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Search: subject:"Unobserved Components"
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Subject
All
unobserved components
100
Zeitreihenanalyse
84
Time series analysis
75
Kalman filter
58
Zustandsraummodell
56
State space model
55
Theorie
53
Schätzung
51
unobserved components model
51
Estimation
49
Theory
44
Unobserved Components
35
Inflation
32
Konjunktur
30
Business cycle
29
Unobserved components
28
Phillips curve
21
USA
21
unobserved components models
21
Prognoseverfahren
20
Bayes-Statistik
18
Bayesian inference
17
output gap
17
Volatilität
16
Bayesian estimation
15
Forecasting model
15
NAIRU
15
Stochastischer Prozess
15
Unobserved Components Model
15
Volatility
15
United States
14
business cycles
14
Bruttoinlandsprodukt
13
Estimation theory
13
New Keynesian Phillips curve
13
Potential output
13
Schätztheorie
13
EU-Staaten
12
Gross domestic product
12
Inflation rate
12
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Online availability
All
Free
357
CC license
3
Type of publication
All
Book / Working Paper
327
Article
28
Other
2
Type of publication (narrower categories)
All
Working Paper
155
Graue Literatur
83
Non-commercial literature
83
Arbeitspapier
77
Article in journal
16
Aufsatz in Zeitschrift
16
Article
4
Conference Paper
3
Conference paper
3
Konferenzbeitrag
3
Konferenzschrift
2
Collection of articles of several authors
1
Collection of articles written by one author
1
Hochschulschrift
1
Sammelwerk
1
Sammlung
1
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Language
All
English
247
Undetermined
110
Author
All
Koopman, Siem Jan
67
Weber, Enzo
16
Klinger, Sabine
10
Mendieta-Muñoz, Ivan
10
Basturk, Nalan
9
Ceyhan, Pinar
9
Flaig, Gebhard
9
Hindrayanto, Irma
9
Bos, Charles S.
8
Kaufmann, Daniel
8
Lee, Kai Ming
8
Li, Mengheng
8
Lucas, André
8
Brand, Claus
7
Pedregal, Diego J.
7
Apel, Mikael
6
Cakmakli, Cem
6
Dijk, Herman K. van
6
Jansson, Per
6
Webel, Karsten
6
van Dijk, Herman K.
6
Commandeur, Jacques
5
Fu, Bowen
5
Huber, Florian
5
Lindblad, Hans
5
Morley, James
5
Ooms, Marius
5
Pérez, Javier J.
5
Raknerud, Arvid
5
Sellin, Peter
5
Sinclair, Tara M.
5
Skjerpen, Terje
5
Wong, Soon Yip
5
Allegret, Jean-Pierre
4
Aston, John A.D.
4
Azevedo, Joao Valle e
4
Bazen, Stephen
4
Bijleveld, Frits
4
Bradley, Michael D.
4
Chan, Joshua
4
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Institution
All
Tinbergen Instituut
20
Tinbergen Institute
16
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
Faculty of Economics, University of Cambridge
6
European Central Bank
5
Institute for International Economic Policy (IIEP), Elliott School of International Affairs
5
Sveriges Riksbank
4
Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
4
CESifo
3
Crawford School of Public Policy, Australian National University
3
Erasmus University Rotterdam, Econometric Institute
3
Faculteit Economie en Bedrijfskunde, Universiteit Gent
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
HAL
3
London School of Economics (LSE)
3
School of Economics, UNSW Business School
3
Society for Computational Economics - SCE
3
Banca d'Italia
2
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
2
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
2
Department of Economics, College of Business and Economics
2
Department of Economics, University of Stirling
2
Institute for the Study of Labor (IZA)
2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
Instituto de Economía, Facultad de Ciencia Económicas y Administrativas
2
Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics
2
Oesterreichische Nationalbank
2
Banco de España
1
Banque de France
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Economics, Adam Smith Business School
1
Department of Economics, College of Business Administration
1
Department of Economics, Florida International University
1
Department of Economics, George Washington University
1
Department of Economics, Oxford University
1
Department of Economics, Sciences économiques
1
Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze
1
Dipartimento di Economia, Università Ca' Foscari Venezia
1
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Published in...
All
Tinbergen Institute Discussion Papers
36
Tinbergen Institute Discussion Paper
22
Discussion paper / Tinbergen Institute
21
MPRA Paper
11
Working Paper
10
ECB Working Paper
9
CAMA working paper series
7
Cambridge Working Papers in Economics
6
IAB-Discussion Paper
6
IZA Discussion Papers
5
Working Paper Series / European Central Bank
5
Working Papers / Institute for International Economic Policy (IIEP), Elliott School of International Affairs
5
Working papers / Department of Economics, University of Utah
5
CESifo Working Paper
4
CESifo working papers
4
Discussion paper
4
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
4
Sveriges Riksbank Working Paper Series
4
University of Regensburg Working Papers in Business, Economics and Management Information Systems
4
Working Paper Series / Sveriges Riksbank
4
CAMA Working Papers
3
CESifo Working Paper Series
3
Cambridge working papers in economics
3
Computing in Economics and Finance 2005
3
Discussion Papers / School of Economics, UNSW Business School
3
Econometric Institute Report
3
Econometric Institute Research Papers
3
Finance and economics discussion series
3
LSE Research Online Documents on Economics
3
Post-Print / HAL
3
Sveriges Riksbank working paper series
3
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
3
Working paper series / European Central Bank
3
CQE Working Papers
2
DNB working papers
2
Deutsche Bundesbank Discussion Paper
2
Documentos de Trabajo / Instituto de Economía, Facultad de Ciencia Económicas y Administrativas
2
Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
2
International Journal of Applied Econometrics and Quantitative Studies
2
KOF Working Papers
2
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Source
All
RePEc
168
ECONIS (ZBW)
102
EconStor
85
BASE
2
Showing
1
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357
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1
Trend inflation and structural shocks
Fu, Bowen
;
Mendieta-Munoz, Ivan
-
2025
these structural shocks on the trend inflation rate via an
unobserved
components
model with stochastic volatility and …
Persistent link: https://www.econbiz.de/10015183179
Saved in:
2
Trend inflation and structural shocks
Fu, Bowen
;
Mendieta-Muñoz, Ivan
-
2025
these structural shocks on the trend inflation rate via an
unobserved
components
model with stochastic volatility and …
Persistent link: https://www.econbiz.de/10015394105
Saved in:
3
Beyond aggregates: a dual lens on eurozone trend inflation
Yakut, Dilan Aydın
-
2025
Persistent link: https://www.econbiz.de/10015399684
Saved in:
4
Trend inflation and structural shocks
Fu, Bowen
;
Mendieta-Muñoz, Ivan
-
2025
these structural shocks on the trend inflation rate via an
unobserved
components
model with stochastic volatility and …
Persistent link: https://www.econbiz.de/10015195132
Saved in:
5
Dynamic hysteresis effects
Li, Mengheng
;
Mendieta-Muñoz, Ivan
-
2024
introduce novel
unobserved
components
(UC) models that consider hysteresis as a sequence of lagged effects, thus separating the …
Persistent link: https://www.econbiz.de/10014581848
Saved in:
6
The impact of climate, socio-political and COVID-19 shocks on Tunisia's potential growth
Dridi, Kamel
-
2024
This study estimated Tunisia's potential growth with a Cobb-Douglas production function using an unobservable component model within structural changes context for the period 1989-2023. It investigated the major shocks' effects on the potential growth and its components. In contrast with most...
Persistent link: https://www.econbiz.de/10015077780
Saved in:
7
Trends and cycles during the COVID-19 pandemic period
Júlio, Paulo
;
Maria, José R.
- In:
Economic modelling
139
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015189809
Saved in:
8
Should I open to forecast? : implications from a multi-country
unobserved
components
model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
9
The impact of climate, socio-political and COVID-19 shocks on Tunisia's potential growth
Dridi, Kamel
-
2024
This study estimated Tunisia's potential growth with a Cobb-Douglas production function using an unobservable component model within structural changes context for the period 1989-2023. It investigated the major shocks' effects on the potential growth and its components. In contrast with most...
Persistent link: https://www.econbiz.de/10015073301
Saved in:
10
Dynamic hysteresis effects
Li, Mengheng
;
Mendieta-Muñoz, Ivan
-
2024
introduce novel
unobserved
components
(UC) models that consider hysteresis as a sequence of lagged effects, thus separating the …
Persistent link: https://www.econbiz.de/10014483593
Saved in:
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