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  • Search: subject:"Unobserved Components Models"
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Year of publication
Subject
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unobserved components models 37 business cycles 13 Time series analysis 11 Unobserved components models 11 Zeitreihenanalyse 11 Phillips curve 9 Unobserved Components Models 9 State space model 8 Zustandsraummodell 8 NAIRU 7 output gap 7 working day effect 7 Business cycle 6 Estimation 6 Konjunktur 6 Potential output 6 Schätzung 6 Unobserved-components models 6 cycle 6 monetary policy 6 trend 6 Inflation 5 Kalman filter 5 Natural rate of interest 5 Taylor rule 5 Theorie 5 Theory 5 frequency domain bootstrap 5 Estimation theory 4 Fiscal policies 4 Frequency domain estimation 4 Interpolation 4 Okun's law 4 Phillips-Kurve 4 Produktionspotenzial 4 Schätztheorie 4 USA 4 United States 4 seasonal adjustment 4 time-varying parameters 4
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Online availability
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Free 45 Undetermined 16
Type of publication
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Book / Working Paper 52 Article 22 Other 1
Type of publication (narrower categories)
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Working Paper 19 Graue Literatur 10 Non-commercial literature 10 Arbeitspapier 8 Article in journal 6 Aufsatz in Zeitschrift 6 research-article 3 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 44 Undetermined 28 German 2 Spanish 1
Author
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Flaig, Gebhard 9 Koopman, Siem Jan 8 Apel, Mikael 7 Jansson, Per 7 Pedregal, Diego J. 7 Gnan, Ernest 5 Wong, Soon Yip 5 Castillo-Manzano, José I. 4 Paredes, Joan 4 Cuaresma, Jesus Crespo 3 Lemoine, Matthieu 3 Pérez, Javier J. 3 Trenkler, Carsten 3 Weber, Enzo 3 Castro-Nuno, Mercedes 2 Chen, Xiaoshan 2 Cuaresma, Jesús 2 García-Ferrer, Antonio 2 González, Eliana 2 Kontonikas, Alexandros 2 Langmantel, Erich 2 Melo, Luis F. 2 Montagnoli, Alberto 2 Pedregal-Tercero, Diego J. 2 Queralt, Ricardo 2 Ritzberger-Gruenwald, Doris 2 Ritzberger-Grünwald, Doris 2 Rojas, Brayan 2 Rojas, Luis E. 2 Rünstler, Gerhard 2 Aka, Bédia F. 1 Antonio García-Ferrer 1 Atkinson, Anthony C. 1 Beltratti, Andrea 1 Burridge, Peter 1 CHAGNY, Odile 1 Castillo, Paúl 1 Castro Nuño, Mercedes 1 Cendejas Bueno, Cendejas Bueno José Luis 1 Commandeur, J.F. 1
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Institution
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CESifo 3 Oesterreichische Nationalbank 2 Society for Computational Economics - SCE 2 Sveriges Riksbank 2 BANCO DE LA REPÚBLICA 1 Banco de España 1 Banco de la Republica de Colombia 1 Centro de Estudios Andaluces, Government of Andalusia 1 Departamento de Economía, Facultad de Ciencias Sociales 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, Sciences économiques 1 Department of Economics, University of Stirling 1 Department of Economics, University of Warwick 1 EconWPA 1 Economic and Social Research Institute (ESRI), Cabinet Office 1 European Central Bank 1 European Regional Science Association 1 Fundación BBVA 1 Instituto de Economía, Facultad de Ciencia Económicas y Administrativas 1 International Centre for Economic Research (ICER) 1 Sciences Po 1 Sciences économiques, Sciences Po 1 Society for Economic Dynamics - SED 1 Tinbergen Institute 1 Tinbergen Instituut 1
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Published in...
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CESifo Working Paper 3 CESifo Working Paper Series 3 CESifo working papers 3 Studies in Nonlinear Dynamics & Econometrics 3 ECB Working Paper 2 Jahrbücher für Nationalökonomie und Statistik 2 Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) 2 Sveriges Riksbank Working Paper Series 2 Sveriges Riksbank working paper series 2 Tinbergen Institute Discussion Papers 2 Working Paper Series / Sveriges Riksbank 2 Working Papers / Oesterreichische Nationalbank 2 2006 Meeting Papers 1 53rd Congress of the European Regional Science Association: "Regional Integration: Europe, the Mediterranean and the World Economy", 27-31 August 2013, Palermo, Italy 1 AStA Advances in Statistical Analysis 1 Applied economics 1 BORRADORES DE ECONOMIA 1 Banco de España Working Papers 1 Borradores de Economia 1 CAMA working paper series 1 Computing in Economics and Finance 2003 1 Computing in Economics and Finance 2005 1 Discussion paper / Tinbergen Institute 1 Documentos de Trabajo (working papers) 1 Documentos de Trabajo / Instituto de Economía, Facultad de Ciencia Económicas y Administrativas 1 ERSA conference papers 1 ESRI Discussion paper series 1 Econometrics 1 Economic Change and Restructuring 1 Economic Working Papers at Centro de Estudios Andaluces 1 Economic modelling 1 Economics Letters 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Economics letters 1 Empirica 1 Empirical Economics 1 ICER Working Papers 1 International Journal of Applied Econometrics and Quantitative Studies 1 International journal of forecasting 1 Journal of Applied Economics 1
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Source
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RePEc 42 ECONIS (ZBW) 16 EconStor 12 Other ZBW resources 3 BASE 2
Showing 1 - 10 of 75
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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://ebvufind01.dmz1.zbw.eu/10014547224
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Multivariate decompositions and seasonal gender employment
Tian, Jing; Jacobs, Jan; Osborn, Denise R. - 2021
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012663829
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Unobserved components models with stochastic volatility for extracting trends and cycles in credit
O'Brien, Martin; Velasco, Sofia - 2020
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012793058
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Business, housing and credit cycles
Rünstler, Gerhard; Vlekke, Marente - 2016
We use multivariate unobserved components models to estimate trend and cyclical components in GDP, credit volumes and …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011605960
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On the identification of multivariate correlated unobserved components models
Trenkler, Carsten; Weber, Enzo - 2015
This paper analyses identification for multivariate unobserved components models in which the innovations to trend and …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011441877
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On the identification of multivariate correlated unobserved components models
Trenkler, Carsten; Weber, Enzo - 2015
This paper analyses identification for multivariate unobserved components models in which the innovations to trend and …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011491916
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Empirical tests on the asset pricing model with liquidity risk : an unobserved components approach
Fall, Malick; Louhichi, Waël; Viviani, Jean-Laurent - In: Economic modelling 80 (2019), pp. 75-86
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012199186
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Is oil price still driving inflation?
Renou-Maissant, Patricia - In: The energy journal 40 (2019) 6, pp. 199-219
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012181720
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The Speed Limits Debate: Is Effective A Temporary Change? The Case Of Spain.
Castro-Nuno, Mercedes; Castillo-Manzano, José I.; … - 2013
Nowadays, speeding is one of the most relevant problems for traffic safety and most resistant to change in motorized countries. The key instruments in Speed Management Policy are speed limits. This road safety strategy is often established or changed, in order to save fuel during periods of...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011397320
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THE SPEED LIMITS DEBATE: IS EFFECTIVE A TEMPORARY CHANGE? THE CASE OF SPAIN.
Castro-Nuno, Mercedes; Castillo-Manzano, José I.; … - European Regional Science Association - 2013
Nowadays, speeding is one of the most relevant problems for traffic safety and most resistant to change in motorized countries. The key instruments in Speed Management Policy are speed limits. This road safety strategy is often established or changed, in order to save fuel during periods of...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010755464
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