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  • Search: subject:"Time varying coefficient model"
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Year of publication
Subject
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Schätzung 11 time-varying coefficient model 11 Estimation 10 Time-varying coefficient model 10 Germany 7 Zeitreihenanalyse 7 cointegration 7 Coefficient driver 6 Time series analysis 6 exchange rate pass-through 6 Cointegration 5 Estimation theory 5 Kointegration 5 Schätztheorie 5 Combining forecasts 4 Exchange rate pass-through 4 ExpAR model 4 Locally linear (or nonlinear) modeling 4 Theorie 4 Threshold model 4 Time varying coefficient model 4 euro area 4 financial crisis 4 fiscal policy 4 nonparametric estimation 4 semiparametric time-varying coefficient model 4 Außenhandelspreis 3 Correct interpretation of coefficients 3 Deutschland 3 Exchange Rate Pass-Through 3 Foreign trade price 3 Nichtparametrisches Verfahren 3 Nonparametric statistics 3 Preiskonvergenz 3 Price convergence 3 Prognoseverfahren 3 Specification Problem 3 Theory 3 sovereign bond spreads 3 Appropriate assumption 2
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Online availability
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Free 24 Undetermined 15
Type of publication
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Book / Working Paper 23 Article 19
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 7 Graue Literatur 4 Non-commercial literature 4 Arbeitspapier 3 Konferenzschrift 1
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Language
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English 27 Undetermined 15
Author
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Belke, Ansgar 7 Beckmann, Joscha 6 Tavlas, George S. 6 Verheyen, Florian 6 Bernoth, Kerstin 5 Erdogan, Burcu 5 Hall, Stephen G. 4 Terui, N. 4 Dijk, Herman K. van 3 Hall, Stephen 3 Swamy, P.A.V.B. 3 Cheng, Tingting 2 Feng, Guohua 2 Gao, Jiti 2 Hondroyiannis, George 2 Lai, Jennifer T. 2 McNelis, Paul D. 2 Swamy, P. 2 Swamy, P. A. V. B. 2 Swamy, Paravastu A. V. B. 2 Tavlas, George 2 Zhang, Xiaohui 2 van Dijk, Herman K. 2 Arslanturk, Yalcin 1 Balcilar, Mehmet 1 Cai, Biqing 1 Chang, Le 1 Chen, Cathy Yi-Hsuan 1 Chiang, Thomas C. 1 Ciccarelli, Matteo 1 Dijk, H.K. van 1 Kim, Hyung-Gun 1 Li, Chen 1 Li, Haiqi 1 Li, Luyang 1 Li, Xiaoyang 1 Lu, Jiajun 1 Ozdemir, Zeynel Abidin 1 Park, Sung Y. 1 Qiu, Liping 1
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Institution
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Department of Economics, Leicester University 4 ROME Network 2 Bank of Greece 1 C.E.P.R. Discussion Papers 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 1 Tinbergen Institute 1 Tinbergen Instituut 1 Wirtschaftswissenschaftliche Fakultät, Europa-Universität Viadrina Frankfurt (Oder) 1
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Published in...
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Discussion Papers in Economics 4 Journal of International Money and Finance 2 Macroeconomic dynamics 2 ROME Working Papers 2 Tinbergen Institute Discussion Papers 2 Applied economics 1 CEPR Discussion Papers 1 DIW Discussion Papers 1 Discussion Paper 1 Discussion Papers / Wirtschaftswissenschaftliche Fakultät, Europa-Universität Viadrina Frankfurt (Oder) 1 Discussion Papers of DIW Berlin 1 Discussion paper / Tinbergen Institute 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Economic Modelling 1 Economic Review 1 Economic Theory 1 Economic modelling 1 Economics Bulletin 1 Economics letters 1 Empirical Economics 1 Journal of empirical finance 1 Journal of international money and finance 1 Journal of productivity analysis 1 Journal of the Asia Pacific economy 1 Pacific-Basin finance journal 1 ROME Discussion Paper Series 1 ROME discussion paper series 1 Review of quantitative finance and accounting 1 Ruhr Economic Papers 1 Scandinavian actuarial journal 1 Tinbergen Institute Discussion Paper 1 Working Papers / Bank of Greece 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
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Source
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RePEc 22 ECONIS (ZBW) 16 EconStor 4
Showing 31 - 40 of 42
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Regional capital mobility in China : economic reform with limited financial integration
Lai, Jennifer T.; McNelis, Paul D.; Yan, Isabel K. M. - In: Journal of international money and finance 37 (2013), pp. 493-503
Persistent link: https://www.econbiz.de/10010209029
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Sovereign bond yield spreads: A time-varying coefficient approach
Bernoth, Kerstin; Erdogan, Burcu - In: Journal of International Money and Finance 31 (2012) 3, pp. 639-656
a semiparametric time-varying coefficient model to identify, to what extent an observed change in the yield spread is …
Persistent link: https://www.econbiz.de/10010577033
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Generalized cointegration: a new concept with an application to health expenditure and health outcomes
Hall, Stephen; Swamy, P.; Tavlas, George - In: Empirical Economics 42 (2012) 2, pp. 603-618
Persistent link: https://www.econbiz.de/10010539308
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Time-varying linkages between tourism receipts and economic growth in a small open economy
Arslanturk, Yalcin; Balcilar, Mehmet; Ozdemir, Zeynel Abidin - In: Economic Modelling 28 (2011) 1, pp. 664-671
The causal link between tourism receipts and GDP has recently become the major focus of some recent studies in tourism economics. Results obtained in these studies about the causal link appear to be sensitive with respect to the countries analyzed, sample period and methodology employed....
Persistent link: https://www.econbiz.de/10010577116
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Combined Forecasts from Linear and Nonlinear Time Series Models
Terui, N.; Dijk, Herman K. van - Tinbergen Institute - 2000
Combined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally (non)linear...
Persistent link: https://www.econbiz.de/10005281924
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Combined Forecasts from Linear and Nonlinear Time Series Models
Terui, N.; van Dijk, Herman K. - 2000
Combined forecasts from a linear and a nonlinear model areinvestigated for timeseries with possibly nonlinear characteristics. The forecasts arecombined by aconstant coefficient regression method as well as a time varyingmethod. Thetime varying method allows for a locally (non)linear model....
Persistent link: https://www.econbiz.de/10010324396
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Combined Forecasts from Linear and Nonlinear Time Series Models
Terui, N.; Dijk, Herman K. van - Tinbergen Instituut - 2000
This discussion paper resulted in a publication in the <A href="http://people.few.eur.nl/hkvandijk/PDF/Terui_and_Van_Dijk_2002_IntJoForcasting_combined_forecasting.pdf">'International Journal of Forecasting'</A>, 2002, 18(3), 421-438.<P> Combined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant...</p></a>
Persistent link: https://www.econbiz.de/10011256051
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Combined forecasts from linear and nonlinear time series models
van Dijk, Herman K.; Terui, Terui, N. - Faculteit der Economische Wetenschappen, Erasmus … - 1999
Combined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally (non)linear...
Persistent link: https://www.econbiz.de/10010837925
Saved in:
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Combined forecasts from linear and nonlinear time series models
Terui, N.; Dijk, H.K. van - Erasmus University Rotterdam, Econometric Institute - 1999
Combined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally (non)linear...
Persistent link: https://www.econbiz.de/10008570614
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Combined forecasts from linear and nonlinear time series models
Terui, Nobuhiko; Dijk, Herman K. van - 1999 - Rev.: November, 1999
Combined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally (non)linear...
Persistent link: https://www.econbiz.de/10011302611
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