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  • Search: subject:"Markov chain Monte Carlo"
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Year of publication
Subject
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Bayesian inference 11,811 Bayes-Statistik 11,726 Theorie 5,407 Theory 5,379 Schätzung 2,383 Estimation 2,379 Prognoseverfahren 1,936 Forecasting model 1,932 VAR-Modell 1,659 VAR model 1,657 Schätztheorie 1,585 Estimation theory 1,582 Markov-Kette 1,279 Markov chain 1,276 Zeitreihenanalyse 1,133 Time series analysis 1,125 Monte-Carlo-Simulation 1,108 Monte Carlo simulation 1,106 Dynamisches Gleichgewicht 825 Dynamic equilibrium 820 Markov chain Monte Carlo 786 Schock 772 Shock 770 Monetary policy 744 Geldpolitik 740 Volatilität 733 Volatility 729 USA 723 United States 716 Stochastischer Prozess 709 Stochastic process 704 Bayesian estimation 662 Regression analysis 616 Regressionsanalyse 616 Game theory 603 Spieltheorie 603 DSGE model 583 DSGE-Modell 575 Konjunktur 542 Business cycle 541
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Online availability
All
Free 6,085 Undetermined 3,851 CC license 353 Digitizable 1
Type of publication
All
Article 6,589 Book / Working Paper 6,406 Other 8 Journal 2
Subcategories
All
Article in journal 6,159 Working paper 4,014 Book section 288 Proceedings 54 Textbook 16 Government document 15 Literature review 14 Case study 10 Handbook 3 Review 2 Statistics 1
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Language
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English 12,311 Undetermined 601 German 44 French 20 Spanish 11 Polish 6 Portuguese 4 Italian 3 Czech 2 Russian 2 Danish 1 Dutch 1 Romanian 1 Turkish 1
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Author
All
Dijk, Herman K. van 192 Koop, Gary 188 Schorfheide, Frank 125 Ravazzolo, Francesco 120 Casarin, Roberto 106 Tsionas, Efthymios G. 101 Marcellino, Massimiliano 94 Chan, Joshua 80 Korobilis, Dimitris 78 Strachan, Rodney W. 78 Hoogerheide, Lennart 73 Huber, Florian 67 Frühwirth-Schnatter, Sylvia 62 Carriero, Andrea 61 Bauwens, Luc 60 Kohn, Robert 60 Clark, Todd E. 59 Kaufmann, Sylvia 59 Canova, Fabio 54 Havránek, Tomáš 54 Billio, Monica 53 Leon-Gonzalez, Roberto 49 Chib, Siddhartha 48 Allenby, Greg M. 46 Gupta, Rangan 46 Martin, Gael M. 46 Österholm, Pär 46 Del Negro, Marco 45 Villani, Mattias 45 Crespo Cuaresma, Jesús 44 Robert, Christian P. 44 Paap, Richard 43 Geweke, John 42 Grassi, Stefano 42 Kitagawa, Toru 41 Steel, Mark F. J. 41 Lang, Stefan 40 Tobias, Justin L. 39 Yu, Jun 39 Ardia, David 38
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Institution
All
National Bureau of Economic Research 77 Department of Econometrics and Business Statistics, Monash Business School 18 Erasmus University Rotterdam, Econometric Institute 15 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 15 EconWPA 12 Tinbergen Instituut 12 University of British Columbia / Finance Division 12 Rimini Centre for Economic Analysis (RCEA) 11 Tinbergen Institute 11 Econometrisch Instituut <Rotterdam> 10 Oesterreichische Nationalbank 10 Society for Computational Economics - SCE 10 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Department of Economics, Oxford University 9 School of Economics, Singapore Management University 9 Econometric Society 8 Institute for Monetary and Economic Studies, Bank of Japan 8 University of Strathclyde / Department of Economics 8 European Central Bank 7 Facoltà di Economia, Università degli Studi dell'Insubria 7 Institute for the Study of Labor (IZA) 7 Université Paris-Dauphine (Paris IX) 7 Department of Economics, Rutgers University-New Brunswick 6 Sveriges Riksbank 6 Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes-Kepler-Universität Linz 5 C.E.P.R. Discussion Papers 5 University of Warwick / Department of Economics 5 Economics Department, University of Strathclyde 4 Economics Group, Nuffield College, University of Oxford 4 European University Institute / Department of Law 4 Federal Reserve Bank of St. Louis 4 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 4 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 4 Johns Hopkins University / Department of Economics 4 London School of Economics (LSE) 4 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 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 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 3
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Published in...
All
Journal of econometrics 225 Journal of the American Statistical Association 215 Discussion paper / Tinbergen Institute 151 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 148 Working paper 139 International journal of forecasting 133 Working papers 107 Economic modelling 98 Discussion papers / CEPR 96 Journal of the American Statistical Association : JASA 94 European journal of operational research : EJOR 93 Journal of applied econometrics 91 Economics letters 90 Working paper series / European Central Bank 81 Journal of economic dynamics & control 78 Econometric reviews 77 CESifo working papers 76 CAMA working paper series 73 NBER working paper series 70 Journal of forecasting 69 Working paper / Department of Econometrics and Business Statistics, Monash University 67 Discussion paper 66 Games and economic behavior 66 Journal of economic theory 66 Discussion paper series 60 Management science : journal of the Institute for Operations Research and the Management Sciences 60 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 59 Marketing science 59 Studies in nonlinear dynamics and econometrics 58 Applied economics 57 Computational economics 55 IMF working papers 54 Working paper series 53 Discussion paper / Centre for Economic Policy Research 52 Econometrics : open access journal 51 International journal of production research 51 NBER Working Paper 48 Journal of macroeconomics 47 Energy economics 46 Insurance 46
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Source
All
ECONIS (ZBW) 11,879 RePEc 619 Other ZBW resources 325 EconStor 147 BASE 27 USB Cologne (business full texts) 6 USB Cologne (EcoSocSci) 2
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Showing 1 - 10 of 10,694
 
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Quantum Bayesian inference : an exploration
Frost, Jon; Madeira, Carlos; Rastogi, Yash; Uhlig, Harald - 2026 - This revision: February 20, 2026
Persistent link: https://www.econbiz.de/10015668220
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Using stochastic frontier analysis to assess the performance of public service providers in the presence of demand uncertainty
Hong Ngoc Nguyen; O'Donnell, Christopher John - 2025
Persistent link: https://www.econbiz.de/10015486113
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Bayesian stochastic frontier models under the skew-normal half-normal settings
Wei, Zheng; Choy, S. T. Boris; Wang, Tonghui; Zhu, Xiaonan - 2025
Persistent link: https://www.econbiz.de/10015486118
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Fast posterior sampling in tightly identifed SVARs using 'soft' sign restrictions
Read, Matthew; Zhu, Dan - 2025
Persistent link: https://www.econbiz.de/10015406664
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2025
Persistent link: https://www.econbiz.de/10015438126
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2020 - This version: September 2020
Edition: This version: September 2020
Book / Working Paper
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2018
Book / Working Paper
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2018
Book / Working Paper
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Bayesian inference of vector autoregressions with tensor decompositions
Luo, Yiyong; Griffin, Jim E. - 2025
Persistent link: https://www.econbiz.de/10015534495
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Bayesian estimation of DSGE models : an update
Guerrón-Quintana, Pablo A.; Nason, James Michael - 2025
Persistent link: https://www.econbiz.de/10015560012
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A large Bayesian vector autoregression of the yield curve and macroeconomic variables with no-arbitrage restriction
Lee, Sunho; Kang, Kyu Ho - 2025
Persistent link: https://www.econbiz.de/10015401970
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Bayesianism : special issue Reprint
2025
When we speak of Bayesianism, we are referring to a philosophical and statistical framework that involves the representation of degrees of belief or justification using probabilities. It is characterized by the idea that belief comes in degrees that can be formalized using the axioms of...
Persistent link: https://www.econbiz.de/10016092179
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Flexible negative binomial mixtures for credible mode inference in heterogeneous count data from finance, economics and bioinformatics
Cross, Jamie; Hoogerheide, Lennart; Labonne, Paul; … - 2024
In several scientific fields, such as finance, economics and bioinformatics, important theoretical and practical issues exist involving multimodal and asymmetric count data distributions due to heterogeneity of the underlying population. For accurate approximation of such distributions we...
Persistent link: https://www.econbiz.de/10015062977
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Flexible negative binomial mixtures for credible mode inference in heterogeneous count data from finance, economics and bioinformatics
Cross, Jamie; Hoogerheide, Lennart; Labonne, Paul; … - 2024
Book / Working Paper
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