Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Volatility-in-mean"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Stochastic process
14
Stochastischer Prozess
14
Volatility
14
Volatilität
14
Theorie
13
Theory
13
VAR model
10
VAR-Modell
10
Bayes-Statistik
7
Bayesian inference
7
Stochastic volatility in mean
7
State space model
6
Zustandsraummodell
6
Stochastic Volatility in Mean
5
VAR
5
ARCH model
4
ARCH-Modell
4
Markov chain
4
Markov-Kette
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Riemannian Manifold Hamiltonian Monte Carlo
4
Risikomaß
4
Risk measure
4
Uncertainty
4
error covariance
4
Bayesian VARs
3
Correlation
3
Forecasting model
3
Hamiltonian Monte Carlo
3
Korrelation
3
Lateinamerika
3
Latin America
3
Prognoseverfahren
3
Risiko
3
Risk
3
Time series analysis
3
Zeitreihenanalyse
3
stochastic volatility in mean
3
Bayesian global vector autoregressive model
2
more ...
less ...
Online availability
All
Free
14
Undetermined
5
Type of publication
All
Book / Working Paper
13
Article
6
Type of publication (narrower categories)
All
Working Paper
12
Graue Literatur
9
Non-commercial literature
9
Arbeitspapier
8
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
19
Author
All
Mumtaz, Haroon
5
Abanto-Valle, Carlos A.
4
Garrafa-Aragón, Hernán B.
4
Rodriguez, Gabriel
4
Hou, Chenghan
3
Pfarrhofer, Michael
3
Poon, Aubrey
3
Arce-Alfaro, Gabriel
2
Blagov, Boris
2
Castro Cepero, Luis M.
2
Cross, Jamie
2
Koop, Gary
2
Cross, Jamie L.
1
Shin, Minchul
1
Zhong, Molin
1
Zhu, Beili
1
more ...
less ...
Published in...
All
CAMA working paper series
2
Documento de trabajo
2
Working Paper
2
Working paper
2
CAMP working paper series
1
Computational economics
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Macroeconomic dynamics
1
Ruhr Economic Papers
1
Ruhr economic papers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working Papers in Economics
1
Working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
EconStor
4
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monetary policy uncertainty and inflation expectations
Arce-Alfaro, Gabriel
;
Blagov, Boris
-
2021
the 1980s and a stochastic
volatility-in-mean
structural VAR model we find that monetary policy uncertainty reduces both …
Persistent link: https://www.econbiz.de/10012490469
Saved in:
2
Monetary policy uncertainty and inflation expectations
Arce-Alfaro, Gabriel
;
Blagov, Boris
-
2021
the 1980s and a stochastic
volatility-in-mean
structural VAR model we find that monetary policy uncertainty reduces both …
Persistent link: https://www.econbiz.de/10012489332
Saved in:
3
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
4
Approximate Bayesian estimation of stochastic
volatility
in
mean
models using hidden Markov models : empirical evidence from emerging and developed markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
- In:
Computational economics
64
(
2024
)
3
,
pp. 1775-1801
Persistent link: https://www.econbiz.de/10015143955
Saved in:
5
Macroeconomic forecasting with large stochastic
volatility
in
mean
VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
6
Approximate Bayesian estimation of stochastic
volatility
in
mean
models using Hidden Markov Models: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013170523
Saved in:
7
Large stochastic
volatility
in
mean
VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
8
A generalised stochastic
volatility
in
mean
VAR: An updated algorithm
Mumtaz, Haroon
-
2020
In this note we present an updated algorithm to estimate the VAR with stochastic volatility proposed in Mumtaz (2018). The model is re-written so that some of the Metropolis Hastings steps are avoided.
Persistent link: https://www.econbiz.de/10012670871
Saved in:
9
A generalised stochastic
volatility
in
mean
VAR : an updated algorithm
Mumtaz, Haroon
-
2020
In this note we present an updated algorithm to estimate the VAR with stochastic volatility proposed in Mumtaz (2018). The model is re-written so that some of the Metropolis Hastings steps are avoided.
Persistent link: https://www.econbiz.de/10012243290
Saved in:
10
Stochastic
volatility
in
mean
: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
-
2020
Persistent link: https://www.econbiz.de/10012435606
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
