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Search: subject:"State-space Model"
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Subject
All
State space model
4,102
Zustandsraummodell
4,048
Theorie
1,611
Theory
1,606
Zeitreihenanalyse
1,483
Time series analysis
1,480
Schätzung
1,007
Estimation
1,001
Prognoseverfahren
744
Forecasting model
740
Estimation theory
558
Schätztheorie
558
Volatility
555
Volatilität
554
Kalman filter
447
Stochastischer Prozess
352
Stochastic process
349
USA
343
Bayesian inference
341
United States
338
Bayes-Statistik
332
Business cycle
314
Konjunktur
310
Aktienmarkt
267
Stock market
267
Börsenkurs
236
Share price
236
Kapitaleinkommen
227
Monte Carlo simulation
227
Monte-Carlo-Simulation
227
Capital income
226
Inflation
223
Monetary policy
219
Yield curve
217
Geldpolitik
216
Welt
214
World
213
Zinsstruktur
212
Markov chain
201
Markov-Kette
201
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Free
1,957
Undetermined
1,251
CC license
129
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Article
2,415
Book / Working Paper
1,998
Other
4
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Article in journal
2,203
Aufsatz in Zeitschrift
2,203
Working Paper
1,165
Graue Literatur
1,163
Non-commercial literature
1,163
Arbeitspapier
1,115
Aufsatz im Buch
81
Book section
81
Hochschulschrift
71
Thesis
59
Collection of articles written by one author
16
Sammlung
16
Article
10
Forschungsbericht
10
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
7
Sammelwerk
7
Amtsdruckschrift
3
Aufsatzsammlung
3
Bibliografie enthalten
3
Bibliography included
3
Government document
3
Amtliche Publikation
2
Konferenzschrift
2
Lehrbuch
2
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2
Textbook
2
Übersichtsarbeit
2
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1
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1
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1
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English
4,166
Undetermined
180
Spanish
21
German
20
French
13
Portuguese
7
Romanian
3
Czech
2
Polish
2
Hungarian
1
Russian
1
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1
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Author
All
Koopman, Siem Jan
151
Koop, Gary
63
Tiwari, Aviral Kumar
50
Chan, Joshua
46
Harvey, Andrew C.
35
Kapetanios, George
31
Proietti, Tommaso
31
Lucas, André
30
Grassi, Stefano
26
Gupta, Rangan
26
Schorfheide, Frank
25
Dijk, Herman K. van
24
Marcellino, Massimiliano
24
Crowley, Patrick M.
23
Martin, Gael M.
23
Korobilis, Dimitris
22
Wel, Michel van der
22
Snyder, Ralph D.
20
Hyndman, Rob J.
19
Zadrozny, Peter A.
19
Bos, Charles S.
18
Shephard, Neil G.
18
Strachan, Rodney W.
18
Ramsey, James B.
17
Aloui, Chaker
16
Casarin, Roberto
16
Chan, Joshua C. C.
16
Fiorentini, Gabriele
16
Gallegati, Marco
16
Fernández-Villaverde, Jesús
15
Forbes, Catherine Scipione
15
Liesenfeld, Roman
15
Marczak, Martyna
15
Nakajima, Jouchi
15
Sentana, Enrique
15
Wohar, Mark E.
15
Aguiar-Conraria, Luís
14
Mandler, Martin
14
Ooms, Marius
14
Potter, Simon M.
14
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Institution
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National Bureau of Economic Research
20
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
Department of Econometrics and Business Statistics, Monash Business School
9
Scottish Institute for Research in Economics (SIRE)
9
Economics Department, University of Strathclyde
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Tinbergen Instituut
6
University of Strathclyde / Department of Economics
5
Department of Economics, University of Pennsylvania
4
Econometric Society
4
European Commission / Statistical Office of the European Communities
4
European University Institute / Department of Economics
4
Queen Mary College / Department of Economics
4
Tinbergen Institute
4
Department of Economics, Iowa State University
3
Ekonomiska forskningsinstitutet <Stockholm>
3
European Commission / Joint Research Centre
3
Institute for Monetary and Economic Studies, Bank of Japan
3
School of Economics and Management, University of Aarhus
3
School of Economics and Political Science, Universität St. Gallen
3
Banco de España
2
Center for Economic Research <Tilburg>
2
Center for Financial Studies
2
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Crawford School of Public Policy, Australian National University
2
EconWPA
2
European Central Bank
2
Federal Reserve Bank of St. Louis
2
Finance Discipline Group, Business School
2
HAL
2
Institute of Economic Research, Hitotsubashi University
2
Institutet för Internationell Ekonomi <Stockholm>
2
Nationalekonomiska institutionen <Göteborg>
2
Nepal Rastra Bank
2
Nuffield College
2
Rimini Centre for Economic Analysis (RCEA)
2
School of Economics and Finance, Queen Mary
2
University of Cambridge / Department of Applied Economics
2
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Published in...
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Discussion paper / Tinbergen Institute
101
Economic modelling
87
Computational economics
64
International journal of forecasting
64
Energy economics
60
Journal of econometrics
60
Economics letters
59
Journal of forecasting
53
Finance research letters
44
Journal of economic dynamics & control
44
Applied economics
42
Applied economics letters
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
CAMA working paper series
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Working paper / Department of Econometrics and Business Statistics, Monash University
36
International review of economics & finance : IREF
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
The North American journal of economics and finance : a journal of financial economics studies
31
Working paper
29
International review of financial analysis
25
Working paper series / European Central Bank
23
Discussion paper / Centre for Economic Policy Research
22
Econometric reviews
21
Finance and economics discussion series
21
Journal of applied econometrics
21
CREATES research paper
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
International Journal of Energy Economics and Policy : IJEEP
19
CESifo working papers
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of empirical finance
18
CAMA Working Paper
17
NBER Working Paper
17
Tinbergen Institute Discussion Paper
17
Bank of Finland research discussion papers
16
ECB Working Paper
16
Financial innovation : FIN
16
NBER working paper series
16
International journal of finance & economics : IJFE
15
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Source
All
ECONIS (ZBW)
4,128
RePEc
210
EconStor
62
BASE
13
ArchiDok
2
Other ZBW resources
2
Showing
1
-
10
of
4,417
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tale about inflation tails
Grishchenko, Olesya V.
;
Wilcox, Laura
-
2024
Persistent link: https://www.econbiz.de/10015054044
Saved in:
2
Predicting readiness of arable land and scheduling of tillage operations using finite-horizon Markov decision process and Gaussian state space models
Tookanlou, Parisa Bagheri
;
Pourmoayed, Reza
;
Sørensen, …
- In:
Operational research : an international journal
25
(
2025
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10015593301
Saved in:
3
Estimating regional integration using the Bayesian state-space approach
Albis, Manuel Leonard
;
Tayag, Mara Claire
;
Kang, Jong Woo
-
2024
Estimating regional integration faces challenges because of incomplete data from missing values and insufficient time spans. A key advantage of a dynamic factor model estimated using the Bayesian state-space approach is its ability to handle missing values and aggregation of the regional...
Persistent link: https://www.econbiz.de/10014457750
Saved in:
4
Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
Hartkopf, Jan Patrick
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 393-436
Persistent link: https://www.econbiz.de/10014226292
Saved in:
5
Revisiting the
state-space
model
of unawareness
Rathke, Alex Augusto Timm
- In:
Finance research letters
72
(
2025
),
pp. 1-6
Persistent link: https://www.econbiz.de/10015207018
Saved in:
6
Distributional dynamics
Bayer, Christian
;
Calderon, Luis
;
Kuhn, Moritz
-
2025
distributional data as a time series of functions whose underlying factor structure follows a
state-space
model
, which we estimate …
Persistent link: https://www.econbiz.de/10015185197
Saved in:
7
A lognormal/normal regime-switching commodity pricing model
Yuan, Zhushun
;
Kwon, Roy H.
- In:
International journal of financial engineering
12
(
2025
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10015551267
Saved in:
8
An incomplete multi-currency equilibrium model with heterogeneous time preferences and subjective beliefs
Mita, Daiya
;
Saito, Taiga
;
Takahashi, Akihiko
-
2025
Persistent link: https://www.econbiz.de/10015459630
Saved in:
9
Affine feedforward stochastic (AFS) neural network
Gouriéroux, Christian
;
Monfort, Alain
-
2025
Persistent link: https://www.econbiz.de/10015466943
Saved in:
10
International trade and economic growth in Croatia
Srdelić, Leonarda
;
Dávila-Fernández, Marwil J.
- In:
Structural change and economic dynamics
68
(
2024
),
pp. 240-258
Persistent link: https://www.econbiz.de/10014495205
Saved in:
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