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Search: subject:"sequential Monte Carlo"
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Subject
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Sequential Monte Carlo
79
Monte-Carlo-Simulation
77
Monte Carlo simulation
76
Bayesian inference
54
Bayes-Statistik
52
Theorie
43
Theory
41
sequential Monte Carlo
32
Estimation theory
30
Schätztheorie
30
Markov-Kette
24
Markov chain
23
Prognoseverfahren
20
Forecasting model
17
Schätzung
17
Estimation
16
Zeitreihenanalyse
16
Volatility
15
Density Forecast Combination
14
Volatilität
14
Geldpolitik
13
Monetary policy
13
Stochastic process
13
Stochastischer Prozess
13
Time series analysis
13
Bayesian filtering
11
sequential Monte Carlo methods
11
Bayesian Filtering
10
Dynamic equilibrium
10
Dynamisches Gleichgewicht
10
Survey Forecast
10
Algorithm
9
Algorithmus
9
Density forecast combination
9
State space model
9
Zustandsraummodell
9
Inflation
8
Markov chain Monte Carlo
8
Survey forecast
8
Bayesian estimation
7
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Online availability
All
Free
80
Undetermined
67
CC license
2
Type of publication
All
Book / Working Paper
83
Article
80
Type of publication (narrower categories)
All
Article in journal
49
Aufsatz in Zeitschrift
49
Working Paper
37
Graue Literatur
27
Non-commercial literature
27
Arbeitspapier
24
Article
3
Thesis
2
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Language
All
English
103
Undetermined
60
Author
All
Ravazzolo, Francesco
27
Casarin, Roberto
24
Dijk, Herman K. van
19
Billio, Monica
14
van Dijk, Herman K.
9
Del Negro, Marco
8
Matlin, Ethan
8
Sarfati, Reca
8
Grassi, Stefano
7
Haque, Qazi
7
Schorfheide, Frank
7
Aastveit, Knut Are
6
Herbst, Edward P.
6
Cai, Michael
5
Chopin, Nicolas
5
Doucet, Arnaud
5
Dufays, Arnaud
5
Bognanni, Mark
4
Fulop, Andras
4
Geweke, John
4
Groshenny, Nicolas
4
Li, Yong
4
Targino, Rodrigo S.
4
Tristani, Oreste
4
Tsionas, Efthymios G.
4
Weder, Mark
4
Acharya, Sushant
3
Amisano, Gianni
3
Bruce, Norris I.
3
Chen, William
3
Dogra, Keshav
3
Gleich, Aidan
3
Goyal, Shlok
3
Lee, Donggyu
3
Li, Junye
3
Lopes, Hedibert F.
3
Martin, Gael M.
3
Peters, Gareth W.
3
Schäfer, Christian
3
Sengupta, Sikata
3
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Institution
All
Université Paris-Dauphine (Paris IX)
7
Tinbergen Instituut
5
Department of Economics, University of Pennsylvania
3
Dipartimento di Economia, Università Ca' Foscari Venezia
3
Norges Bank
2
Ohio State University, Department of Economics
2
Rimini Centre for Economic Analysis (RCEA)
2
Banque de France
1
C.E.P.R. Discussion Papers
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Economics, Oxford University
1
Economics Discipline Group, Business School
1
Economics Group, Nuffield College, University of Oxford
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
European Central Bank
1
Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
1
Federal Reserve Bank of Cleveland
1
Finance Discipline Group, Business School
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
School of Economics and Management, University of Aarhus
1
Tinbergen Institute
1
University of Toronto, Department of Economics
1
VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
1
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Published in...
All
Annals of the Institute of Statistical Mathematics
8
Economics Papers from University Paris Dauphine
7
Journal of econometrics
6
Tinbergen Institute Discussion Paper
6
Tinbergen Institute Discussion Papers
6
Discussion paper / Tinbergen Institute
5
Economic modelling
5
Computational Statistics & Data Analysis
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Working Paper
4
Federal Reserve Bank of Cleveland working paper series
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
PIER Working Paper Archive
3
Statistics & Probability Letters
3
Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
CAMA working paper series
2
Discussion paper
2
Econometrics
2
Econometrics : open access journal
2
Finance and economics discussion series
2
Insurance
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of financial econometrics
2
Risks : open access journal
2
School of Economics working papers / The University of Adelaide, School of Economics
2
Serie Research Memoranda
2
Staff reports / Federal Reserve Bank of New York
2
Working Paper / Norges Bank
2
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
2
Working Papers / Ohio State University, Department of Economics
2
Annual Review of Economics
1
Applied economics letters
1
Bank of Finland research discussion papers
1
CEPR Discussion Papers
1
CIRJE discussion papers / F series
1
CREATES Research Papers
1
Computational Economics
1
Computational Statistics
1
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Source
All
ECONIS (ZBW)
78
RePEc
67
EconStor
16
BASE
2
Showing
1
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163
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1
Estimation and forecast of carbon emission market volatility based on model averaging method
Wang, Nianling
;
Wang, Qianchao
;
Li, Yong
- In:
Economic modelling
143
(
2025
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015193412
Saved in:
2
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
Saved in:
3
Modifying
sequential
Monte
Carlo
optimisation for index tracking to allow for transaction costs
Hamilton-Russell, Leila
;
Malan O'Callaghan, Thomas
; …
- In:
Risks : open access journal
12
(
2024
)
10
,
pp. 1-44
sequential
Monte
Carlo
(SMC, also known as particle filter) methods. However, this literature does not take transaction costs …
Persistent link: https://www.econbiz.de/10015130341
Saved in:
4
Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Sequential
Monte
Carlo
methods. We use this toolkit to compare the out-of-sample forecasting accuracy of a prominent HANK model …
Persistent link: https://www.econbiz.de/10014333331
Saved in:
5
Sequential
Monte
Carlo
samplers to fit and compare insurance loss models
Goffard, Pierre-Olivier
- In:
Scandinavian actuarial journal
2023
(
2023
)
8
,
pp. 765-787
Persistent link: https://www.econbiz.de/10014383968
Saved in:
6
Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Sequential
Monte
Carlo
methods. We use this toolkit to compare the out-of-sample forecasting accuracy of a prominent HANK model …
Persistent link: https://www.econbiz.de/10014480620
Saved in:
7
Loss-based Bayesian sequential prediction of Value-at-Risk with a long-memory and non-linear realized volatility model
Peiris, Rangika
;
Minh-Ngoc Tran
;
Wang, Chao
;
Gerlach, …
- In:
Journal of financial econometrics
23
(
2025
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10015459546
Saved in:
8
Estimating and testing long-run risk models : international evidence
Fulop, Andras
;
Li, Junye
;
Liu, Hening
;
Yan, Cheng
- In:
Management science : journal of the Institute for …
71
(
2025
)
4
,
pp. 3517-3536
Persistent link: https://www.econbiz.de/10015413787
Saved in:
9
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
10
Modelling sustainability efficiency in banking
Tan, Yong
;
Tsionas, Efthymios G.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3754-3772
Persistent link: https://www.econbiz.de/10013330756
Saved in:
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