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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Johns Hopkins University / Department of Economics"
~subject:"State space model"
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State space model
Zustandsraummodell
3
Theorie
2
Theory
2
Deflation
1
Forecast
1
Geldpolitik
1
Japan
1
Liquidity preference
1
Liquiditätspräferenz
1
Markov chain
1
Markov-Kette
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Monetary policy
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Prognose
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Stochastic process
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Stochastischer Prozess
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Taylor rule
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Volatilität
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Working Paper
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English
3
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Barndorff-Nielsen, Ole E.
1
Leigh, Daniel
1
Mikkelsen, Peter
1
Shephard, Neil G.
1
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Centre for Analytical Finance <Århus>
Johns Hopkins University / Department of Economics
National Bureau of Economic Research
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
University of Strathclyde / Department of Economics
5
Queen Mary College / Department of Economics
4
Ekonomiska forskningsinstitutet <Stockholm>
3
European University Institute / Department of Economics
3
Tinbergen Instituut
3
Center for Economic Research <Tilburg>
2
Centre for Quantitative Economics & Computing
2
Federal Reserve Bank of St. Louis
2
Institutet för Internationell Ekonomi <Stockholm>
2
Nationalekonomiska Institutionen <Göteborg>
2
Nuffield College
2
Tinbergen Institute
2
University of Cambridge / Department of Applied Economics
2
Verlag Dr. Kovač
2
Centre for International Macroeconomics
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Europäische Kommission / Gemeinsame Forschungsstelle
1
Europäische Kommission / Scientific, Technical and Economic Committee for Fisheries
1
Federal Reserve Bank of San Francisco
1
Forschungsinstitut zur Zukunft der Arbeit
1
Humboldt-Universität zu Berlin / Wirtschaftswissenschaftliche Fakultät
1
Judge Institute of Management Studies
1
Loughborough University / Department of Economics
1
Narodna Banka na Republika Makedonija
1
Nationalekonomiska Institutionen <Lund>
1
Philippine Institute for Development Studies <Makati>
1
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
1
Schweiz / Staatssekretariat für Wirtschaft
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer International Publishing
1
Türkiye Cumhuriyet Merkez Bankası
1
Universitetet i Oslo / Økonomisk institutt
1
University of Adelaide / School of Economics
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Working papers / Department of Economics, The Johns Hopkins University
1
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ECONIS (ZBW)
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Monetary policy and the dangers of deflation : lessons from Japan
Leigh, Daniel
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002415283
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2
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
3
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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