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Search: subject:"State–space models"
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Subject
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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
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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
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Language
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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
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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
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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
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Source
All
RePEc
229
ECONIS (ZBW)
179
EconStor
70
BASE
4
Other ZBW resources
2
Showing
71
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484
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71
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
72
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
73
Price dividend ratio and long-run stock returns: A score driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2020
In this paper we develop a general framework to analyze
state
space
models
with timevarying system matrices where time …
Persistent link: https://www.econbiz.de/10012422031
Saved in:
74
Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2020
Persistent link: https://www.econbiz.de/10012299985
Saved in:
75
Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2020
In this paper we develop a general framework to analyze
state
space
models
with timevarying system matrices where time …
Persistent link: https://www.econbiz.de/10012156426
Saved in:
76
Stochastic volatility in mean : empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
-
2020
Persistent link: https://www.econbiz.de/10012435606
Saved in:
77
Nowcasting monthly GDP with big data : a model averaging approach
Proietti, Tommaso
;
Giovannelli, Alessandro
-
2020
Persistent link: https://www.econbiz.de/10012224870
Saved in:
78
Herding in the Singapore stock exchange
Arjoon, Vaalmikki
;
Bhatnagar, Chandra Shekhar
; …
- In:
Journal of economics & business
109
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012244946
Saved in:
79
Measuring the neutral real interest rate in Brazil : a semi-structural open economy framework
Neto, Alberto Ronchi
;
Candido, Osvaldo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 651-667
Persistent link: https://www.econbiz.de/10012219146
Saved in:
80
State-space ARIMA for supply-chain forecasting
Svetunkov, Ivan
;
Boylan, John E.
- In:
International journal of production research
58
(
2020
)
3
,
pp. 818-827
Persistent link: https://www.econbiz.de/10012194000
Saved in:
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