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~person:"Mumtaz, Haroon"
~person:"Österholm, Pär"
~subject:"Schätzung"
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Search: subject:"Bayesian"
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Schätzung
Bayes-Statistik
60
Bayesian inference
60
VAR-Modell
56
VAR model
53
Bayesian VAR
34
Estimation
26
Theorie
18
Geldpolitik
17
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Wirtschaftswachstum
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Mumtaz, Haroon
Österholm, Pär
Ravazzolo, Francesco
26
Schorfheide, Frank
23
Doppelhofer, Gernot
22
Kaufmann, Sylvia
20
Chan, Joshua
19
Casarin, Roberto
18
Crespo Cuaresma, Jesús
18
Koop, Gary
18
Huber, Florian
16
Rodriguez, Gabriel
16
Timmermann, Allan
16
Poon, Aubrey
15
Dijk, Herman K. van
14
Feldkircher, Martin
14
Gupta, Rangan
14
Leon-Gonzalez, Roberto
14
Lesage, James P.
14
Paap, Richard
14
Eisenstat, Eric
13
Korobilis, Dimitris
13
Pettenuzzo, Davide
13
Bresson, Georges
12
Fischer, Manfred M.
12
Frühwirth-Schnatter, Sylvia
12
Hoogerheide, Lennart
12
Lubik, Thomas A.
12
Bos, Charles S.
11
Amisano, Gianni
10
Billio, Monica
10
Fernández-Villaverde, Jesús
10
Pesaran, M. Hashem
10
Polasek, Wolfgang
10
Rubio-Ramírez, Juan Francisco
10
Strachan, Rodney W.
10
Witkowski, Bartosz
10
Marcellino, Massimiliano
9
Matthes, Christian
9
Paccagnini, Alessia
9
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Working paper
11
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Diskussionsbeiträge
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
International journal of forecasting
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Journal of economic dynamics & control
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1
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ECONIS (ZBW)
26
EconStor
1
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1
US interest rates : are relations stable?
Karlsson, Sune
;
Kiss, Tamás
;
Nguyen, Hoang
; …
-
2024
estimating trivariate hybrid time-varying parameter
Bayesian
VAR models with stochastic volatility for the three-month Treasury …
Persistent link: https://www.econbiz.de/10014490330
Saved in:
2
Modelling Okun's law : does non-Gaussianity matter?
Kiss, Tamás
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
5
,
pp. 2183-2213
Persistent link: https://www.econbiz.de/10014253796
Saved in:
3
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
4
Modeling the relation between the US real economy and the corporate bond-yield spread in
Bayesian
VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
5
Is the US Phillips curve stable? : evidence from
Bayesian
vector autoregressions
Karlsson, Sune
;
Österholm, Pär
- In:
The Scandinavian journal of economics
125
(
2023
)
1
,
pp. 287-314
Persistent link: https://www.econbiz.de/10014303987
Saved in:
6
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
-
2022
data from 1995Q4 to 2021Q4 and
Bayesian
estimation methods, we find that trend inflation has been well-anchored during the …
Persistent link: https://www.econbiz.de/10012818429
Saved in:
7
Modelling Okun's law - does non-Gaussianity matter?
Kiss, Tamás
;
Nguyen, Hoang
;
Österholm, Pär
-
2022
non-Gaussianity when modelling the relation. This is done in a
Bayesian
VAR framework with stochastic volatility where we …
Persistent link: https://www.econbiz.de/10012799537
Saved in:
8
Modelling the relation between the US real economy and the corporate bond-yield spread in
Bayesian
VARs with non-Gaussian disturbances
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
-
2021
Persistent link: https://www.econbiz.de/10012605022
Saved in:
9
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
10
Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna
;
Mumtaz, Haroon
;
Šustek, Roman
-
2020
Monetary policy moves the yield curve. How much is due to expected interest rates vs. term premia? And does it matter for macroeconomic outcomes? Using an affine term structure model, we shed new light on these questions. Estimation is subject to restrictions addressing an estimation bias in...
Persistent link: https://www.econbiz.de/10012316011
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