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State space model
56
Zustandsraummodell
56
Time series analysis
44
State space models
43
Zeitreihenanalyse
42
Theorie
41
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41
Forecasting model
31
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State-space models
29
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21
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21
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14
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14
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14
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state space models
13
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11
state-space models
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9
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7
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Brazil
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Cross, Jamie
3
Delle Monache, Davide
3
Li, Johnny Siu-Hang
3
Liu, Yanxin
3
Mazzi, Gian Luigi
3
Petrella, Ivan
3
Proietti, Tommaso
3
Svetunkov, Ivan
3
Venditti, Fabrizio
3
Abanto-Valle, Carlos A.
2
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2
Boylan, John E.
2
Candido, Osvaldo
2
Creal, Drew
2
Doucet, Arnaud
2
Forbes, Catherine
2
Frale, Cecilia
2
Francke, Marc
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Inchauspe, Julian
2
Kim, Won Joong
2
Koehler, Anne B.
2
Li, Junye
2
Marcellino, Massimiliano
2
Minne, Alex van de
2
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2
Neto, Alberto Ronchi
2
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2
Reichlin, Lucrezia
2
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2
Rodriguez, Gabriel
2
Sbrana, Giacomo
2
Snyder, Ralph
2
Snyder, Ralph D.
2
Trück, Stefan
2
Agarwalla, Sobhesh Kumar
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C.E.P.R. Discussion Papers
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International journal of forecasting
9
International Journal of Forecasting
6
Annals of the Institute of Statistical Mathematics
5
Computational Statistics & Data Analysis
5
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of econometrics
4
CEPR Discussion Papers
3
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International journal of production research
2
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2
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2
Journal of economic dynamics & control
2
Studies in Nonlinear Dynamics & Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The North American Journal of Economics and Finance
2
The journal of real estate finance and economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied Mathematical Finance
1
Applied economics
1
Astin bulletin : the journal of the International Actuarial Association
1
Computational economics
1
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1
Economic research
1
Economics Letters
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Economics letters
1
Empirica : journal of european economics
1
Empirical Economics
1
Energy Economics
1
Energy economics
1
Explorations in economic history : EEH
1
Handbook of computational economics : Volume 4: Heterogeneous agent modeling
1
Handbook of macroeconomics : volume 2, v. 2A-2B SET
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
International Advances in Economic Research
1
International Journal of Theoretical and Applied Finance (IJTAF)
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ECONIS (ZBW)
69
RePEc
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1
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
2
On foreign drivers of emerging markets fluctuations
Bajraj, Gent
;
Lorca, Jorge
;
Wlasiuk, Juan Marcos
- In:
Economic modelling
129
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472070
Saved in:
3
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
4
iETS : state space model for intermittent demand forecasting
Svetunkov, Ivan
;
Boylan, John E.
- In:
International journal of production economics
265
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014437626
Saved in:
5
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
6
Quantifying the uncertainty of long-term macroeconomic projections
Demirel, Ufuk Devrim
;
Otterson, James
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014423949
Saved in:
7
Persistence modeling for sales prediction : a simple, self-contained approach
Sbrana, Giacomo
;
Antonetti, Paolo
- In:
Journal of business research : JBR
166
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014380325
Saved in:
8
Econometric forecasting of tourist arrivals using Bayesian structural time-series
Andrews, Antony
;
Kimpton, Sean
- In:
Economic papers
42
(
2023
)
2
,
pp. 200-211
Persistent link: https://www.econbiz.de/10014365142
Saved in:
9
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
10
Precision-based sampling for
state
space
models
that have no measurement error
Mertens, Elmar
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014480317
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