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~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~isPartOf:"IMES discussion paper series / Englische Ausgabe"
~subject:"Schätzung"
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Search: subject_exact:"Monte Carlo simulation"
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Schätzung
Monte Carlo simulation
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Nakajima, Jouchi
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Trojan, Sebastian
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Früwirth-Scnatter, Sylvia
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Huber, Martin
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Kunihama, Tsuyoshi
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
IMES discussion paper series / Englische Ausgabe
Journal of applied econometrics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Time-varying parameter VAR model with stochastic volatility : an overview of methodology and empirical applications
Nakajima, Jouchi
-
2011
Persistent link: https://www.econbiz.de/10008937530
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2
Monetary policy transmission under zero interest rates : an extended time-varying parameter vector autoregression approach
Nakajima, Jouchi
-
2011
Persistent link: https://www.econbiz.de/10008937534
Saved in:
3
Treatment evaluation in the presence of sample selection
Huber, Martin
-
2009
Persistent link: https://www.econbiz.de/10003863050
Saved in:
4
Modeling intraday stochastic volatility and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437483
Saved in:
5
Multivariate stochastic volatility with dynamic cross leverage
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437486
Saved in:
6
Regime switching stochastic volatility with skew, fat tails and leverage using returns and realized volatility contemporaneously
Trojan, Sebastian
-
2013
Persistent link: https://www.econbiz.de/10010243571
Saved in:
7
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
Nakajima, Jouchi
;
Kunihama, Tsuyoshi
;
Omori, Yasuhiro
; …
-
2009
Persistent link: https://www.econbiz.de/10003908068
Saved in:
8
The evolution of loan rate stickiness across the euro area
Nakajima, Jouchi
;
Teranishi, Yuki
-
2009
Persistent link: https://www.econbiz.de/10003822407
Saved in:
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