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  • Search: subject:"Structural Time Series"
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Year of publication
Subject
All
Zeitreihenanalyse 92 Time series analysis 82 Theorie 41 Theory 38 structural time series models 35 structural time series model 32 Prognoseverfahren 24 Forecasting model 23 Structural time series models 21 Structural time series model 18 Schätzung 16 structural time series 16 Zustandsraummodell 15 State space model 14 Bayesian structural time series 13 Bayes-Statistik 12 Bayesian inference 12 Business cycle 12 Estimation 12 Konjunktur 12 Schätztheorie 12 Estimation theory 11 Kalman filter 11 Demand 10 Germany 10 Nachfrage 10 business cycle 10 outliers 10 Coronavirus 9 ARIMA models 8 Deutschland 8 Structural Time Series Model 8 Structural time series modelling 8 state space model 8 Kalman filter and smoother 7 Produktionspotenzial 7 Tourism 7 Tourismus 7 forecasting 7 Cointegration 6
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Online availability
All
Free 146 Undetermined 59 CC license 10
Type of publication
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Book / Working Paper 128 Article 103 Other 3
Type of publication (narrower categories)
All
Article in journal 54 Aufsatz in Zeitschrift 54 Working Paper 52 Graue Literatur 33 Non-commercial literature 33 Arbeitspapier 27 Article 5 research-article 3 Aufsatz im Buch 2 Book section 2 Amtliche Publikation 1 Conference Paper 1
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Language
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English 156 Undetermined 73 German 3 Spanish 2
Author
All
Marczak, Martyna 20 Koopman, Siem Jan 14 Proietti, Tommaso 13 Brakel, Jan A. van den 11 Moës, Philippe 8 Moosa, Imad A. 7 Beissinger, Thomas 6 Hunt, Lester C 6 Vujic, Suncica 6 Dilaver, Zafer 5 Harvey, Andrew C 5 Krieg, Sabine 5 Commandeur, Jacques Jean François 4 Gómez, Víctor 4 Hunt, Lester C. 4 Minne, Alex van de 4 Sridharan, Sanjeev 4 Afonso, António 3 Barnett, William A. 3 Becker, Claudia 3 Bergstrom, John C. 3 Broto, Carmen 3 Buchen, Teresa 3 Cable, John 3 Carstensen, Kai 3 Droste, Nils 3 Francke, Marc 3 Grassi, Stefano 3 Henzel, Steffen 3 Kalonda-Kanyama, Isaac 3 Mullen, Jeffrey D. 3 Ngugi, Daniel 3 Ring, Irene 3 Rolheiser, Lyndsey 3 Ruiz de Aguirre, Pep 3 Ruiz, Esther 3 Santos, Rui 3 Shephard, Neil 3 Smeets, Marc 3 Tawadros, George 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 6 Surrey Energy Economics Centre (SEEC), School of Economics 6 Forschungszentrum Innovation und Dienstleistung, Fakultät Wirtschafts- und Sozialwissenschaften 4 Economics and Finance Department, Jennings A. Jones College of Business 3 Banco de España 2 Department of Econometrics and Business Statistics, Monash Business School 2 Nationale Bank van België/Banque national de Belqique (BNB) 2 School of Economics and Management, University of Aarhus 2 Southern Agricultural Economics Association - SAEA 2 Tinbergen Instituut 2 Agricultural and Applied Economics Association - AAEA 1 Agricultural and Resource Economics, West Virginia University 1 C.E.P.R. Discussion Papers 1 Centre de recherche en Économie (OFCE), Sciences économiques 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Departamento de Economía, Facultad de Ciencias Sociales 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, University of Kansas 1 Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 1 Département d'Économie / Department of Economics, Université d'Ottawa / University of Ottawa 1 Economic Research Southern Africa (ERSA) 1 European Central Bank 1 Faculty of Economics, University of Cambridge 1 ISEG - School of Economics and Management, Department of Economics, University of Lisbon 1 Institute for the Study of Labor (IZA) 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 International Institute of Social and Economic Sciences 1 London School of Economics (LSE) 1 Money Macro and Finance Research Group 1 School of Economics, Finance and Management, University of Bristol 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Suomen Pankki 1 Tilburg University, Center for Economic Research 1 Tinbergen Institute 1 Österreichisches Institut für Wirtschaftsforschung (WIFO) 1
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Published in...
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MPRA Paper 9 Discussion paper / Statistics Netherlands 7 STICERD - Econometrics Paper Series 6 Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 6 Empirical Economics 5 Applied economics 4 Discussion paper / Central Bureau voor de Statistiek 4 Discussion paper / Tinbergen Institute 4 Energy economics 4 FZID Discussion Paper 4 FZID Discussion Papers 4 IZA Discussion Papers 3 International Journal of the Economics of Business 3 Tinbergen Institute Discussion Paper 3 Tinbergen Institute Discussion Papers 3 Working Papers / Economics and Finance Department, Jennings A. Jones College of Business 3 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 2 Banco de España Working Papers 2 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 2 CREATES Research Papers 2 Econometrics Journal 2 Economic modelling 2 Estudios Económicos 2 International Journal of Energy Economics and Policy : IJEEP 2 International journal of forecasting 2 Journal of Economic Studies 2 Journal of Post Keynesian Economics 2 Journal of travel research : a quarterly publication of the Travel and Tourism Research Association 2 Monash Econometrics and Business Statistics Working Papers 2 NBB Working Paper 2 The Journal of Real Estate Finance and Economics 2 Tourism economics : the business and finance of tourism and recreation 2 WIFO Working Papers 2 Working Paper Research 2 Working paper / National Bank of Belgium / National Bank of Belgium 2 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 1 ADB Economics Working Paper Series 1 ADB economics working paper series 1 Accounting and finance 1 Agricultural Economics Research 1
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Source
All
RePEc 99 ECONIS (ZBW) 92 EconStor 31 BASE 9 Other ZBW resources 3
Showing 1 - 10 of 234
Cover Image
Bridging Language Barriers: The Impact of Large Language Models on Academic Writing
Dalaman, Burak; Kalay, Ali Furkan; Kettlewell, Nathan - 2025
Large language models (LLMs) have altered the nature of academic writing. While the influence of LLMs on academic writing is not uncontroversial, one promise for this technology is to bridge language barriers faced by nonnative English-speaking researchers. This study empirically demonstrates...
Persistent link: https://www.econbiz.de/10015552546
Saved in:
Cover Image
Bridging language barriers : the impact of large language models on academic writing
Dalaman, Burak; Kalay, Ali Furkan; Kettlewell, Nathan - 2025
Large language models (LLMs) have altered the nature of academic writing. While the influence of LLMs on academic writing is not uncontroversial, one promise for this technology is to bridge language barriers faced by nonnative English-speaking researchers. This study empirically demonstrates...
Persistent link: https://www.econbiz.de/10015473950
Saved in:
Cover Image
Estimating census tract house price indexes : a new spatial dynamic factor approach
Francke, Marc; Rolheiser, Lyndsey; Minne, Alex van de - In: The journal of real estate finance and economics 70 (2025) 3, pp. 483-514
Persistent link: https://www.econbiz.de/10015442621
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Quantifying the impact of Typhoon Phanfone on Philippine port activity using automatic identification system data
Pundit, Madhavi; Sin, Immanuel; Magnata, Paolo; … - 2025
using AIS data over a 2-year period for the Philippines and its top trade partners. A Bayesian structural time series model …
Persistent link: https://www.econbiz.de/10015595944
Saved in:
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Modeling exchange rate, inflation, and interest rate in a small open economy: A data-based approach to estimating a New Keynesian model with rational expectations
Hammersland, Roger; Kolsrud, Dag - 2025
Building on a New Keynesian rational expectations framework, we develop a structural empirical model that jointly determines the real exchange rate, inflation, and the nominal interest rate in a small open economy. Employing a full-information system design and estimation approach that avoids...
Persistent link: https://www.econbiz.de/10015595972
Saved in:
Cover Image
Modeling exchange rate, inflation, and interest rate in a small open economy : a data-based approach to estimating a New Keynesian model with rational expectations
Hammersland, Roger; Kolsrud, Dag - 2025
Building on a New Keynesian rational expectations framework, we develop a structural empirical model that jointly determines the real exchange rate, inflation, and the nominal interest rate in a small open economy. Employing a full-information system design and estimation approach that avoids...
Persistent link: https://www.econbiz.de/10015450570
Saved in:
Cover Image
Quantifying the impact of Typhoon Phanfone on Philippine port activity using automatic identification system data
Pundit, Madhavi; Sin, Immanuel; Magnata, Paolo; … - 2025
using AIS data over a 2-year period for the Philippines and its top trade partners. A Bayesian structural time series model …
Persistent link: https://www.econbiz.de/10015576701
Saved in:
Cover Image
Statistical early warning models with applications
Harlaar, Lucas P.; Commandeur, Jacques Jean François; … - 2024
of final and official statistics. We propose the use of a multivariate structural time series model which includes common …
Persistent link: https://www.econbiz.de/10015070276
Saved in:
Cover Image
Do earthquakes shake the stock market? : causal inferences from Turkey's earthquake
Khan, Khalid; Cifuentes-Faura, Javier; Shahbaz, Muhammad - In: Financial innovation : FIN 10 (2024), pp. 1-19
This study's main purpose is to use Bayesian structural time-series models to investigate the causal effect of an …
Persistent link: https://www.econbiz.de/10015361546
Saved in:
Cover Image
Statistical early warning models with applications
Harlaar, Lucas P.; Commandeur, Jacques Jean François; … - 2024
of final and official statistics. We propose the use of a multivariate structural time series model which includes common …
Persistent link: https://www.econbiz.de/10015062979
Saved in:
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