmodell
125
Endogenous growth model
125
Time series analysis
119
General equilibrium
118
Allgemeines Gleichgewicht
116
Welt
107
World
107
Business cycle
106
Konjunktur
106
Volatility
106
Volatilität
105
Forecasting model
90
Prognoseverfahren
90
Schock
89
Shock
89
Risiko
87
Risk
87
Fiscal policy
86
Finanzpolitik
85
Dynamic equilibrium
76
Dynamisches Gleichgewicht
75
EU countries
75
EU-Staaten
75
United States
73
USA
72
Welfare analysis
70
Börsenkurs
69
Share price
69
Wohlfahrtsanalyse
68
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119
Conference paper
1
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1
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119
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Kim, Jong-Min
3
Paradiso, Antonio
3
Caporale, Guglielmo Maria
2
Chaiechi, Taha
2
Chang, Tsangyao
2
Gil-Alaña, Luis A.
2
Hall, Stephen G.
2
Kiani, Khurshid M.
2
Li, Yong
2
Ranjbar, Omid
2
Seong, Byeongchan
2
Su, Chi-Wei
2
Yoon, Gawon
2
Adeleke, Adegoke Ibrahim
1
Ahamada, Ibrahim
1
Alamoudi, L.
1
Alanya-Beltran, Willy
1
Alemany, Nuria
1
Amirkhalkhali, Saleh
1
Anatolyev, Stanislav
1
Andrés, Antonio R.
1
Aragó, Vicent
1
Arčabić, Vladimir
1
Avdoulas, Christos
1
Bacchiocchi, Emanuele
1
Bahmani-Oskooee, Mohsen
1
Baillie, Richard
1
Bao, Yukun
1
Bastianin, Andrea
1
Bekiros, Stelios
1
Belomestny, Denis
1
Bhaskara Rao, Buddhavarapu
1
Bhatti, Muhammad Ishaq
1
Boubaker, Heni
1
Boubaker, Sabri
1
Boutahar, Mohamed
1
Bouvatier, Vincent
1
Bucci, Andrea
1
Burns, Kelly
1
Caraiani, Petre
1
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Economic modelling
Journal of econometrics
334
International journal of forecasting
309
Economics letters
278
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Journal of forecasting
226
Econometric theory
190
Discussion paper / Tinbergen Institute
174
Econometric reviews
132
Applied economics
116
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Journal of applied econometrics
92
Computational economics
81
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Applied economics letters
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
76
CREATES research paper
75
Journal of economic dynamics & control
71
NBER Working Paper
69
NBER working paper series
65
Working paper / National Bureau of Economic Research, Inc.
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
59
Energy economics
59
Journal of empirical finance
57
Cowles Foundation discussion paper
56
CESifo working papers
55
Oxford bulletin of economics and statistics
54
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Tinbergen Institute Discussion Paper
50
The econometrics journal
49
Discussion paper / Centre for Economic Policy Research
48
European journal of operational research : EJOR
47
Discussion papers of interdisciplinary research project 373
46
SFB 649 discussion paper
46
Technical Report
46
Econometrics : open access journal
44
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ECONIS (ZBW)
119
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1
Adding cycles into the neoclassical growth model
Donadelli, Michael
;
Paradiso, Antonio
;
Livieri, Giulia
- In:
Economic modelling
78
(
2019
),
pp. 162-171
Persistent link: https://www.econbiz.de/10012198929
Saved in:
2
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
3
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
4
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
5
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
6
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
7
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
8
Assessing efficiency and investment opportunities in commodities : a time series and portfolio simulations approach
Jawadi, Fredj
;
Ftiti, Zied
;
Hdia, Mouna
- In:
Economic modelling
64
(
2017
),
pp. 567-588
Persistent link: https://www.econbiz.de/10011761313
Saved in:
9
Unit roots in lower-bounded series with outliers
Alanya-Beltran, Willy
- In:
Economic modelling
115
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014228683
Saved in:
10
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
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