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subject:"Stochastischer Prozess"
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Search: subject_exact:"Markov Chain Monte Carlo approach"
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Stochastischer Prozess
Bayes-Statistik
11
Bayesian inference
11
Estimation
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Peru
7
Schätzung
7
Volatility
7
Volatilität
7
Stochastic Volatility
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Stochastic process
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Estimation theory
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Schock
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Schätztheorie
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Shock
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Impact assessment
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Peruvian Economy
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Theorie
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Theory
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VAR-Modell
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Wirkungsanalyse
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Geldpolitik
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Konjunktur
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Macroeconomic Fluctuations
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ARCH-Modell
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Bayesian Estimation
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Bayesian Estimation and Comparison
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Deviance Information Criterion
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Exchange rate
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External Shocks
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Marginal Likelihood
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Monetary Policy
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Wechselkurs
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Autoregressive Vectors with Time Varying Parameters
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Autoregressive Vectors with Time- Varying Parameters
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Rodriguez, Gabriel
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Abanto-Valle, Carlos A.
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Calero, Roberto
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Castro Cepero, Luis M.
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Fernández Prada Saucedo, Jean Pierre
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Garrafa-Aragón, Hernán B.
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Ojeda Cunya, Junior Alex
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Salcedo Cisneros, Rodrigo
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Documento de trabajo
Journal of econometrics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
CAMA working paper series
15
Econometric reviews
12
European journal of operational research : EJOR
12
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Working paper
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Discussion paper / Tinbergen Institute
8
Energy economics
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Federal Reserve Bank of Cleveland working paper series
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International journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Operations research
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SFB 649 discussion paper
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CREATES research paper
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Discussion papers / CEPR
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Economics letters
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of the American Statistical Association : JASA
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Macroeconomic dynamics
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Quaderni del Dipartimento
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The econometrics journal
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Central European journal of economic modelling and econometrics
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Journal of mathematical finance
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ECONIS (ZBW)
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1
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
2
Impact of monetary policy shocks in the Peruvian economy over time
Pérez Rojo, Flavio
;
Rodriguez, Gabriel
-
2023
-
This version: August 21, 2023
Persistent link: https://www.econbiz.de/10014430521
Saved in:
3
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
Saved in:
4
Approximate Bayesian estimation of stochastic volatility in mean models using Hidden Markov Models: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013170523
Saved in:
5
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013273010
Saved in:
6
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
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