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  • Search: subject:"Time‐varying parameters"
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Year of publication
Subject
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time-varying parameters 263 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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Online availability
All
Free 385 Undetermined 168 CC license 8
Type of publication
All
Book / Working Paper 365 Article 227 Other 2
Type of publication (narrower categories)
All
Working Paper 228 Article in journal 174 Aufsatz in Zeitschrift 174 Graue Literatur 130 Non-commercial literature 130 Arbeitspapier 128 Article 7 Aufsatz im Buch 4 Book section 4 research-article 3 Konferenzschrift 2 Thesis 2 Report 1 Research Report 1
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Language
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English 455 Undetermined 138 Russian 1
Author
All
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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Institution
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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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Published in...
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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 CESifo Working Paper 9 Economics letters 9 Working Paper Series / European Central Bank 9 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 108 BASE 7 Other ZBW resources 3
Showing 151 - 160 of 594
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Estimation of large dimensional time varying VARs using copulas
Tsionas, Efthymios G.; Izzeldin, Marwan; Trapani, Lorenzo - In: European economic review : EER 141 (2022), pp. 1-34
Persistent link: https://www.econbiz.de/10013348585
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Structural change and economic growth in India : a comparative study of Punjab
Sanyal, Anirban; Singh, Nirvikar - In: Indian growth and development review 15 (2022) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10013332440
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The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic
Hondroyiannis, George B.; Papaoikonomou, Dimitrios - In: Empirical economics : a quarterly journal of the … 63 (2022) 6, pp. 2997-3026
Persistent link: https://www.econbiz.de/10013440538
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Maximum likelihood estimation for score-driven models
Blasques, Francisco; Brummelen, Janneke van; Koopman, … - In: Journal of econometrics 227 (2022) 2, pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
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Monetary policy across space and time
Liu, Laura; Matthes, Christian; Petrova, Katerina - In: Essays in honour of Fabio Canova, (pp. 37-64). 2022
Persistent link: https://www.econbiz.de/10013443906
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Reviewing demand regimes in open economies with Penn World Table data
Marques, André de Mattos - In: The Manchester School 90 (2022) 6, pp. 730-751
Persistent link: https://www.econbiz.de/10013414312
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Ability to consume versus willingness to consume : the role of nonlinearities
Sorić, Petar - In: Empirica : journal of european economics 49 (2022) 3, pp. 663-689
Persistent link: https://www.econbiz.de/10013431300
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Oil shocks and global economy
Jiménez-Rodríguez, Rebeca - In: Energy economics 115 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013541755
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Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael - In: Journal of economic dynamics & control 143 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
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Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong; Wang, Wenhao - In: Journal of empirical finance 67 (2022), pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
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