//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Time series analysis"
~subject:"Geldpolitik"
~isPartOf:"CAMA working paper series"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Geldpolitik
Estimation
160
Schätzung
160
Theorie
47
Theory
47
VAR model
38
VAR-Modell
38
Schock
37
Shock
37
USA
33
United States
33
Bayes-Statistik
30
Bayesian inference
30
Business cycle
29
Konjunktur
29
Volatility
27
Volatilität
27
Zeitreihenanalyse
26
Monetary policy
23
Welt
21
World
21
Inflation
18
Economic growth
17
Stochastic process
17
Stochastischer Prozess
17
Wirtschaftswachstum
17
Forecasting model
16
Impact assessment
16
Prognoseverfahren
16
State space model
16
Wirkungsanalyse
16
Zustandsraummodell
16
Risiko
15
Risk
15
Bruttoinlandsprodukt
12
Gross domestic product
12
Oil price
12
Ölpreis
12
Inflation rate
11
more ...
less ...
Online availability
All
Free
48
Type of publication
All
Book / Working Paper
49
Type of publication (narrower categories)
All
Graue Literatur
49
Non-commercial literature
49
Arbeitspapier
20
Working Paper
20
Language
All
English
49
Author
All
Chan, Joshua
8
Haque, Qazi
4
Wong, Benjamin
4
Eisenstat, Eric
3
Jacobs, Jan
3
Morley, James C.
3
Strachan, Rodney W.
3
Eickmeier, Sandra
2
Fry-McKibbin, Renée
2
Kamber, Güneş
2
Lubik, Thomas A.
2
Nason, James Michael
2
Osborn, Denise R.
2
Thoenissen, Christoph
2
Tian, Jing
2
Vehbi, M. Tugrul
2
Zhang, Bo
2
Zheng, Jasmine
2
Abbate, Angela
1
Bao Hoang Nguyen
1
Benati, Luca
1
Bhattarai, Saroj
1
Caggiano, Giovanni
1
Castelnuovo, Efrem
1
Chang, Yoosoon
1
Chatterjee, Arpita
1
Choi, Sangyup
1
Choi, Yongok
1
Cross, Jamie
1
Cross, Jamie L.
1
Doko Tchatoka, Firmin
1
Doucet, Arnaud
1
Dungey, Mardi H.
1
Gao, Shen
1
Giraitis, Liudas
1
Grant, Angelia L.
1
Groshenny, Nicolas
1
Guo, Na
1
Görtz, Christoph
1
Ha, Jongrim
1
more ...
less ...
Published in...
All
CAMA working paper series
Economic modelling
184
Applied economics
167
CESifo working papers
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
Applied economics letters
116
Journal of econometrics
116
Economics letters
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Working paper
95
Journal of international money and finance
85
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
Journal of macroeconomics
78
NBER Working Paper
78
Discussion paper / Tinbergen Institute
77
Discussion papers / CEPR
77
International journal of forecasting
77
NBER working paper series
77
Discussion paper / Centre for Economic Policy Research
75
Working paper series / European Central Bank
74
International review of economics & finance : IREF
67
Journal of economic dynamics & control
66
Working paper / National Bureau of Economic Research, Inc.
64
Energy economics
61
The North American journal of economics and finance : a journal of financial economics studies
61
Discussion paper
60
Macroeconomic dynamics
56
Journal of forecasting
52
Journal of monetary economics
50
Finance and economics discussion series
49
Discussion papers / Deutsches Institut für Wirtschaftsforschung
48
Journal of applied econometrics
45
Journal of money, credit and banking : JMCB
44
Finance research letters
42
Journal of banking & finance
42
Econometric reviews
41
IMF working papers
40
Journal of empirical finance
39
International journal of finance & economics : IJFE
37
The empirical economics letters : a monthly international journal of economics
36
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
49
of
49
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
-
Version Date: January 11, 2024
Persistent link: https://www.econbiz.de/10014517309
Saved in:
2
Trend-cycle decomposition after COVID
Kamber, Güneş
;
Morley, James C.
;
Wong, Benjamin
-
2024
Persistent link: https://www.econbiz.de/10014520421
Saved in:
3
Understanding the global drivers of inflation : how important are oil prices?
Ha, Jongrim
;
Kose, M. Ayhan
;
Ohnsorge, Franziska
; …
-
2023
Persistent link: https://www.econbiz.de/10014266763
Saved in:
4
Disentangling structural breaks in high dimensional factor models
Koo, Bonsoo
;
Wong, Benjamin
;
Zhong, Ze-Yu
-
2023
Persistent link: https://www.econbiz.de/10014266817
Saved in:
5
Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? : yes and no!
Hambur, Jonathan
;
Haque, Qazi
-
2023
Persistent link: https://www.econbiz.de/10014308971
Saved in:
6
Revisiting the monetary transmission mechanism through an industry-level differential approach
Choi, Sangyup
;
Willems, Tim
;
Yoo, Seung Yong
-
2023
Persistent link: https://www.econbiz.de/10014517169
Saved in:
7
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
Saved in:
8
What drives inflation? : disentangling demand and supply factors
Eickmeier, Sandra
;
Hofmann, Boris
-
2022
Persistent link: https://www.econbiz.de/10013479243
Saved in:
9
Multivariate decompositions and seasonal gender employment
Tian, Jing
;
Jacobs, Jan
;
Osborn, Denise R.
-
2021
Persistent link: https://www.econbiz.de/10012663829
Saved in:
10
Investigating a measure of conventional and unconventional stimulus for the euro area
Halberstadt, Arne
;
Krippner, Leo
-
2021
Persistent link: https://www.econbiz.de/10012585980
Saved in:
11
Revisiting the macroeconomic effects of monetary policy shocks
Doko Tchatoka, Firmin
;
Haque, Qazi
-
2021
Persistent link: https://www.econbiz.de/10012586492
Saved in:
12
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012225084
Saved in:
13
Inflation dynamics : expectations, structural breaks and global factors
Siklos, Pierre L.
-
2020
Persistent link: https://www.econbiz.de/10012225237
Saved in:
14
Does Hamilton's OLS regression provide a "better alternative" to the Hodrick-Prescott filter? : a New Zealand business cycle perspective
Hall, Vivian Bruce
;
Thomson, Peter J.
-
2020
Persistent link: https://www.econbiz.de/10012533645
Saved in:
15
Climate hysteresis and monetary policy
Panton, Augustus J.
-
2020
Persistent link: https://www.econbiz.de/10012533711
Saved in:
16
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
-
2020
Persistent link: https://www.econbiz.de/10012534328
Saved in:
17
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:
18
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:
19
The decline in r* according to a robust multivariate trend-cycle decomposition
Morley, James C.
;
Trung Duc Tran
;
Wong, Benjamin
-
2022
Persistent link: https://www.econbiz.de/10012878807
Saved in:
20
Monetary policy, inflation target and the Great Moderation : an empirical investigation
Haque, Qazi
-
2019
Persistent link: https://www.econbiz.de/10012223995
Saved in:
21
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
22
Measuring financial interdependence in asset returns with an application to euro zone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2018
Persistent link: https://www.econbiz.de/10012201943
Saved in:
23
Migration and business cycle dynamics
Smith, Christie
;
Thoenissen, Christoph
-
2018
Persistent link: https://www.econbiz.de/10012202212
Saved in:
24
Do we really know that US monetary policy was destabilizing in the 1970s?
Haque, Qazi
;
Groshenny, Nicolas
;
Weder, Mark
-
2018
Persistent link: https://www.econbiz.de/10012202235
Saved in:
25
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
26
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:
27
Risk management-driven policy rate gap
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Nodari, Gabriela
-
2018
Persistent link: https://www.econbiz.de/10012202548
Saved in:
28
Estimating a nonlinear New Keynesian model with the zero lower bound for Japan
Iiboshi, Hirokuni
;
Shintani, Mototsugu
;
Ueda, Kozo
-
2018
Persistent link: https://www.econbiz.de/10012202561
Saved in:
29
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
30
Forecasting the real price of oil under alternative specifications of constant and time-varying volatility
Zhu, Beili
-
2017
Persistent link: https://www.econbiz.de/10011746620
Saved in:
31
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746888
Saved in:
32
Trend-cycle-seasonal interactions : identification and estimation
Hindrayanto, Irma
;
Jacobs, Jan
;
Osborn, Denise R.
; …
-
2017
Persistent link: https://www.econbiz.de/10011747030
Saved in:
33
Estimating and accounting for the output gap with large Bayesian vector autoregressions
Morley, James C.
;
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011747292
Saved in:
34
The natural rate of interest in a nonlinear DSGE model
Hirose, Yasuo
;
Sunakawa, Takeki
-
2017
Persistent link: https://www.econbiz.de/10011747745
Saved in:
35
Effects of US monetary policy shocks during financial crises : a threshold vector autoregression approach
Fry-McKibbin, Renée
;
Zheng, Jasmine
-
2016
Persistent link: https://www.econbiz.de/10011756827
Saved in:
36
International spill-overs of uncertainty shocks : evidence from a FAVAR
Kamber, Güneş
;
Karagedikli, Özer
;
Ryan, Michael
; …
-
2016
Persistent link: https://www.econbiz.de/10011749400
Saved in:
37
Financial shocks and inflation dynamics
Abbate, Angela
;
Eickmeier, Sandra
;
Prieto, Esteban
-
2016
Persistent link: https://www.econbiz.de/10011754356
Saved in:
38
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua
;
Grant, Angelia L.
-
2016
Persistent link: https://www.econbiz.de/10011756222
Saved in:
39
Effects of US quantitative easing on emerging market economies
Bhattarai, Saroj
;
Chatterjee, Arpita
;
Park, Woong-yong
-
2015
Persistent link: https://www.econbiz.de/10011758092
Saved in:
40
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
41
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10011341971
Saved in:
42
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10010348813
Saved in:
43
Indeterminacy and learning : an analysis of monetary policy in the great inflation
Lubik, Thomas A.
;
Matthes, Christian
-
2014
Persistent link: https://www.econbiz.de/10010244587
Saved in:
44
Effects of US monetary policy shocks during financial crises : a threshold vector autoregression approach
Zheng, Jasmine
-
2013
Persistent link: https://www.econbiz.de/10010188950
Saved in:
45
Adaptive forcasting in the presence of recent and ongoing structural change
Giraitis, Liudas
;
Kapetanios, George
;
Price, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561176
Saved in:
46
Sales, inventories, and real interest rates : a century of stylized facts
Benati, Luca
;
Lubik, Thomas A.
-
2012
Persistent link: https://www.econbiz.de/10009562436
Saved in:
47
A SVECM model of the UK economy and the term premium
Dungey, Mardi H.
;
Vehbi, M. Tugrul
-
2011
Persistent link: https://www.econbiz.de/10009405759
Saved in:
48
Information, data dimension and factor structure
Jacobs, Jan
;
Otter, Pieter W.
;
Reijer, Ard H. J. den
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009153453
Saved in:
49
UK World War I and interwar data for business cycle and growth analysis
Nason, James Michael
;
Vahey, Shaun P.
-
2011
Persistent link: https://www.econbiz.de/10009153522
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->