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:"change-point model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Bayesian inference
11
change-point model
11
Change-point model
9
Bayes-Statistik
8
Estimation
8
Schätzung
8
Volatility
7
Volatilität
7
Change point model
6
Monetary policy
6
Theorie
6
Theory
6
Bayesian estimation
5
Geldpolitik
5
Inflation volatility
5
Marginal likelihood
5
monetary policy
5
time varying parameter model
5
BIC
4
GARCH
4
Markov chain
4
Markov chain Monte Carlo
4
Markov-Kette
4
Markov-switching model
4
Structural break
4
Strukturbruch
4
USA
4
United States
4
1947-2013
3
Inflation rate
3
Inflationsrate
3
Simulation
3
Structural breaks
3
ARCH model
2
ARCH-Modell
2
Bayesian change-point model
2
Capital income
2
Chib's method
2
Fear of floating
2
Kapitaleinkommen
2
more ...
less ...
Online availability
All
Free
16
Undetermined
13
Type of publication
All
Book / Working Paper
17
Article
15
Type of publication (narrower categories)
All
Working Paper
7
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Thesis
1
more ...
less ...
Language
All
English
16
Undetermined
16
Author
All
Bauwens, Luc
5
Eisenstat, Eric
5
Strachan, Rodney W.
5
Dufays, Arnaud
4
Rombouts, Jeroen V.K.
4
Feldkircher, Martin
3
Huber, Florian
3
Kastner, Gregor
3
BAUWENS, Luc
2
Bianchi, Daniele
2
Cuaresma, Jesus Crespo
2
Guidolin, Massimo
2
Ravazzolo, Francesco
2
Rombouts, Jeroen V. K.
2
Walde, Janette
2
Windberger, Thomas
2
Belaygorod, Anatoliy
1
Cheon, Sooyoung
1
Chib, Siddhartha
1
DUFAYS, Arnaud
1
Deng, Qiqi
1
Dueker, Michael
1
Fitzpatrick, Matthew
1
Husmeier, Dirk
1
Kim, Jaehee
1
Kumar, Satish
1
Li, Guangjie
1
Mantzaris, Alexander
1
Molnár, Peter
1
Mudelsee, M.
1
Ogawa, Mitsunori
1
Price, Phillip N.
1
ROMBOUTS, Jeroen
1
ROMBOUTS, Jeroen V.K.
1
Sohn, Michael D.
1
Takemura, Akimichi
1
Taufemback, Cleiton Guollo
1
Thies, Sven
1
Tiwari, Aviral Kumar
1
Walter, Travis
1
more ...
less ...
Institution
All
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Crawford School of Public Policy, Australian National University
2
Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik
1
Norges Bank
1
Society for Computational Economics - SCE
1
Published in...
All
CAMA Working Papers
2
CAMA working paper series
2
CORE Discussion Papers
2
Cahiers de recherche
2
Applied Energy
1
Computational Statistics
1
Computational Statistics & Data Analysis
1
Computing in Economics and Finance 2005
1
Department of Economics working paper
1
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Journal of Econometrics
1
Journal of Multivariate Analysis
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of quantitative economics
1
Statistical Applications in Genetics and Molecular Biology
1
Statistical Methods and Applications
1
Statistical Papers / Springer
1
Statistics & Probability Letters
1
Working Paper
1
Working Paper / Norges Bank
1
Working Papers / Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik
1
Working Papers in Economics
1
Working Papers in Economics and Statistics
1
Working papers in economics
1
more ...
less ...
Source
All
RePEc
18
ECONIS (ZBW)
10
EconStor
3
BASE
1
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A sequential Bayesian change-point analysis of BRICS currency returns
Tiwari, Aviral Kumar
;
Taufemback, Cleiton Guollo
; …
- In:
Journal of quantitative economics
19
(
2021
)
2
,
pp. 393-402
Persistent link: https://www.econbiz.de/10012584982
Saved in:
2
Sparse change-point HAR Models for Realized Variance
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 857-880
Persistent link: https://www.econbiz.de/10012181370
Saved in:
3
Modelling Inflation Volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
Crawford School of Public Policy, Australian National …
-
2014
change-point
model
provides more information on the level and persistence of volatility and the probabilities of changes. For …
Persistent link: https://www.econbiz.de/10010904219
Saved in:
4
Modelling Inflation Volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
Crawford School of Public Policy, Australian National …
-
2014
change-point
model
provides more information on the level and persistence of volatility and the probabilities of changes. For …
Persistent link: https://www.econbiz.de/10010942515
Saved in:
5
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10010348813
Saved in:
6
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10011341971
Saved in:
7
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models
Huber, Florian
;
Kastner, Gregor
;
Feldkircher, Martin
-
2018
We propose a straightforward algorithm to estimate large Bayesian time-varying parameter vector autoregressions with mixture innovation components for each coefficient in the system. The computational burden becomes manageable by approximating the mixture indicators driving the time-variation in...
Persistent link: https://www.econbiz.de/10012042474
Saved in:
8
Should I stay or should I go? : a latent threshold approach to large-scale mixture innovation models
Huber, Florian
;
Kastner, Gregor
;
Feldkircher, Martin
-
2018
We propose a straightforward algorithm to estimate large Bayesian time-varying parameter vector autoregressions with mixture innovation components for each coefficient in the system. The computational burden becomes manageable by approximating the mixture indicators driving the time-variation in...
Persistent link: https://www.econbiz.de/10011930275
Saved in:
9
Macroeconomic Factors Strike Back: A Bayesian
Change-Point
Model
of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2013
shocks, are significantly priced in the cross-section. A Bayes factor analysis decisively favors the proposed
change-point
…
model
. …
Persistent link: https://www.econbiz.de/10012143831
Saved in:
10
Macroeconomic factors strike back: A Bayesian
change-point
model
of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
Norges Bank
-
2013
shocks, are significantly priced in the cross-section. A Bayes factor analysis decisively favors the proposed
change-point
…
model
. …
Persistent link: https://www.econbiz.de/10010787769
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
