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  • Search: subject:"Dynamic Model Averaging"
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Year of publication
Subject
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Forecasting model 53 Prognoseverfahren 53 dynamic model averaging 39 Dynamic model averaging 33 Theorie 26 Theory 26 Time series analysis 18 Zeitreihenanalyse 18 Volatility 17 Volatilität 17 forecasting 17 Bayes-Statistik 15 Bayesian inference 15 Dynamic Model Averaging 15 Dynamische Wirtschaftstheorie 15 Economic dynamics 15 Estimation 15 Schätzung 15 Forecast 14 Prognose 14 Forecasting 12 Exchange rate 10 Wechselkurs 10 Welt 10 World 10 Capital income 9 Kapitaleinkommen 9 Oil price 8 Ölpreis 8 ARCH model 7 ARCH-Modell 7 VAR model 7 VAR-Modell 7 Bayesian 6 Dynamic Model Selection 6 Inflation 6 Phillips curve 6 Realized Variance 6 Self-Perturbed Kalman Filter 6 TVP models 6
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Online availability
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Undetermined 46 Free 42 CC license 1
Type of publication
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Article 56 Book / Working Paper 39
Type of publication (narrower categories)
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Article in journal 53 Aufsatz in Zeitschrift 53 Working Paper 23 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Article 2 Aufsatz im Buch 1 Book section 1
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Language
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English 81 Undetermined 14
Author
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Korobilis, Dimitris 11 Grassi, Stefano 9 Koop, Gary 9 Wang, Wenhao 7 Kapounek, Svatopluk 6 Nonejad, Nima 6 Cheung, Yin-Wong 5 Baur, Dirk G. 4 Beckmann, Joscha 4 Czudaj, Robert 4 Kočenda, Evžen 4 Onorante, Luca 4 Santucci de Magistris, Paolo 4 Wei, Yu 4 Westermann, Frank 4 Cao, Shuo 3 Dong, Xiyong 3 Gupta, Rangan 3 Kučerová, Zuzana 3 Moretti, Laura 3 Balcilar, Mehmet 2 Bianchi, Daniele 2 Byrne, Joseph P. 2 Drachal, Krzysztof 2 Guidolin, Massimo 2 He, Shi 2 Hwang, Youngjin 2 Le Ha Thu 2 Leon-Gonzalez, Roberto 2 Liu, Jing 2 Ma, Feng 2 Magistris, Paolo Santucci de 2 Majumdar, Anandamayee 2 Muglia, Camilla 2 Pedio, Manuela 2 Plasil, Miroslav 2 Risse, Marian 2 Saber, Shayan Zakipour 2 Santabarbara, Luca 2 Thompson, Kirsten 2
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Institution
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Economics Department, University of Strathclyde 3 Scottish Institute for Research in Economics (SIRE) 3 Department of Economics, Faculty of Economic and Management Sciences 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Česká Národní Banka 2 Department of Economics, Adam Smith Business School 1 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 1 School of Economics and Management, University of Aarhus 1 School of Economics, University of Kent 1
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Published in...
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Energy economics 7 Journal of forecasting 6 Journal of empirical finance 3 SIRE Discussion Papers 3 Working Papers / Economics Department, University of Strathclyde 3 CESifo Working Paper 2 CESifo working papers 2 Discussion papers / Adam Smith Business School, University of Glasgow 2 Economic modelling 2 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 2 Finance research letters 2 International review of financial analysis 2 MPRA Paper 2 Ruhr Economic Papers 2 The European journal of finance 2 The North American journal of economics and finance : a journal of financial economics studies 2 The energy journal 2 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 2 Working Papers / Česká Národní Banka 2 Annals of financial economics 1 Applied economics 1 Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University 1 BAFFI CAREFIN Centre Research Paper 1 Bank of Japan working paper series 1 CREATES Research Papers 1 CREATES research paper 1 Discussion papers / University of Kent, School of Economics 1 ECB Working Paper 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 GRIPS discussion papers 1 Global business & economics review 1 IES Working Paper 1 IES working paper 1 International journal of economic sciences : IJES 1 International journal of forecasting 1 International review of economics & finance : IREF 1 Journal of Asian economics 1 Journal of Forecasting 1 Journal of Risk and Financial Management 1
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Source
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ECONIS (ZBW) 70 RePEc 16 EconStor 9
Showing 61 - 70 of 95
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Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?
Baur, Dirk G.; Beckmann, Joscha; Czudaj, Robert - 2014
in time. This combination of model and parameter uncertainty is explicitly accounted for by Dynamic Model Averaging which …
Persistent link: https://www.econbiz.de/10010420994
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Forecasting with the Standardized Self-Perturbed Kalman Filter
Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo - 2014
increases. The proposed estimation method, coupled with dynamic model averaging and selection, is adopted to forecast S&P 500 …
Persistent link: https://www.econbiz.de/10010456954
Saved in:
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The Impact of Financial Variables on Czech Macroeconomic Developments: An Empirical Investigation
Adam, Tomas; Plasil, Miroslav - Česká Národní Banka - 2014
end, the dynamic model averaging/selection framework is applied to a universe of (potentially large) time …
Persistent link: https://www.econbiz.de/10011161629
Saved in:
Cover Image
Forecasting with the Standardized Self-Perturbed Kalman Filter
Grassi, Stefano; Nonejad, Nima; Magistris, Paolo Santucci de - School of Economics and Management, University of Aarhus - 2014
increases. The proposed estimation method, coupled with dynamic model averaging and selection, is adopted to forecast S&P500 …
Persistent link: https://www.econbiz.de/10010851262
Saved in:
Cover Image
Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?
Baur, Dirk G.; Beckmann, Joscha; Czudaj, Robert - Rheinisch-Westfälisches Institut für … - 2014
in time. This combination of model and parameter uncertainty is explicitly accounted for by Dynamic Model Averaging which …
Persistent link: https://www.econbiz.de/10010934836
Saved in:
Cover Image
Gold price forecasts in a dynamic model averaging framework : have the determinants changed over time?
Baur, Dirk G.; Beckmann, Joscha; Czudaj, Robert - 2014
in time. This combination of model and parameter uncertainty is explicitly accounted for by Dynamic Model Averaging which …
Persistent link: https://www.econbiz.de/10010417235
Saved in:
Cover Image
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo - 2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
Cover Image
Forecasting with the standardized self-perturbed Kalman filter
Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo - 2014
increases. The proposed estimation method, coupled with dynamic model averaging and selection, is adopted to forecast S & P 500 …
Persistent link: https://www.econbiz.de/10010402289
Saved in:
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A New Index of Financial Conditions
Koop, Gary; Korobilis, Dimitris - Volkswirtschaftliche Fakultät, … - 2013
evolve over time. Furthermore, we develop methods for dynamic model averaging or selection which allow the financial …
Persistent link: https://www.econbiz.de/10011108998
Saved in:
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Inflation and the Steeplechase Between Economic Activity Variables
Baxa, Jaromir; Plasil, Miroslav; Vasicek, Borek - Česká Národní Banka - 2013
cast further doubts on the validity of the Phillips curve. With the aid of dynamic model averaging (Raftery et al., 2010 …
Persistent link: https://www.econbiz.de/10011156774
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