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  • Search: subject:"TVP Model"
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Year of publication
Subject
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BRICS 1 BRICS countries 1 BRICS-Staaten 1 Dynamic Convergence 1 Estimation 1 Estimation theory 1 Exchange Rate Predictability 1 Exchange rate 1 Forecasting model 1 Hunger Incidence 1 Kalman Filter 1 Markov regime switching model 1 Mathematical programming 1 Mathematische Optimierung 1 Panel Unit Root Test 1 Prognoseverfahren 1 Random Walk 1 Random walk 1 Real marginal cost 1 Schätztheorie 1 Schätzung 1 State Space 1 Stochastic Convergence 1 Survey data 1 TVP Model 1 TVP model 1 Taylor rule 1 Taylor-Regel 1 Taylor¡¯s rule 1 Theorie 1 Theory 1 Time-Varying Parameters (TVP) model 1 Time-varying Parameter (TVP) Model 1 Vector AutoRegressive (VAR) model 1 Wechselkurs 1 random walk 1 time-varying parameter (TVP) model 1
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Online availability
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Free 3 Undetermined 1
Type of publication
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Article 3 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 3 Undetermined 2
Author
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Castillo, Kristelle 1 Chen, Yanbin 1 Francisco, Krizia 1 Gupta, Rangan 1 Huo, Zhen 1 Kim, Won Joong 1 Manohar Rao, Makimane J. 1 Mapa, Dennis S 1 Mapa, Dennis S. 1 Nachane, Dilip M. 1 Salisu, Afees A. 1 Sandoval, Monica Flerida B 1 Yap, David Joseph Emmanuel B 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2
Published in...
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MPRA Paper 2 Annals of Economics and Finance 1 Journal of macroeconomics 1 Journal of quantitative economics : official journal of the Indian Econometric Society 1
Source
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RePEc 3 ECONIS (ZBW) 2
Showing 1 - 5 of 5
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Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.; Gupta, Rangan; Kim, Won Joong - In: Journal of macroeconomics 71 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
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Rice Price, Job Misery, Hunger Incidence: Need to Track Few More Statistical Indicators for the Poor
Mapa, Dennis S.; Castillo, Kristelle; Francisco, Krizia - Volkswirtschaftliche Fakultät, … - 2015
using the time-varying parameter (TVP) model shows a higher effect of changes in the price of rice to hunger incidence after …
Persistent link: https://www.econbiz.de/10011166051
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Investigating the Presence of Regional Economic Growth Convergence in the Philippines using Kalman Filter
Mapa, Dennis S; Sandoval, Monica Flerida B; Yap, David … - Volkswirtschaftliche Fakultät, … - 2009
-varying parameter (TVP) model derived using the Kalman Filter. The paper proceeds to examine the individual convergence behavior of each …
Persistent link: https://www.econbiz.de/10008636496
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A Conjecture of Chinese Monetary Policy Rule: Evidence from Survey Data, Markov Regime Switching, and Drifting Coefficients
Chen, Yanbin; Huo, Zhen - In: Annals of Economics and Finance 10 (2009) 1, pp. 111-153
regime switching model, the TVP model and the split sample OLS estimation are employed to estimate the changing coefficients …
Persistent link: https://www.econbiz.de/10009207416
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Varying parameter models : an optimal control formulation
Manohar Rao, Makimane J. - In: Journal of quantitative economics : official journal of … 4 (1988) 1, pp. 59-79
Persistent link: https://www.econbiz.de/10001057088
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