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Search: subject:"Time-varying parameter"
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Schätzung
195
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190
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179
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95
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65
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61
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time-varying parameter
51
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Time-varying parameter
43
Time-varying parameter model
42
Welt
42
World
42
Time-varying parameter VAR
39
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38
Impact assessment
37
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37
monetary policy
36
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31
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30
Oil price
30
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29
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27
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time-varying parameter model
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26
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269
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Koop, Gary
19
Gupta, Rangan
18
Huber, Florian
17
Teräsvirta, Timo
13
Michaelis, Henrike
12
Korobilis, Dimitris
10
Nakajima, Jouchi
10
Baxa, Jaromír
9
Eisenstat, Eric
9
Strachan, Rodney W.
9
Ellington, Michael
8
Koopman, Siem Jan
8
Marfatia, Hardik A.
8
Amado, Cristina
7
Horváth, Roman
7
Onorante, Luca
7
Watzka, Sebastian
7
Chan, Joshua
6
Cho, Dooyeon
6
Cimadomo, Jacopo
6
Hauptmeier, Sebastian
6
Kirchner, Markus
6
Marcellino, Massimiliano
6
Vašíček, Bořek
6
Arratibel, Olga
5
Baillie, Richard
5
Buncic, Daniel
5
Campolieti, Michele
5
Gefang, Deborah
5
Gerba, Eddie
5
Guegan, Dominique
5
Hauzenberger, Klemens
5
Horvath, Roman
5
Hristov, Nikolay
5
Hülsewig, Oliver
5
Siemsen, Thomas
5
Wollmershäuser, Timo
5
Zhang, Jing
5
Akbar, Farhan
4
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HAL
7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
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5
European Central Bank
4
Česká Národní Banka
4
CESifo
3
Rimini Centre for Economic Analysis (RCEA)
3
School of Economics and Management, University of Aarhus
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Society for Computational Economics - SCE
3
Bank for International Settlements (BIS)
2
Crawford School of Public Policy, Australian National University
2
Departament d'Economia Aplicada, Universitat Autònoma de Barcelona
2
Department of Econometrics and Business Statistics, Monash Business School
2
Deutsche Bundesbank
2
Economics Department, University of Strathclyde
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Institut ekonomických studií, Univerzita Karlova v Praze
2
Institut für Makroökonomie und Wirtschaftspolitik, Fachbereich Volkswirtschaftslehre
2
Institute of Economic Research, Hitotsubashi University
2
London School of Economics (LSE)
2
Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho
2
School of Economics and Political Science, Universität St. Gallen
2
Tinbergen Instituut
2
Türkiye Cumhuriyet Merkez Bankası
2
Agricultural and Applied Economics Association - AAEA
1
Banco de la Republica de Colombia
1
Bank of England
1
Bank of Japan
1
C.E.P.R. Discussion Papers
1
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales
1
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Department of Economics, Adam Smith Business School
1
Department of Economics, Faculty of Economic and Management Sciences
1
Department of Economics, Florida International University
1
Department of Economics, Sciences économiques
1
Department of Economics, University of Connecticut
1
Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
1
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Economic modelling
10
Economics letters
9
Applied economics
8
Working Paper
8
CAMA working paper series
7
Energy economics
7
Journal of international money and finance
7
Journal of macroeconomics
7
International Journal of Energy Economics and Policy : IJEEP
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Working paper
6
Discussion paper / Tinbergen Institute
5
ECB Working Paper
5
IMES Discussion Paper Series
5
Journal of economic dynamics & control
5
MPRA Paper
5
Tinbergen Institute Discussion Paper
5
Econometric reviews
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Macroeconomic dynamics
4
Post-Print / HAL
4
SSE/EFI Working Paper Series in Economics and Finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Working Paper Series / European Central Bank
4
Working Papers / Česká Národní Banka
4
CESifo Working Paper
3
CESifo Working Paper Series
3
CESifo working papers
3
CREATES Research Papers
3
Economies
3
Economies : open access journal
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Financial innovation : FIN
3
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ECONIS (ZBW)
310
RePEc
144
EconStor
57
Other ZBW resources
3
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515
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1
From decentralization to emission : assessing the climate impact of DeFi operations
Sendy, Sendy
;
Deniswara, Kevin
- In:
International Journal of Energy Economics and Policy : IJEEP
16
(
2026
)
1
,
pp. 1088-1102
Persistent link: https://www.econbiz.de/10015617383
Saved in:
2
Does the tail of finance wag the dog of the real economy? : dynamic connectedness of the stock market and business confidence
Tita, Anthanasius Fomum
;
French, Joseph J.
;
Gurdgiev, …
- In:
International review of economics & finance : IREF
98
(
2025
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015330577
Saved in:
3
Dynamic spillovers of economic policy uncertainty : a TVP-VAR analysis of Latin American and global EPU indices
Marín-Rodríguez, Nini Johana
;
González-Ruíz, Juan David
- In:
Economies : open access journal
13
(
2025
)
1
,
pp. 1-28
, as well as a global EPU index. Using a
Time-Varying
Parameter
Vector Autoregressive (TVP-VAR) model with monthly data …
Persistent link: https://www.econbiz.de/10015206927
Saved in:
4
Responses of economic policy uncertainty, financial stress and energy-related uncertainty to the shocks in US-China tension in US
Matyakubova, Aziza
;
Makhmudov, Samariddin
;
Ozturk, …
- In:
International Journal of Energy Economics and Policy : IJEEP
15
(
2025
)
4
,
pp. 701-708
Persistent link: https://www.econbiz.de/10015472044
Saved in:
5
Time-varying impacts of financial stress on energy-related uncertainty
Khodjaniyazov, Nurbek
;
Mirkhoshimova, Mokhirakhon
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
15
(
2025
)
3
,
pp. 689-698
Persistent link: https://www.econbiz.de/10015439413
Saved in:
6
The time-varying Multivariate Autoregressive Index model
Cubadda, Gianluca
;
Grassi, Stefano
;
Guardabascio, Barbara
- In:
International journal of forecasting
41
(
2025
)
1
,
pp. 175-190
Persistent link: https://www.econbiz.de/10015440289
Saved in:
7
Forecasting GDP with oil price shocks : a mixed-frequency time-varying perspective
Luo, Jiawen
;
Deng, Jingyi
;
Cuñado Eizaguirre, Juncal
; …
-
2025
Persistent link: https://www.econbiz.de/10015440676
Saved in:
8
Energy-related uncertainty and crypto-currency environmental attention : time-varying perspective
Kuchkarov, Takhir
;
Mamadiyarov, Zokir
;
Khakimov, Ziyodulla
- In:
International Journal of Energy Economics and Policy : IJEEP
15
(
2025
)
5
,
pp. 614-626
Persistent link: https://www.econbiz.de/10015476862
Saved in:
9
How do euro deposits in CESEE react to exchange rate shocks?
Petz, Nico
;
Scheiber, Thomas
;
Wörz, Julia
- In:
OeNB bulletin
(
2025
)
1
,
pp. 50-71
Persistent link: https://www.econbiz.de/10015413928
Saved in:
10
The short-run impact of investor expectations' past volatility on current predictions : the case of VIX
Dima, Bogdan
;
Dima, Ștefana Maria
;
Ioan, Roxana
- In:
Journal of international financial markets, …
98
(
2025
),
pp. 1-37
Persistent link: https://www.econbiz.de/10015405665
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