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Search: subject:"state‐space model"
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Subject
All
State space model
3,946
Zustandsraummodell
3,893
Theorie
1,553
Theory
1,548
Zeitreihenanalyse
1,437
Time series analysis
1,434
Schätzung
969
Estimation
963
Prognoseverfahren
711
Forecasting model
707
Estimation theory
543
Schätztheorie
543
Volatility
526
Volatilität
525
Kalman filter
425
Stochastischer Prozess
340
Stochastic process
337
Bayesian inference
332
USA
332
United States
327
Bayes-Statistik
323
Business cycle
306
Konjunktur
302
Aktienmarkt
253
Stock market
253
Börsenkurs
227
Share price
227
Monte Carlo simulation
222
Monte-Carlo-Simulation
222
Kapitaleinkommen
217
Capital income
216
Inflation
216
Yield curve
211
Monetary policy
209
Geldpolitik
206
Zinsstruktur
206
Welt
197
Markov chain
196
Markov-Kette
196
World
196
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Free
1,829
Undetermined
1,169
CC license
103
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Article
2,311
Book / Working Paper
1,936
Other
4
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Article in journal
2,109
Aufsatz in Zeitschrift
2,109
Working Paper
1,115
Graue Literatur
1,109
Non-commercial literature
1,109
Arbeitspapier
1,067
Aufsatz im Buch
80
Book section
80
Hochschulschrift
70
Thesis
59
Collection of articles written by one author
15
Sammlung
15
Forschungsbericht
10
Article
9
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
6
Sammelwerk
6
Amtsdruckschrift
3
Aufsatzsammlung
3
Bibliografie enthalten
3
Bibliography included
3
Government document
3
Amtliche Publikation
2
Konferenzschrift
2
Lehrbuch
2
Systematic review
2
Textbook
2
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2
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1
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1
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1
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1
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1
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English
4,003
Undetermined
180
German
20
Spanish
18
French
13
Portuguese
7
Romanian
3
Czech
2
Polish
2
Hungarian
1
Russian
1
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1
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Author
All
Koopman, Siem Jan
149
Koop, Gary
63
Tiwari, Aviral Kumar
49
Chan, Joshua
45
Harvey, Andrew C.
29
Proietti, Tommaso
29
Kapetanios, George
28
Lucas, André
27
Grassi, Stefano
26
Gupta, Rangan
25
Schorfheide, Frank
25
Dijk, Herman K. van
24
Crowley, Patrick M.
23
Martin, Gael M.
22
Wel, Michel van der
22
Korobilis, Dimitris
21
Marcellino, Massimiliano
20
Snyder, Ralph D.
20
Hyndman, Rob J.
19
Zadrozny, Peter A.
19
Bos, Charles S.
18
Ramsey, James B.
17
Shephard, Neil G.
17
Strachan, Rodney W.
17
Casarin, Roberto
16
Chan, Joshua C. C.
16
Gallegati, Marco
16
Aloui, Chaker
15
Fernández-Villaverde, Jesús
15
Forbes, Catherine Scipione
15
Liesenfeld, Roman
15
Marczak, Martyna
15
Nakajima, Jouchi
15
Wohar, Mark E.
15
Aguiar-Conraria, Luís
14
Mandler, Martin
14
Ooms, Marius
14
Potter, Simon M.
14
Soares, Maria Joana
14
Dar, Arif Billah
13
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Institution
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National Bureau of Economic Research
20
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
Department of Econometrics and Business Statistics, Monash Business School
9
Scottish Institute for Research in Economics (SIRE)
9
Economics Department, University of Strathclyde
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Tinbergen Instituut
6
University of Strathclyde / Department of Economics
5
Department of Economics, University of Pennsylvania
4
Econometric Society
4
European Commission / Statistical Office of the European Communities
4
European University Institute / Department of Economics
4
Queen Mary College / Department of Economics
4
Tinbergen Institute
4
Department of Economics, Iowa State University
3
Ekonomiska forskningsinstitutet <Stockholm>
3
European Commission / Joint Research Centre
3
Institute for Monetary and Economic Studies, Bank of Japan
3
School of Economics and Management, University of Aarhus
3
School of Economics and Political Science, Universität St. Gallen
3
Banco de España
2
Center for Economic Research <Tilburg>
2
Center for Financial Studies
2
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Crawford School of Public Policy, Australian National University
2
EconWPA
2
European Central Bank
2
Federal Reserve Bank of St. Louis
2
Finance Discipline Group, Business School
2
HAL
2
Institute of Economic Research, Hitotsubashi University
2
Institutet för Internationell Ekonomi <Stockholm>
2
Nationalekonomiska Institutionen <Göteborg>
2
Nepal Rastra Bank
2
Nuffield College
2
Rimini Centre for Economic Analysis (RCEA)
2
School of Economics and Finance, Queen Mary
2
University of Cambridge / Department of Applied Economics
2
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Discussion paper / Tinbergen Institute
99
Economic modelling
85
Computational economics
59
Journal of econometrics
59
International journal of forecasting
58
Economics letters
57
Energy economics
55
Journal of forecasting
51
Journal of economic dynamics & control
44
Finance research letters
42
Applied economics letters
41
Applied economics
40
CAMA working paper series
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Working paper / Department of Econometrics and Business Statistics, Monash University
35
International review of economics & finance : IREF
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
The North American journal of economics and finance : a journal of financial economics studies
31
Working paper
28
International review of financial analysis
23
Discussion paper / Centre for Economic Policy Research
22
Working paper series / European Central Bank
22
Econometric reviews
21
Finance and economics discussion series
21
Journal of applied econometrics
21
CREATES research paper
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of empirical finance
18
CAMA Working Paper
17
CESifo working papers
17
NBER Working Paper
17
Bank of Finland research discussion papers
16
ECB Working Paper
16
NBER working paper series
16
Tinbergen Institute Discussion Paper
16
International Journal of Energy Economics and Policy : IJEEP
15
Journal of macroeconomics
15
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
14
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Source
All
ECONIS (ZBW)
3,966
RePEc
210
EconStor
58
BASE
13
ArchiDok
2
Other ZBW resources
2
Showing
1
-
10
of
4,251
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating regional integration using the Bayesian state-space approach
Albis, Manuel Leonard
;
Tayag, Mara Claire
;
Kang, Jong Woo
-
2024
Estimating regional integration faces challenges because of incomplete data from missing values and insufficient time spans. A key advantage of a dynamic factor model estimated using the Bayesian state-space approach is its ability to handle missing values and aggregation of the regional...
Persistent link: https://www.econbiz.de/10014457750
Saved in:
2
Tale about inflation tails
Grishchenko, Olesya V.
;
Wilcox, Laura
-
2024
Persistent link: https://www.econbiz.de/10015054044
Saved in:
3
Distributional dynamics
Bayer, Christian
;
Calderon, Luis
;
Kuhn, Moritz
-
2025
distributional data as a time series of functions whose underlying factor structure follows a
state-space
model
, which we estimate …
Persistent link: https://www.econbiz.de/10015327113
Saved in:
4
Distributional dynamics
Bayer, Christian
;
Calderon, Luis
;
Kuhn, Moritz
-
2025
distributional data as a time series of functions whose underlying factor structure follows a
state-space
model
, which we estimate …
Persistent link: https://www.econbiz.de/10015185197
Saved in:
5
Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
Hartkopf, Jan Patrick
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 393-436
Persistent link: https://www.econbiz.de/10014226292
Saved in:
6
Revisiting the
state-space
model
of unawareness
Rathke, Alex Augusto Timm
- In:
Finance research letters
72
(
2025
),
pp. 1-6
Persistent link: https://www.econbiz.de/10015207018
Saved in:
7
Estimating regional integration using the Bayesian state-space approach
Albis, Manuel Leonard
;
Tayag, Mara Claire
;
Kang, Jong Woo
-
2024
Estimating regional integration faces challenges because of incomplete data from missing values and insufficient time spans. A key advantage of a dynamic factor model estimated using the Bayesian state-space approach is its ability to handle missing values and aggregation of the regional...
Persistent link: https://www.econbiz.de/10014549352
Saved in:
8
Extracting inflation expectations and risk premia from the breakeven inflation rate in Iceland
Thórarinn G. Pétursson
-
2024
Persistent link: https://www.econbiz.de/10015193661
Saved in:
9
International trade and economic growth in Croatia
Srdelić, Leonarda
;
Dávila-Fernández, Marwil J.
- In:
Structural change and economic dynamics
68
(
2024
),
pp. 240-258
Persistent link: https://www.econbiz.de/10014495205
Saved in:
10
Staying positive : challenges and solutions in using pure multiplicative ETS models
Svetunkov, Ivan
;
Boylan, John Edward
- In:
IMA journal of management mathematics
35
(
2024
)
3
,
pp. 403-425
Persistent link: https://www.econbiz.de/10014634207
Saved in:
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