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Search: subject:"time varying parameter"
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Schätzung
186
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181
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161
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159
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91
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74
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61
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59
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57
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55
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54
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52
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time-varying parameter
49
Estimation theory
48
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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
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33
Wechselkurs
28
Exchange rate
27
time-varying parameter model
27
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26
Stochastic volatility
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25
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374
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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
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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
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
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1
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431
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440
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484
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431
The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries
Kazi, Irfan Akbar
;
Wagan, Hakimzadi
;
Akbar, Farhan
- In:
Economic Modelling
30
(
2013
)
C
,
pp. 90-116
a
time
varying
parameter
factor augmented VAR approach (TVP-FAVAR) to study the EFFR shocks together with a large data …
Persistent link: https://www.econbiz.de/10010608282
Saved in:
432
A
time-varying
parameter
approach to reexamining the Chinese RMB
Wan, Shui Ki
;
Wang, Shin-huei
;
Xie, Yi-meng
- In:
The empirical economics letters : a monthly …
12
(
2013
)
4
,
pp. 351-361
Persistent link: https://www.econbiz.de/10010257859
Saved in:
433
Quantitative easing, credibility and the time-varying dynmics of the term structure of interest rate in Japan
Kagraoka, Yusho
;
Moussa, Zakaria
- In:
Journal of international financial markets, …
25
(
2013
),
pp. 181-201
Persistent link: https://www.econbiz.de/10009762795
Saved in:
434
Applications of extension grey prediction model for power system forecasting
Niu, Wei
;
Cheng, Juan
;
Wang, Guoqing
- In:
Journal of combinatorial optimization
26
(
2013
)
3
,
pp. 555-567
Persistent link: https://www.econbiz.de/10010204549
Saved in:
435
Great Moderation in the Japanese economy
Ko, Jun-hyung
;
Murase, Koichi
- In:
Japan and the world economy : international journal of …
27
(
2013
),
pp. 10-24
Persistent link: https://www.econbiz.de/10010243010
Saved in:
436
Time-varying monetary-policy rules and financial stress : does financial instability matter for monetary policy?
Baxa, Jaromír
;
Horváth, Roman
;
Vašíček, Bořek
- In:
Journal of financial stability
9
(
2013
)
1
,
pp. 117-138
Persistent link: https://www.econbiz.de/10009745187
Saved in:
437
The time-varying response of foreign stock markets to US monetary policy surprises : evidence from the Federal funds futures market
Kishor, N. Kundan
;
Marfatia, Hardik A.
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 1-24
Persistent link: https://www.econbiz.de/10009726483
Saved in:
438
The changing international transmission of US monetary policy shocks : is there evidence of contagion effect on OECD countries
Kazi, Irfan Akbar
;
Wagan, Hakimzadi
;
Akbar, Farhan
- In:
Economic modelling
30
(
2013
),
pp. 90-116
Persistent link: https://www.econbiz.de/10009703715
Saved in:
439
Modeling the relationship between European carbon permits and certified emission reductions
Koop, Gary
;
Tole, Lise
- In:
Journal of empirical finance
24
(
2013
),
pp. 166-181
Persistent link: https://www.econbiz.de/10010371982
Saved in:
440
A survey on
time-varying
parameter
Taylor rule : a model modified with interest rate pass-through
Yüksel, Ebru
;
Metin-Özcan, Kıvılcım
;
Hatipoglu, Ozan
- In:
Economic systems
37
(
2013
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10009737739
Saved in:
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