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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 31 - 40 of 152
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Characterizing the Luxembourg financial cycle : alternatives to statistical filters
Hennani, Rachida; Theal, John - 2019
Persistent link: https://www.econbiz.de/10012212182
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Decomposing the output gap with inflation learning
Panovska, Irina; Ramamurthy, Srikanth - In: Journal of economic dynamics & control 136 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013393796
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When are trend-cycle decompositions of GDP reliable?
González-Astudillo, Manuel; Roberts, John M. - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2417-2460
Persistent link: https://www.econbiz.de/10013197313
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Monetary shock measurement and stock markets
Basistha, Arabinda; Startz, Richard - In: Journal of money, credit and banking : JMCB 54 (2022) 2/3, pp. 685-706
Persistent link: https://www.econbiz.de/10013167526
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An output gap measure for the euro area : exploiting country-level and cross-sectional data heterogeneity
Manuel, González-Astudillo, - 2018
gap measure. The setup is an unobserved components model that theorizes a common cycle across euro-area economies in …
Persistent link: https://www.econbiz.de/10011932248
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Federal minimum wage hikes do reduce teenage employment : a replication study of Bazen & Marimoutou (Oxford Bulletin of Economics and Statistics, 2002)
Bazen, Stephen; Marimoutou, Vêlayoudom - In: International Journal for Re-Views in Empirical … 2 (2018) 5, pp. 1-13
In 2002 we published a paper in which we used state space time series methods to analyse the teenage employment-federal minimum wage relationship in the US (Bazen and Marimoutou, 2002). The study used quarterly data for the 46 year period running from 1954 to 1999. We detected a small, negative...
Persistent link: https://www.econbiz.de/10011959846
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Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo; Chan, Joshua; Cross, Jamie - 2018
Persistent link: https://www.econbiz.de/10012202537
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Federal minimum wage hikes do reduce teenage employment: A replication study of Bazen & Marimoutou (Oxford Bulletin of Economics and Statistics, 2002)
Bazen, Stephen; Marimoutou, Velayoudom - In: International Journal for Re-Views in Empirical … 2 (2018), pp. 1-13
In 2002 we published a paper in which we used state space time series methods to analyse the teenage employment-federal minimum wage relationship in the US (Bazen and Marimoutou, 2002). The study used quarterly data for the 46 year period running from 1954 to 1999. We detected a small, negative...
Persistent link: https://www.econbiz.de/10011971332
Saved in:
Cover Image
Federal Minimum Wage Hikes Do Reduce Teenage Employment: The Time Series Effects of Minimum Wages in the US Revisited
Bazen, Stephen; Marimoutou, Velayoudom - 2016
In 2002 we published a paper in which we used state space time series methods to analyse the teenage employment‐federal minimum wage relationship in the US (Bazen and Marimoutou, 2002). The study used quarterly data for the 46 year period running from 1954 to 1999. We detected a small,...
Persistent link: https://www.econbiz.de/10011479382
Saved in:
Cover Image
Output gaps, inflation and financial cycles in the United Kingdom
Melolinna, Marko; Tóth, Máté - 2016
Persistent link: https://www.econbiz.de/10011443353
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