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~isPartOf:"Journal of applied econometrics"
~subject:"VAR-Modell"
~type_genre:"Aufsatz in Zeitschrift"
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VAR-Modell
Bayes-Statistik
87
Bayesian inference
87
Theorie
35
Theory
35
Estimation
30
Schätzung
30
USA
26
United States
26
Markov chain
24
Markov-Kette
24
Forecasting model
20
Prognoseverfahren
20
VAR model
20
Time series analysis
16
Zeitreihenanalyse
16
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Regression analysis
13
Regressionsanalyse
13
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12
Estimation theory
12
Schätztheorie
12
Wirtschaftswachstum
12
Modellierung
11
Scientific modelling
11
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Volatilität
9
Welt
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8
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7
Dynamisches Gleichgewicht
7
Panel
7
Panel study
7
Börsenkurs
6
Geldpolitik
6
Monetary policy
6
Nichtparametrisches Verfahren
6
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6
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6
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Article
20
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Aufsatz in Zeitschrift
Article in journal
20
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English
20
Author
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Carriero, Andrea
3
Huber, Florian
3
Marcellino, Massimiliano
3
Koop, Gary
2
Warne, Anders
2
Aastveit, Knut Are
1
Ahelegbey, Daniel Felix
1
Billio, Monica
1
Casarin, Roberto
1
Chan, Joshua
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
Droumaguet, Matthieu
1
Feldkircher, Martin
1
Fischer, Manfred M.
1
Frey, Christoph
1
Fève, Patrick
1
Galvão, Ana Beatriz C.
1
Gospodinov, Nikolaj
1
Greenwald, Daniel L.
1
Hauzenberger, Niko
1
Jacobi, Liana
1
Kapetanios, George
1
Kleibergen, Frank
1
Lanne, Markku
1
Lkhagvasuren, Damba
1
Luoto, Jani
1
Lütkepohl, Helmut
1
Mavroeidis, Sophocles
1
Mokinski, Frieder
1
Netšunajev, Aleksei
1
Sahuc, Jean-Guillaume
1
Woźniak, Tomasz
1
Wright, Jonathan H.
1
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Journal of applied econometrics
International journal of forecasting
33
Journal of econometrics
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Economic modelling
22
Journal of economic dynamics & control
20
Economics letters
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Applied economics
18
Journal of forecasting
14
Macroeconomic dynamics
13
Energy economics
11
Applied economics letters
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Journal of international money and finance
9
Econometric reviews
8
European economic review : EER
8
Journal of macroeconomics
8
Quantitative economics : QE ; journal of the Econometric Society
8
The North American journal of economics and finance : a journal of financial economics studies
8
International review of economics & finance : IREF
7
Journal of monetary economics
7
Econometrics : open access journal
6
Journal of money, credit and banking : JMCB
6
Economic research
4
Finance research letters
4
Journal of banking & finance
4
Applied financial economics
3
Central European journal of economic modelling and econometrics
3
Cogent economics & finance
3
East Asian economic review
3
Econometric theory
3
Economic systems
3
Economie & prévision : EP
3
Emerging markets review
3
Emerging markets, finance and trade : EMFT
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International economic journal
3
International economic review
3
International journal of business and economic sciences applied research : IJBESAR
3
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ECONIS (ZBW)
20
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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
Granger causality and regime inference in
Markov
switching VAR models with Bayesian methods
Droumaguet, Matthieu
;
Warne, Anders
;
Woźniak, Tomasz
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 802-818
Persistent link: https://www.econbiz.de/10011862238
Saved in:
5
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
Saved in:
6
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
7
A moment-matching method for approximating vector autoregressive processes by finite-state
Markov
chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
8
Disentangling demand and supply shocks in the crude oil market : how to check sign restrictions in structural VARs
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 479-496
Persistent link: https://www.econbiz.de/10010414883
Saved in:
9
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:
10
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
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