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subject:"Time series analysis"
subject:"Volatility"
~language:"eng"
~person:"Chan, Joshua"
~subject:"EU countries"
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Time series analysis
Volatility
EU countries
Estimation
36
Schätzung
36
State space model
21
Zustandsraummodell
21
Zeitreihenanalyse
20
Bayes-Statistik
19
Bayesian inference
19
Theorie
19
Theory
19
Volatilität
18
Stochastic process
17
Stochastischer Prozess
17
VAR model
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VAR-Modell
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Bayesian model comparison
9
Business cycle
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Inflation
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Estimation theory
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Phillips curve
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Phillips-Kurve
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Prognoseverfahren
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Schätztheorie
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stochastic volatility
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Bruttoinlandsprodukt
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Markov chain
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Chan, Joshua
Caporale, Guglielmo Maria
216
Gil-Alaña, Luis A.
192
Gupta, Rangan
117
Belke, Ansgar
100
McAleer, Michael
98
Koopman, Siem Jan
60
Pesaran, M. Hashem
59
Pierdzioch, Christian
57
Bahmani-Oskooee, Mohsen
49
Bollerslev, Tim
45
Herwartz, Helmut
41
Afonso, António
39
Engle, Robert F.
39
Härdle, Wolfgang
39
Dreger, Christian
38
Marcellino, Massimiliano
38
Tiwari, Aviral Kumar
38
Buch, Claudia M.
37
Hautsch, Nikolaus
36
Döpke, Jörg
35
Badinger, Harald
34
Chang, Chia-Lin
34
Kapetanios, George
34
Todorov, Viktor
34
Miller, Stephen M.
32
Wohar, Mark E.
32
Bouri, Elie
31
Caporin, Massimiliano
31
Asai, Manabu
29
Koop, Gary
29
Diebold, Francis X.
28
Gil-Alana, Luis A.
28
Lütkepohl, Helmut
28
Narayan, Paresh Kumar
28
Rault, Christophe
28
Gao, Jiti
27
Hayo, Bernd
27
MacDonald, Ronald
27
Chang, Tsangyao
26
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CAMA working paper series
11
Econometric reviews
3
GRIPS discussion papers
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
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1
Economics letters
1
Federal Reserve Bank of Cleveland working paper series
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ECONIS (ZBW)
27
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1
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
2
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
3
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
4
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
5
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
-
2020
Persistent link: https://www.econbiz.de/10012542411
Saved in:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
7
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
8
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
9
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
10
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
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