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Search: subject:"Unobserved Components"
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Subject
All
Zeitreihenanalyse
150
Time series analysis
141
unobserved components
124
Theorie
96
Schätzung
91
State space model
90
Estimation
89
Zustandsraummodell
89
Theory
87
Kalman filter
75
Unobserved components
69
unobserved components model
64
Business cycle
59
Konjunktur
59
Inflation
48
Unobserved Components
47
Unobserved components model
46
Phillips curve
39
unobserved components models
37
Prognoseverfahren
35
Bayes-Statistik
34
Bayesian inference
33
Bruttoinlandsprodukt
33
Gross domestic product
32
Forecasting model
30
Potential output
26
USA
26
Phillips-Kurve
25
Produktionspotenzial
24
Unobserved Components Model
23
Volatilität
23
Volatility
22
Bayesian estimation
21
Dekompositionsverfahren
20
Estimation theory
20
Schätztheorie
20
Stochastischer Prozess
20
business cycles
20
Decomposition method
19
NAIRU
19
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Online availability
All
Free
361
Undetermined
111
CC license
3
Type of publication
All
Book / Working Paper
370
Article
171
Other
2
Type of publication (narrower categories)
All
Working Paper
158
Article in journal
102
Aufsatz in Zeitschrift
102
Graue Literatur
87
Non-commercial literature
87
Arbeitspapier
80
Article
4
Conference Paper
3
Conference paper
3
Konferenzbeitrag
3
research-article
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
347
Undetermined
190
German
2
Spanish
2
French
1
Turkish
1
Author
All
Koopman, Siem Jan
74
Weber, Enzo
20
Hindrayanto, Irma
12
Klinger, Sabine
12
Mendieta-Muñoz, Ivan
12
Li, Mengheng
11
Kaufmann, Daniel
10
Pedregal, Diego J.
10
Basturk, Nalan
9
Ceyhan, Pinar
9
Flaig, Gebhard
9
Proietti, Tommaso
9
Berger, Tino
8
Bos, Charles S.
8
Lee, Kai Ming
8
Lucas, André
8
Sinclair, Tara M.
8
Apel, Mikael
7
Brand, Claus
7
Chan, Joshua
7
Chen, Xiaoshan
7
Jansson, Per
7
Wada, Tatsuma
7
Allegret, Jean-Pierre
6
Cakmakli, Cem
6
Dijk, Herman K. van
6
Fu, Bowen
6
Hartl, Tobias
6
Ooms, Marius
6
Perron, Pierre
6
Webel, Karsten
6
van Dijk, Herman K.
6
Österholm, Pär
6
Bradley, Michael D.
5
Commandeur, Jacques
5
Congregado, Emilio
5
Gnan, Ernest
5
Huber, Florian
5
Jacobs, Jan
5
Jungbacker, Borus
5
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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
7
EconWPA
6
Society for Computational Economics - SCE
6
Department of Economics, Boston University
5
European Central Bank
5
Institute for International Economic Policy (IIEP), Elliott School of International Affairs
5
Sveriges Riksbank
4
Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
4
C.E.P.R. Discussion Papers
3
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
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
3
Banca d'Italia
2
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
2
Departamento de Economía, Facultad de Ciencias Sociales
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
Econometric Society
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 LA REPÚBLICA
1
Banco de España
1
Banco de la Republica de Colombia
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
Centro de Estudios Andaluces, Government of Andalusia
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
Empirical Economics
8
Macroeconomic dynamics
8
CAMA working paper series
7
Cambridge Working Papers in Economics
7
Economic modelling
7
IAB-Discussion Paper
6
Studies in Nonlinear Dynamics & Econometrics
6
Boston University - Department of Economics - Working Papers Series
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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
Cambridge working papers in economics
4
Discussion paper
4
Econometrics
4
Economic Modelling
4
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
4
Journal of economic dynamics & control
4
Journal of macroeconomics
4
Journal of money, credit and banking : JMCB
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
Applied economics
3
Applied economics letters
3
CAMA Working Papers
3
CEPR Discussion Papers
3
CESifo Working Paper Series
3
Computing in Economics and Finance 2005
3
Discussion Papers / School of Economics, UNSW Business School
3
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Source
All
RePEc
259
ECONIS (ZBW)
192
EconStor
85
BASE
4
Other ZBW resources
3
Showing
1
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10
of
543
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1
Estimating the natural real interest rate in Lithuania : a semi-structural approach
Budrys, Žymantas
;
Krotovaitė, Giedrė
-
2026
Persistent link: https://www.econbiz.de/10015589892
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
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:
4
An international analysis of the trend five-year government bond rate
Beechey, Meredith
;
Österholm, Pär
;
Poon, Aubrey
- In:
Scottish journal of political economy : the journal of …
72
(
2025
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015473219
Saved in:
5
Housing and credit cycles in Ireland$gFarah Mugrabi & Gerhard Rünstler
Mugrabi, Farah
;
Rünstler, Gerhard
-
2025
Persistent link: https://www.econbiz.de/10015481387
Saved in:
6
Beyond aggregates: a dual lens on eurozone trend inflation
Yakut, Dilan Aydın
-
2025
Persistent link: https://www.econbiz.de/10015399684
Saved in:
7
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:
8
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:
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/10015077780
Saved in:
10
Hidden threshold models with applications to asymmetric cycles
Harvey, Andrew C.
;
Simons, Jerome
-
2024
Persistent link: https://www.econbiz.de/10015470632
Saved in:
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