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  • Search: subject:"Time-varying coefficient models"
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Year of publication
Subject
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time-varying coefficient models 12 Time-varying coefficient models 9 flexible least squares 9 inflation persistence 9 Kalman-filter 8 Estimation theory 7 Schätztheorie 7 Time series analysis 6 Zeitreihenanalyse 6 Estimation 5 Schätzung 5 Autoregressive processes 3 Eastern Europe 3 Inflation 3 Nichtparametrisches Verfahren 3 Nonparametric estimation 3 Nonparametric statistics 3 Osteuropa 3 Phillips curve 3 Phillips-Kurve 3 Bayesian methods 2 Contagion 2 Czech Republic 2 Euro area 2 Eurozone 2 Gibbs sampling 2 Heteroskedasticity 2 Kalman filter 2 Kernel estimation 2 Monetary transmission mechanism 2 Nichtparametrische Schätzung 2 Non-recursive overidentified SVARs 2 Omitted variable bias 2 Random coefficient models 2 Tschechien 2 Volatility 2 Volatilität 2 ARCH model 1 ARCH-Modell 1 Alpha 1
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Online availability
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Free 15 Undetermined 5
Type of publication
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Book / Working Paper 16 Article 7
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Working Paper 6 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
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English 14 Undetermined 9
Author
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Varga, Balázs 9 Darvas, Zsolt 6 Darvas, Zsolt M. 3 Canova, Fabio 2 Ciccarelli, Matteo 2 Forero, Fernando J. Pérez 2 Rebucci, Alessandro 2 CLAR LÓPEZ, M. 1 Carnazza, Giovanni 1 Chen, Xiangjin B. 1 Dewaele, Benoît 1 Dias, Gustavo Fruet 1 Fernandes, Marcelo 1 Gao, Jiti 1 Giraitis, L. 1 Giraitis, Liudas 1 Kapetanios, G. 1 Kapetanios, George 1 Li, Degui 1 Papailias, Fotis 1 RAMOS LOBO, R. 1 SURIÑACH CARALT, J. 1 Scherrer, Cristina 1 Silvapulle, Paramsothy 1 Tomasone, Francesco 1 Varga, Balazs 1 Yates, Anthony 1 Yates, T. 1 Zhang, Ting 1 Zsibók, Zsuzsanna 1
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Institution
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Matematikai Közgazdaságtan és Gazdaságelemzés, Közgazdaságtudományi Kar 3 Barcelona Graduate School of Economics (Barcelona GSE) 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 Department of Economics and Business, Universitat Pompeu Fabra 1 European Central Bank 1 Közgazdaság-tudományi Intézet, Közgazdaság- és Regionális Tudományi Kutatóközpont 1 Money Macro and Finance Research Group 1
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Published in...
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Working Papers / Matematikai Közgazdaságtan és Gazdaságelemzés, Közgazdaságtudományi Kar 3 IEHAS Discussion Papers 2 Journal of econometrics 2 Applied economics 1 Bruegel Working Paper 1 Discussion paper / LSE Financial Markets Group 1 Discussion papers : collana di e-papers del Dipartimento di economia e management, Università di Pisa : discussion paper 1 ECB Working Paper 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Estudios de Economía Aplicada 1 Finance research letters 1 Journal of Econometrics 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Money Macro and Finance (MMF) Research Group Conference 2006 1 Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet 1 Working Paper Series / European Central Bank 1 Working Papers / Barcelona Graduate School of Economics (Barcelona GSE) 1 Working Papers CEB 1 Working paper 1
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Source
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RePEc 11 ECONIS (ZBW) 9 EconStor 3
Showing 1 - 10 of 23
Cover Image
Time-varying price discovery
Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, Cristina - 2026 - This version: July 11, 2022
Persistent link: https://www.econbiz.de/10015615673
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US and EA yield curve persistence during the COVID-19 pandemic
Papailias, Fotis - In: Finance research letters 44 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014494908
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A time-varying approach to assessing fiscal cyclicality : the impact of the European fiscal framework
Carnazza, Giovanni; Tomasone, Francesco - 2025
Persistent link: https://www.econbiz.de/10015481395
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Inflation persistence in central and eastern European countries
Darvas, Zsolt M.; Varga, Balázs - 2013
This article studies inflation persistence with time-varying coefficient autoregressions for twelve central European countries, in comparison with the United States and the euro area. Inflation persistence tends to be higher in times of high inflation. Since the oil price shocks, inflation...
Persistent link: https://www.econbiz.de/10009777733
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Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.; Gao, Jiti; Li, Degui; Silvapulle, … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
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Inflation persistence in Central and Eastern European countries
Darvas, Zsolt M.; Varga, Balázs - 2013
This paper studies inflation persistence with time-varying coefficient autoregressions for twelve central European countries,in comparison with the United States and the euro area. Inflation persistence tends to be higher in times of high inflation. Since the oil price shocks, inflation...
Persistent link: https://www.econbiz.de/10009768497
Saved in:
Cover Image
Semiparametric model building for regression models with time-varying parameters
Zhang, Ting - In: Journal of econometrics 187 (2015) 1, pp. 189-200
Persistent link: https://www.econbiz.de/10011498870
Saved in:
Cover Image
Inflation persistence in central and eastern European countries
Darvas, Zsolt; Varga, Balázs - 2013
This article studies inflation persistence with time-varying coefficient autoregressions for twelve central European countries, in comparison with the United States and the euro area. Inflation persistence tends to be higher in times of high inflation. Since the oil price shocks, inflation...
Persistent link: https://www.econbiz.de/10010494566
Saved in:
Cover Image
Inference on stochastic time-varying coefficient models
Giraitis, Liudas; Kapetanios, George; Yates, Anthony - In: Journal of econometrics 179 (2014) 1, pp. 46-65
Persistent link: https://www.econbiz.de/10010258276
Saved in:
Cover Image
Inflation persistence in Central and Eastern European countries
Darvas, Zsolt; Varga, Balázs - 2013
This paper studies inflation persistence with time-varying coefficient autoregressions for twelve central European countries,in comparison with the United States and the euro area. Inflation persistence tends to be higher in times of high inflation. Since the oil price shocks, inflation...
Persistent link: https://www.econbiz.de/10010317297
Saved in:
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