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  • Search: subject:"sequential monte carlo"
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Year of publication
Subject
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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
All
Free 81 Undetermined 66 CC license 2
Type of publication
All
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
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 / 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
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ECONIS (ZBW) 77 RePEc 67 EconStor 16 BASE 2
Showing 51 - 60 of 162
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Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick; Forbes, Catherine Scipione; Martin, Gael M. - 2016
Persistent link: https://www.econbiz.de/10011781784
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Branching particle pricers with heston examples
Kouritzin, Michael A.; MacKay, Anne - In: International journal of theoretical and applied finance 23 (2020) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10012270887
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Trend inflation and macroeconomic stability in a small open economy
Zhang, Bo; Dai, Wei - In: Economic modelling 91 (2020), pp. 769-778
Persistent link: https://www.econbiz.de/10012429552
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Sequential Bayesian inference for vector autoregressions with stochastic volatility
Bognanni, Mark; Zito, John - In: Journal of economic dynamics & control 113 (2020), pp. 1-35
Persistent link: https://www.econbiz.de/10012502544
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Monetary policy and macroeconomic stability revisited
Hirose, Yasuo; Kurozumi, Takushi; Van Zandweghe, Willem - In: Review of economic dynamics 37 (2020), pp. 255-274
Persistent link: https://www.econbiz.de/10012652922
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Communicating brands intelevision advertising
Bruce, Norris I.; Becker, Maren; Reinartz, Werner J. - In: Journal of marketing research 57 (2020) 2, pp. 236-256
Persistent link: https://www.econbiz.de/10012180463
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A Bayesian semiparametric approach to stochastic frontiers and productivity
Tsionas, Efthymios G.; Mallick, Sushanta Kumar - In: European journal of operational research : EJOR 274 (2019) 1, pp. 391-402
Persistent link: https://www.econbiz.de/10011990080
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Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras; Li, Junye - In: Journal of econometrics 209 (2019) 1, pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
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Sequentially adaptive Bayesian learning algorithms for inference and optimization
Geweke, John; Durham, Garland - In: Journal of econometrics 210 (2019) 1, pp. 4-25
Persistent link: https://www.econbiz.de/10012303357
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Inequality constrained state-space models
Qian, Hang - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 350-362
Persistent link: https://www.econbiz.de/10012177369
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