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Search: subject:"time‐varying parameter"
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Schätzung
184
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179
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160
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158
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90
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78
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74
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62
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61
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59
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56
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54
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51
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time-varying parameter
49
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48
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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
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32
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28
Exchange rate
27
Oil price
26
time-varying parameter model
26
Stochastic volatility
25
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25
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25
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25
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250
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371
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108
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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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7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
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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
Showing
21
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30
of
481
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21
Exchange rate pass-through in emerging Asia and exposure to external shocks
Beirne, John
;
Renzhi, Nuobu
;
Panthi, Pradeep
-
2023
Using a
time-varying
parameter
SVAR model over the period 1994 to 2021, this paper provides estimates of exchange rate …
Persistent link: https://www.econbiz.de/10014540497
Saved in:
22
Impact of monetary policy shocks in the Peruvian economy over time
Pérez Rojo, Flavio
;
Rodriguez, Gabriel
-
2023
-
This version: August 21, 2023
Persistent link: https://www.econbiz.de/10014430521
Saved in:
23
The effects of energy prices on oil-gas sectoral stock returns for BRIC countries : evidence from space state models
Helmi, Mohamad Husam
;
Catik, A. Nazif
;
Kosedagli, Begum …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 430-440
Persistent link: https://www.econbiz.de/10014435145
Saved in:
24
Impact of money supply in different states of inflation and economic growth in South Africa
Buthelezi, Eugene Msizi
- In:
Economies : open access journal
11
(
2023
)
2
,
pp. 1-22
-switching dynamic regression (MSDRM) and
time-varying
parameter
structural vector autoregression (TVP-VAR) are used in this paper. The …
Persistent link: https://www.econbiz.de/10014230763
Saved in:
25
What can monetary policy tell us about Bitcoin?
Pietrzak, Marcin
- In:
Annals of finance
19
(
2023
)
4
,
pp. 545-559
Persistent link: https://www.econbiz.de/10014448303
Saved in:
26
Exchange rate pass-through in emerging Asia and exposure to external shocks
Beirne, John
;
Renzhi, Nuobu
;
Panthi, Pradeep
-
2023
Using a
time-varying
parameter
SVAR model over the period 1994 to 2021, this paper provides estimates of exchange rate …
Persistent link: https://www.econbiz.de/10014290882
Saved in:
27
Bayesian inference in high-dimensional
time-varying
parameter
models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
28
Dynamic shrinkage priors for large
time-varying
parameter
regressions using scalable Markov Chain Monte Carlo Methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316037
Saved in:
29
Time-varying elasticity of cyclically adjusted primary balance and effect of fiscal consolidation on domestic government debt in South Africa
Buthelezi, Eugene Msizi
;
Nyatanga, Phocenah
- In:
Economies : open access journal
11
(
2023
)
5
,
pp. 1-27
fiscal consolidation on government debt. The
time-varying
parameter
structural vector autoregression (TVP-VAR) model is used …
Persistent link: https://www.econbiz.de/10014319485
Saved in:
30
Time-varying fiscal multipliers for South Africa : a large
time-varying
parameter
vector autoregression approach
Du Rand, Gideon
;
Hollander, Hylton
;
Van Lill, Dawie
-
2023
by using a large
time-varying
parameter
vector autoregression approach estimated with Bayesian methods. We argue for an …
Persistent link: https://www.econbiz.de/10014336362
Saved in:
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