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  • Search: subject:"Gibbs Sampling"
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Year of publication
Subject
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Bayesian inference 11,109 Bayes-Statistik 11,100 Theorie 4,994 Theory 4,990 Estimation 2,165 Schätzung 2,163 Prognoseverfahren 1,798 Forecasting model 1,795 VAR-Modell 1,538 VAR model 1,536 Estimation theory 1,466 Schätztheorie 1,466 Markov chain 1,085 Markov-Kette 1,085 Zeitreihenanalyse 1,045 Time series analysis 1,041 Monte Carlo simulation 915 Monte-Carlo-Simulation 915 Dynamisches Gleichgewicht 792 Dynamic equilibrium 789 Schock 712 Shock 712 USA 689 Monetary policy 686 United States 686 Geldpolitik 685 Volatilität 640 Volatility 637 Stochastischer Prozess 627 Stochastic process 626 Bayesian estimation 609 Regressionsanalyse 575 Regression analysis 573 Game theory 571 Spieltheorie 571 DSGE model 556 DSGE-Modell 551 Business cycle 517 Konjunktur 517 Risk 487
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Online availability
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Free 5,285 Undetermined 2,994 CC license 272
Type of publication
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Book / Working Paper 5,810 Article 5,557 Journal 2 Other 1
Type of publication (narrower categories)
All
Article in journal 5,086 Aufsatz in Zeitschrift 5,086 Graue Literatur 3,353 Non-commercial literature 3,353 Working Paper 3,346 Arbeitspapier 3,317 Aufsatz im Buch 282 Book section 282 Hochschulschrift 166 Thesis 117 Collection of articles written by one author 45 Sammlung 45 Collection of articles of several authors 38 Sammelwerk 38 Conference paper 35 Konferenzbeitrag 35 Aufsatzsammlung 16 Lehrbuch 14 Amtsdruckschrift 13 Government document 13 Konferenzschrift 13 Forschungsbericht 12 Textbook 12 Systematic review 11 Übersichtsarbeit 11 Case study 7 Fallstudie 7 Bibliografie 4 Bibliografie enthalten 4 Bibliography included 4 Festschrift 4 Reprint 4 research-article 4 Handbook 3 Handbuch 3 Amtliche Publikation 2 Conference proceedings 2 Rezension 2 Article 1 Mikroform 1
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Language
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English 11,126 Undetermined 154 German 39 French 20 Spanish 13 Polish 6 Portuguese 5 Czech 2 Italian 2 Russian 2 Danish 1 Dutch 1 Romanian 1 Turkish 1
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Author
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Dijk, Herman K. van 181 Koop, Gary 162 Ravazzolo, Francesco 119 Schorfheide, Frank 118 Casarin, Roberto 101 Tsionas, Efthymios G. 94 Marcellino, Massimiliano 77 Chan, Joshua 76 Korobilis, Dimitris 69 Strachan, Rodney W. 66 Hoogerheide, Lennart 60 Huber, Florian 60 Carriero, Andrea 56 Clark, Todd E. 55 Billio, Monica 51 Havránek, Tomáš 50 Bauwens, Luc 46 Del Negro, Marco 44 Gupta, Rangan 44 Allenby, Greg M. 43 Crespo Cuaresma, Jesús 43 Österholm, Pär 43 Grassi, Stefano 41 Paap, Richard 41 Steel, Mark F. J. 40 Geweke, John 38 Kohn, Robert 38 Kitagawa, Toru 37 Martin, Gael M. 37 Canova, Fabio 36 Doppelhofer, Gernot 35 Tobias, Justin L. 35 Kaufmann, Sylvia 34 Poon, Aubrey 34 Robert, Christian P. 34 Hoogerheide, Lennart F. 33 Lang, Stefan 33 Leon-Gonzalez, Roberto 33 Pettenuzzo, Davide 33 Rubio-Ramírez, Juan Francisco 33
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Institution
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National Bureau of Economic Research 67 University of British Columbia / Finance Division 12 Econometrisch Instituut <Rotterdam> 10 University of Strathclyde / Department of Economics 8 EconWPA 5 University of Warwick / Department of Economics 5 Université Paris-Dauphine (Paris IX) 5 European Central Bank 4 European University Institute / Department of Law 4 Federal Reserve Bank of St. Louis 4 Johns Hopkins University / Department of Economics 4 Society for Computational Economics - SCE 4 Türkiye Cumhuriyet Merkez Bankası 4 University of Cambridge / Department of Applied Economics 4 University of Chicago / Graduate School of Business 4 University of New England / Department of Econometrics 4 University of Toronto, Department of Economics 4 Bank of England 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3 Department of Econometrics and Business Statistics, Monash Business School 3 Federal Reserve Bank of New York 3 Iowa State University / Department of Economics 3 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 3 Tinbergen Institute 3 University of Canterbury / Dept. of Economics and Finance 3 University of Sheffield / Department of Economics 3 Université de Montréal / Département de sciences économiques 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Brown University / Department of Economics 2 C.E.P.R. Discussion Papers 2 Christian-Albrechts-Universität zu Kiel 2 Department of Economics, Faculty of Economic and Management Sciences 2 Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 2 Econometric Society 2 Ekonomiska forskningsinstitutet <Stockholm> 2 Erasmus Research Institute of Management 2 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 2 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 2 Graduate School of Economics, Hitotsubashi University 2 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 2
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Published in...
All
Journal of econometrics 190 Discussion paper / Tinbergen Institute 142 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 133 Working paper 125 International journal of forecasting 114 Economic modelling 94 Journal of the American Statistical Association : JASA 94 Discussion papers / CEPR 92 European journal of operational research : EJOR 86 Journal of applied econometrics 86 Economics letters 77 Working paper series / European Central Bank 75 Econometric reviews 74 CAMA working paper series 72 CESifo working papers 71 Journal of economic dynamics & control 70 Journal of economic theory 65 Working paper / Department of Econometrics and Business Statistics, Monash University 65 Working papers 65 Discussion paper 64 Journal of forecasting 63 NBER working paper series 60 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 58 Games and economic behavior 58 Management science : journal of the Institute for Operations Research and the Management Sciences 58 Marketing science 57 IMF working papers 54 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 53 Discussion paper / Centre for Economic Policy Research 52 Applied economics 51 International journal of production research 50 NBER Working Paper 48 Journal of macroeconomics 47 Econometrics : open access journal 46 Computational economics 44 Insurance / Mathematics & economics 44 Working paper / National Bureau of Economic Research, Inc. 44 Working paper series 41 Energy economics 40 Working papers in economics and statistics 40
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Source
All
ECONIS (ZBW) 11,127 RePEc 203 EconStor 30 Other ZBW resources 5 USB Cologne (business full texts) 2 BASE 2 USB Cologne (EcoSocSci) 1
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Showing 71 - 80 of 11,370
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Keyword-level Bayesian online bid optimization for sponsored search advertising
Majima, Kaito; Kawakami, Kosuke; Ishizuka, Kota; … - In: Operations research forum 5 (2024) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10015179784
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Nowcasting made easier : a toolbox for economists
Linzenich, Jan; Meunier, Baptiste - 2024
We provide a versatile nowcasting toolbox that supports three model classes (dynamic factor models, large Bayesian VAR, bridge equations) and offers methods to manage data selection and adjust for Covid-19 observations. The toolbox aims at simplifying two key tasks: creating new nowcasting...
Persistent link: https://www.econbiz.de/10015179785
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Credit strikes back : the macroeconomic impact of the 2022-23 ECB monetary tightening and the role of lending rates
Conti, Antonio M.; Neri, Stefano; Notar, Alessandro - 2024
Persistent link: https://www.econbiz.de/10015179816
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A structural microsimulation model for demand-side cost-sharing in healthcare
Boone, Jan; Remmerswaal, Minke - In: Journal of health economics 97 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015181907
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Environmental performance and institutions quality in Europe : a Bayesian model averaging approach
Bodgan, Dima; Canepa, Alessandra - 2024
Persistent link: https://www.econbiz.de/10015324796
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Reexamining the economic globalization-welfare state nexus : a Bayesian mixed approach to linear and non-linear dynamics
Nguyen Thi Ngoc Nga; Nguyen Ngoc Thach - In: Cogent economics & finance 12 (2024) 1, pp. 1-14
Previous research on the globalization-welfare state nexus has typically been conducted within a linear monotonic framework, focusing on two primary hypotheses. The efficiency hypothesis predicts that globalization shrinks the welfare state's size. In contrast, the compensation hypothesis argues...
Persistent link: https://www.econbiz.de/10015211223
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Do fiscal policy and economic growth improve or harm the environment? : an empirical analysis with a Bayesian approach and threshold estimation in one of the emerging and growth-leading economies
Nguyen Thi My-Linh; Ho, Thi Lam - In: Cogent economics & finance 12 (2024) 1, pp. 1-20
As one of the Emerging and Growth-Leading Economies (EAGLES), Vietnam is maintaining rapid economic development at the cost of environmental degradation. However, the impact of economic growth and the role of fiscal policy tools in Vietnam's pollution equation remains unclear. This study uses a...
Persistent link: https://www.econbiz.de/10015211247
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Parameter instabilities and monetary policy in a small open economy : evidence from an estimated model for the UK
Zamarripa, Rene - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10015211657
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Trend-cycle decomposition and forecasting using Bayesian multivariate unobserved components
Jahan-Parvar, Mohammad R.; Knipp, Charles; Szerszeń, … - 2024
Persistent link: https://www.econbiz.de/10015271311
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Stationary Bayesian-Markov equilibria in Bayesian stochastic games with periodic revelation
Ko, Eunmi - In: Games 15 (2024) 5, pp. 1-17
I consider a class of dynamic Bayesian games in which types evolve stochastically according to a first-order Markov process on a continuous type space. Types are privately informed, but they become public together with actions when payoffs are obtained, resulting in a delayed information...
Persistent link: https://www.econbiz.de/10015271402
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