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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"State space model"
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State space model
Zustandsraummodell
47
Estimation
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Time series analysis
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Zeitreihenanalyse
19
Theorie
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Theory
12
Bruttoinlandsprodukt
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Kalman filter
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Mansur Masih
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Obiyathulla Ismath Bacha
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Tiwari, Aviral Kumar
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Aguiar-Conraria, Luís
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Dar, Arif Billah
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Dewandaru, Ginanjar
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Jönsson, Kristian
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Masih, Mansur
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Discussion paper / Tinbergen Institute
94
Economic modelling
78
Economics letters
55
Computational economics
54
Journal of econometrics
53
International journal of forecasting
51
Energy economics
50
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44
Finance research letters
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
30
International review of economics & finance : IREF
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Working paper
24
Discussion paper / Centre for Economic Policy Research
22
International review of financial analysis
22
Econometric reviews
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Journal of applied econometrics
20
Finance and economics discussion series
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Working paper series / European Central Bank
18
CREATES research paper
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Journal of empirical finance
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CESifo working papers
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Bank of Finland research discussion papers
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of macroeconomics
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Journal of risk and financial management : JRFM
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NBER Working Paper
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NBER working paper series
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International journal of finance & economics : IJFE
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Econometrics : open access journal
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Research in international business and finance
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1
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing
;
Fang, Zheng
;
Youngho, Chang
;
Tian, Shuairu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
Saved in:
2
Measuring the neutral real interest rate in Brazil : a semi-structural open economy framework
Neto, Alberto Ronchi
;
Candido, Osvaldo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 651-667
Persistent link: https://www.econbiz.de/10012219146
Saved in:
3
Why are Bayesian trend-cycle decompositions of US real GDP so different?
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1339-1354
Persistent link: https://www.econbiz.de/10012219585
Saved in:
4
Real-time US GDP gap properties using Hamilton’s regression-based filter
Jönsson, Kristian
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 307-314
Persistent link: https://www.econbiz.de/10012253213
Saved in:
5
A time-frequency analysis of the Canadian macroeconomy and the yield curve
Ojo, Mustapha Olalekan
;
Aguiar-Conraria, Luís
;
Soares, …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2333-2351
Persistent link: https://www.econbiz.de/10012255868
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6
The arbitrage-free generalized Nelson-Siegel term structure model : does a good in-sample fit imply better out-of-sample forecasts?
Ullah, Wali
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1243-1284
Persistent link: https://www.econbiz.de/10012285551
Saved in:
7
On the link between the exchange rates and interest rate differentials in China : evidence from an asymmetric wavelet analysis
Si, Dengkui
;
Li, Xiao-Lin
;
Ge, Xinyu
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2925-2946
Persistent link: https://www.econbiz.de/10012500877
Saved in:
8
Output gaps, inflation and financial cycles in the UK
Melolinna, Marko
;
Tóth, Máté
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
3
,
pp. 1039-1070
Persistent link: https://www.econbiz.de/10012041692
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9
Contagion of capital markets in CEE countries : evidence from wavelet analysis
Cărăuşu, Dumitru Nicuşor
;
Filip, Bogdan Florin
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 618-641
Persistent link: https://www.econbiz.de/10012123340
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10
A multiple and partial wavelet analysis of the oil price, inflation, exchange rate, and economic growth nexus in Saudi Arabia
Aloui, Chaker
;
Hkiri, Besma
;
Hammoudeh, Shawkat
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 935-956
Persistent link: https://www.econbiz.de/10012123535
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