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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Strathclyde discussion papers in economics"
~subject:"Prognoseverfahren"
~subject:"Stochastic volatility"
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Search: subject_exact:"Bayes-Theorem"
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Prognoseverfahren
Stochastic volatility
Bayes-Statistik
139
Bayesian inference
139
Theorie
78
Theory
78
Forecasting model
38
Time series analysis
33
VAR model
33
VAR-Modell
33
Zeitreihenanalyse
33
Estimation
31
Schätzung
31
Markov chain
30
Markov-Kette
30
Estimation theory
29
Schätztheorie
29
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Volatility
22
Volatilität
22
Stochastic process
21
Stochastischer Prozess
21
USA
16
United States
16
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Regression analysis
11
Regressionsanalyse
11
Modellierung
10
Scientific modelling
10
Schock
9
Shock
9
State space model
9
Zustandsraummodell
9
Induktive Statistik
8
Markov chain Monte Carlo
8
Statistical distribution
8
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8
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8
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19
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11
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34
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9
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34
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9
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Non-commercial literature
9
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9
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English
43
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Koop, Gary
13
Huber, Florian
4
Mitchell, James
4
Ravazzolo, Francesco
4
Chan, Joshua
3
Clark, Todd E.
3
McIntyre, Stuart
3
Poon, Aubrey
3
Aastveit, Knut Are
2
Chan, Joshua C. C.
2
Dijk, Herman K. van
2
Korobilis, Dimitris
2
Mumtaz, Haroon
2
Potter, Simon M.
2
Song, Dongho
2
West, Mike
2
Alba, Enrique de
1
Arnold, Steven F.
1
Bauwens, Luc
1
Berry, Lindsay R.
1
Bianchi, Daniele
1
Billio, Monica
1
Bäurle, Gregor
1
Carpantier, Jean-François
1
Carriero, Andrea
1
Casarin, Roberto
1
Chan, Nancy Y. C.
1
Chen, Cathy W. S.
1
Cross, Jamie
1
Demircan, Hamza
1
Dufays, Arnaud
1
Eisenstat, Eric
1
Feldkircher, Martin
1
Fong, Duncan K. H.
1
Garratt, Anthony
1
Gerlach, Richard H.
1
Griffin, Jim
1
Griffin, Jim E.
1
Groen, Jan J. J.
1
Guidolin, Massimo
1
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University of Strathclyde / Department of Economics
4
Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Strathclyde discussion papers in economics
International journal of forecasting
101
Discussion paper / Tinbergen Institute
50
Journal of forecasting
45
Journal of econometrics
43
Working paper
29
Working paper series / European Central Bank
21
Journal of applied econometrics
20
Federal Reserve Bank of Cleveland working paper series
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Working paper / Norges Bank
18
CAMA working paper series
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Discussion papers / CEPR
14
Econometric reviews
14
Discussion paper / Centre for Economic Policy Research
13
Economic modelling
13
European journal of operational research : EJOR
13
Insurance / Mathematics & economics
13
Economics letters
12
Energy economics
12
Computational economics
11
Econometrics : open access journal
11
Journal of economic dynamics & control
11
Quantitative finance
11
Applied economics
10
Journal of macroeconomics
10
CAMA Working Paper
9
CESifo working papers
9
Discussion papers / Adam Smith Business School, University of Glasgow
9
Journal of the American Statistical Association : JASA
9
Journal of international money and finance
8
Risks : open access journal
8
Working papers / Federal Reserve Bank of Philadelphia, Research Department
8
ECB Working Paper
7
FRB of Cleveland Working Paper
7
Staff reports / Federal Reserve Bank of New York
7
Staff working papers / Bank of England
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
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ECONIS (ZBW)
43
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1
Bayesian dynamic tensor regression
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 429-439
Persistent link: https://www.econbiz.de/10014448234
Saved in:
2
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
3
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
4
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
5
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
6
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
7
Nowcasting "true" monthly US GDP during the pandemic
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10013189780
Saved in:
8
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
9
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
10
Structural breaks in grouped heterogeneity
Smith, Simon C.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 752-764
Persistent link: https://www.econbiz.de/10014448432
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