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~isPartOf:"CAMA working paper series"
~isPartOf:"Economic modelling"
~isPartOf:"Research series / Universiteit van Amsterdam"
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Search: subject_exact:"Kalman filter"
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ECONIS (ZBW)
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21
The natural rate of interest in a nonlinear DSGE model
Hirose, Yasuo
;
Sunakawa, Takeki
-
2017
Persistent link: https://www.econbiz.de/10011747745
Saved in:
22
The macroeconomic drivers in hedge fund beta management
Lambert, Marie
;
Platania, Federico
- In:
Economic modelling
91
(
2020
),
pp. 65-80
Persistent link: https://www.econbiz.de/10012429017
Saved in:
23
Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models
Seong, Byeongchan
- In:
Economic modelling
91
(
2020
),
pp. 463-468
Persistent link: https://www.econbiz.de/10012429116
Saved in:
24
Structural analysis with mixed-frequency data : a model of US capital flows
Bacchiocchi, Emanuele
;
Bastianin, Andrea
;
Missale, …
- In:
Economic modelling
89
(
2020
),
pp. 427-443
Persistent link: https://www.econbiz.de/10012426146
Saved in:
25
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage
Gradojevic, Nikola
;
Erdemlioglu, Deniz
;
Gençay, Ramazan
- In:
Economic modelling
85
(
2020
),
pp. 57-73
Persistent link: https://www.econbiz.de/10012210603
Saved in:
26
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua
;
Grant, Angelia L.
-
2016
Persistent link: https://www.econbiz.de/10011756222
Saved in:
27
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
28
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
29
Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342411
Saved in:
30
Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342444
Saved in:
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