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  • Search: subject:"Metropolis–Hastings algorithm"
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Year of publication
Subject
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Bayesian inference 11,113 Bayes-Statistik 11,099 Theorie 4,989 Theory 4,983 Estimation 2,159 Schätzung 2,156 Prognoseverfahren 1,797 Forecasting model 1,793 VAR model 1,535 VAR-Modell 1,535 Estimation theory 1,455 Schätztheorie 1,455 Markov-Kette 1,078 Markov chain 1,077 Zeitreihenanalyse 1,032 Time series analysis 1,031 Monte Carlo simulation 910 Monte-Carlo-Simulation 910 Dynamisches Gleichgewicht 791 Dynamic equilibrium 789 Schock 712 Shock 712 USA 689 United States 686 Geldpolitik 684 Monetary policy 683 Volatilität 638 Volatility 635 Stochastischer Prozess 622 Stochastic process 621 Bayesian estimation 599 Regression analysis 572 Regressionsanalyse 572 Game theory 571 Spieltheorie 571 DSGE model 555 DSGE-Modell 551 Konjunktur 513 Business cycle 512 Risk 487
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Online availability
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Free 5,196 Undetermined 2,932 CC license 272
Type of publication
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Book / Working Paper 5,713 Article 5,477 Journal 2
Type of publication (narrower categories)
All
Article in journal 5,072 Aufsatz in Zeitschrift 5,072 Graue Literatur 3,345 Non-commercial literature 3,345 Working Paper 3,324 Arbeitspapier 3,309 Aufsatz im Buch 281 Book section 281 Hochschulschrift 167 Thesis 116 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 Amtsdruckschrift 13 Government document 13 Konferenzschrift 13 Lehrbuch 13 Forschungsbericht 12 Systematic review 11 Textbook 11 Übersichtsarbeit 11 Case study 7 Fallstudie 7 Bibliografie 4 Bibliografie enthalten 4 Bibliography included 4 Festschrift 4 Reprint 4 Handbook 3 Handbuch 3 Amtliche Publikation 2 Conference proceedings 2 Rezension 2 Mikroform 1 Statistik 1 research-article 1
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Language
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English 11,047 Undetermined 60 German 38 French 19 Spanish 11 Polish 6 Italian 3 Portuguese 3 Czech 2 Russian 2 Danish 1 Dutch 1 Romanian 1 Turkish 1
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Author
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Dijk, Herman K. van 187 Koop, Gary 162 Ravazzolo, Francesco 120 Schorfheide, Frank 118 Casarin, Roberto 98 Tsionas, Efthymios G. 93 Hoogerheide, Lennart 79 Marcellino, Massimiliano 77 Chan, Joshua 76 Korobilis, Dimitris 69 Strachan, Rodney W. 66 Huber, Florian 60 Carriero, Andrea 56 Clark, Todd E. 55 Billio, Monica 51 Havránek, Tomáš 50 Grassi, Stefano 46 Bauwens, Luc 45 Del Negro, Marco 44 Allenby, Greg M. 43 Crespo Cuaresma, Jesús 43 Österholm, Pär 43 Gupta, Rangan 42 Paap, Richard 41 Steel, Mark F. J. 40 Geweke, John 38 Kohn, Robert 38 Kitagawa, Toru 37 Martin, Gael M. 37 Canova, Fabio 36 Chib, Siddhartha 36 Doppelhofer, Gernot 35 Tobias, Justin L. 35 Kaufmann, Sylvia 34 Poon, Aubrey 34 Basturk, Nalan 33 Lang, Stefan 33 Leon-Gonzalez, Roberto 33 Pettenuzzo, Davide 33 Robert, Christian P. 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 Facoltà di Economia, Università degli Studi dell'Insubria 6 Tinbergen Instituut 6 University of Warwick / Department of Economics 5 Department of Economics, Oxford University 4 European University Institute / Department of Law 4 Federal Reserve Bank of St. Louis 4 Johns Hopkins University / Department of Economics 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 Department of Econometrics and Business Statistics, Monash Business School 3 EconWPA 3 European Central Bank 3 Federal Reserve Bank of New York 3 Iowa State University / Department of Economics 3 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 3 Türkiye Cumhuriyet Merkez Bankası 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 Brown University / Department of Economics 2 Christian-Albrechts-Universität zu Kiel 2 Departement für Quantitative Wirtschaftsforschung, Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät 2 Department of Economics, Faculty of Business and Economics 2 Ekonomiska forskningsinstitutet <Stockholm> 2 Erasmus Research Institute of Management 2 Institute for Research in the Behavioral, Economic, and Management Sciences 2 Institutet för Internationell Ekonomi <Stockholm> 2 International Monetary Fund 2 Krannert Graduate School of Management 2 Leibniz-Institut für Wirtschaftsforschung Halle 2 Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde 2 Robert Schuman Centre for Advanced Studies 2 Social Systems Research Institute 2 Task Force on Low Inflation (LIFT) 2 Tinbergen Institute 2
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Published in...
All
Journal of econometrics 189 Discussion paper / Tinbergen Institute 143 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 133 Working paper 125 International journal of forecasting 113 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 papers 65 Discussion paper 64 Working paper / Department of Econometrics and Business Statistics, Monash University 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 Insurance / Mathematics & economics 44 Working paper / National Bureau of Economic Research, Inc. 44 Computational economics 42 Working paper series 41 Energy economics 40 Working papers in economics and statistics 40
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Source
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ECONIS (ZBW) 11,103 RePEc 72 EconStor 15 BASE 1 Other ZBW resources 1
Showing 421 - 430 of 11,192
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An analysis of business cycle fluctuations in Slovenia and the euro area
Radovan, Jan - 2023
Persistent link: https://www.econbiz.de/10014301314
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How Vietnamese export firms faced financial distress during COVID-19? : a Bayesian small sample analysis
Thanh Dan Bui; Nguyen Ngoc Thach - In: Economies : open access journal 11 (2023) 2, pp. 1-12
A crucial role belongs to export firms in the export-led growth model of Vietnam. The COVID-19 disease has posed a serious challenge to the Vietnamese economy, having negatively impacted its influential export sector. However, investigating this export sector encounters small sample issues...
Persistent link: https://www.econbiz.de/10014230618
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Vulnerability to multidimesional poverty in Algeria and Tunisia using the counting-based approach and Bayesian networks classifiers
Berenger, Valérie - 2023
Persistent link: https://www.econbiz.de/10014490297
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Rationalität, Erkenntnis und Entscheidung Bayesianismus und kritischer Rationalismus im Vergleich
Albert, Max - 2023
Persistent link: https://www.econbiz.de/10014417993
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Bayesian nonparametric portfolio selection with rolling maximum drawdown control
Mei, Xiaoling; Wang, Yachong; Zhu, Weixuan - In: Quantitative finance 23 (2023) 10, pp. 1497-1510
Persistent link: https://www.econbiz.de/10014419173
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The impact of financial shocks on the forecast distribution of output and inflation
Forni, Mario; Gambetti, Luca; Maffei-Faccioli, Nicolò; … - 2023
Financial shocks represent a major driver of fluctuations in tail risk, defined as the 5th percentile of the forecast distributions of output and inflation. Since the variance and the asymmetry of the forecast distributions are largely driven by the left tail, financial shocks turn out to play a...
Persistent link: https://www.econbiz.de/10014232607
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Combining large numbers of density predictions with Bayesian predictive synthesis
Chernis, Tony - 2023 - Last updated: August 21, 2023
Bayesian predictive synthesis is a flexible method of combining density predictions. The flexibility comes from the ability to choose an arbitrary synthesis function to combine predictions. I study the choice of synthesis function when combining large numbers of predictions-a common occurrence...
Persistent link: https://www.econbiz.de/10014456598
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Risk measures under model uncertainty : a Bayesian viewpoint
Cuchiero, Christa; Gazzani, Guido; Klein, Irene - In: Frontiers of mathematical finance : FMF 2 (2023) 4, pp. 438-477
Persistent link: https://www.econbiz.de/10015374112
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Wage growth in Lithuania from 2008 to 2020 : observed drivers and underlying shocks
Garcia-Louzao, Jose; Jouvanceau, Valentin - 2023
Persistent link: https://www.econbiz.de/10013479593
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Booking in the rain : testing the impact of public information on prices
Figini, Paolo; Cicognani, Simona; Zirulia, Lorenzo - In: Italian economic journal : official peer-reviewed … 9 (2023) 3, pp. 1329-1364
Persistent link: https://www.econbiz.de/10014494114
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