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Search: subject:"Time‐varying parameters"
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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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Free
385
Undetermined
168
CC license
8
Type of publication
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Book / Working Paper
365
Article
227
Other
2
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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
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4
research-article
3
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2
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1
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1
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English
455
Undetermined
138
Russian
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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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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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
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ECONIS (ZBW)
312
RePEc
164
EconStor
108
BASE
7
Other ZBW resources
3
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471
Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.
;
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
Saved in:
472
Structural evolution of the postwar US economy
Liu, Yuelin
;
Morley, James C.
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 50-68
Persistent link: https://www.econbiz.de/10010426617
Saved in:
473
Adaptive models and heavy tails
Delle Monache, Davide
;
Petrella, Ivan
-
2014
This paper proposes a novel and flexible framework to estimate autoregressive models with
time-varying
parameters
. Our …
Persistent link: https://www.econbiz.de/10010382183
Saved in:
474
Comparison of policy functions from the optimal learning and adaptive control frameworks
Amman, Hans M.
;
Kendrick, David A.
- In:
Computational Management Science : CMS
11
(
2014
)
3
,
pp. 221-235
Persistent link: https://www.econbiz.de/10010385633
Saved in:
475
Evaluating changes in the monetary transmission mechanism in the Czech Republic
Franta, Michal
;
Horváth, Roman
;
Rusnak, Marek
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
3
,
pp. 827-842
Persistent link: https://www.econbiz.de/10010344384
Saved in:
476
Conditional Euro Area sovereign default risk
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 271-284
Persistent link: https://www.econbiz.de/10010488563
Saved in:
477
Time-varying financial spillovers from the US to frontier markets
Todorov, Galin
;
Bidarkota, Prasad V.
- In:
Macroeconomics and finance in emerging market economies
7
(
2014
)
2
,
pp. 246-283
Persistent link: https://www.econbiz.de/10010436255
Saved in:
478
Fiscal behaviours in EMU countries : a dynamic approach
Schalck, Christophe
- In:
Economic analysis and policy : EAP ; journal of the …
44
(
2014
)
3
,
pp. 345-354
Persistent link: https://www.econbiz.de/10011482020
Saved in:
479
The transmission of international shocks to the UK : estimates based on a time-varying factor augmented VAR
Liu, Philip
;
Mumtaz, Haroon
;
Theophilopoulou, Angeliki
- In:
Journal of international money and finance
46
(
2014
),
pp. 1-15
Persistent link: https://www.econbiz.de/10010391033
Saved in:
480
Drift and breaks in labor productivity
Benati, Luca
-
2007
We use tests for multiple breaks at unknown points in the sample, and the Stock-Watson (1996, 1998)
time-varying
…
parameters
median-unbiased estimation methodology, to investigate changes in the equilibrium rate of growth of labor productivity …
Persistent link: https://www.econbiz.de/10011604764
Saved in:
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