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  • Search: subject:"Unobserved Components Model"
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Year of publication
Subject
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unobserved components model 63 Time series analysis 48 Zeitreihenanalyse 48 Unobserved components model 46 Theorie 34 Theory 33 Estimation 32 Schätzung 32 State space model 26 Zustandsraummodell 26 Business cycle 25 Konjunktur 25 Unobserved Components Model 23 Bruttoinlandsprodukt 21 Gross domestic product 20 Inflation 18 Bayes-Statistik 15 Phillips curve 15 Prognoseverfahren 15 Bayesian estimation 14 Bayesian inference 14 Forecasting model 14 Phillips-Kurve 12 Potential output 12 Produktionspotenzial 12 Geldpolitik 11 Monetary policy 11 Inflation targeting 10 Decomposition method 9 Dekompositionsverfahren 9 Inflationssteuerung 9 Schock 9 National income 8 Nationaleinkommen 8 Output gap 8 Shock 8 output gap 8 Euro area 7 Structural break 7 trend-cycle decomposition 7
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Online availability
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Free 89 Undetermined 37 CC license 2
Type of publication
All
Book / Working Paper 90 Article 62
Type of publication (narrower categories)
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Article in journal 45 Aufsatz in Zeitschrift 45 Working Paper 34 Graue Literatur 20 Non-commercial literature 20 Arbeitspapier 19 Article 2
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Language
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English 107 Undetermined 43 French 1 Turkish 1
Author
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Wada, Tatsuma 7 Allegret, Jean-Pierre 6 Perron, Pierre 6 Chen, Xiaoshan 5 Congregado, Emilio 5 Lindblad, Hans 5 MacDonald, Ronald 5 Sellin, Peter 5 Aron, Janine 4 Basistha, Arabinda 4 Bazen, Stephen 4 Chan, Joshua 4 Golpe, Antonio A. 4 Muellbauer, John 4 Poon, Aubrey 4 Sand-Zantman, Alain 4 Singh, Aarti 4 Vitek, Francis 4 Willems, Tim 4 Österholm, Pär 4 Eo, Yunjong 3 Guérin, Pierre 3 Kim, Chang-Jin 3 Kim, Jaeho 3 Manopimoke, Pym 3 Maurin, Laurent 3 Mohr, Matthias 3 Morley, James 3 Nagakura, Daisuke 3 Sobiech, Izabela 3 Startz, Richard 3 Uzeda, Luis 3 Wong, Benjamin 3 Abu-Alfoul, Mohammed N. 2 Al Salamat, Wasfi A. 2 Alexius, Annika 2 Barbarino, Alessandro 2 Berge, Travis J. 2 Carstensen, Kai 2 Chan, Joshua C.C. 2
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Institution
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Department of Economics, Boston University 5 HAL 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 C.E.P.R. Discussion Papers 2 Department of Economics, College of Business and Economics 2 EconWPA 2 London School of Economics (LSE) 2 School of Economics, UNSW Business School 2 Society for Computational Economics - SCE 2 Sveriges Riksbank 2 Banque de France 1 Crawford School of Public Policy, Australian National University 1 Department of Economics, Adam Smith Business School 1 Department of Economics, Oxford University 1 Department of Economics, University of Stirling 1 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 1 Département des Études Économiques d'Ensemble (D3E), Institut National de la Statistique et des Études Économiques (INSEE) 1 Düsseldorf Institute for Competition Economics (DICE), Wirtschaftswissenschaftliche Fakultät 1 European Central Bank 1 Faculty of Economics, University of Cambridge 1 Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion 1 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1 Institute for Monetary and Economic Studies, Bank of Japan 1 Institute for the Study of Labor (IZA) 1 Institute of Economic Research, Hitotsubashi University 1 Institute of Economic Research, Korea University 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics 1 Nationalekonomiska Institutionen, Uppsala Universitet 1 School of Economics, Faculty of Arts and Social Sciences 1 Scottish Institute for Research in Economics (SIRE) 1 Spatial Economics Research Centre, LSE 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tinbergen Institute 1 Tinbergen Instituut 1 ifo Leibniz-Institut für Wirtschaftsforschung an der Universität München e.V. 1
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Published in...
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Boston University - Department of Economics - Working Papers Series 5 Macroeconomic dynamics 4 CAMA working paper series 3 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 3 Finance and economics discussion series 3 IZA Discussion Papers 3 Journal of money, credit and banking : JMCB 3 MPRA Paper 3 Post-Print / HAL 3 Working Paper 3 CEPR Discussion Papers 2 Discussion Papers / School of Economics, UNSW Business School 2 ECB Working Paper 2 Economic modelling 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Journal of applied econometrics 2 Journal of economic dynamics & control 2 LSE Research Online Documents on Economics 2 Macroeconomics 2 Sveriges Riksbank Working Paper Series 2 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 2 Tinbergen Institute Discussion Papers 2 Working Paper Series / Sveriges Riksbank 2 Working Papers / Department of Economics, College of Business and Economics 2 Banka Slovenije working papers 1 CAMA Working Papers 1 CESifo Working Paper 1 CESifo working papers 1 Cahiers d'etudes / Banque Centrale du Luxembourg 1 Cambridge Working Papers in Economics 1 Cambridge working papers in economics 1 Central Bank Review 1 Central European Journal of Economic Modelling and Econometrics 1 Central European journal of economic modelling and econometrics 1 Central European journal of operations research 1 China economic review : an international journal 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computing in Economics and Finance 2002 1 Computing in Economics and Finance 2005 1
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Source
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RePEc 68 ECONIS (ZBW) 67 EconStor 17
Showing 11 - 20 of 152
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Understanding trend inflation through the lens of the goods and services sectors
Eo, Yunjong; Uzeda, Luis; Wong, Benjamin - 2023
Persistent link: https://www.econbiz.de/10014335441
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Estimation of the TFP gap for the largest five EMU countries
Carstensen, Kai; Kießner, Felix; Rossian, Thies - 2023
In this paper we augment the Bayesian unobserved components model of the EU Commission to estimate the cyclical …
Persistent link: https://www.econbiz.de/10013503372
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Trend inflation in Sweden
Österholm, Pär; Poon, Aubrey - 2022
In this paper, we estimate trend inflation in Sweden using an unobserved components stochastic volatility model. Using data from 1995Q4 to 2021Q4 and Bayesian estimation methods, we find that trend inflation has been well-anchored during the period - although in general at a level below the...
Persistent link: https://www.econbiz.de/10013331913
Saved in:
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Is there any financial kuznets curve in Jordan? A structural time series analysis
Khatatbeh, Ibrahim N.; Al Salamat, Wasfi A.; … - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-17
different time series methodologies applying to a sample period from 1993 to 2017. The unobserved components model results …
Persistent link: https://www.econbiz.de/10015074137
Saved in:
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Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho; Chon, Sora - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
Saved in:
Cover Image
Trend inflation in Sweden
Österholm, Pär; Poon, Aubrey - 2022
In this paper, we estimate trend inflation in Sweden using an unobserved components stochastic volatility model. Using data from 1995Q4 to 2021Q4 and Bayesian estimation methods, we find that trend inflation has been well-anchored during the period - although in general at a level below the...
Persistent link: https://www.econbiz.de/10012818429
Saved in:
Cover Image
Is there any financial kuznets curve in Jordan? : a structural time series analysis
Khatatbeh, Ibrahim N.; Al Salamat, Wasfi A.; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-17
different time series methodologies applying to a sample period from 1993 to 2017. The unobserved components model results …
Persistent link: https://www.econbiz.de/10013460260
Saved in:
Cover Image
Understanding trend inflation through the lens of the goods and services sectors
Eo, Yunjong; Uzeda, Luis; Wong, Benjamin - 2022
Persistent link: https://www.econbiz.de/10013184291
Saved in:
Cover Image
Individual Trend Inflation
Sekine, Toshitaka; Packer, Frank; Yoneyama, Shunichi - 2022
Persistent link: https://www.econbiz.de/10013540965
Saved in:
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The stability and economic relevance of output gap estimates
Barbarino, Alessandro; Berge, Travis J.; Stella, Andrea - In: Journal of applied econometrics 39 (2024) 6, pp. 1065-1081
Persistent link: https://www.econbiz.de/10015156820
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