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Search: subject:"sequential monte carlo"
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Sequential Monte Carlo
79
Monte-Carlo-Simulation
76
Monte Carlo simulation
75
Bayesian inference
53
Bayes-Statistik
51
Theorie
43
Theory
41
sequential Monte Carlo
31
Estimation theory
29
Schätztheorie
29
Markov-Kette
24
Markov chain
23
Prognoseverfahren
19
Schätzung
17
Estimation
16
Forecasting model
16
Zeitreihenanalyse
15
Density Forecast Combination
14
Volatility
14
Geldpolitik
13
Monetary policy
13
Stochastic process
13
Stochastischer Prozess
13
Volatilität
13
Time series analysis
12
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
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Free
81
Undetermined
66
CC license
2
Type of publication
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Book / Working Paper
83
Article
79
Type of publication (narrower categories)
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Article in journal
48
Aufsatz in Zeitschrift
48
Working Paper
37
Graue Literatur
27
Non-commercial literature
27
Arbeitspapier
24
Article
3
Thesis
2
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Language
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English
102
Undetermined
60
Author
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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
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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...
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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 / Mathematics & economics
2
Journal of banking & finance
2
Journal of economic dynamics & control
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
Discussion papers / CEPR
1
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Source
All
ECONIS (ZBW)
77
RePEc
67
EconStor
16
BASE
2
Showing
21
-
30
of
162
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21
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzollo, Francesco
; …
-
2019
A flexible forecast density combination approach is introduced that can deal with large data sets. It extends the mixture of experts approach by allowing for model set incompleteness and dynamic learning of combination weights. A dimension reduction step is introduced using a sequential...
Persistent link: https://www.econbiz.de/10012114778
Saved in:
22
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2019
This paper illustrates the usefulness of
sequential
Monte
Carlo
(SMC) methods in approximating DSGE model posterior …
Persistent link: https://www.econbiz.de/10012144736
Saved in:
23
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2019
This paper illustrates the usefulness of
sequential
Monte
Carlo
(SMC) methods in approximating DSGE model posterior …
Persistent link: https://www.econbiz.de/10012038824
Saved in:
24
Do we really know that U.S. monetary policy was destabilizing in the 1970s?
Haque, Qazi
;
Groshenny, Nicolas
;
Weder, Mark
-
2019
Persistent link: https://www.econbiz.de/10012116539
Saved in:
25
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2019
Persistent link: https://www.econbiz.de/10012064996
Saved in:
26
Monetary policy, inflation target and the Great Moderation : an empirical investigation
Haque, Qazi
-
2019
Persistent link: https://www.econbiz.de/10012223995
Saved in:
27
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
28
Monetary policy and macroeconomic stability revisited
Hirose, Yasuo
;
Kurozumi, Takushi
;
Van Zandweghe, Willem
-
2019
Persistent link: https://www.econbiz.de/10012060400
Saved in:
29
Sequential Bayesian inference for vector autoregressions with stochastic volatility
Bognanni, Mark
;
Zito, John
-
2019
Persistent link: https://www.econbiz.de/10012137020
Saved in:
30
Monetary policy, inflation target and the great moderation : an empirical investigation
Haque, Qazi
-
2019
Persistent link: https://www.econbiz.de/10012207571
Saved in:
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