Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Time‐varying parameters"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
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
more ...
less ...
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
more ...
less ...
Language
All
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
more ...
less ...
Institution
All
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
more ...
less ...
Published in...
All
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
more ...
less ...
Source
All
ECONIS (ZBW)
312
RePEc
164
EconStor
108
BASE
7
Other ZBW resources
3
Showing
261
-
270
of
594
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
261
Oil prices, fundamentals and expectations
Byrne, Joseph P.
;
Lorusso, Marco
;
Xu, Bing
- In:
Energy economics
79
(
2019
),
pp. 59-75
Persistent link: https://www.econbiz.de/10012172260
Saved in:
262
What happens to the relationship between EU allowances prices and stock market indices in Europe?
Jiménez-Rodríguez, Rebeca
- In:
Energy economics
81
(
2019
),
pp. 13-24
Persistent link: https://www.econbiz.de/10012172620
Saved in:
263
Time-varying parameter energy demand functions : benchmarking state-space methods against rolling-regressions
Alptekin, Aynur
;
Broadstock, David C.
;
Chen, Xiaoqi
; …
- In:
Energy economics
82
(
2019
),
pp. 26-41
Persistent link: https://www.econbiz.de/10012173810
Saved in:
264
Sensitivity of optimal portfolio problems to
time-varying
parameters
: simulation analysis
Bimurat, Zhanar
;
Abdibekov, Darkhan U.
;
Shukayev, Dulat N.
- In:
The journal of asset management
20
(
2019
)
5
,
pp. 395-402
Persistent link: https://www.econbiz.de/10012117629
Saved in:
265
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
266
Time-varying
parameters
approach to sustainability of international trade flows : the case of Croatia and Serbia compared
Bošnjak, Mile
- In:
Economic research
32
(
2019
)
1,4
,
pp. 3684-3699
Persistent link: https://www.econbiz.de/10012405704
Saved in:
267
Forecasting realized volatility dynamically based on adjusted dynamic model averaging (AMDA) approach : evidence from China's stock market
Ping, Yuan
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012226658
Saved in:
268
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
Saved in:
269
Addressing endogeneity in aggregate logit models with
time-varying
parameters
for optimal retail-pricing
Guhl, Daniel
- In:
European journal of operational research : EJOR
277
(
2019
)
2
,
pp. 684-698
Persistent link: https://www.econbiz.de/10012022111
Saved in:
270
Dynamics in clickthrough and conversion probabilities of paid search advertisements
Castelein, Anoek
;
Fok, Dennis
;
Paap, Richard
-
2019
for
time-varying
parameters
, seasonality, data sparsity and position endogeneity. The model also discriminates between …
Persistent link: https://www.econbiz.de/10012057153
Saved in:
First
Prev
22
23
24
25
26
27
28
29
30
31
32
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
