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  • Search: subject:"state space modelling"
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Year of publication
Subject
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Theorie 11 Zustandsraummodell 11 State space model 10 Theory 10 state-space modelling 9 Forecasting model 8 Prognoseverfahren 8 Time series analysis 8 Zeitreihenanalyse 8 state space modelling 7 Estimation 5 Schätzung 5 Uncovered interest parity 4 time-varying coefficients 4 Copper forecasting 3 Forecasting 3 Productivity 3 Produktivität 3 State space modelling 3 time varying parameter model 3 Affine term structure models 2 Arbeitsmarkt 2 Arbeitsproduktivität 2 Business cycle 2 Copper 2 Copper market 2 Dutch disease 2 Dynamische Wirtschaftstheorie 2 Economic dynamics 2 Empirical heterogeneous agent model 2 Financial market 2 Finanzmarkt 2 Industrie 2 Inflation 2 Intensity modelling 2 Interpolation 2 Konjunktur 2 Kupfer 2 Kupfermarkt 2 Labor share 2
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Online availability
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Free 15 Undetermined 7
Type of publication
All
Book / Working Paper 17 Article 9
Type of publication (narrower categories)
All
Working Paper 8 Article in journal 7 Aufsatz in Zeitschrift 7 Graue Literatur 7 Non-commercial literature 7 Arbeitspapier 5
Language
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English 20 Undetermined 6
Author
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Buncic, Daniel 5 Straetmans, Stefan 4 Koning, Camiel de 3 Moretto, Carlo 3 Camba-Méndez, Gonzalo 2 Dixon, Robert J. 2 García, Juan Angel 2 Karunaratne, Neil Dias 2 Lamo, Ana 2 Leow, Mindy 2 Lim, Guay C. 2 Piras, Gion Donat 2 Werner, Thomas 2 Allon, Joan Christine S. 1 Bautista, Dennis M. 1 Baştürk, Nalan 1 Brakel, Jan A. van den 1 Cabrero, Alberto 1 Camba-Mendez, Gonzalo 1 Cramon-Taubadel, Stephan von 1 Crook, Jonathan 1 Crook, Jonathan N. 1 Dacio, Jasmin E. 1 Herwartz, Helmut 1 Hirsch, Astrid 1 Muzindutsi, Paul-Francois 1 Nieto, Fernando 1 Nyati, Malibongwe C. 1 Peerlings, Dewi 1 Perron, Pierre 1 Sbrana, Giacomo 1 Tipoy, Christian K. 1 Varneskov, Rasmus Tangsgaard 1 Vollmer, Teresa 1 de Koning, Camiel 1
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Institution
All
European Central Bank 2 School of Economics and Political Science, Universität St. Gallen 2 Banco de España 1 Tinbergen Institute 1 Tinbergen Instituut 1
Published in...
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ECB Working Paper 2 Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen 2 Tinbergen Institute Discussion Papers 2 Working Paper Series / European Central Bank 2 BSP working paper series 1 Banco de España Working Papers 1 Discussion paper / Statistics Netherlands 1 Discussion paper / Tinbergen Institute 1 Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics 1 ERSA working paper 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 European review of agricultural economics 1 Journal of international money and finance 1 Journal of the Operational Research Society 1 Melbourne Institute working paper series 1 Quantitative finance 1 Research in World Economy 1 Research in world economy 1 The North American journal of economics and finance : a journal of financial economics studies 1 Tinbergen Institute Discussion Paper 1 Working papers 1
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Source
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ECONIS (ZBW) 14 RePEc 9 EconStor 3
Showing 1 - 10 of 26
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NNPF : Neural Network Particle Filter for time series data
Peerlings, Dewi; Brakel, Jan A. van den; Baştürk, Nalan - 2024
Persistent link: https://www.econbiz.de/10014524761
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Nowcasting inflation : a state-space approach using high-frequency data
Allon, Joan Christine S.; Bautista, Dennis M.; Dacio, … - 2022
Persistent link: https://www.econbiz.de/10014318696
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Measuring and testing a modified version of the South African financial cycle
Nyati, Malibongwe C.; Tipoy, Christian K.; Muzindutsi, … - 2021
Persistent link: https://www.econbiz.de/10012796711
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Modelling intermittent time series and forecasting COVID-19 spread in the USA
Sbrana, Giacomo - In: Journal of the Operational Research Society 74 (2023) 2, pp. 465-475
Persistent link: https://www.econbiz.de/10014317552
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Labor's share, the firm's market power and TFP
Dixon, Robert J.; Lim, Guay C. - 2018
Persistent link: https://www.econbiz.de/10011888178
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Labor's share, the firm's market power and TFP
Dixon, Robert J.; Lim, Guay C. - 2017
Persistent link: https://www.econbiz.de/10011772354
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Measuring price discovery in the European wheat market using the partial cointegration approach
Vollmer, Teresa; Herwartz, Helmut; Cramon-Taubadel, … - In: European review of agricultural economics 47 (2020) 3, pp. 1173-1200
Persistent link: https://www.econbiz.de/10012257957
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The Productivity Paradox and the Australian Mining Boom and Bust
Karunaratne, Neil Dias - In: Research in World Economy 6 (2015) 1, pp. 1-19
Australia in the 1990s experienced a surge in multifactor productivity ushering in the ¡®golden age¡¯ of productivity. The subsequent 2000 decade witnessed a dramatic slump in productivity whilst the economy was riding the crest of the biggest terms- of- trade boom in its recorded history....
Persistent link: https://www.econbiz.de/10011267335
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Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard; Perron, Pierre - In: Quantitative finance 18 (2018) 3, pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
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Heterogeneous agents, the financial crisis and exchange rate predictability
Buncic, Daniel; Piras, Gion Donat - In: Journal of international money and finance 60 (2016), pp. 313-359
Persistent link: https://www.econbiz.de/10011660890
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