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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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71
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64
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62
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61
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59
Schock
57
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55
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54
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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
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25
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23
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252
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15
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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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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
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
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41
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484
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41
Dynamic relations between housing markets, stock markets, and uncertainty in global cities : a time-frequency approach
Alqaralleh, Huthaifa
;
Canepa, Alessandra
;
Uddin, …
-
2022
Persistent link: https://www.econbiz.de/10013366320
Saved in:
42
Fast and flexible Bayesian inference in
time-varying
parameter
regression models
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1904-1918
Persistent link: https://www.econbiz.de/10013540579
Saved in:
43
Time-varying
parameter
four-equation DSGE model
Gupta, Rangan
;
Sun, Xiaojin
-
2022
Persistent link: https://www.econbiz.de/10013341328
Saved in:
44
Crude oil futures prices and foreign exchange markets
Alam, Md Rafayet
;
Forhad, Abdur Rahman
;
Islam, Mohammed …
- In:
Applied economics
56
(
2024
)
57
,
pp. 7636-7652
Persistent link: https://www.econbiz.de/10015135072
Saved in:
45
The interplay of geopolitics and agricultural commodity prices
Goyal, Raghav
;
Mensah, Edouard
;
Steinbach, Sandro
- In:
Applied economic perspectives and policy
46
(
2024
)
4
,
pp. 1533-1562
Persistent link: https://www.econbiz.de/10015135255
Saved in:
46
Exploring exchange rate sensitivity to crude oil futures : a study of selected global economies
Privara, Andrej
;
Gohar, Raheel
;
Alzoubi, Haitham M.
; …
- In:
International economics and economic policy
22
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10015188933
Saved in:
47
The time-varying impacts of global economic policy uncertainty on macroeconomic activity in a small open economy : the case of Turkey
Daştan, Muhammet
;
Karabulut, Kerem
;
Yalçınkaya, Ömer
- In:
Portuguese economic journal
23
(
2024
)
2
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014545175
Saved in:
48
The tourism industry’s performance during the years of the COVID-19 pandemic
Daglis, Theodoros
- In:
Computational economics
63
(
2024
)
3
,
pp. 1173-1189
Persistent link: https://www.econbiz.de/10014546357
Saved in:
49
Emotional spillovers in the cryptocurrency market
Chowdhury, Md Iftekhar Hasan
;
Hasan, Mudassar
;
Bouri, Elie
- In:
Journal of behavioral and experimental finance
41
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014526450
Saved in:
50
Herding behaviour surrounding the Russo-Ukraine war and COVID-19 pandemic : evidence from energy, metal, livestock and grain commodities
Mohamad, Azhar
- In:
Review of behavioral finance : RBF
16
(
2024
)
5
,
pp. 925-957
Persistent link: https://www.econbiz.de/10015069622
Saved in:
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