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  • Search: subject:"markov chains"
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Year of publication
Subject
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Markov chain 3,091 Markov-Kette 3,091 Theorie 1,494 Theory 1,486 Schätzung 673 Estimation 666 Bayesian inference 491 Bayes-Statistik 488 Monte Carlo simulation 441 Monte-Carlo-Simulation 438 Zeitreihenanalyse 416 Time series analysis 414 Stochastischer Prozess 363 Stochastic process 360 Volatility 333 Volatilität 333 Forecasting model 271 Prognoseverfahren 271 Estimation theory 262 Schätztheorie 262 Konjunktur 244 Business cycle 242 VAR model 188 VAR-Modell 188 USA 174 United States 174 Geldpolitik 170 Monetary policy 170 Spieltheorie 164 Game theory 163 Börsenkurs 152 Share price 151 ARCH-Modell 144 ARCH model 143 Capital income 138 Kapitaleinkommen 138 Markov chains 124 Schock 115 Shock 115 Optionspreistheorie 110
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Online availability
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Free 3,286 CC license 183
Type of publication
All
Book / Working Paper 2,705 Article 581
Type of publication (narrower categories)
All
Working Paper 1,436 Graue Literatur 1,416 Non-commercial literature 1,416 Arbeitspapier 1,399 Article in journal 535 Aufsatz in Zeitschrift 535 Hochschulschrift 38 Thesis 28 Conference paper 13 Konferenzbeitrag 13 Forschungsbericht 12 Article 11 Konferenzschrift 6 Collection of articles of several authors 4 Sammelwerk 4 Aufsatz im Buch 3 Book section 3 Conference Paper 3 Collection of articles written by one author 2 Sammlung 2 Systematic review 2 Übersichtsarbeit 2 Aufsatzsammlung 1 Nachschlagewerk 1 Reference book 1 Reprint 1
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Language
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English 3,176 Undetermined 88 French 7 Spanish 7 German 6 Portuguese 2
Author
All
Casarin, Roberto 37 Billio, Monica 31 Waggoner, Daniel F. 31 Dijk, Herman K. van 28 Reffett, Kevin L. 23 Lucas, André 21 Ravazzolo, Francesco 20 Stachurski, John 20 Lütkepohl, Helmut 19 Piger, Jeremy Max 19 Zha, Tao 19 Abbring, Jaap H. 17 Campbell, Jeffrey R. 17 Dijk, Dick van 17 Koopman, Siem Jan 17 Paap, Richard 17 Sethi, Suresh 17 Bauwens, Luc 16 Dufays, Arnaud 16 Ridder, Ad 16 Funke, Michael 15 Gao, Jiti 15 Kamihigashi, Takashi 15 Kaufmann, Sylvia 15 Leiva-Leon, Danilo 15 Yang, Nan 14 Chauvet, Marcelle 13 Cui, Zhenyu 13 Farmer, Roger E. A. 13 Foerster, Andrew 13 Frühwirth-Schnatter, Sylvia 13 Guidolin, Massimo 13 Gupta, Rangan 13 Kohn, Robert 13 Maih, Junior 13 Weber, Andrea 13 Zha, Tao A. 13 Doraszelski, Ulrich 12 Koop, Gary 12 Lang, Stefan 12
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Institution
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National Bureau of Economic Research 42 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 13 Federal Reserve Bank of St. Louis 10 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 10 Ekonomiska forskningsinstitutet <Stockholm> 8 Tilburg University, Center for Economic Research 7 California Agricultural Experiment Station / Department of Agricultural and Resource Economics 4 Econometrisch Instituut <Rotterdam> 4 European University Institute / Department of Law 4 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 4 University of Strathclyde / Department of Economics 4 Département de Sciences Économiques, Université de Montréal 3 European Commission / Statistical Office of the European Union 3 International Monetary Fund (IMF) 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 3 Tinbergen Instituut 3 University of Melbourne / Department of Economics 3 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 2 Centre for Actuarial Studies 2 Centre for Growth and Business Cycle Research <Manchester> 2 Christian-Albrechts-Universität zu Kiel 2 Dipartimento di Economia, Università Ca' Foscari Venezia 2 Dipartimento di Istituzioni Economiche e Finanziarie, Facoltà di Economia e Diritto 2 European Central Bank 2 European University Institute / Department of Economics 2 Federal Reserve Bank of New York 2 Forschungsinstitut zur Zukunft der Arbeit 2 Institut für Weltwirtschaft (IfW) 2 KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy 2 Lunds Universitet / Nationalekonomiska Institutionen 2 National Institute of Economic and Social Research 2 Social Systems Research Institute 2 Universität Hannover / Wirtschaftswissenschaftliche Fakultät 2 Université de Montréal / Département de sciences économiques 2 Zentrum für Europäische Wirtschaftsforschung (ZEW) 2 Aarhus Universitet / Afdeling for Nationaløkonomi 1 BANCO DE LA REPÚBLICA - ECONOMÍA REGIONAL 1 Bank of Japan 1 Bank of Spain (Spain) 1 Bonn Graduate School of Economics 1
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Published in...
All
Discussion paper / Tinbergen Institute 85 Working paper 53 NBER Working Paper 41 Risks : open access journal 41 NBER working paper series 37 Working paper / Department of Econometrics and Business Statistics, Monash University 32 Working papers 30 CESifo working papers 28 Working paper series / European Central Bank 22 Journal of risk and financial management : JRFM 21 Working paper / National Bureau of Economic Research, Inc. 21 Econometrics : open access journal 20 SSE EFI working paper series in economics and finance 19 Discussion papers / Deutsches Institut für Wirtschaftsforschung 18 CAMA working paper series 17 Discussion paper 17 SFB 649 discussion paper 17 Working papers in economics and statistics 17 Econometric Institute research papers 15 Quantitative economics : QE ; journal of the Econometric Society 15 Working papers / Federal Reserve Bank of Atlanta 15 Discussion paper series / Research Institute for Economics and Business Administration, Kobe University 14 Theoretical economics : TE ; an open access journal in economic theory 14 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 14 Discussion paper series / IZA 13 MPRA Paper 13 Working papers / TSE : WP 13 CREATES research paper 12 Cogent economics & finance 12 Finance and economics discussion series 12 Journal of industrial engineering international 12 Sveriges Riksbank working paper series 12 CEMMAP working papers / Centre for Microdata Methods and Practice 11 Cowles Foundation Discussion Paper 11 International Journal of Energy Economics and Policy : IJEEP 11 International Journal of Financial Studies : open access journal 11 Mathematical methods of operations research : ZOR 11 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 11 CORE discussion papers : DP 10 Discussion papers of interdisciplinary research project 373 10
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Source
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ECONIS (ZBW) 3,103 RePEc 129 EconStor 51 BASE 3
Showing 1 - 10 of 3,286
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Reconstructing cryptocurrency processes via Markov chains
Araújo, Tanya; Barbosa, Paulo - In: Computational economics 64 (2024) 4, pp. 2509-2521
Persistent link: https://www.econbiz.de/10015144026
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Socio-economic development performance and convergence among metropolitan municipal and district assemblies in Ghana
Iddrisu, Zurikanen; Thill, Jean-Claude - In: Growth and change : a journal of urban and regional policy 55 (2024) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10015166519
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First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel; Nicolau, João; Rodrigues, Paulo M. M. - In: European journal of operational research : EJOR 312 (2024) 3, pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
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Markovian analysis of U.S. Treasury volatility : asymmetric responses to macroeconomic announcements
Gigante, Gimede; Guarniero, Pieralberto; Pasini, Simona - In: Economics letters 239 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10015076688
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On Markov intertwining relations and primal conditioning
Arnaudon, Marc; Coulibaly-Pasquier, Koléhè; Miclo, Laurent - 2024
Persistent link: https://www.econbiz.de/10014476098
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Hidden messages : mapping nations' media campaigns
Erhardt, Keeley; Pentland, Alex - In: Computational & mathematical organization theory 30 (2024) 2, pp. 161-172
Persistent link: https://www.econbiz.de/10014560598
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Labor market transitions in Bolivia during the Covid-19 pandemic
Calle Sarmiento, Angélica del Carmen - In: Latin American journal of central banking : LAJCB 5 (2024) 2, pp. 1-14
In a descriptive way, this paper analyzes the transitions in the Bolivian labor market during the Covid19 pandemic to comprehend the patterns and trends of worker transitions across states related to employment, unemployment, temporarily inactive, permanently inactive; also for employed people...
Persistent link: https://www.econbiz.de/10015055093
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Higher-order assortativity for directed weighted networks and Markov chains
Arcagni, Alberto; Cerqueti, Roy; Grassi, Rosanna - In: European journal of operational research : EJOR 316 (2024) 1, pp. 215-227
Persistent link: https://www.econbiz.de/10014573972
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Parameter estimation of the Heston volatility model with jumps in the asset prices
Gruszka, Jarosław; Szwabiński, Janusz - In: Econometrics : open access journal 11 (2023) 2, pp. 1-26
The parametric estimation of stochastic differential equations (SDEs) has been the subject of intense studies already for several decades. The Heston model, for instance, is based on two coupled SDEs and is often used in financial mathematics for the dynamics of asset prices and their...
Persistent link: https://www.econbiz.de/10014362627
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Corn ethanol expansion and the evolution of US crop patterns
Smith, T. Jake; Moschini, GianCarlo - 2023 - This draft: 19 December 2023
Persistent link: https://www.econbiz.de/10014530315
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