EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Sequential Monte Carlo methods"
Narrow search

Narrow search

Year of publication
Subject
All
Bayesian inference 13 Monte Carlo simulation 12 Monte-Carlo-Simulation 12 sequential Monte Carlo methods 11 Bayes-Statistik 10 Estimation theory 8 Schätztheorie 8 Estimation 5 Forecasting model 5 Prognoseverfahren 5 Schätzung 5 density forecasts 5 Algorithm 4 Algorithmus 4 Dynamic equilibrium 4 Dynamisches Gleichgewicht 4 Sequential Monte Carlo methods 4 online estimation 4 Adaptive algorithms 3 Geldpolitik 3 Monetary policy 3 Theorie 3 Theory 3 Central bank 2 Consumer behaviour 2 HANK 2 Konsumentenverhalten 2 Maximum likelihood estimation 2 Neoclassical synthesis 2 Neoklassische Synthese 2 Spillover effect 2 Spillover-Effekt 2 VAR model 2 VAR-Modell 2 Volatility 2 Zentralbank 2 adaptive algorithms 2 dynamic discrete choice 2 latent state variables 2 particle filtering 2
more ... less ...
Online availability
All
Free 10 Undetermined 9
Type of publication
All
Book / Working Paper 11 Article 9
Type of publication (narrower categories)
All
Working Paper 8 Arbeitspapier 6 Article in journal 6 Aufsatz in Zeitschrift 6 Graue Literatur 6 Non-commercial literature 6
Language
All
English 16 Undetermined 4
Author
All
Del Negro, Marco 8 Matlin, Ethan 8 Sarfati, Reca 8 Schorfheide, Frank 6 Cai, Michael 5 Herbst, Edward P. 5 Acharya, Sushant 3 Chen, William 3 Dogra, Keshav 3 Gleich, Aidan 3 Goyal, Shlok 3 Lee, Donggyu 3 Sengupta, Sikata 3 Bruce, Norris I. 2 Aruoba, S. Borağan 1 Becker, Maren 1 Bergman, Niclas 1 Blevins, Jason R. 1 Crisan, D. 1 Doucet, Arnaud 1 Gordon, Neil 1 Jahan-Parvar, Mohammad R. 1 Jiang, Juncai 1 Kavli, Haakon 1 Kim, Ho 1 Knipp, Charles 1 Konstantakis, Konstantinos N. 1 Kotzé, Kevin 1 Lemoine, M. 1 Light, Audrey 1 Lindström, Erik 1 Mariolis, Theodore 1 McGee, Andrew 1 Michaēlidēs, Panagiōtēs G. 1 Mlikota, Marko 1 Mougin, C. 1 Obanubi, O. 1 Reinartz, Werner J. 1 Szerszeń, Pawel J. 1 Tsionas, Efthymios G. 1
more ... less ...
Institution
All
Ohio State University, Department of Economics 2 Banque de France 1
Published in...
All
Finance and economics discussion series 2 Staff reports / Federal Reserve Bank of New York 2 Working Papers / Ohio State University, Department of Economics 2 Annals of the Institute of Statistical Mathematics 1 Discussion papers / CEPR 1 Journal of econometrics 1 Journal of marketing research 1 Journal of the Academy of Marketing Science 1 Staff Report 1 Staff Reports 1 Statistics & Probability Letters 1 Stochastic Processes and their Applications 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 The South African journal of economics 1 The econometrics journal 1 Working papers / Banque de France 1 Working papers / Penn Institute for Economic Research 1
more ... less ...
Source
All
ECONIS (ZBW) 12 RePEc 6 EconStor 2
Showing 1 - 10 of 20
Cover Image
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
Saved in:
Cover Image
SVARs with occasionally-binding constraints
Aruoba, S. Borağan; Mlikota, Marko; Schorfheide, Frank; … - In: Journal of econometrics 231 (2022) 2, pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
Saved in:
Cover Image
Discovering heterogeneous consumer journeys in online platforms : implications for networking investment
Kim, Ho; Jiang, Juncai; Bruce, Norris I. - In: Journal of the Academy of Marketing Science 49 (2021) 2, pp. 374-396
Persistent link: https://www.econbiz.de/10012434110
Saved in:
Cover Image
Estimating HANK for central banks
Acharya, Sushant; Chen, William; Del Negro, Marco; … - 2023
Sequential Monte Carlo methods. We use this toolkit to compare the out-of-sample forecasting accuracy of a prominent HANK model …
Persistent link: https://www.econbiz.de/10014333331
Saved in:
Cover Image
Estimating HANK for central banks
Acharya, Sushant; Chen, William; Del Negro, Marco; … - 2023
Sequential Monte Carlo methods. We use this toolkit to compare the out-of-sample forecasting accuracy of a prominent HANK model …
Persistent link: https://www.econbiz.de/10014480620
Saved in:
Cover Image
Online estimation of DSGE models
Cai, Michael; Del Negro, Marco; Herbst, Edward P.; … - In: The econometrics journal 24 (2021) 1, pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
Cover Image
Communicating brands intelevision advertising
Bruce, Norris I.; Becker, Maren; Reinartz, Werner J. - In: Journal of marketing research 57 (2020) 2, pp. 236-256
Persistent link: https://www.econbiz.de/10012180463
Saved in:
Cover Image
Online estimation of DSGE models
Cai, Michael; Del Negro, Marco; Herbst, Edward P.; … - 2020
Persistent link: https://www.econbiz.de/10012388566
Saved in:
Cover Image
A non-linear Keynesian Goodwin-type endogenous model of the cycle : Bayesian evidence for the USA
Mariolis, Theodore; Konstantakis, Konstantinos N.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10012054874
Saved in:
Cover Image
Estimating HANK for central banks
Acharya, Sushant; Chen, William; Del Negro, Marco; … - 2023
Persistent link: https://www.econbiz.de/10014334967
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...