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~subject:"HJM models"
~subject:"Estimation"
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Search: subject:"State space models"
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HJM models
Estimation
Zustandsraummodell
141
State space model
130
state space models
121
Theorie
108
Zeitreihenanalyse
105
Time series analysis
104
Theory
97
State space models
89
Prognoseverfahren
74
state-space models
70
Forecasting model
69
State-space models
58
Schätzung
55
Kalman filter
42
Bayesian inference
33
Bayes-Statistik
32
Stochastischer Prozess
32
Stochastic process
30
Volatilität
29
Volatility
28
State Space Models
26
Schätztheorie
19
Gibbs sampler
18
forecasting
18
Bayesian
17
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17
Estimation theory
16
Markov chain
15
Markov-Kette
15
Monetary policy
15
stochastic volatility
15
Geldpolitik
14
Kalman Filter
14
USA
14
factor models
14
Exponential smoothing
13
MCMC
13
exponential smoothing
13
seasonality
13
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Free
33
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Article
32
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58
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Björk, Tomas
5
Delle Monache, Davide
4
Landén, Camilla
4
Petrella, Ivan
4
Venditti, Fabrizio
4
Cross, Jamie
3
Poon, Aubrey
3
Chan, Joshua
2
Cross, Jamie L.
2
Darvas, Zsolt M.
2
Füss, Roland
2
Gaspar, Raquel M.
2
Hou, Chenghan
2
Pfarrhofer, Michael
2
Sherris, Michael
2
Simon, András
2
Svensson, Lars
2
Ungolo, Francesco
2
Zhang, Bo
2
Zhou, Yuxin
2
Zietz, Joachim
2
Ahmad, Waqas
1
Altuğ, Sumru
1
Andreini, Paolo
1
Andrews, Antony
1
BJÖRK, TOMAS
1
BLIX, MAGNUS
1
Bechný, Jakub
1
Brooks, Robert
1
Buncic, Daniel
1
Candido, Osvaldo
1
Creal, Drew
1
Dubbert, Tore
1
Elhouar, Mikael
1
Farmer, Leland E.
1
Gallant, A. Ronald
1
Garces, Len Patrick Dominic M.
1
Giacomini, Raffaella
1
Giovannelli, Alessandro
1
Gouvêa, Raphael Rocha
1
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
3
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SSE/EFI Working Paper Series in Economics and Finance
6
International journal of forecasting
3
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3
CAMA working paper series
2
Discussion paper / Tinbergen Institute
2
Journal of econometrics
2
Applied Mathematical Finance
1
Applied economics
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CAMP working paper series
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
DEP discussion papers : macroeconomics and finance series
1
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1
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1
Documents de travail / Banque de France
1
Econometrics : open access journal
1
Economia : revista da ANPEC
1
Economic modelling
1
Economic papers
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Explorations in economic history : EEH
1
Finance and Stochastics
1
Handbook of macroeconomics : volume 2, v. 2A-2B SET
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of economics and finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic studies
1
Journal of financial markets
1
Journal of housing economics
1
KDI policy study
1
KOF working papers
1
Macroeconomic dynamics
1
Melbourne Institute working paper series
1
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
1
New Zealand economic papers
1
Pacific-Basin finance journal
1
Prague economic papers : a bimonthly journal of economic theory and policy
1
Quantitative economics : QE ; journal of the Econometric Society
1
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ECONIS (ZBW)
52
RePEc
6
EconStor
3
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1
Estimation, comparison and projection of multi-factor age-cohort affine mortality models
Ungolo, Francesco
;
Garces, Len Patrick Dominic M.
; …
-
2023
-
[Revision]
Persistent link: https://www.econbiz.de/10014458542
Saved in:
2
Recovering stars in macroeconomics
Buncic, Daniel
;
Pagan, Adrian R.
;
Robinson, Tim
-
2023
Persistent link: https://www.econbiz.de/10014490398
Saved in:
3
Various core inflation estimates for Kazakhstan
Orlov, Konstantin
;
Sejdahmetov, Aņsar
-
2023
Persistent link: https://www.econbiz.de/10014326098
Saved in:
4
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
5
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:
6
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
7
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
8
Multi-factor, age-cohort, affine mortality models : a multi-country comparison
Ungolo, Francesco
;
Sherris, Michael
;
Zhou, Yuxin
-
2021
Persistent link: https://www.econbiz.de/10012628986
Saved in:
9
The discretization filter : a simple way to estimate nonlinear
state
space
models
Farmer, Leland E.
- In:
Quantitative economics : QE ; journal of the …
12
(
2021
)
1
,
pp. 41-76
filter, for approximating the likelihood of nonlinear, non-Gaussian
state
space
models
. I establish that the associated …
Persistent link: https://www.econbiz.de/10012432773
Saved in:
10
Determinants of Bulgarian exports: the role of price and non-price competitiveness
Ivanov, Evgeni
;
Ivanova, Neli
-
2021
Persistent link: https://www.econbiz.de/10012546329
Saved in:
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