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~isPartOf:"Working papers"
~subject:"Markov chain"
~subject:"Prognoseverfahren"
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Markov chain
Prognoseverfahren
Volatilität
Bayes-Statistik
145
Bayesian inference
145
Theorie
56
Theory
56
Estimation
49
Schätzung
49
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31
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28
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Casarin, Roberto
12
Billio, Monica
6
Ravazzolo, Francesco
5
Dijk, Herman K. van
3
Kocięcki, Andrzej
3
Grassi, Stefano
2
Gupta, Rangan
2
Osuntuyi, Anthony
2
Agudze, Komla M.
1
Ahelegbey, Daniel Felix
1
Balcilar, Mehmet
1
Balcombe, Kelvin G.
1
Barauskaite, Kristina
1
Bassetti, Federico
1
Bekiros, Stelios
1
Bojaj, Martin M.
1
Bracanovic, Andrej
1
Bulfone, Giacomo
1
Ca'Zorzi, Michele
1
Castillo B., Paul
1
Castillo, Carlos
1
Choi, Jinho
1
Cross, Jamie
1
De Cian, Enrica
1
Droumaguet, Matthieu
1
Duncan, Stephen
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Fasolo, Angelo Marsiglia
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Fraser, Iain M.
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Girardin, Eric
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Horst, Enrique ter
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Hu, Shuowen
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Hu, Wentao
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Hur, Joonyoung
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Iacopini, Matteo
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Iiboshi, Hirokuni
1
Jolicic, Ivan
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Kakamu, Kazuhiko
1
Kolasa, Marcin
1
Korobilis, Dimitris
1
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Economic modelling
Working papers
International journal of forecasting
104
Journal of econometrics
79
Discussion paper / Tinbergen Institute
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Journal of forecasting
48
Working paper
41
CAMA working paper series
31
Econometric reviews
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Journal of applied econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
29
Federal Reserve Bank of Cleveland working paper series
25
Energy economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
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23
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20
Computational economics
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Discussion papers / CEPR
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Insurance / Mathematics & economics
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Economics letters
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Journal of economic dynamics & control
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Centre for Economic Policy Research
17
Journal of the American Statistical Association : JASA
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Econometrics : open access journal
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Sveriges Riksbank working paper series
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Strathclyde discussion papers in economics
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CAMP working paper series
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Journal of empirical finance
11
Journal of international money and finance
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Macroeconomic dynamics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
A note on the determinants of NFTs returns
Panagiōtidēs, Theodōros
;
Papapanagiotou, Georgios
-
2024
Persistent link: https://www.econbiz.de/10014529017
Saved in:
2
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
3
Subjective expectations and uncertainty
Kocięcki, Andrzej
;
Łyziak, Tomasz
;
Stanisławska, Ewa
-
2022
Persistent link: https://www.econbiz.de/10013188035
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4
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic : a Bayesian Markov switching model
Bulfone, Giacomo
;
Casarin, Roberto
;
Ravazzolo, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012510805
Saved in:
5
The impact of climate on economic and financial cycles : a Markov-switching panel approach
Billio, Monica
;
Casarin, Roberto
;
De Cian, Enrica
; …
-
2021
Persistent link: https://www.econbiz.de/10012499498
Saved in:
6
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
7
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
8
A Bayesian dynamic compositional model for large density combinations in finance
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2020
Persistent link: https://www.econbiz.de/10012384654
Saved in:
9
No such thing as the perfect match : Bayesian Model Averaging for treatment evaluation
Lucchetti, Riccardo
;
Pedini, Luca
;
Pigini, Claudia
- In:
Economic modelling
107
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013367496
Saved in:
10
Forecasting macroeconomic effects of stablecoin adoption : a Bayesian approach
Bojaj, Martin M.
;
Muhadinovic, Milica
;
Bracanovic, Andrej
; …
- In:
Economic modelling
109
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013348244
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