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  • Search: subject:"Component Models"
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Year of publication
Subject
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unobserved component models 19 Zeitreihenanalyse 18 Time series analysis 17 Theorie 16 Theory 15 Unobserved component models 15 Business cycle 10 Konjunktur 10 credit risk 10 Estimation 9 Schätzung 9 Component models 8 multivariate unobserved component models 8 State space model 7 Zustandsraummodell 7 error component models 7 Estimation theory 5 Kreditrisiko 5 LM test 5 Schätztheorie 5 Unobserved Component Models 5 importance sampling 5 non-Gaussian state space models 5 ARCH model 4 ARCH-Modell 4 Bank lending conditions 4 Business cycles 4 Credit cycles 4 Dekompositionsverfahren 4 Forecasting model 4 Intensity models 4 Prognoseverfahren 4 USA 4 Volatility Component Models 4 business cycles 4 credit cycles 4 defaults 4 forecasting 4 procyclicality 4 seasonal adjustment 4
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Online availability
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Free 57 Undetermined 24
Type of publication
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Book / Working Paper 58 Article 31
Type of publication (narrower categories)
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Working Paper 21 Article in journal 17 Aufsatz in Zeitschrift 17 Graue Literatur 13 Non-commercial literature 13 Arbeitspapier 11 Conference paper 1 Konferenzbeitrag 1
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Language
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English 53 Undetermined 33 Spanish 2 French 1
Author
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Koopman, Siem Jan 21 Lucas, André 13 Conrad, Christian 5 Hindrayanto, Irma 5 Schienle, Melanie 5 Daniels, Robert 4 Kräussl, Roman 4 Ooms, Marius 4 Chetouane, Mabrouk 3 Flaig, Gebhard 3 Kraeussl, Roman 3 Lemoine, Matthieu 3 Lucas, Andre 3 Monteiro, Andre 3 Audrino, Francesco 2 Baele, Lieven 2 Cendejas Bueno, José Luis 2 Cenesizoglu, Tolga 2 Cesaroni, Tatiana 2 Colombo, Sergio 2 Cuxart, Anna 2 De la Serve, Marie-Elisabeth 2 Demiralp, Selva 2 Ghysels, Eric 2 Idier, Julien 2 Iwata, Shigeru 2 Li, Han 2 Londono, Juan M. 2 Louviere, Jordan 2 Manganelli, Simone 2 Nakata, Taisuke 2 Pappalardo, Carmine 2 Ploetscher, Claudia 2 Reeves, Jonathan J. 2 Storti, Giuseppe 2 Tonetti, Christopher 2 Vergote, Olivier 2 Çakmaklı, Cem 2 Andreini, Paolo 1 Antunes, Marta 1
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Institution
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Tinbergen Institute 4 Tinbergen Instituut 4 CESifo 2 Center for Financial Studies 2 Department of Economics and Business, Universitat Pompeu Fabra 2 Economics and Finance Department, Jennings A. Jones College of Business 2 Banco Central de Reserva del Perú 1 Banco de España 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Departamento de Análisis Económico: Teoría Económica e Historia Económica, Facultad de Ciencias Económicas y Empresariales 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics, University of Stirling 1 Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) 1 European Central Bank 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1 Fundación BBVA 1 Institute of Economic Research, Hitotsubashi University 1 School of Economics and Political Science, Universität St. Gallen 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 de Nederlandsche Bank 1
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Published in...
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Tinbergen Institute Discussion Papers 8 Discussion paper / Tinbergen Institute 4 Tinbergen Institute Discussion Paper 4 CAMA working paper series 2 CESifo Working Paper Series 2 CFS Working Paper Series 2 Economics Bulletin 2 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 2 Journal of empirical finance 2 Psychometrika 2 Working Papers / Economics and Finance Department, Jennings A. Jones College of Business 2 Acta oeconomica : periodical of the Hungarian Academy of Sciences 1 African review of economics and finance : AREF : the journal of the African Centre for Economics and Finance 1 Australasian marketing journal 1 Banco de España Working Papers 1 Business process management journal 1 CESifo Working Paper 1 CESifo working papers 1 CFS Working Paper 1 CIRANO Working Papers 1 CORE discussion papers : DP 1 Cliometrica : journal of historical economics and econometric history 1 Computational Statistics & Data Analysis 1 DNB Working Papers 1 DNB working paper 1 Defence and Peace Economics 1 Discussion Paper Series 1 Discussion paper series / University of Heidelberg, Department of Economics 1 Documentos de Trabajo del ICAE 1 ECB Working Paper 1 Eastern European economics 1 Econometric reviews 1 Economic Modelling 1 Economics Papers from University Paris Dauphine 1 Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Energy 1 Finance and Economics Discussion Series 1 Financial Stability Report 1
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Source
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RePEc 48 ECONIS (ZBW) 30 EconStor 10 BASE 1
Showing 31 - 40 of 89
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Discouraged or added worker effect : which one prevails in the Polish labour market?
Gałecka-Burdziak, Ewa; Pater, Robert - In: Acta oeconomica : periodical of the Hungarian Academy … 66 (2016) 3, pp. 489-505
Persistent link: https://www.econbiz.de/10011625640
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Construction of a consumption aggregate based on information from POF 2008-2009 and its use in the measurement of welfare, poverty, inequality and vulnerability of families
Oliveira, Leonardo S.; Souza, Debora F. de; Santos, … - In: The review of income and wealth : journal of the … 62 (2016), pp. 179-210
Persistent link: https://www.econbiz.de/10011630056
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An algebraic analysis using Matrix Padé Approximation to improve the choice of certain parameter in Scalar Component Models
Pestano-Gabino, Celina; González-Concepción, Concepción - Departamento de Estadistica, Universidad Carlos III de … - 2010
proposal in [6] on Scalar Component Models, specifically as it refers to the choice of a parameter they denote h. The original …
Persistent link: https://www.econbiz.de/10008625891
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Model-based optimization strategy of chiller driven liquid desiccant dehumidifier with genetic algorithm
Wang, Xinli; Cai, Wenjian; Lu, Jiangang; Sun, Youxian; … - In: Energy 82 (2015) C, pp. 939-948
This study presents a model-based optimization strategy for an actual chiller driven dehumidifier of liquid desiccant dehumidification system operating with lithium chloride solution. By analyzing the characteristics of the components, energy predictive models for the components in the...
Persistent link: https://www.econbiz.de/10011209515
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Convergence of inflation with a common cycle : estimating and modelling Spanish historical inflation from the 16th to the 18th centuries
Cendejas Bueno, José Luis; Villanueva, Cecilia Font de - In: Empirical economics : a journal of the Institute for … 48 (2015) 4, pp. 1643-1665
Persistent link: https://www.econbiz.de/10011301965
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What are the differences in trend cycle decompositions by Beveridge and Nelson and by unobserved component models?
Iwata, Shigeru; Li, Han - In: Econometric reviews 34 (2015) 1/5, pp. 146-173
Persistent link: https://www.econbiz.de/10011373299
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Small sample properties of Bayesian estimators of labor income processes
Nakata, Taisuke; Tonetti, Christopher - In: Journal of applied economics 18 (2015) 1, pp. 121-148
Persistent link: https://www.econbiz.de/10011554883
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Modelling preference heterogeneity in stated choice data: an analysis for public goods generated by agriculture
Colombo, Sergio; Hanley, Nick; Louviere, Jordan - 2008
Stated choice models based on the random utility framework are becoming increasingly popular inthe applied economics literature. The need to account for respondents’ preference heterogeneity insuch models has motivated researchers in agricultural, environmental, health and transporteconomics...
Persistent link: https://www.econbiz.de/10009465872
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Long run and short run dynamics in italian manufacturing labour productivity
Cesaroni, Tatiana; Pappalardo, Carmine - In: Economics Bulletin 3 (2008) 15, pp. 1-11
This paper examines structural changes in the Italian manufacturing sector, focusing on labour productivity in recent decades. To this end it distinguishes between trend and cyclical movements in the data using a multivariate unobserved components model. Changes in the relative importance of...
Persistent link: https://www.econbiz.de/10011208240
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GM Estimation of Higher Order Spatial Autoregressive Processes in Panel Data Error Component Models
Badinger, Harald; Egger, Peter - CESifo - 2008
This paper presents a generalized moments (GM) approach to estimating an R-th order spatial regressive process in a panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial regressive process and the optimal weighting matrix required to...
Persistent link: https://www.econbiz.de/10005094303
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