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  • Search: subject:"parameter uncertainty"
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Year of publication
Subject
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parameter uncertainty 106 Parameter uncertainty 87 Theorie 73 Theory 67 Risiko 66 Risk 63 Portfolio-Management 28 Portfolio selection 27 Estimation theory 23 Schätztheorie 23 Decision under uncertainty 22 Entscheidung unter Unsicherheit 22 Forecasting model 22 Prognoseverfahren 22 Bayes-Statistik 19 Bayesian inference 19 Geldpolitik 18 Monetary policy 18 Optimal monetary policy 13 Robust statistics 13 Robustes Verfahren 13 Capital income 12 Kapitaleinkommen 12 monetary policy 10 Parameter Uncertainty 9 interest rate smoothing 9 Monte Carlo simulation 8 Taylor rule 8 Yield curve 8 Zinsstruktur 8 Bayesian learning 7 Estimation 7 Markov chain 7 Markov-Kette 7 Mathematical programming 7 Mathematische Optimierung 7 Monte-Carlo-Simulation 7 Schätzung 7 inflation targeting 7 natural unemployment rate 7
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Online availability
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Undetermined 98 Free 93 CC license 2
Type of publication
All
Article 124 Book / Working Paper 90
Type of publication (narrower categories)
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Article in journal 85 Aufsatz in Zeitschrift 85 Working Paper 35 Arbeitspapier 18 Graue Literatur 16 Non-commercial literature 16 Article 4 research-article 3 Conference paper 1 Forschungsbericht 1 Konferenzbeitrag 1
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Language
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English 146 Undetermined 65 Hungarian 2 French 1
Author
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Bodnar, Taras 12 Söderström, Ulf 9 Fugazza, Carolina 7 Guidolin, Massimo 7 Nicodano, Giovanna 7 Wieland, Volker 7 Fehrle, Daniel 5 Heiberger, Christopher 5 Huber, Johannes 5 Sampson, Michael J. 5 Schmid, Wolfgang 5 Traficante, Guido 5 Bontemps, Christian 4 Bursian, Dirk 4 Ni, Shawn 4 Parolya, Nestor 4 Ratti, Ronald A. 4 Roth, Markus 4 Tokpavi, Sessi 4 Vaucher, Benoit 4 Górajski, Mariusz 3 Ma, Yizhong 3 Maillet, Bertrand 3 Ouyang, Linhan 3 Rigamonti, Andrea 3 Ruiz, Esther 3 Sirichand, Kavita 3 Tu, Yiliu 3 Weissensteiner, Alex 3 Bacchetta, Philippe 2 Bams, Dennis 2 Banerjee, Anindya 2 Blanchard, Gildas 2 Bodnar, Olha 2 Brekke, Kjell Arne 2 Børing, Pål 2 Gerke, Rafael 2 Giesen, Sebastian 2 Hall, Stephen 2 Ilbas, Pelin 2
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Institution
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C.E.P.R. Discussion Papers 4 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 3 Departamento de Estadistica, Universidad Carlos III de Madrid 3 Center for Financial Studies 2 Department of Economics, Leicester University 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 Institut für Weltwirtschaft (IfW) 2 Reserve Bank of Australia 2 Sveriges Riksbank 2 Agricultural and Applied Economics Association - AAEA 1 Banca d'Italia 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, European University Institute 1 Department of Economics, University of Oregon 1 EconWPA 1 Econometric Society 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Erasmus University Rotterdam, Econometric Institute 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) 1 Institute for Transportation Studies (ITS), University of California-Berkeley 1 Institutionen för Nationalekonomi, Umeå Universitet 1 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 1 Norges Bank 1 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 1 Rimini Centre for Economic Analysis (RCEA) 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 1 Statistisk Sentralbyrå, Government of Norway 1 Suomen Pankki 1 Toulouse School of Economics (TSE) 1 University of Toronto, Department of Economics 1 Université Paris-Dauphine (Paris IX) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
CEPR Discussion Papers 4 European journal of operational research : EJOR 4 Journal of empirical finance 4 Journal of forecasting 4 Management Science 4 CeRP Working Papers 3 Insurance 3 Omega : the international journal of management science 3 Scandinavian actuarial journal 3 Statistics and Econometrics Working Papers 3 Working Paper 3 Annals of economics and finance 2 Applied economics 2 BGPE Discussion Paper 2 CFS Working Paper Series 2 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Discussion Papers in Economics 2 Discussion paper 2 Economics Bulletin 2 Energy economics 2 European Journal of Operational Research 2 Finance research letters 2 International journal of production research 2 Journal of asset management 2 Journal of banking & finance 2 Journal of economic theory 2 Journal of financial economics 2 Management science : journal of the Institute for Operations Research and the Management Sciences 2 Quantitative Finance 2 Quantitative finance 2 RBA Research Discussion Papers 2 Risks 2 Risks : open access journal 2 SAFE Working Paper 2 SSE/EFI Working Paper Series in Economics and Finance 2 Studies in Economics and Finance 2 Sveriges Riksbank Working Paper Series 2 Sveriges Riksbank working paper series 2 Temi di discussione / Banca d'Italia 2 The B.E. journal of macroeconomics 2
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Source
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ECONIS (ZBW) 103 RePEc 86 EconStor 21 Other ZBW resources 4
Showing 1 - 10 of 214
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Polynomial Chaos Expansion: Efficient Evaluation and Estimation of Computational Models
Fehrle, Daniel; Heiberger, Christopher; Huber, Johannes - In: Computational Economics 65 (2025) 2, pp. 1083-1146
We apply Polynomial chaos expansion (PCE) to surrogate time-consuming repeated model evaluations for different parameter values. PCE represents a random variable, the quantity of interest (QoI), as a series expansion of other random variables, the inputs. Repeated evaluations become inexpensive...
Persistent link: https://www.econbiz.de/10015436620
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Trend-cycle decomposition and forecasting using Bayesian multivariate unobserved components
Jahan-Parvar, Mohammad R.; Knipp, Charles; Szerszeń, … - 2024
Persistent link: https://www.econbiz.de/10015271311
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Learning about the consumption risk exposure of firms
Kim, Yongjin; Kuehn, Lars-Alexander; Li, Kai - In: Journal of financial economics 152 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014452125
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Long-term dynamic asset allocation under asymmetric risk preferences
Kontosakos, Vasileios E.; Hwang, Soosung; … - In: European journal of operational research : EJOR 312 (2024) 2, pp. 765-782
Persistent link: https://www.econbiz.de/10014456327
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Constructing Bayesian tangency portfolios under short-selling restrictions
Bodnar, Olha; Bodnar, Taras; Niklasson, Vilhelm - In: Finance research letters 62 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014530749
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Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan - In: Econometric reviews 42 (2023) 9/10, pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
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Portfolio optimization with estimation errors : a robust linear regression approach
Du, Yilin; He, Wenfeng; Mei, Xiaoling - In: Journal of empirical finance 82 (2025), pp. 1-19
Persistent link: https://www.econbiz.de/10015432887
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Managing flexible capacity in service systems with worker shortages
Yuan, Yuting - In: Manufacturing & service operations management : M & SOM 27 (2025) 3, pp. 808-824
Persistent link: https://www.econbiz.de/10015432963
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Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego - In: Journal of forecasting 41 (2022) 2, pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
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A finite-time maintenance policy of deteriorating systems with multiple dependent performance characteristics
He, Shuguang; Song, Lisha; Li, Ting; Zhao, Xiujie; Liu, Bin - In: Journal of management science and engineering 7 (2022) 3, pp. 439-452
. Subsequently, the maintenance policy is optimized by minimizing the expected cost under parameter uncertainty. The expectation and …
Persistent link: https://www.econbiz.de/10014310625
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