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~isPartOf:"Journal of economic theory"
~isPartOf:"Working papers"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"VAR model"
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Search: subject_exact:"Markovsche Kette"
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Dynamische Wirtschaftstheorie
VAR model
Markov chain
75
Markov-Kette
75
Theorie
48
Theory
48
Game theory
14
Spieltheorie
14
Bayes-Statistik
12
Bayesian inference
12
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11
Dynamisches Spiel
11
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11
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11
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8
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8
Gleichgewichtstheorie
8
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8
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6
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6
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6
VAR-Modell
6
Statistical distribution
5
Statistische Verteilung
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Stochastischer Prozess
5
Time consistency
5
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Bargaining theory
4
Economic dynamics
4
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4
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4
Learning process
4
Lernprozess
4
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Monte Carlo simulation
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4
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Droumaguet, Matthieu
2
Korobilis, Dimitris
2
Woźniak, Tomasz
2
Ahelegbey, Daniel Felix
1
Bhattacharya, Rabindra N.
1
Billio, Monica
1
Casarin, Roberto
1
Cavicchioli, Maddalena
1
Cole, Harold L.
1
Kocherlakota, Narayana Rao
1
Majumdar, Mukul
1
Medio, Alfredo
1
Mirman, Leonard J.
1
Reffett, Kevin L.
1
Schröder, Maximilian
1
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1
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Journal of economic theory
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13
Economics letters
9
Journal of econometrics
9
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8
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7
Economic modelling
7
Macroeconomic dynamics
7
Journal of economic dynamics & control
6
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5
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5
International journal of forecasting
5
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4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Four essays on Markov-switching DSGE and Markov-switching VAR models
4
Journal of applied econometrics
4
Sveriges Riksbank working paper series
4
CAMA working paper series
3
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
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3
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3
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1
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
2
Sign restrictions in high-dimensional vector autoregressions
Korobilis, Dimitris
-
2020
Persistent link: https://www.econbiz.de/10012317435
Saved in:
3
Assessing monetary policy models : Bayesian inference for heteroskedastic strcutural VARs
Woźniak, Tomasz
;
Droumaguet, Matthieu
-
2015
Persistent link: https://www.econbiz.de/10011521832
Saved in:
4
Granger causality and regime inference in Bayesian Markov-Switching VARs
Droumaguet, Matthieu
;
Warne, Anders
;
Woźniak, Tomasz
-
2015
Persistent link: https://www.econbiz.de/10011339319
Saved in:
5
Determining the number of regimes in Markov-switching VAR and VMA models
Cavicchioli, Maddalena
-
2013
Persistent link: https://www.econbiz.de/10011629915
Saved in:
6
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2012
Persistent link: https://www.econbiz.de/10011629070
Saved in:
7
Some stability results for Markovian economic semigroups
Mirman, Leonard J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001959
Saved in:
8
Dynamic games with hidden actions and hidden states
Cole, Harold L.
;
Kocherlakota, Narayana Rao
- In:
Journal of economic theory
98
(
2001
)
1
,
pp. 114-126
Persistent link: https://www.econbiz.de/10001584861
Saved in:
9
On a class of stable random dynamical systems : theory and applications
Bhattacharya, Rabindra N.
;
Majumdar, Mukul
- In:
Journal of economic theory
96
(
2001
)
1/2
,
pp. 208-229
Persistent link: https://www.econbiz.de/10001562857
Saved in:
10
Invariant probability distributions in economic models : a general result
Medio, Alfredo
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551582
Saved in:
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