Written for those who need an introduction, Applied Time Series Analysis reviews
applications of the popular econometric analysis technique across disciplines. Carefully …

The purpose of this article is to examine the export–output nexus in Japan by taking into
account the time variation in the causal link with bootstrap Granger non-causality test and …

Abstract Why did Western Europe industrialize first? An influential view holds that its
exceptionally well-functioning markets supported with a certain set of institutions provided …

Temporal data produced by industrial, human, and natural phenomena typically contain
deterministic and stochastic influences, being the first ideally modelled using Dynamical …

Das vorliegende Handbuch soll einen Überblick über die Befragungen des ifo Instituts
sowie die daraus resultierenden Konjunkturindikatoren und deren Verwendung für die …

We analyse the impact of fiscal policy shocks in the euro area as a whole, using a newly‐
available quarterly data set of fiscal variables for the period 1981–2007. To allow for …

The decomposition of a time series into components is an exceptionally useful tool for
understanding the behaviour of the series. The decomposition makes it possible to …

A new clustering method for time series is proposed, based on the full probability density of
the forecasts. First, a resampling method combined with a nonparametric kernel estimator …

We model the electricity consumption in the market segment that compose the Qatari
electricity market. We link electricity consumption to GDP growth and Population Growth …

Many studies have investigated seasonality in tourism in terms of its causes and impacts,
from both theoretical and applied perspectives. However, the definition of seasonality and …