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person:"Ciccarelli, Matteo"
~person:"Billio, Monica"
~subject:"Schätzung"
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Search: subject_exact:"Hidden Markov model"
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Schätzung
Markov chain
49
Markov-Kette
49
Theorie
28
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28
Bayes-Statistik
24
Bayesian inference
24
Time series analysis
17
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17
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Schock
8
Shock
8
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OECD countries
7
OECD-Staaten
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Business cycle synchronization
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Ciccarelli, Matteo
Billio, Monica
Gupta, Rangan
18
Casarin, Roberto
14
Kaufmann, Sylvia
13
Chauvet, Marcelle
12
Guérin, Pierre
12
Balcilar, Mehmet
11
Dijk, Dick van
11
Frühwirth-Schnatter, Sylvia
11
Weber, Andrea
11
Lütkepohl, Helmut
10
Owyang, Michael T.
10
Serletis, Apostolos
10
Guidolin, Massimo
9
Nakajima, Jouchi
9
Velinov, Anton
9
Winter-Ebmer, Rudolf
9
Leiva-Leon, Danilo
8
Marcellino, Massimiliano
8
Xu, Libo
8
Blazsek, Szabolcs
7
Ciecka, James E.
7
De Grauwe, Paul
7
Dueker, Michael
7
Paap, Richard
7
Pamminger, Christoph
7
Pedio, Manuela
7
Ravazzolo, Francesco
7
Vansteenkiste, Isabel
7
Woźniak, Tomasz
7
Bode, Eckhardt
6
Bos, Charles S.
6
Goldman, Jerry
6
Omori, Yasuhiro
6
Warne, Anders
6
Zimmermann, Klaus F.
6
Çakmaklı, Cem
6
Bohl, Martin T.
5
Cavicchioli, Maddalena
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Bozen economics & management paper series : BEMPS
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Energy economics
1
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Rivista italiana degli economisti : the journal of the Italian Economic Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
The impact of climate on economic and financial cycles : a Markov-switching panel approach
Billio, Monica
;
Casarin, Roberto
;
De Cian, Enrica
; …
-
2021
Persistent link: https://www.econbiz.de/10012499498
Saved in:
2
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
-
2021
Persistent link: https://www.econbiz.de/10013179346
Saved in:
3
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
4
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2014
Persistent link: https://www.econbiz.de/10011629426
Saved in:
5
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
6
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2012
Persistent link: https://www.econbiz.de/10011629070
Saved in:
7
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
8
Business cycle and Markov switching models with distributed lags : a comparison between US and euro area
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Rivista italiana degli economisti : the journal of the …
19
(
2014
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10010407958
Saved in:
9
Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009521858
Saved in:
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