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~isPartOf:"CAMA working paper series"
~subject:"Geldpolitik"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Theory"
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Geldpolitik
Schätzung
Stochastic process
Theory
Modellierung
14
Scientific modelling
14
Theorie
8
Time series analysis
8
Zeitreihenanalyse
8
Bayes-Statistik
5
Bayesian inference
5
Estimation
4
State space model
4
Stochastischer Prozess
4
VAR model
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VAR-Modell
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Zustandsraummodell
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Markov chain
2
Markov-Kette
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Monte Carlo simulation
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Phillips curve
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2
Probit-Modell
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Real business cycle model
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Real-Business-Cycle-Theorie
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Volatilität
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1947-2011
1
ARMA model
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ARMA-Modell
1
Bayesian Lasso
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Bayesian model comparison
1
Betriebsgröße
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Business cycle
1
CAPM
1
DSGE modelling
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1
Dekompositionsverfahren
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Dynamic equilibrium
1
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10
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11
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9
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English
11
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Chan, Joshua C. C.
4
Strachan, Rodney W.
3
Chan, Joshua
2
Koop, Gary
2
Leon-Gonzalez, Roberto
2
Wong, Benjamin
2
Eisenstat, Eric
1
Görtz, Christoph
1
Harding, Don
1
Morley, James C.
1
Pagan, Adrian R.
1
Pongrapeeporn Abhakorn
1
Smith, Peter N.
1
Theodoridis, Konstantinos
1
Thoenissen, Christoph
1
Trung Duc Tran
1
Varang Wiriyawit
1
Wickens, Michael R.
1
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CAMA working paper series
Journal of econometrics
52
Econometric reviews
35
Working paper
32
Working paper / National Bureau of Economic Research, Inc.
30
Econometric Institute research papers
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
NBER working paper series
28
Discussion paper / Centre for Economic Policy Research
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
International journal of forecasting
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
NBER Working Paper
23
Discussion paper / Tinbergen Institute
21
SpringerLink / Bücher
21
Cowles Foundation discussion paper
20
Economics letters
20
Handbooks in economics
20
Journal of applied econometrics
19
Economic modelling
18
Insurance / Mathematics & economics
18
Econometrics : open access journal
17
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Journal of forecasting
16
Tinbergen Institute research series
16
Applied economics
15
Discussion paper / Center for Economic Research, Tilburg University
14
Journal of economic dynamics & control
14
CESifo working papers
13
Discussion papers / CEPR
13
Journal of economic theory
13
European journal of operational research : EJOR
12
Finance and economics discussion series
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
The journal of risk model validation
12
Cowles Foundation Discussion Paper
11
Journal of money, credit and banking : JMCB
11
Journal of the American Statistical Association : JASA
11
Oxford bulletin of economics and statistics
11
Working paper series / European Central Bank
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ECONIS (ZBW)
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The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
Saved in:
2
The decline in r* according to a robust multivariate trend-cycle decomposition
Morley, James C.
;
Trung Duc Tran
;
Wong, Benjamin
-
2022
Persistent link: https://www.econbiz.de/10012878807
Saved in:
3
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
4
Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit
;
Wong, Benjamin
-
2014
Persistent link: https://www.econbiz.de/10011341994
Saved in:
5
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10010348808
Saved in:
6
What do the Fama-French factors add to CCAPM?
Pongrapeeporn Abhakorn
;
Smith, Peter N.
;
Wickens, Michael R.
-
2013
Persistent link: https://www.econbiz.de/10009744151
Saved in:
7
Invariant inference and efficient computation in the static factor model
Chan, Joshua C. C.
;
Leon-Gonzalez, Roberto
;
Strachan, …
-
2013
Persistent link: https://www.econbiz.de/10009750016
Saved in:
8
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
-
2013
Persistent link: https://www.econbiz.de/10009750019
Saved in:
9
Modelling breaks and clusters in the steady states of macroeconomic variables
Chan, Joshua C. C.
;
Koop, Gary
-
2012
Persistent link: https://www.econbiz.de/10009561206
Saved in:
10
Time varying dimension models
Chan, Joshua C. C.
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2011
Persistent link: https://www.econbiz.de/10009405741
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