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  • Search: subject:"PARAMETERS/"
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Year of publication
Subject
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time-varying parameters 273 Schätztheorie 233 Estimation theory 229 Theorie 217 Schätzung 210 Estimation 205 Theory 202 Time-varying parameters 182 Zeitreihenanalyse 170 Time series analysis 165 VAR-Modell 116 Volatility 112 Volatilität 110 VAR model 108 Prognoseverfahren 82 Forecasting model 81 Bayes-Statistik 73 Bayesian inference 72 Inflation 72 Stochastischer Prozess 72 Stochastic process 66 Monetary policy 64 Geldpolitik 61 stochastic volatility 60 Welt 53 forecasting 52 Schock 51 World 51 Zustandsraummodell 51 Shock 50 State space model 50 Regression analysis 48 Regressionsanalyse 48 USA 47 parameters 45 Panel 43 incidental parameters 43 Konjunktur 40 Monte Carlo simulation 40 number of parameters 40
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Online availability
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Free 1,056 Undetermined 770 CC license 44
Type of publication
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Article 1,208 Book / Working Paper 803 Other 15
Type of publication (narrower categories)
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Article in journal 532 Aufsatz in Zeitschrift 532 Working Paper 379 Graue Literatur 212 Non-commercial literature 212 Arbeitspapier 206 Article 34 research-article 29 Aufsatz im Buch 10 Book section 10 Conference paper 10 Konferenzbeitrag 10 Thesis 8 Conference Paper 7 Konferenzschrift 3 case-report 3 Book Part 1 Congress Report 1 Hochschulschrift 1 Report 1 Research Report 1 technical-paper 1
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Language
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English 1,157 Undetermined 844 German 6 Russian 5 French 4 Czech 3 Spanish 3 Italian 2 Hungarian 1 Indonesian 1 Polish 1 Slovenian 1
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Author
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Koopman, Siem Jan 48 Lucas, André 36 Benati, Luca 19 Mumtaz, Haroon 18 Blasques, Francisco 17 Kapetanios, George 15 Karlsson, Sune 15 Korobilis, Dimitris 15 Marcellino, Massimiliano 15 Österholm, Pär 15 Petrella, Ivan 14 Amman, Hans M. 13 Caporale, Guglielmo Maria 13 Delle Monache, Davide 13 Giraitis, Liudas 13 Petrova, Katerina 12 Schaumburg, Julia 12 Creal, Drew 11 Gorgi, Paolo 11 Graham, Bryan S. 11 Kendrick, David A. 10 McAleer, Michael 10 Baetschmann, Gregori 9 Chernozhukov, Victor 9 Franta, Michal 9 Huber, Florian 9 Lucas, Andre 9 Nawata, Kazumitsu 9 Schwaab, Bernd 9 Selinski, Silvia 9 Sobolewski, Maciej 9 Zhang, Xin 9 Basturk, Nalan 8 Belloni, Alexandre 8 Ceyhan, Pinar 8 Chen, Le-Yu 8 Nason, James Michael 8 Ooms, Marius 8 Phillips, Peter C.B. 8 Bonhomme, Stéphane 7
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Institution
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International Monetary Fund (IMF) 45 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 34 Tinbergen Instituut 16 European Central Bank 12 Society for Computational Economics - SCE 8 Cowles Foundation for Research in Economics, Yale University 7 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 7 Tinbergen Institute 7 eSocialSciences 6 Rimini Centre for Economic Analysis (RCEA) 5 Agricultural and Applied Economics Association - AAEA 4 Catholique de Louvain - Institut de statistique 4 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 4 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 4 Crawford School of Public Policy, Australian National University 4 Department of Econometrics and Business Statistics, Monash Business School 4 Institute for the Study of Labor (IZA) 4 International Monetary Fund 4 Nationalekonomiska institutionen, Handelshögskolan 4 School of Economics and Management, University of Aarhus 4 School of Economics, Universiteit Utrecht 4 Southern Agricultural Economics Association - SAEA 4 Tilburg University, Center for Economic Research 4 Česká Národní Banka 4 Banca d'Italia 3 Bank of England 3 C.E.P.R. Discussion Papers 3 CESifo 3 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 3 Centro de Estudios Monetarios y Financieros (CEMFI) 3 Department of Economics, Waikato Management School 3 EconWPA 3 London School of Economics (LSE) 3 School of Economics, UNSW Business School 3 Australian Agricultural and Resource Economics Society - AARES 2 Banco de España 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2 Charles H. Dyson School of Applied Economics and Management, Cornell University 2 Courant Research Centre PEG 2 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 2
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Published in...
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IMF Working Papers 41 Renewable Energy 38 MPRA Paper 34 Physica A: Statistical Mechanics and its Applications 33 Working Paper 31 Discussion paper / Tinbergen Institute 28 Tinbergen Institute Discussion Paper 28 Energy 27 Journal of econometrics 26 Natural Hazards 24 Tinbergen Institute Discussion Papers 23 Working paper 19 Renewable and Sustainable Energy Reviews 18 Applied Energy 16 ECB Working Paper 16 Water Resources Management 15 Economic modelling 14 Psychometrika 14 Annals of the Institute of Statistical Mathematics 13 Economics letters 13 Mathematics and Computers in Simulation (MATCOM) 13 Technology audit and production reserves 13 Working Paper Series / European Central Bank 12 cemmap working paper 12 CEMMAP working papers / Centre for Microdata Methods and Practice 11 CESifo Working Paper 11 Energy economics 11 IZA Discussion Papers 11 Romanian Statistical Review Supplement 11 Surface Review and Letters (SRL) 11 CESifo working papers 10 International journal of production research 10 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 10 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 9 Working Papers in Economics 9 Computational economics 8 International journal of productivity and quality management : IJPQM 8 Journal of Multivariate Analysis 8 Cowles Foundation Discussion Papers 7 Economics Letters 7
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Source
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RePEc 964 ECONIS (ZBW) 766 EconStor 216 Other ZBW resources 43 BASE 37
Showing 1 - 10 of 2,026
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Stability and performance guarantees for misspecified multivariate score-driven filters
van Heel, Simon Donker; Lange, Rutger-Jan; van Dijk, Dick; … - 2025
implicit and explicit score-driven (ISD and ESD) filters, which update a prediction of the parameters using the gradient of the …
Persistent link: https://www.econbiz.de/10015210023
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From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models
Verona, Fabio - 2025
This paper addresses the challenge of inflation forecasting by adopting a thick modeling approach that integrates forecasts from time- and frequency-domain models. Frequency-domain models excel at capturing long-term trends while also accounting for short-term fluctuations. Combining these...
Persistent link: https://www.econbiz.de/10015166825
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Uncovering the risk-return trade-off through ridge regressions
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique - In: Finance research letters 71 (2025), pp. 1-13
Persistent link: https://www.econbiz.de/10015197449
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Cover Image
From waves to rates : enhancing inflation forecasts through combinations of frequency-domain models
Verona, Fabio - 2025
This paper addresses the challenge of inflation forecasting by adopting a thick modeling approach that integrates forecasts from time- and frequency-domain models. Frequency-domain models excel at capturing long-term trends while also accounting for short-term fluctuations. Combining these...
Persistent link: https://www.econbiz.de/10015164409
Saved in:
Cover Image
Spillovers Between Sovereign Bonds and the Banking Sector: Evidence from Italy
Cafiso, Gianluca; Rivolta, Giulia - 2025
based on the estimation of a vector autoregression with time-varying parameters. Our results suggest that, with the …
Persistent link: https://www.econbiz.de/10015398732
Saved in:
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Online learning for dynamic service mode control
Xing, Wenqian; Hu, Yue; Kalvit, Anand; Sarhangian, Vahid - 2025
Persistent link: https://www.econbiz.de/10015338378
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Improved gradient scaling for score-driven filters with an application to stock market volatility
Blazsek, Szabolcs; Escribano, Álvaro; Ayala, Astrid - 2025
Persistent link: https://www.econbiz.de/10015396160
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Time-varying local projections with stochastic volatility
Nakajima, Jouchi - 2025
Persistent link: https://www.econbiz.de/10015332533
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Examining the transmission of credit and liquidity risks : a network analysis for EMU sovereign debt markets
Fernandez-Perez, Adrian; Gómez Puig, Marta; … - 2025
Persistent link: https://www.econbiz.de/10015374489
Saved in:
Cover Image
Spillovers between sovereign bonds and the banking sector : evidence from Italy
Cafiso, Gianluca; Rivolta, Giulia - 2025
based on the estimation of a vector autoregression with time-varying parameters. Our results suggest that, with the …
Persistent link: https://www.econbiz.de/10015372003
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