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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion papers / CEPR"
~subject:"Capital income"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Capital income
Monte-Carlo-Simulation
Estimation theory
61
Schätztheorie
61
Estimation
27
Schätzung
25
Bayes-Statistik
12
Bayesian inference
12
VAR model
11
VAR-Modell
11
Schock
10
Shock
10
Regression analysis
8
Regressionsanalyse
8
Forecasting model
7
Prognoseverfahren
7
IV-Schätzung
5
Instrumental variables
5
Modellierung
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Scientific modelling
5
Time series analysis
5
Volatility
5
Volatilität
5
Business cycle
4
Causality analysis
4
Geldpolitik
4
Kausalanalyse
4
Konjunktur
4
Method of moments
4
Momentenmethode
4
Monetary policy
4
Monte Carlo simulation
4
Spillover effect
4
Spillover-Effekt
4
USA
4
United States
4
Allgemeines Gleichgewicht
3
Bayesian estimation
3
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Book / Working Paper
11
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Arbeitspapier
11
Working Paper
11
Graue Literatur
9
Non-commercial literature
9
Language
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English
11
Author
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Marcellino, Massimiliano
3
Dendramis, Yiannis
2
Forni, Mario
2
Gambetti, Luca
2
Kapetanios, George
2
Mlikota, Marko
2
Sala, Luca
2
Schorfheide, Frank
2
Acharya, Sushant
1
Amengual, Dante
1
Aruoba, S. Borağan
1
Belo, Frederico
1
Carriero, Andrea
1
Chen, William
1
Childers, David
1
Clark, Todd E.
1
Del Negro, Marco
1
Deng, Yao
1
Dogra, Keshav
1
Fernández-Villaverde, Jesús
1
Gleich, Aidan
1
Goyal, Shlok
1
Granese, Antonio
1
Lee, Donggyu
1
Matlin, Ethan
1
Perla, Jesse
1
Rackauckas, Chris
1
Salomão, Juliana
1
Sarfati, Reca
1
Sengupta, Sikata
1
Sentana, Enrique
1
Soccorsi, Stefano
1
Tian, Zhanyuan
1
Villalvazo, Sergio
1
Wu, Peifan
1
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Discussion papers / CEPR
Journal of econometrics
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Econometric reviews
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Economics letters
55
International journal of forecasting
42
Econometric theory
39
Journal of time series econometrics
39
Computational economics
38
Finance research letters
26
Economic modelling
23
Applied economics letters
22
The econometrics journal
20
Journal of financial econometrics
17
Applied economics
16
Journal of empirical finance
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of forecasting
14
Journal of quantitative economics
13
European journal of operational research : EJOR
12
The North American journal of economics and finance : a journal of financial economics studies
12
Quantitative finance
11
Journal of economic dynamics & control
10
Energy economics
9
Essays in honor of Joon Y. Park : econometric theory
9
Insurance / Mathematics & economics
9
Journal of risk
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Discussion paper / Centre for Economic Policy Research
7
Journal of mathematical finance
7
Working paper / National Bureau of Economic Research, Inc.
7
Journal of banking & finance
6
Journal of econometric methods
6
Research in international business and finance
6
Theoretical economics letters
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
International journal of economics and finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of financial economics
5
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ECONIS (ZBW)
11
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1
Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Persistent link: https://www.econbiz.de/10014334967
Saved in:
2
Time varying three pass regression filter
Marcellino, Massimiliano
;
Dendramis, Yiannis
; …
-
2023
Persistent link: https://www.econbiz.de/10014383819
Saved in:
3
An American macroeconomic picture. supply and demand shocks in the frequency domain
Forni, Mario
;
Gambetti, Luca
;
Granese, Antonio
;
Sala, Luca
-
2023
Persistent link: https://www.econbiz.de/10014281434
Saved in:
4
Estimating and testing investment-based asset pricing models
Belo, Frederico
;
Deng, Yao
;
Salomão, Juliana
-
2023
Persistent link: https://www.econbiz.de/10014286028
Saved in:
5
Sequential monte carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
-
2022
Persistent link: https://www.econbiz.de/10012816978
Saved in:
6
Differentiable state-space models and Hamiltonian Monte Carlo estimation
Childers, David
;
Fernández-Villaverde, Jesús
;
Perla, Jesse
-
2022
Persistent link: https://www.econbiz.de/10013390700
Saved in:
7
Macroeconomic uncertainty and vector autoregressions
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012417673
Saved in:
8
Svars with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
-
2021
Persistent link: https://www.econbiz.de/10012492606
Saved in:
9
Using time-varying volatility for identification in vector autoregressions : an application to endogenous uncertainty
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012589508
Saved in:
10
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012214041
Saved in:
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