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~isPartOf:"Journal of applied econometrics"
~subject:"Bayesian estimation"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Search: subject_exact:"Markov Chain Monte Carlo approach"
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Bayesian estimation
Prognoseverfahren
Volatilität
Bayes-Statistik
87
Bayesian inference
87
Theorie
29
Theory
29
Estimation
22
Schätzung
22
Forecasting model
19
USA
17
United States
17
VAR model
17
VAR-Modell
17
Regression analysis
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Regressionsanalyse
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Economic growth
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Wirtschaftswachstum
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Estimation theory
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Modellierung
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Schätztheorie
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Scientific modelling
11
Time series analysis
10
Zeitreihenanalyse
10
Volatility
9
Dynamic equilibrium
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Dynamisches Gleichgewicht
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Welt
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World
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Markov chain
6
Markov-Kette
6
Nichtparametrisches Verfahren
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Nonparametric statistics
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Panel
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Panel study
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Geldpolitik
5
Monetary policy
5
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28
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English
28
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Carriero, Andrea
3
Huber, Florian
3
Marcellino, Massimiliano
3
Koop, Gary
2
Aastveit, Knut Are
1
Baltagi, Badi H.
1
Bollinger, Christopher R.
1
Bray, Jeremy W.
1
Christiansen, Charlotte
1
Christoffel, Kai
1
Clark, Todd E.
1
Clements, Michael P.
1
Coenen, Günter
1
Corsello, Francesco
1
Crespo Cuaresma, Jesús
1
Cúrdia, Vasco
1
Del Negro, Marco
1
Egger, Peter
1
Eicher, Theo S.
1
Eisenstat, Eric
1
Feldkircher, Martin
1
Fischer, Manfred M.
1
Forbes, Catherine Scipione
1
Frey, Christoph
1
Galvão, Ana Beatriz C.
1
Gramacy, Robert
1
Greenwald, Daniel L.
1
Gustafsson, Oskar
1
Hasselt, Martijn van
1
Hauzenberger, Niko
1
Hirose, Yasuo
1
Hofmarcher, Paul
1
Horst, Enrique ter
1
Inoue, Atsushi
1
Kapetanios, George
1
Kaufmann, Sylvia
1
Kesina, Michaela
1
Kim, Chang-jin
1
Kliem, Martin
1
Lanne, Markku
1
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Journal of applied econometrics
International journal of forecasting
103
Journal of econometrics
61
Discussion paper / Tinbergen Institute
59
Journal of forecasting
47
Working paper
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Economic modelling
44
CAMA working paper series
33
Journal of economic dynamics & control
32
Working paper series / European Central Bank
30
Econometric reviews
26
Discussion papers / CEPR
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Federal Reserve Bank of Cleveland working paper series
23
Energy economics
22
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Journal of macroeconomics
19
CESifo working papers
18
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
18
Working paper / Norges Bank
18
Discussion paper
17
Economics letters
17
Computational economics
16
Applied economics
15
Discussion paper / Centre for Economic Policy Research
15
Insurance / Mathematics & economics
15
Journal of international money and finance
15
Quantitative economics : QE ; journal of the Econometric Society
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Econometrics : open access journal
14
European journal of operational research : EJOR
14
CAMA Working Paper
13
The North American journal of economics and finance : a journal of financial economics studies
13
Sveriges Riksbank working paper series
12
Working papers / Federal Reserve Bank of Philadelphia, Research Department
12
Quantitative finance
11
Discussion papers / Adam Smith Business School, University of Glasgow
10
European economic review : EER
10
FRB of Cleveland Working Paper
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ECONIS (ZBW)
28
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1
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
2
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
3
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
4
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
5
(Un)expected monetary policy shocks and term premia
Kliem, Martin
;
Meyer-Gohde, Alexander
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013186692
Saved in:
6
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
7
A Bayesian approach to account for misclassification in prevalence and trend estimation
Hasselt, Martijn van
;
Bollinger, Christopher R.
;
Bray, …
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 351-367
Persistent link: https://www.econbiz.de/10013165237
Saved in:
8
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
9
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
Saved in:
10
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
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