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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
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Search: subject_exact:"Markovsche Kette"
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Zeitreihenanalyse
Markov chain
82
Markov-Kette
82
Estimation
39
Schätzung
39
Theorie
27
Theory
27
Time series analysis
21
Volatility
19
Volatilität
19
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14
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13
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China
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Billio, Monica
6
Casarin, Roberto
3
Ahelegbey, Daniel Felix
1
Anas, Jacques
1
Beruvides, Mario
1
Carlo, Thiago Carlomagno
1
Cavicchioli, Maddalena
1
Cheng, Jen-chi
1
Cordero-Franco, Alvaro E.
1
Cremaschini, Alessandro
1
Damásio, Bruno
1
Di Sanzo, Silvestro
1
Droumaguet, Matthieu
1
Enck, David
1
Ferrara, Laurent
1
Gallo, Giampiero M.
1
Gomes, Fábio A.
1
Harding, Don
1
Iacopini, Matteo
1
Korobilis, Dimitris
1
Lo Duca, Marco
1
Lu, Xinjie
1
Luo, H. Arthur
1
Ma, Feng
1
Martellucci, Eliano
1
Maruotti, Antonello
1
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1
Mbara, Gilbert
1
Melo, Lívia C. M.
1
Mendonça, Sandro
1
Osman, Mohamed
1
Osuntuyi, Anthony
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1
Punzón, Antonio
1
Scaffidi Domianello, Luca
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Schröder, Maximilian
1
Soave, Gian Paulo
1
Stanca, Luca M.
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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Applied economics
Working papers
Journal of econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
International journal of forecasting
19
Discussion paper / Tinbergen Institute
16
Economic modelling
15
Journal of forecasting
15
Economics letters
14
CESifo working papers
10
Energy economics
10
Macroeconomic dynamics
10
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10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
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8
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8
Econometric reviews
7
Journal of applied econometrics
7
International review of economics & finance : IREF
6
CAMA working paper series
5
CREATES research paper
5
Econometric Institute research papers
5
Econometric theory
5
Econometrics : open access journal
5
International journal of finance & economics : IJFE
5
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5
Applied economics letters
4
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4
International journal of economics and finance
4
Journal of empirical finance
4
Kiel working paper
4
The North American journal of economics and finance : a journal of financial economics studies
4
Annals of financial economics
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Documentos de trabajo / Banco de España
3
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3
International Journal of Energy Economics and Policy : IJEEP
3
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ECONIS (ZBW)
21
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1
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
2
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
3
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
4
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
5
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Saved in:
6
Bayesian Markov switching tensor regression for time-varying networks
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011869070
Saved in:
7
Persistence, mean reversion, and non-linearities in inflation rates in the GCC countries : an eclectic approach
Osman, Mohamed
- In:
Applied economics
53
(
2021
)
8
,
pp. 913-923
Persistent link: https://www.econbiz.de/10012425441
Saved in:
8
Using statistical process monitoring to identify us business cycle change points and turning points
Enck, David
;
Beruvides, Mario
;
Tercero-Gómez, Víctor G.
; …
- In:
Applied economics
53
(
2021
)
46
,
pp. 5319-5336
Persistent link: https://www.econbiz.de/10012626873
Saved in:
9
Business cycle dating after the Great Moderation : a consistent two-stage maximum likelihood method
Mbara, Gilbert
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2017
Persistent link: https://www.econbiz.de/10011874862
Saved in:
10
Assessing monetary policy models : Bayesian inference for heteroskedastic strcutural VARs
Woźniak, Tomasz
;
Droumaguet, Matthieu
-
2015
Persistent link: https://www.econbiz.de/10011521832
Saved in:
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