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  • Search: subject:"Time varying coefficients"
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Year of publication
Subject
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time-varying coefficients 99 Time-varying coefficients 66 Schätzung 61 Estimation 60 Schätztheorie 41 Zeitreihenanalyse 41 Estimation theory 39 Time series analysis 39 Theorie 22 Fiscal policy 21 Finanzpolitik 20 Theory 20 Zustandsraummodell 20 State space model 19 VAR-Modell 18 adaptive estimation 18 Forecasting model 17 Prognoseverfahren 17 VAR model 17 EU-Staaten 16 Eurozone 16 Panel 15 Panel study 15 EU countries 14 Euro area 14 Cointegration 13 Kalman filter 13 Konjunktur 13 random walk 13 Bayesian VAR 12 Business cycle 12 Schock 12 Shock 12 Volatility 12 Volatilität 12 fiscal sustainability 12 Öffentliche Anleihe 12 Kalman filtering 11 Public bond 11 state-space model 11
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Online availability
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Free 128 Undetermined 57
Type of publication
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Book / Working Paper 131 Article 74
Type of publication (narrower categories)
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Working Paper 70 Article in journal 60 Aufsatz in Zeitschrift 60 Arbeitspapier 38 Graue Literatur 37 Non-commercial literature 37 Article 1 Conference Paper 1
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Language
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English 157 Undetermined 48
Author
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Schlicht, Ekkehart 25 Afonso, António 21 Jalles, João Tovar 17 Koop, Gary 9 Tavlas, George S. 9 Alves, José 7 Gambetti, Luca 7 Li, Degui 7 Phillips, Peter C. B. 7 Gao, Jiti 6 Hall, Stephen G. 6 Korobilis, Dimitris 6 Lieberman, Offer 6 Aßmann, Christian 5 Boysen-Hogrefe, Jens 5 Coelho, José Carlos 5 Ehrmann, Michael 5 Hondroyiannis, George 5 Kenjegaliev, Amangeldi 5 Ludsteck, Johannes 5 Messina, Julián 5 Monteiro, Sofia 5 Waggoner, Daniel F. 5 Zha, Tao 5 Baumeister, Christiane 4 Chang, Yoosoon 4 D'Agostino, Antonello 4 Durinck, Eveline 4 Foerster, Andrew 4 Hall, Stephen 4 Kim, Chang Sik 4 Miller, J. Isaac 4 Paccagnini, Alessia 4 Park, Joon Y. 4 Park, Sungkeun 4 Peersman, Gert 4 Phillips, Peter C.B. 4 Regnard, Nazim 4 Straetmans, Stefan 4 Swamy, P.A.V.B. 4
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 7 Cowles Foundation for Research in Economics, Yale University 4 Department of Economics, Leicester University 3 Institute for the Study of Labor (IZA) 3 C.E.P.R. Discussion Papers 2 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 2 Department of Econometrics and Business Statistics, Monash Business School 2 Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC) 2 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 2 Scottish Institute for Research in Economics (SIRE) 2 Bank of Greece 1 Banque de France 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 Centre de recherche en Économie (OFCE), Sciences économiques 1 Centre for Finance, Credit and Macroeconomics (CFCM), School of Economics 1 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, Adam Smith Business School 1 Department of Economics, University of California-Irvine 1 Economics Department, University of Missouri 1 Economics Department, University of Strathclyde 1 European Central Bank 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 Federal Reserve Bank of Atlanta 1 Institut d'Economia de Barcelona (IEB), Facultat d'Economia i Empresa 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institut für Weltwirtschaft (IfW) 1 London School of Economics (LSE) 1 Nationale Bank van België/Banque national de Belqique (BNB) 1 Nationalekonomiska institutionen, Handelshögskolan 1 Rimini Centre for Economic Analysis (RCEA) 1 School of Economics, University of Kent 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tinbergen Institute 1 Tinbergen Instituut 1 United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology 1 United Nations University-Maastricht Economic Research Institute of Innovation and Technology (UNU-MERIT) 1 University of Strathclyde / Department of Economics 1 Université Paris-Dauphine 1
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Published in...
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IZA Discussion Papers 8 Discussion Papers in Economics 7 CESifo Working Paper 6 CESifo working papers 6 Munich Discussion Paper 6 Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers 6 Journal of econometrics 5 Cowles Foundation Discussion Papers 4 Economics letters 4 Economic modelling 3 Finance research letters 3 MPRA Paper 3 Working Paper 3 Working paper 3 Working papers 3 Applied economics 2 BILTOKI 2 CEPR Discussion Papers 2 Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 2 Discussion paper series / IZA 2 Economic change & restructuring 2 Economic systems 2 Empirica : journal of european economics 2 Energy Economics 2 Finance and economics discussion series 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Journal of international money and finance 2 LSF Research Working Paper Series 2 Monash Econometrics and Business Statistics Working Papers 2 Quantitative economics : QE ; journal of the Econometric Society 2 SIRE Discussion Papers 2 The North American journal of economics and finance : a journal of financial economics studies 2 The econometrics journal 2 Tinbergen Institute Discussion Papers 2 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Trade, Financial Markets, and the Euro 1 Business Economics Working Papers 1 Central European Journal of Economic Modelling and Econometrics 1 China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University 1 Comparative economic studies 1 Computational economics 1
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Source
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ECONIS (ZBW) 99 RePEc 72 EconStor 34
Showing 71 - 80 of 205
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Euro area time varying fiscal sustainability
Afonso, António; Jalles, João Tovar - 2015
Persistent link: https://www.econbiz.de/10011549837
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Forecasting recessions with time-varying models
Hwang, Youngjin - In: Journal of macroeconomics 62 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012243476
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Time varying price discovery of the New Third Board market in China : does the market-making system help?
Qiao, Gaoxiu; Zhao, Pengfei; Li, Weiping - In: Applied economics 51 (2019) 45, pp. 4902-4919
Persistent link: https://www.econbiz.de/10012197124
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A nowcasting model for Ecuador : Implementing a time-varying mean output growth
González-Astudillo, Manuel; Baquero, Daniel - In: Economic modelling 82 (2019), pp. 250-263
Persistent link: https://www.econbiz.de/10012203092
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The role of China's demand in global oil price dynamics
Yu, Yihua; Zhang, Wen - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 6, pp. 1199-1215
Persistent link: https://www.econbiz.de/10012210706
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Improving volatility forecasting based on Chinese volatility index information : evidence from CSI 300 index and futures markets
Qiao, Gaoxiu; Teng, Yuxin; Li, Weiping; Liu, Wenwen - In: The North American journal of economics and finance : a … 49 (2019), pp. 133-151
Persistent link: https://www.econbiz.de/10012269160
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Quantitative easing and sovereign yield spreads : Euro-area time-varying evidence
Afonso, António; Jalles, João Tovar - In: Journal of international financial markets, … 58 (2019), pp. 208-224
Persistent link: https://www.econbiz.de/10012127849
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Sieve estimation of time-varying panel data models with latent structures
Su, Liangjun; Wang, Xia; Jin, Sainan - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 334-349
Persistent link: https://www.econbiz.de/10012177362
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Decomposing and analysing the determinants of current accounts' cyclicality : evidence from the Euro area
Afonso, António; Jalles, João Tovar - In: Open economies review 30 (2019) 1, pp. 133-156
Persistent link: https://www.econbiz.de/10012153802
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Fiscal counter-cyclicality and productive investment : evidence from advanced economies
Furceri, Davide; Jalles, João Tovar - In: The B.E. journal of macroeconomics 19 (2019) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10012027308
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