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  • Search: subject:"time varying parameter"
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Year of publication
Subject
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Schätzung 186 Estimation 181 VAR-Modell 161 VAR model 159 Monetary policy 91 Geldpolitik 79 Zeitreihenanalyse 74 Time series analysis 72 Volatility 71 Volatilität 71 Bayesian inference 64 Theorie 62 Theory 61 Bayes-Statistik 59 Schock 57 Shock 55 Prognoseverfahren 54 Forecasting model 52 Schätztheorie 49 time-varying parameter 49 Estimation theory 48 State space model 42 Time-varying parameter 42 Time-varying parameter model 41 Welt 39 World 39 Time-varying parameter VAR 37 Zustandsraummodell 36 monetary policy 36 Impact assessment 33 Wirkungsanalyse 33 Wechselkurs 28 Exchange rate 27 time-varying parameter model 27 Oil price 26 Stochastic volatility 25 USA 25 United States 25 Ölpreis 25 Inflation 23
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Online availability
All
Free 252 Undetermined 184 CC license 15
Type of publication
All
Article 258 Book / Working Paper 225 Other 1
Type of publication (narrower categories)
All
Article in journal 204 Aufsatz in Zeitschrift 204 Working Paper 114 Graue Literatur 76 Non-commercial literature 76 Arbeitspapier 71 Article 6 Aufsatz im Buch 4 Book section 4 research-article 3 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Konferenzschrift 1 Research Report 1
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Language
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English 374 Undetermined 108 Portuguese 2
Author
All
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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Institution
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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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Published in...
All
Economic modelling 10 Economics letters 9 Applied economics 8 CAMA working paper series 7 Journal of macroeconomics 7 Working Paper 7 Energy economics 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 financial markets, institutions & money 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 MNB Working Papers 3
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Source
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ECONIS (ZBW) 286 RePEc 144 EconStor 50 Other ZBW resources 3 BASE 1
Showing 131 - 140 of 484
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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
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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
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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
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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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A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol; Han, Sumin; Joo, Sunghoon; Lee, Kangbok - In: Journal of banking & finance 142 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
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Population aging and fiscal sustainability : nonlinear evidence from Europe
Cho, Dooyeon; Lee, Kyung-woo - In: Journal of international money and finance 126 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013435518
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Dynamic dependence between main-byproduct metals and the role of clean energy market
Song, Huiling; Wang, Chang; Lei, Xiaojie; Zhang, Hongwei - In: Energy economics 108 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013203251
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Economic policy uncertainty, investor sentiment and financial stability : an empirical study based on the time varying parameter-vector autoregression model
Qi, Xin-Zhou; Ning, Zhong; Qin, Meng - In: Journal of economic interaction and coordination 17 (2022) 3, pp. 779-799
Persistent link: https://www.econbiz.de/10013271990
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GDP volatility implication of tourism volatility in South Africa : a time-varying approach
Lee, Chien-Chiang; Olasehinde-Williams, Godwin O; … - In: Tourism economics : the business and finance of tourism … 28 (2022) 2, pp. 435-450
Persistent link: https://www.econbiz.de/10013176781
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Emerging market responses to external shocks : a cross-country analysis
Hallam, Bahar Sungurtekin - In: Economic modelling 115 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10014228663
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