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:"State–space models"
Narrow search

Narrow search

Year of publication
Subject
All
Zustandsraummodell 147 State space model 136 state space models 125 Theorie 114 Theory 103 Zeitreihenanalyse 98 Time series analysis 97 State space models 91 Prognoseverfahren 76 state-space models 75 Forecasting model 71 State-space models 61 Schätzung 49 Kalman filter 47 Estimation 46 Schätztheorie 41 Estimation theory 38 Stochastischer Prozess 37 Stochastic process 35 Bayes-Statistik 33 Bayesian inference 33 Volatilität 28 Volatility 27 State Space Models 26 Inflation 19 Gibbs sampler 18 Markov chain 18 Markov-Kette 18 forecasting 18 Bayesian 17 Business cycle 17 Konjunktur 17 Monte Carlo simulation 16 Monte-Carlo-Simulation 16 Monetary policy 15 stochastic volatility 15 Kalman Filter 14 USA 14 VAR model 14 VAR-Modell 14
more ... less ...
Online availability
All
Free 306 Undetermined 119 CC license 2
Type of publication
All
Book / Working Paper 306 Article 177 Other 1
Type of publication (narrower categories)
All
Working Paper 123 Article in journal 108 Aufsatz in Zeitschrift 108 Graue Literatur 67 Non-commercial literature 67 Arbeitspapier 63 Article 10 Thesis 2 research-article 2 Aufsatz im Buch 1 Book section 1 Collection of articles of several authors 1 Hochschulschrift 1 Sammelwerk 1
more ... less ...
Language
All
English 315 Undetermined 164 Portuguese 2 Spanish 2 Polish 1
Author
All
Proietti, Tommaso 22 Koopman, Siem Jan 19 Mazzi, Gian Luigi 11 Koop, Gary 10 Dijk, Herman K. van 9 Frale, Cecilia 9 Björk, Tomas 8 Gupta, Rangan 8 Lee, Kai Ming 8 Marcellino, Massimiliano 8 Mendieta-Muñoz, Ivan 8 Raknerud, Arvid 8 Snyder, Ralph D. 8 van Dijk, Herman K. 8 Marczak, Martyna 7 Mazzi, Gianluigi 7 Delle Monache, Davide 6 Grassi, Stefano 6 Hammoudeh, Shawkat 6 Kapetanios, George 6 Kim, Won Joong 6 Li, Mengheng 6 Lucas, André 6 Martin, Gael M. 6 Ord, J. Keith 6 Petrella, Ivan 6 Pozzi, Lorenzo 6 Venditti, Fabrizio 6 Akram, Muhammad 5 Beaumont, Adrian 5 Cross, Jamie 5 Giannone, Domenico 5 Hyndman, Rob J. 5 Sbrana, Giacomo 5 Schlicht, Ekkehart 5 Abanto-Valle, Carlos A. 4 Athanasopoulos, George 4 Cavicchioli, Maddalena 4 Daniels, Robert 4 Dijk, H.K. van 4
more ... less ...
Institution
All
Department of Econometrics and Business Statistics, Monash Business School 22 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Tinbergen Institute 8 Tinbergen Instituut 8 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 5 Erasmus University Rotterdam, Econometric Institute 5 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 5 Society for Computational Economics - SCE 4 Statistisk Sentralbyrå, Government of Norway 4 C.E.P.R. Discussion Papers 3 Department of Economics, European University Institute 3 Department of Economics, Faculty of Economic and Management Sciences 3 Econometric Society 3 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 3 School of Economics and Finance, Queen Mary 3 Université Paris-Dauphine (Paris IX) 3 Banco de la Republica de Colombia 2 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 2 Departamento de Estadistica, Universidad Carlos III de Madrid 2 Department of Agricultural and Resource Economics, University of California-Berkeley 2 Department of Economics, George Washington University 2 Department of Economics, National University of Ireland 2 Department of Economics, Oxford University 2 Department of Economics, University of Pennsylvania 2 Dipartimento di Economia, Università Ca' Foscari Venezia 2 European Central Bank 2 Faculteit Economie en Bedrijfskunde, Universiteit Gent 2 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 2 School of Economics, University of Kent 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 de Nederlandsche Bank 2 Agricultural and Applied Economics Association - AAEA 1 BBVA Research, Grupo BBVA 1 Banca d'Italia 1 Banque de France 1 Business School, University of Sydney 1 California Institute of Technology, Division of the Humanities and Social Sciences 1 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1
more ... less ...
Published in...
All
Monash Econometrics and Business Statistics Working Papers 22 Tinbergen Institute Discussion Papers 16 Tinbergen Institute Discussion Paper 12 Discussion paper / Tinbergen Institute 11 International journal of forecasting 11 MPRA Paper 9 SSE/EFI Working Paper Series in Economics and Finance 9 Working Paper 7 International Journal of Forecasting 6 Annals of the Institute of Statistical Mathematics 5 Computational Statistics & Data Analysis 5 Discussion Papers 5 Econometric Institute Report 5 Econometric Institute Research Papers 5 Journal of econometrics 5 Working paper 5 Working paper / Department of Econometrics and Business Statistics, Monash University 5 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 4 Econometrics 4 Econometrics : open access journal 4 Economic modelling 4 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 CAMA working paper series 3 CEPR Discussion Papers 3 Documentos de Trabajo del ICAE 3 ECB Working Paper 3 Economics Working Papers / Department of Economics, European University Institute 3 Journal of Economic Studies 3 Journal of economic dynamics & control 3 Journal of forecasting 3 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 3 Working Papers / School of Economics and Finance, Queen Mary 3 Working papers / Department of Economics, University of Utah 3 AStA Advances in Statistical Analysis 2 Borradores de Economia 2 CEIS Research Paper 2 CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series 2 Computational Statistics 2 Computational economics 2 Computing in Economics and Finance 2004 2
more ... less ...
Source
All
RePEc 229 ECONIS (ZBW) 179 EconStor 70 BASE 4 Other ZBW resources 2
Showing 41 - 50 of 484
Cover Image
Cycles in cattle and hog prices in South America
Fliessbach, Astrid; Ihle, Rico - In: Australian Journal of Agricultural and Resource Economics 64 (2020) 4, pp. 1167-1183
Prices of agricultural products often vary in relatively stable patterns around their long-run trends. These variations translate into fluctuations of selling prices as well as farm revenues. We provide an overview of the current literature on agricultural price cycles. Using a transparent and...
Persistent link: https://www.econbiz.de/10012428870
Saved in:
Cover Image
A SIR model with time-varying parameters
Athayde, Gustavo M. de; Damião, Ruben M. - 2020 - Last update: December 23rd, 2020
Persistent link: https://www.econbiz.de/10012437034
Saved in:
Cover Image
Taxa de desemprego no Brasil em quatro décadas : retropolação da PNAD contínua de 1976 a 2016
Bacciotti, Rafael; Marçal, Emerson Fernandes - In: Estudos econômicos : publicação trimestral do … 50 (2020) 3, pp. 513-534
Persistent link: https://www.econbiz.de/10012609778
Saved in:
Cover Image
Indirect inference for locally stationary models
Frazier, David T.; Koo, Bonsoo - 2020
Persistent link: https://www.econbiz.de/10012610508
Saved in:
Cover Image
Investor-herding and risk-profiles : a State-Space model-based assessment
Nath, Harminder B.; Brooks, Robert - 2020
Persistent link: https://www.econbiz.de/10012606907
Saved in:
Cover Image
Improving the accuracy of economic measurement with multiple data sources : the case of payroll employment data
Cajner, Tomaz; Crane, Leland D.; Decker, Ryan A.; … - 2019
This paper combines information from two sources of U.S. private payroll employment to increase the accuracy of real-time measurement of the labor market. The sources are the Current Employment Statistics (CES) from BLS and microdata from the payroll processing firm ADP. We briefly describe the...
Persistent link: https://www.econbiz.de/10012182097
Saved in:
Cover Image
RGAP: output gap estimation in R
Streicher, Sina - 2022
Commission proposes a production function methodology that involves the estimation of two classes of Gaussian state space models …
Persistent link: https://www.econbiz.de/10014374265
Saved in:
Cover Image
RGAP: output gap estimation in R
Streicher, Sina - 2022
Commission proposes a production function methodology that involves the estimation of two classes of Gaussian state space models …
Persistent link: https://www.econbiz.de/10013256541
Saved in:
Cover Image
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.; Loiza-Maya, Ruben; Martin, Gael M. - 2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
Cover Image
A white-boxed ISSM approach to estimate uncertainty distributions of Walmart sales
De Rezende, Rafael B.; Egert, Katharina; Marin, Ignacio; … - In: International journal of forecasting 38 (2022) 4, pp. 1460-1467
Persistent link: https://www.econbiz.de/10014381111
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...