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subject:"VAR model"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~subject:"Volatilität"
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Search: subject_exact:"Bayessche Statistik"
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VAR model
Volatilität
Bayes-Statistik
60
Bayesian inference
60
Estimation
26
Schätzung
26
Theorie
22
Theory
22
Bayesian estimation
21
Dynamic equilibrium
17
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Arampatzidis, Ioannis
1
Barauskaite, Kristina
1
Belomestny, Denis
1
Büyükbaşaran, Tayyar
1
Ca'Zorzi, Michele
1
Castillo B., Paul
1
Choi, Jinho
1
Cross, Jamie
1
Davidson, Sharada Nia
1
Da̜browski, Marek A.
1
Fasolo, Angelo Marsiglia
1
Gimet, Céline
1
Hu, Shuowen
1
Hu, Wentao
1
Hur, Joonyoung
1
Karasoy-Can, Gökçe
1
Kocięcki, Andrzej
1
Krymova, Ekaterina
1
Küçük, Hande
1
Lagoarde-Segot, Thomas
1
Lou, Zhusheng
1
Nguyen, Anh D. M.
1
Panagiōtidēs, Theodōros
1
Polbin, Andrej
1
Poon, Aubrey
1
Pop, Raluca-Elena
1
Poskitt, Donald Stephen
1
Reyes-Ortiz, Luis
1
Rodriguez, Gabriel
1
Rubaszek, Michał
1
Shi, Chaojun
1
Shi, Yufeng
1
Sun, Yunchuan
1
Teng, Bin
1
Vassallo, Renato
1
Wang, Nianling
1
Wang, Sicong
1
Wang, Wei
1
Wróblewska, Justyna
1
Zhang, Xibin
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Economic modelling
Journal of econometrics
33
International journal of forecasting
29
Discussion papers / CEPR
23
Discussion paper / Centre for Economic Policy Research
20
Energy economics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of economic dynamics & control
12
Economics letters
11
Applied economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of applied econometrics
10
Journal of forecasting
10
Econometric reviews
9
Journal of international money and finance
9
Macroeconomic dynamics
9
Finance research letters
8
Journal of macroeconomics
8
Applied economics letters
7
European economic review : EER
7
Journal of monetary economics
7
Computational economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
International review of economics & finance : IREF
5
Economic research
4
International journal of finance & economics : IJFE
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Research in international business and finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of banking & finance
3
Journal of economic studies
3
Journal of empirical finance
3
Journal of financial markets
3
Quantitative finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economia politica : journal of analytical and institutional economics
2
Economic systems
2
Emerging markets review
2
Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
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1
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
2
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
3
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
4
Macroeconomic effects of bank lending in an emerging economy : evidence from Turkey
Büyükbaşaran, Tayyar
;
Karasoy-Can, Gökçe
; …
- In:
Economic modelling
115
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014228681
Saved in:
5
Economic recovery forecasts under impacts of COVID-19
Teng, Bin
;
Wang, Sicong
;
Shi, Yufeng
;
Sun, Yunchuan
; …
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348381
Saved in:
6
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
7
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
Saved in:
8
Global intersectoral production network and aggregate fluctuations
Barauskaite, Kristina
;
Nguyen, Anh D. M.
- In:
Economic modelling
102
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012797334
Saved in:
9
Interdependence or contagion : a model switching approach with a focus on Latin America
Davidson, Sharada Nia
- In:
Economic modelling
85
(
2020
),
pp. 166-197
Persistent link: https://www.econbiz.de/10012210622
Saved in:
10
Financialization and the macroeconomy : theory and empirical evidence
Gimet, Céline
;
Lagoarde-Segot, Thomas
;
Reyes-Ortiz, Luis
- In:
Economic modelling
81
(
2019
),
pp. 89-110
Persistent link: https://www.econbiz.de/10012201483
Saved in:
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