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Search: subject:"time varying parameter"
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Subject
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Schätzung
186
Estimation
181
VAR-Modell
161
VAR model
159
Monetary policy
91
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79
Zeitreihenanalyse
74
Time series analysis
72
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71
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71
Bayesian inference
64
Theorie
62
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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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252
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15
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258
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225
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1
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204
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76
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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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374
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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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Published in...
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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
11
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20
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484
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11
How does climate policy uncertainty affect financial markets? : evidence from Europe
Tedeschi, Marco
;
Foglia, Matteo
;
Bouri, Elie
;
Dai, Peng-Fei
- In:
Economics letters
234
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015065789
Saved in:
12
US interest rates : are relations stable?
Karlsson, Sune
;
Kiss, Tamás
;
Nguyen, Hoang
; …
-
2024
estimating trivariate hybrid
time-varying
parameter
Bayesian VAR models with stochastic volatility for the three-month Treasury …
Persistent link: https://www.econbiz.de/10014490330
Saved in:
13
International Transmission of Macroeconomic Uncertainty in China: A Time-varying Bayesian Global SVAR Approach
Kim, Wongi
- In:
East Asian Economic Review (EAER)
28
(
2024
)
1
,
pp. 95-140
This study empirically investigates the international transmission of China's uncertainty shocks. It estimates a
time-varying
…
parameter
Bayesian global structural vector autoregressive model (TVP-BGVAR) using time series data for 33 countries to evaluate …
Persistent link: https://www.econbiz.de/10015398021
Saved in:
14
International transmission of macroeconomic uncertainty in China : a time-varying Bayesian global SVAR approach
Kim, Wongi
- In:
East Asian economic review
28
(
2024
)
1
,
pp. 95-140
Persistent link: https://www.econbiz.de/10015184783
Saved in:
15
Revisiting real wage rigidity
Ellington, Michael
;
Martin, Christopher Ian
;
Wang, Bingsong
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
2/3
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014544981
Saved in:
16
Extreme connectedness between cryptocurrencies and non-fungible tokens : portfolio implications
Mensi, Waild
;
Gubareva, Mariya
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-27
employing a
time-varying
parameter
vector autoregression approach. We fnd that lower and upper quantile spillovers are higher …
Persistent link: https://www.econbiz.de/10014547078
Saved in:
17
External shocks and economic fluctuations in Peru: empirical evidence using mixture innovation TVP-VAR-SV models
Guevara, Brenda
;
Rodriguez, Gabriel
;
Yamuca …
-
2024
Persistent link: https://www.econbiz.de/10014526264
Saved in:
18
The time-varying multivariate autoregressive index model
Cubadda, Gianluca
;
Grassi, Stefano
;
Guardabascio, Barbara
-
2024
Persistent link: https://www.econbiz.de/10014515646
Saved in:
19
Inference in a stationary/nonstationary autoregressive
time-varying-parameter
model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
20
Pass-through with volatile exchange rates and inflation targeting
Alexius, Annika
;
Holmberg, Mikaela
- In:
Review of world economics
160
(
2024
)
2
,
pp. 377-387
Persistent link: https://www.econbiz.de/10014557659
Saved in:
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