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Search: subject:"time‐varying parameter"
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Schätzung
184
Estimation
179
VAR-Modell
160
VAR model
158
Monetary policy
90
Geldpolitik
78
Zeitreihenanalyse
74
Time series analysis
72
Volatility
69
Volatilität
69
Bayesian inference
64
Theorie
62
Theory
61
Bayes-Statistik
59
Schock
56
Shock
54
Prognoseverfahren
53
Forecasting model
51
Schätztheorie
49
time-varying parameter
49
Estimation theory
48
State space model
42
Time-varying parameter
42
Time-varying parameter model
40
Welt
39
World
39
Time-varying parameter VAR
37
Zustandsraummodell
36
monetary policy
36
Impact assessment
32
Wirkungsanalyse
32
Wechselkurs
28
Exchange rate
27
Oil price
26
time-varying parameter model
26
Stochastic volatility
25
USA
25
United States
25
Ölpreis
25
Inflation
23
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Free
250
Undetermined
183
CC license
15
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256
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224
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1
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202
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76
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71
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6
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4
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4
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English
371
Undetermined
108
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2
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Koop, Gary
19
Huber, Florian
17
Gupta, Rangan
15
Teräsvirta, Timo
13
Michaelis, Henrike
12
Korobilis, Dimitris
10
Nakajima, Jouchi
10
Baxa, Jaromír
9
Eisenstat, Eric
9
Strachan, Rodney W.
9
Ellington, Michael
8
Koopman, Siem Jan
8
Marfatia, Hardik A.
8
Amado, Cristina
7
Horváth, Roman
7
Onorante, Luca
7
Watzka, Sebastian
7
Chan, Joshua
6
Cho, Dooyeon
6
Cimadomo, Jacopo
6
Hauptmeier, Sebastian
6
Kirchner, Markus
6
Marcellino, Massimiliano
6
Vašíček, Bořek
6
Arratibel, Olga
5
Baillie, Richard
5
Buncic, Daniel
5
Campolieti, Michele
5
Gefang, Deborah
5
Gerba, Eddie
5
Guegan, Dominique
5
Hauzenberger, Klemens
5
Horvath, Roman
5
Hristov, Nikolay
5
Hülsewig, Oliver
5
Siemsen, Thomas
5
Wollmershäuser, Timo
5
Zhang, Jing
5
Akbar, Farhan
4
Blasques, Francisco
4
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HAL
7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Institute for Monetary and Economic Studies, Bank of Japan
5
European Central Bank
4
Česká Národní Banka
4
CESifo
3
Rimini Centre for Economic Analysis (RCEA)
3
School of Economics and Management, University of Aarhus
3
Society for Computational Economics - SCE
3
Bank for International Settlements (BIS)
2
Crawford School of Public Policy, Australian National University
2
Departament d'Economia Aplicada, Universitat Autònoma de Barcelona
2
Department of Econometrics and Business Statistics, Monash Business School
2
Deutsche Bundesbank
2
Economics Department, University of Strathclyde
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Institut ekonomických studií, Univerzita Karlova v Praze
2
Institut für Makroökonomie und Wirtschaftspolitik, Fachbereich Volkswirtschaftslehre
2
Institute of Economic Research, Hitotsubashi University
2
London School of Economics (LSE)
2
Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho
2
School of Economics and Political Science, Universität St. Gallen
2
Tinbergen Instituut
2
Türkiye Cumhuriyet Merkez Bankası
2
Agricultural and Applied Economics Association - AAEA
1
Banco de la Republica de Colombia
1
Bank of England
1
Bank of Japan
1
C.E.P.R. Discussion Papers
1
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales
1
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Department of Economics, Adam Smith Business School
1
Department of Economics, Faculty of Economic and Management Sciences
1
Department of Economics, Florida International University
1
Department of Economics, Sciences économiques
1
Department of Economics, University of Connecticut
1
Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
1
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Economic modelling
10
Economics letters
9
Applied economics
8
CAMA working paper series
7
Journal of macroeconomics
7
Energy economics
6
Working Paper
6
Discussion paper / Tinbergen Institute
5
ECB Working Paper
5
IMES Discussion Paper Series
5
Journal of economic dynamics & control
5
MPRA Paper
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Tinbergen Institute Discussion Paper
5
Working paper
5
Econometric reviews
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of economics & finance : IREF
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Journal of forecasting
4
Journal of international money and finance
4
Post-Print / HAL
4
SSE/EFI Working Paper Series in Economics and Finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Working Paper Series / European Central Bank
4
Working Papers / Česká Národní Banka
4
CESifo Working Paper
3
CESifo Working Paper Series
3
CESifo working papers
3
CREATES Research Papers
3
Economies : open access journal
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance research letters
3
Financial innovation : FIN
3
International journal of forecasting
3
Journal of banking & finance
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
MNB Working Papers
3
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Source
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ECONIS (ZBW)
284
RePEc
144
EconStor
49
Other ZBW resources
3
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1
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111
Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.
;
Gupta, Rangan
;
Kim, Won Joong
- In:
Journal of macroeconomics
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
Saved in:
112
Minimum connectedness portfolios and the market for green bonds : advocating socially responsible investment (SRI) activity
Broadstock, David C.
;
Chatziantoniou, Ioannis
;
Gabauer, …
- In:
Applications in Energy Finance : The Energy Sector, …
,
(pp. 217-253)
.
2022
Persistent link: https://www.econbiz.de/10013283203
Saved in:
113
Tracking a central banker's preference : a nonparametric regression approach
Park, Cheolbeom
;
Park, Sookyung
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 291-307
Persistent link: https://www.econbiz.de/10012819455
Saved in:
114
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-Chiang
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
115
What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
116
The impact of the Russia-Ukraine conflict on the connectedness of financial markets
Umar, Zaghum
;
Choi, Sun-Yong
;
Teplova, Tamara V.
- In:
Finance research letters
48
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463277
Saved in:
117
Application of the improved Cobweb model in China's new energy vehicle market
Yang, Ruining
- In:
Proceedings of the 5th International Conference on …
,
(pp. 144-158)
.
2022
Persistent link: https://www.econbiz.de/10013348660
Saved in:
118
Selective linear segmentation for detecting relevant parameter changes
Dufays, Arnaud
;
Houndetoungan, Elysee Aristide
;
Coën, Alain
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 762-805
Persistent link: https://www.econbiz.de/10013349153
Saved in:
119
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
120
The dynamics and determinants of liquidity connectedness across financial asset markets
Liew, Ping-Xin
;
Lim, Kian-Ping
;
Goh, Kim-Leng
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 341-358
Persistent link: https://www.econbiz.de/10013332382
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