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Search: subject:"Time‐varying parameters"
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time-varying parameters
262
Time-varying parameters
181
Schätzung
158
Estimation
154
Zeitreihenanalyse
144
Time series analysis
139
VAR-Modell
111
VAR model
104
Estimation theory
101
Schätztheorie
101
Volatility
94
Volatilität
94
Theorie
93
Theory
89
Inflation
67
Bayes-Statistik
62
Prognoseverfahren
62
Bayesian inference
61
Forecasting model
61
stochastic volatility
55
Monetary policy
51
Stochastischer Prozess
50
Zustandsraummodell
49
Geldpolitik
48
State space model
48
Schock
47
Shock
46
Stochastic process
46
Welt
40
World
39
Konjunktur
37
USA
37
Stochastic volatility
36
Business cycle
35
Time-Varying Parameters
33
Time varying parameters
30
time varying parameters
30
Phillips curve
28
forecasting
27
ARCH-Modell
26
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Free
384
Undetermined
168
CC license
8
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Book / Working Paper
364
Article
227
Other
2
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Working Paper
227
Article in journal
174
Aufsatz in Zeitschrift
174
Graue Literatur
130
Non-commercial literature
130
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128
Article
7
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4
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4
research-article
3
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English
454
Undetermined
138
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1
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Koopman, Siem Jan
48
Lucas, André
33
Mumtaz, Haroon
18
Benati, Luca
17
Blasques, Francisco
17
Kapetanios, George
15
Karlsson, Sune
15
Korobilis, Dimitris
15
Marcellino, Massimiliano
15
Österholm, Pär
15
Caporale, Guglielmo Maria
13
Giraitis, Liudas
13
Petrella, Ivan
13
Delle Monache, Davide
12
Petrova, Katerina
12
Schaumburg, Julia
12
Creal, Drew
11
Gorgi, Paolo
11
Franta, Michal
9
Huber, Florian
9
Lucas, Andre
9
Schwaab, Bernd
9
Zhang, Xin
9
Basturk, Nalan
8
Ceyhan, Pinar
8
Nason, James Michael
8
Ooms, Marius
8
Amman, Hans M.
7
Koop, Gary
7
Onorante, Luca
7
Paesani, Paolo
7
Rodriguez, Gabriel
7
Tucci, Marco Paolo
7
Venditti, Fabrizio
7
Byrne, Joseph P.
6
Callot, Laurent
6
Grassi, Stefano
6
Koopman, S.J.
6
Kristensen, Johannes Tang
6
Ooms, M.
6
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Tinbergen Instituut
15
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
14
European Central Bank
9
Tinbergen Institute
7
Crawford School of Public Policy, Australian National University
4
Rimini Centre for Economic Analysis (RCEA)
4
School of Economics, Universiteit Utrecht
4
Society for Computational Economics - SCE
4
Bank of England
3
C.E.P.R. Discussion Papers
3
School of Economics and Management, University of Aarhus
3
Česká Národní Banka
3
CESifo
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Charles H. Dyson School of Applied Economics and Management, Cornell University
2
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
Economics Department, University of Strathclyde
2
KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)
2
Norges Bank
2
School of Economics, UNSW Business School
2
Scottish Institute for Research in Economics (SIRE)
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Suomen Pankki
2
Banca d'Italia
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
Centro di Economia del Lavoro e di Politica Economica (CELPE), Università degli Studi di Salerno
1
Courant Research Centre PEG
1
Departamento de Economía, Facultad de Economía y Negocios
1
Department of Economics, Adam Smith Business School
1
Department of Economics, Boston College
1
Department of Economics, Faculty of Economic and Management Sciences
1
Department of Economics, International Business School, Brandeis University
1
Deutsche Bundesbank
1
Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin"
1
EconWPA
1
Economics Department, University of California-Davis
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Federal Reserve Bank of Cleveland
1
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Working Paper
27
Discussion paper / Tinbergen Institute
25
Tinbergen Institute Discussion Paper
25
Tinbergen Institute Discussion Papers
22
Working paper
15
MPRA Paper
14
ECB Working Paper
13
Journal of econometrics
10
Economics letters
9
Working Paper Series / European Central Bank
9
CESifo Working Paper
8
CESifo working papers
8
Economic modelling
8
Energy economics
8
Computational economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of international money and finance
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
CAMA working paper series
5
International journal of forecasting
5
Journal of economic dynamics & control
5
CAMA Working Papers
4
Discussion papers / CEPR
4
Documento de trabajo
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of forecasting
4
Temi di discussione / Banca d'Italia
4
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
4
Working Papers / School of Economics, Universiteit Utrecht
4
Working paper series / European Central Bank
4
Applied economics
3
Applied economics letters
3
Bank of England working papers
3
CEPR Discussion Papers
3
CREATES Research Papers
3
Computational Economics
3
Discussion Papers
3
Empirical Economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Federal Reserve Bank of Cleveland working paper series
3
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Source
All
ECONIS (ZBW)
312
RePEc
164
EconStor
107
BASE
7
Other ZBW resources
3
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101
The dynamic spillover effects of climate policy uncertainty and coal price on carbon price : evidence from China
Yan, Wan-Lin
;
Cheung, Adrian Wai Kong
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472274
Saved in:
102
Time-varying coefficient DAR model and stability measures for stablecoin prices : an application to Tether
Djogbenou, Antoine
;
Inan, Emre
;
Jasiak, Joann
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014478223
Saved in:
103
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
Saved in:
104
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
105
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
106
The time-varying and volatile macroeconomic effects of immigration
Li, Huachen
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 72-92
Persistent link: https://www.econbiz.de/10014247349
Saved in:
107
Global financial cycles since 1880
Potjagailo, Galina
;
Wolters, Maik H.
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248868
Saved in:
108
Evolution of the effects of mineral commodity prices on fiscal fluctuations : empirical evidence from TVP-VAR-SV models for Peru
Urbina, Dante A.
;
Rodriguez, Gabriel
- In:
Review of world economics
159
(
2023
)
1
,
pp. 153-184
Persistent link: https://www.econbiz.de/10014307241
Saved in:
109
The time-varying impact of foreign capital flows on house prices : evidence from South Africa
Baba, Boubekeur
- In:
Journal for studies in economics and econometrics : SEE
47
(
2023
)
2
,
pp. 107-126
Persistent link: https://www.econbiz.de/10014319324
Saved in:
110
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
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